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At least 181 records · Page 10

Allocating limited deicing resources in winter snow events

As the number and severity of snowfall events continue to grow, the need to direct road maintenance intelligently during these snowfall events will also grow. In several locations, local governments lack the resources to treat all roadways completely during snow events. Furthermore, some governments utilize only traffic data to determine which roads should be treated. As a result, many schools, businesses, and government offices must be unnecessarily closed, which directly impacts the social, educational, and economic well-being of citizens and institutions. In this work, we propose a mixed integer programming (MIP) formulation to allocate resources to manage snowfall on roads using meteorological, geographical, and environmental parameters. Furthermore, given that MIPs often scale poorly with problem size, we also present a constructive heuristic designed for the problem. Finally, we evaluate the impacts of an increase in budget for winter road maintenance on snow control resources.

97 MATHEMATICS AND COMPUTING↗

An optimization model for energy generation and distribution in a dynamic facility

An analytical model is described using linear programming for the optimum generation and distribution of energy demands among competing energy resources and different economic criteria. The model, which will be used as a general engineering tool in the analysis of the Deep Space Network ground facility, considers several essential decisions for better design and operation. The decisions sought for the particular energy application include: the optimum time to build an assembly of elements, inclusion of a storage medium of some type, and the size or capacity of the elements that will minimize the total life-cycle cost over a given number of years. The model, which is structured in multiple time divisions, employ the decomposition principle for large-size matrices, the branch-and-bound method in mixed-integer programming, and the revised simplex technique for efficient and economic computer use.

Lansing, F. L.↗

A Linear Programming Approach to the Development of Contrail Reduction Strategies Satisfying Operationally Feasible Constraints

A class of strategies has been proposed to reduce contrail formation in the United States airspace. A 3D grid based on weather data and the cruising altitude level of aircraft is adjusted to avoid the persistent contrail potential area with the consideration to fuel-efficiency. In this paper, the authors introduce a contrail avoidance strategy on 3D grid by considering additional operationally feasible constraints from an air traffic controller's aspect. First, shifting too many aircraft to the same cruising level will make the miles-in-trail at this level smaller than the safety separation threshold. Furthermore, the high density of aircraft at one cruising level may exceed the workload for the traffic controller. Therefore, in our new model we restrict the number of total aircraft at each level. Second, the aircraft count variation for successive intervals cannot be too drastic since the workload to manage climbing/descending aircraft is much larger than managing cruising aircraft. The contrail reduction is formulated as an integer-programming problem and the problem is shown to have the property of total unimodularity. Solving the corresponding relaxed linear programming with the simplex method provides an optimal and integral solution to the problem. Simulation results are provided to illustrate the methodology.

Wei, Peng↗

Domain Decomposition for Integer Optimal Control with Total Variation Regularization

Total variation integer optimal control problems admit solutions and necessary optimality conditions via geometric variational analysis. In spite of the existence of said solutions, algorithms which solve the discretized objective suffer from high numerical cost associated with the combinatorial nature of integer programming. Hence, such methods are often limited to small and medium-sized problems. We propose a globally convergent, coordinate descent–inspired algorithm that allows tractable subproblem solutions restricted to a partition of the domain. Our decomposition method solves relatively small trust-region subproblems that modify the control variable on a subdomain only. Given nontrivial subdomain overlap, we prove that a global first-order necessary optimality condition is equivalent to a first-order necessary optimality condition per subdomain. We additionally show that a sufficient decrease is achieved on a single subdomain by way of a trust-region subproblem solver using geometric measure–theoretic arguments, which we integrate with a greedy patch selection to prove convergence of our algorithm. In conclusion, we demonstrate the practicality of our algorithm on a benchmark large-scale, PDE-constrained integer optimal control problem and find that our method is faster than the state of the art.

domain decomposition↗

Model Based Optimal Sensor Network Design for Condition Monitoring in an IGCC Plant

