We propose an exact penalty approach for solving mixed integer nonlinear programming (MINLP) problems by converting a general MINLP problem to a finite sequence of nonlinear programming (NLP) problems with only contin...We propose an exact penalty approach for solving mixed integer nonlinear programming (MINLP) problems by converting a general MINLP problem to a finite sequence of nonlinear programming (NLP) problems with only continuous variables. We express conditions of exactness for MINLP problems and show how the exact penalty approach can be extended to constrained problems.展开更多
Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower＇s functions are separable with respect to the follower＇s variables, and the other is that the follower＇s f...Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower＇s functions are separable with respect to the follower＇s variables, and the other is that the follower＇s functions are convex if the follower＇s variables are not restricted to integers. A genetic algorithm based on an exponential distribution is proposed for the aforementioned problems. First, for each fixed leader＇s variable x, it is proved that the optimal solution y of the follower＇s mixed-integer programming can be obtained by solving associated relaxed problems, and according to the convexity of the functions involved, a simplified branch and bound approach is given to solve the follower＇s programming for the second class of problems. Furthermore, based on an exponential distribution with a parameter λ, a new crossover operator is designed in which the best individuals are used to generate better offspring of crossover. The simulation results illustrate that the proposed algorithm is efficient and robust.展开更多
The rapid growth of passenger flow in urban rail transit has led to great service pressures for metro companies in organizing train services to provide higher transportation capacities in order to satisfy passengers&#...The rapid growth of passenger flow in urban rail transit has led to great service pressures for metro companies in organizing train services to provide higher transportation capacities in order to satisfy passengers' travel demand, especially on those metro lines with insufficient rolling stock. In order to cope with high passenger flow service pressure, a mixed integer nonlinear programming(MINLP) model is proposed to optimize the line plan, timetable and rolling stock circulation simultaneously, to reduce the number of rolling stocks and increase the number of full-length services. A two-step algorithm strategy is proposed. In the first stage, the train timetable is optimized under the assumption that all the train services are the full-length services. In the second stage, the rolling stock plan is optimized based on the timetable optimized in the first stage. To ensure a feasible rolling stock circulation, certain full-length services are shortened to the short-length services due to the limited number of rolling stocks. Numerical experiments are performed based on the real-life data of Shanghai Metro Line 8. Results show that the proposed method can efficiently optimize the timetable and rolling stock circulation of the whole operation day. The optimized results are beneficial for both the service and the operational costs.展开更多
In the present work, two new, （multi-）parametric programming （mp-P）-inspired algorithms for the solutionof mixed-integer nonlinear programming （MINLP） problems are developed, with their main focus being onproces...In the present work, two new, （multi-）parametric programming （mp-P）-inspired algorithms for the solutionof mixed-integer nonlinear programming （MINLP） problems are developed, with their main focus being onprocess synthesis problems. The algorithms are developed for the special case in which the nonlinearitiesarise because of logarithmic terms, with the first one being developed for the deterministic case, and thesecond for the parametric case （p-MINLP）. The key idea is to formulate and solve the square system of thefirst-order Karush-Kuhn-Tucker （KKT） conditions in an analytical way, by treating the binary variables and/or uncertain parameters as symbolic parameters. To this effect, symbolic manipulation and solution tech-niques are employed. In order to demonstrate the applicability and validity of the proposed algorithms, twoprocess synthesis case studies are examined. The corresponding solutions are then validated using state-of-the-art numerical MINLP solvers. For p-MINLP, the solution is given by an optimal solution as an explicitfunction of the uncertain parameters.展开更多
With diversified requirements and varying manufacturing environments, the optimal production planning for a steel mill becomes more flexible and complicated. The flexibility provides operators with auxiliary requireme...With diversified requirements and varying manufacturing environments, the optimal production planning for a steel mill becomes more flexible and complicated. The flexibility provides operators with auxiliary requirements through an implementable integrated production planning. In this paper, a mixed-integer nonlinear programming(MINLP) model is proposed for the optimal planning that incorporates various manufacturing constraints and flexibility in a steel plate mill. Furthermore, two solution strategies are developed to overcome the weakness in solving the MINLP problem directly. The first one is to transform the original MINLP formulation to an approximate mixed integer linear programming using a classic linearization method. The second one is to decompose the original model using a branch-and-bound based iterative method. Computational experiments on various instances are presented in terms of the effectiveness and applicability. The result shows that the second method performs better in computational efforts and solution accuracy.展开更多
