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At least 145 records · Page 8

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↗

Co-optimizing Generation and Transmission Expansion with Wind Power in Large-Scale Power Grids Implementation in the US Eastern Interconnection

This paper studies the generation and transmission expansion co-optimization problem with a high wind power penetration rate in the US Eastern Interconnection (EI) power grid. In this paper, the generation and transmission expansion problem for the EI system is modeled as a mixed-integer programming (MIP) problem. Our paper also analyzed a time series generation method to capture the variation and correlation of both load and wind power across regions. The obtained series can be easily introduced into the expansion planning problem and then solved through existing MIP solvers. Simulation results show that the proposed planning model and series generation method can improve the expansion result significantly through modeling more detailed information of wind and load variation among regions in the US EI system. Moreover, the improved expansion plan that combines generation and transmission will aid system planners and policy makers to maximize the social welfare in large-scale power grids.

17 WIND ENERGY↗

From zonal to nodal capacity expansion planning: Spatial aggregation impacts on a realistic test-case

Solving power system capacity expansion planning (CEP) problems at realistic spatial resolutions is computationally challenging. Thus, a common practice is to solve CEP over zonal models with low spatial resolution rather than over full-scale nodal power networks. Due to improvements in solving large-scale stochastic mixed integer programs, these computational limitations are becoming less relevant, and the assumption that zonal models are realistic and useful approximations of nodal CEP is worth revisiting. Here, this work is the first to conduct a systematic computational study on the assumption that spatial aggregation can reasonably be used for ISO-scale CEP. By considering a realistic, large-scale test network based on the state of California with over 8000 buses, we find that well-designed small spatial aggregations can yield good approximations but that coarser zonal models may result in large distortions of investment decisions, e.g., capacity under-investment of up to 41% for the lowest resolution model considered.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Optimal Location of Radiation Therapy Centers With Respect to Geographic Access

Purpose: To develop a framework with which to evaluate locations of radiation therapy (RT) centers in a region based on geographic access. Methods and Materials: Patient records were obtained for all external beam radiation therapy started in 2011 for the province of British Columbia, Canada. Two metrics of geographic access were defined. The primary analysis was percentage of patients (coverage) within a 90-minute drive from an RT center (C90), and the secondary analysis was the average drive time (ADT) to an RT center. An integer programming model was developed to determine optimal center locations, catchment areas, and capacity required under different scenarios. Results: Records consisted of 11,096 courses of radiation corresponding to 161,616 fractions. Baseline geographic access was estimated at 102.5 minutes ADT (each way, per fraction) and 75.9% C90. Adding 2 and 3 new centers increased C90 to 88% and 92%, respectively, and decreased ADT by between 43% and 61%, respectively. A scenario in which RT was provided in every potential location that could support at least 1 fully utilized linear accelerator resulted in 35.3 minutes' ADT and 93.6% C90. Conclusions: The proposed framework and model provide a data-driven means to quantitatively evaluate alternative configurations of a regional RT system. Results suggest that the choice of location for future centers can significantly improve geographic access to RT.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

Feasible region-based heuristics for optimal transmission switching

In this paper, we develop a optimal transmission switching (OTS) heuristic based on DC optimal power flow (OPF) and assess the efficacy of the approach when implemented within AC OPF. Traditional formulations of the OTS problem can result in hundreds or thousands of binary variables for large networks, making the OTS problem challenging to solve on fast timescales even for relatively small networks. Here, we identify which constraints and therefore which variables are constraining the DC OPF feasible region, and rank them based on their impact on the cost function. We develop a heuristic algorithm which iteratively removes these constraints and solves a series of standard DC OPF problems. The heuristic is tested on a variety of PGlib networks and the results show that the algorithm can provide substantial cost decreases without having to solve any mixed integer programs. Additionally, we provide insights about the OTS problem, including identifying scenarios outside congestion where OTS can prove useful. Lastly, the performance of the DC-based heuristic is shown when the line switching decisions are implemented within AC OPF.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

An optimization framework for workplace charging strategies

The workplace charging (WPC) has been recently recognized as the most important secondary charging point next to residential charging for plug-in electric vehicles (PEVs). The current WPC practice is spontaneous and grants every PEV a designated charger, which may not be practical or economic when there are a large number of PEVs present at workplace. This study is the first research undertaken that develops an optimization framework for WPC strategies to satisfy all charging demand while explicitly addressing different eligible levels of charging technology and employees’ demographic distributions. The optimization model is to minimize the lifetime cost of equipment, installations, and operations, and is formulated as an integer program. We demonstrate the applicability of the model using numerical examples based on national average data. The results indicate that the proposed optimization model can reduce the total cost of running a WPC system by up to 70% compared to the current practice. The WPC strategies are sensitive to the time windows and installation costs, and dominated by the PEV population size. The WPC has also been identified as an alternative sustainable transportation program to the public transit subsidy programs for both economic and environmental advantages.

Optimization↗

Refueling infrastructure planning in intercity networks considering route choice and travel time delay for mixed fleet of electric and conventional vehicles

The range anxiety has been a major factor that affects the market acceptance of electric vehicles. Even with the recent development of battery technologies, a lack of charging stations and range anxiety are still significant concerns, specifically for intercity trips. This calls for more investments in building charging stations and advancing battery technologies to increase the market share of electric vehicles and improve sustainability. This study suggests a configuration for plug-in electric vehicle charging infrastructure to support long-distance intercity trips of electric vehicles at the network level. A model is proposed to minimize the total system cost including infrastructure investment (building charging stations/spots) and travel time delays (charging time, waiting time in the queue, and detour time to access charging stations). This study fills existing gaps in the literature by capturing realistic patterns of travel demand and considering flow-dependent charging delays at charging stations. Furthermore, the proposed model, which is formulated as a mixed-integer program with nonlinear constraints, solves the optimization problem at the network level. At the network level, impacts of charging station locations on the traffic assignment problem with a mixed fleet of electric and conventional vehicles need to be considered. To this end, a traffic assignment module is integrated with a simulated annealing algorithm. The numerical experiments show a satisfactory application of the model for a full-scale case study (intercity network in Michigan). The solution quality and efficiency of the proposed solution algorithm are evaluated against those of an enumeration approach for a small case study. The results suggest that even for the current market share and charging stations’ setting, a significant investment is needed to support intercity trips without range anxiety issues and with acceptable delays. Additionally, through sensitivity analyses, the required infrastructure and battery investments to support intercity trips with acceptable delays are established for hypothetical increased market shares and battery size in the future.

42 ENGINEERING↗