This report summarizes the achievements and final results of this program. The objective of this program is to develop a general model-based sensor network design methodology and tools to address key issues in the design of an optimal sensor network configuration: the type, location and number of sensors used in a network, for online condition monitoring. In particular, the focus in this work is to develop software tools for optimal sensor placement (OSP) and use these tools to design optimal sensor network configuration for online condition monitoring of gasifier refractory wear and radiant syngas cooler (RSC) fouling. The methodology developed will be applicable to sensing system design for online condition monitoring for broad range of applications. The overall approach consists of (i) defining condition monitoring requirement in terms of OSP and mapping these requirements in mathematical terms for OSP algorithm, (ii) analyzing trade-off of alternate OSP algorithms, down selecting the most relevant ones and developing them for IGCC applications (iii) enhancing the gasifier and RSC models as required by OSP algorithms, (iv) applying the developed OSP algorithm to design the optimal sensor network required for the condition monitoring of an IGCC gasifier refractory and RSC fouling. Two key requirements for OSP for condition monitoring are desired precision for the monitoring variables (e.g. refractory wear) and reliability of the proposed sensor network in the presence of expected sensor failures. The OSP problem is naturally posed within a Kalman filtering approach as an integer programming problem where the key requirements of precision and reliability are imposed as constraints. The optimization is performed over the overall network cost. Based on extensive literature survey two formulations were identified as being relevant to OSP for condition monitoring; one based on LMI formulation and the other being standard INLP formulation. Various algorithms to solve these two formulations were developed and validated. For a given OSP problem the computation efficiency largely depends on the “size” of the problem. Initially a simplified 1-D gasifier model assuming axial and azimuthal symmetry was used to test out various OSP algorithms. Finally these algorithms were used to design the optimal sensor network for condition monitoring of IGCC gasifier refractory wear and RSC fouling. The sensors type and locations obtained as solution to the OSP problem were validated using model based sensing approach. The OSP algorithm has been developed in a modular form and has been packaged as a software tool for OSP design where a designer can explore various OSP design algorithm is a user friendly way. The OSP software tool is implemented in Matlab/Simulink© in-house. The tool also uses few optimization routines that are freely available on World Wide Web. In addition a modular Extended Kalman Filter (EKF) block has also been developed in Matlab/Simulink© which can be utilized for model based sensing of important process variables that are not directly measured through combining the online sensors with model based estimation once the hardware sensor and their locations has been finalized. The OSP algorithm details and the results of applying these algorithms to obtain optimal sensor location for condition monitoring of gasifier refractory wear and RSC fouling profile are summarized in this final report.

20 FOSSIL-FUELED POWER PLANTS↗

A Parallel Computing Framework for Finding the Supported Solutions to a Biobjective Network Optimization Problem

Abstract Solving multi‐objective combinatorial optimization problems can quickly become computationally challenging when applied to large networks generated from big data. Present‐day first‐rate Mixed Integer Programming (MIP) solvers have parallelism built‐in to take advantage of multicore architectures; but specialized network optimization algorithms that can often solve graph problems more efficiently than a general MIP solver are typically programmed serially. Thus, these network algorithm implementations do not take full advantage of modern multicore computer capabilities. Many parallel computing languages include a fork/join framework into their concurrency packages that allow for simple conversion of recursive serial algorithms to operate in parallel without having to use complicated low‐level message‐passing interfaces. Fork/join is particularly well suited to divide and conquer algorithms such as Non‐Inferior Set Estimation (NISE) method for computing the supported Pareto front of a multi‐objective optimization problem. This work develops a simple general parallel NISE (pNISE) implementation using the Java 7 concurrency tools, and then offers results from a specific implementation of solving a bi‐objective shortest path problem. The results indicate that this method is capable of sizeable speed‐ups on both small‐scale personal computers as well as large‐scale shared memory supercomputers. Finally, other network problems suitable to this method are discussed, including multi‐objective variants of the minimum spanning tree problem, transportation problem, assignment problem, maximum flow problem, and the minimum‐cost flow problem. Copyright © 2015 John Wiley & Sons, Ltd.

Medrano, Fernando Antonio↗

Compressing branch-and-bound trees

A branch-and-bound (BB) tree certifies a dual bound on the value of an integer program. In this work, we introduce the tree compression problem (TCP): Given a BB tree T that certifies a dual bound, can we obtain a smaller tree with the same (or stronger) bound by either (1) applying a different disjunction at some node in T or (2) removing leaves from T? Here we believe such post-hoc analysis of BB trees may assist in identifying helpful general disjunctions in BB algorithms. We initiate our study by considering computational complexity and limitations of TCP. We then conduct experiments to evaluate the compressibility of realistic branch-and-bound trees generated by commonly-used branching strategies, using both an exact and a heuristic compression algorithm.

97 MATHEMATICS AND COMPUTING↗

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differential equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.

97 MATHEMATICS AND COMPUTING↗

Exact and heuristic algorithms for minimizing Tardy/Lost penalties on a single-machine scheduling problem

This paper addresses minimizing Tardy/Lost penalties with common due dates on a single machine. According to this penalty criterion, if tardiness of a job exceeds a predefined value, the job will be lost and penalized by a fixed value. The problem is formulated as an integer programming model, and a heuristic algorithm is constructed. Then, using the proposed dominance rules and lower bounds, we develop two dynamic programming algorithms as well as a branch and bound. Experimental results show that the heuristic algorithm has an average optimality gap less than 2 % in all problem sizes. Instances up to 250 jobs with low variety of process times are optimally solved and for high process time varieties, the algorithms solved all instances up to 75 jobs.

97 MATHEMATICS AND COMPUTING↗

Evolutionary computation algorithms to coordinating order acceptance and batch delivery for an integrated supply chain scheduling

This paper proposes a novel approach of coordinating decisions in an integrated supply chain (ISC): coordinating order acceptance (OA) and batch delivery (BD) due to round trip transportation (RTT) and using third-party logistics (3PL) vehicles. The paper aims at trading off among accepted orders revenue, delivery costs as well as any penalties incurred in the ISC to maximize the total benefit. A novel mixed-integer programming is proposed for the problem. In addition, the paper provides a heuristic to form batches and develops a hybrid evolutionary computation algorithms based on particle swarm optimization (PSO) and genetic algorithm (GA) to solve the problem. An information sharing mechanism is improved and applied. To explore and to locate the proposed PSO in a better neighborhood, a local search is proposed. Taguchi experimental design is utilized to set the appropriate values of the algorithms’ parameters and random instances are generated to evaluate the performance of the algorithms. The paper investigates the profitability sensitivity of the problem to parameters and analyzes the effect of the changes in the parameters on the performance of our proposed algorithms. The attained results show the appropriate performance of our algorithms.

97 MATHEMATICS AND COMPUTING↗

Bi-objective approaches for home healthcare medical team planning and scheduling problem

In this paper, we study the medical team planning and scheduling in home healthcare within a weekly horizon, including the planning of nursing visits and the daily traveling route scheduling. Two objectives are considered: the first one is to minimize the total operation cost of the healthcare agency and the second one is to maximize the patient satisfaction. The problem is formulated as a mixed integer program, to seek for a trade-off between two objectives, with the characteristics of the patient requirements including nursing types, nursing frequency and service length considered. Medical team types, available service days and overwork penalty are also respected in the model. Then an ϵ-constraint method is adopted to obtain exact non-dominated solutions. To address large-scale problem instances, three heuristic approaches are developed to generate approximate Pareto fronts in a reasonable time. The set of non-dominated solutions are valuable for decision-making. Computational experiments are conducted and the results demonstrate the efficiency of the approaches.

97 MATHEMATICS AND COMPUTING↗

Dispatch optimization of a concentrating solar power system under uncertain solar irradiance and energy prices

The integration of thermal energy storage into a concentrating solar power system allows for mitigating some of the risk associated with uncertain solar irradiance and uncertain energy prices. We solve a 48 h dispatch optimization model with continually updated conditional point forecasts of both direct normal irradiance (DNI) and electricity prices with a rolling-horizon scheme at hourly resolution over the course of a year. Joint, conditional forecasts for DNI and prices are formed using an autoregressive moving-average time series model with exogenous weather predictors. We guide dispatch using a mixed-integer programming model, but in order to evaluate performance we use the System Advisor Model (SAM) of the National Renewable Energy Laboratory. SAM is a techno-economic simulation model that accounts for plant thermodynamics with higher fidelity. Our conditional DNI forecasts improve annual revenue by 4%–12% over using historical forecasts based on data from previous years. Conditional price forecasts improve annual revenue by 6%–19% in the real-time market over analogous historical forecasts. Updating these forecasts every six hours, rather than every 24 h, further improves annual revenue by 5%–6%. Here, we also investigate a method that values terminal inventory in our dispatch optimization model, again when used in a rolling-horizon scheme.

14 SOLAR ENERGY↗

Sustainable network design for multi-purpose pellet processing depots under biomass supply uncertainty

This work develops a two-stage stochastic mixed-integer programming model to manage multi- purpose pellet processing depots under feedstock supply uncertainty. The proposed optimization model would help to minimize cost and to mitigate emissions from the supply chain network. We consider three alternative Biomass Processing and Densi cation Depot (BPDD) technologies; namely, conventional pellet processing, high moisture pellet processing, and ammonia ber expansion. These three technologies pre-process/pre-treat and densify different types of biomass into more highly densi ed intermediate products for different markets in order to improve movability and overall supply network performance in terms of costs and emissions. A hybrid decomposition algorithm was developed that combines sample average approximation with an enhanced Progressive Hedging (PH) algorithm to solve this challenging NP -hard problem. Some heuristics such as Rolling Horizon (RH) heuristic, variable xing technique were later applied to further enhance the PH algorithm. Mississippi and Alabama were selected as a testing ground and ArcGIS was employed to visualize and validate the modeling results. The results of the analysis reveal promising insights that could lead to recommendations to help decision makers achieve a more cost-effective environmentally-friendly supply chain network.

09 BIOMASS FUELS↗

Optimal response to attacks on the open science grids.

Cybersecurity is a growing concern, especially in open grids, where attack propagation is easy because of prevalent collaborations among thousands of users and hundreds of institutions. The collaboration rules that typically govern large science experiments as well as social networks of scientists span across the institutional security boundaries. A common concern is that the increased openness may allow malicious attackers to spread more readily around the grid. We consider how to optimally respond to attacks in open grid environments. To show how and why attacks spread more readily around the grid, we first discuss how collaborations manifest themselves in the grids and form the collaboration network graph, and how this collaboration network graph affects the security threat levels of grid participants. We present two mixed-integer program (MIP) models to find the optimal response to attacks in open grid environments, and also calculate the threat level associated with each grid participant. Given an attack scenario, our optimal response model aims to minimize the threat levels at unaffected participants while maximizing the uninterrupted scientific production (continuing collaborations). By adopting some of the collaboration rules (e.g., suspending a collaboration or shutting down a site), the model finds optimal response to subvert an attack scenario.

99 GENERAL AND MISCELLANEOUS↗

Quantum computing based hybrid solution strategies for large-scale discrete-continuous optimization problems

Quantum computing (QC) has gained popularity due to its unique capabilities that are quite different from that of classical computers in terms of speed and methods of operations. This paper proposes hybrid models and methods that effectively leverage the complementary strengths of deterministic algorithms and QC techniques to overcome combinatorial complexity for solving large-scale mixed-integer programming problems. Four applications, namely the molecular conformation problem, job-shop scheduling problem, manufacturing cell formation problem, and the vehicle routing problem, are specifically addressed. Large-scale instances of these application problems across multiple scales ranging from molecular design to logistics optimization are computationally challenging for deterministic optimization algorithms on classical computers. To address the computational challenges, hybrid QC-based algorithms are proposed and extensive computational experimental results are presented to demonstrate their applicability and efficiency. The proposed QC-based solution strategies enjoy high computational efficiency in terms of solution quality and computation time, by utilizing the unique features of both classical and quantum computers.

97 MATHEMATICS AND COMPUTING↗

A Cheeger inequality for size-specific conductance

The μ-conductance measure proposed by Lovász and Simonovits is a size-specific conductance score that identifies the set with smallest conductance while disregarding those sets with volume smaller than a μ fraction of the whole graph. Using μ-conductance enables us to study the network structures in new ways. Here, in this manuscript, we study a modified spectral cut for μ-conductance that is a natural relaxation of the integer program of μ-conductance and show that the optimum of this program has a two-sided Cheeger inequality with μ-conductance.

Graph theory↗

Electricity market design for generator revenue sufficiency with increased variable generation

Here, we present a computationally efficient mixed-integer program (MIP) that determines optimal generator expansion decisions, and hourly unit commitment and dispatch in a power system. The impact of increasing wind power capacity on the optimal generation mix and generator profitability is analyzed for a test case that approximates the electricity market in Texas (ERCOT). We analyze three market policies that may support resource adequacy: Operating Reserve Demand Curves (ORDC), Fixed Reserve Scarcity Prices (FRSP) and fixed capacity payments (CP). Optimal expansion plans are comparable between the ORDC and FRSP implementations, while capacity payments may result in additional new capacity. The FRSP policy leads to frequent reserves scarcity events and corresponding price spikes, while the ORDC implementation results in more continuous energy prices. Average energy prices decrease with increasing wind penetration under all policies, as do revenues for baseload and wind generators. Intermediate and peak load plants benefit from higher reserve prices and are less exposed to reduced energy prices. All else equal, an ORDC approach may be preferred to FRSP as it results in similar expansion and revenues with less extreme energy prices. A fixed CP leads to additional new flexible NGCT units, but lower profits for other technologies.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