In developing countries like South Africa,users experienced more than 1030 hours of load shedding outages in just the first half of 2023 due to inadequate power supply from the national grid.Residential homes that can...In developing countries like South Africa,users experienced more than 1030 hours of load shedding outages in just the first half of 2023 due to inadequate power supply from the national grid.Residential homes that cannot afford to take actions to mitigate the challenges of load shedding are severely inconvenienced as they have to reschedule their demand involuntarily.This study presents optimal strategies to guide households in determining suitable scheduling and sizing solutions for solar home systems to mitigate the inconvenience experienced by residents due to load shedding.To start with,we predict the load shedding stages that are used as input for the optimal strategies by using the K-Nearest Neighbour(KNN)algorithm.Based on an accurate forecast of the future load shedding patterns,we formulate the residents’inconvenience and the loss of power supply probability during load shedding as the objective function.When solving the multi-objective optimisation problem,four different strategies to fight against load shedding are identified,namely(1)optimal home appliance scheduling(HAS)under load shedding;(2)optimal HAS supported by solar panels;(3)optimal HAS supported by batteries,and(4)optimal HAS supported by the solar home system with both solar panels and batteries.Among these strategies,appliance scheduling with an optimally sized 9.6 kWh battery and a 2.74 kWp panel array of five 550 Wp panels,eliminates the loss of power supply probability and reduces the inconvenience by 92%when tested under the South African load shedding cases in 2023.展开更多
文摘We propose an exact penalty approach for solving mixed integer nonlinear programming (MINLP) problems by converting a general MINLP problem to a finite sequence of nonlinear programming (NLP) problems with only continuous variables. We express conditions of exactness for MINLP problems and show how the exact penalty approach can be extended to constrained problems.
基金supported by the National Natural Science Fundation of China (60374063)
文摘Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower＇s functions are separable with respect to the follower＇s variables, and the other is that the follower＇s functions are convex if the follower＇s variables are not restricted to integers. A genetic algorithm based on an exponential distribution is proposed for the aforementioned problems. First, for each fixed leader＇s variable x, it is proved that the optimal solution y of the follower＇s mixed-integer programming can be obtained by solving associated relaxed problems, and according to the convexity of the functions involved, a simplified branch and bound approach is given to solve the follower＇s programming for the second class of problems. Furthermore, based on an exponential distribution with a parameter λ, a new crossover operator is designed in which the best individuals are used to generate better offspring of crossover. The simulation results illustrate that the proposed algorithm is efficient and robust.
基金Sponsored by the National Key R&D Program of China (Grant No.2021YFB1600100)。
文摘The rapid growth of passenger flow in urban rail transit has led to great service pressures for metro companies in organizing train services to provide higher transportation capacities in order to satisfy passengers' travel demand, especially on those metro lines with insufficient rolling stock. In order to cope with high passenger flow service pressure, a mixed integer nonlinear programming(MINLP) model is proposed to optimize the line plan, timetable and rolling stock circulation simultaneously, to reduce the number of rolling stocks and increase the number of full-length services. A two-step algorithm strategy is proposed. In the first stage, the train timetable is optimized under the assumption that all the train services are the full-length services. In the second stage, the rolling stock plan is optimized based on the timetable optimized in the first stage. To ensure a feasible rolling stock circulation, certain full-length services are shortened to the short-length services due to the limited number of rolling stocks. Numerical experiments are performed based on the real-life data of Shanghai Metro Line 8. Results show that the proposed method can efficiently optimize the timetable and rolling stock circulation of the whole operation day. The optimized results are beneficial for both the service and the operational costs.
基金financial support from EPSRC grants (EP/M027856/1 EP/M028240/1)
文摘In the present work, two new, （multi-）parametric programming （mp-P）-inspired algorithms for the solutionof mixed-integer nonlinear programming （MINLP） problems are developed, with their main focus being onprocess synthesis problems. The algorithms are developed for the special case in which the nonlinearitiesarise because of logarithmic terms, with the first one being developed for the deterministic case, and thesecond for the parametric case （p-MINLP）. The key idea is to formulate and solve the square system of thefirst-order Karush-Kuhn-Tucker （KKT） conditions in an analytical way, by treating the binary variables and/or uncertain parameters as symbolic parameters. To this effect, symbolic manipulation and solution tech-niques are employed. In order to demonstrate the applicability and validity of the proposed algorithms, twoprocess synthesis case studies are examined. The corresponding solutions are then validated using state-of-the-art numerical MINLP solvers. For p-MINLP, the solution is given by an optimal solution as an explicitfunction of the uncertain parameters.
基金Supported in part by the National High Technology Research and Development Program of China(2012AA041701)the National Natural Science Foundation of China(61320106009) the 111 Project of China(B07031)
文摘With diversified requirements and varying manufacturing environments, the optimal production planning for a steel mill becomes more flexible and complicated. The flexibility provides operators with auxiliary requirements through an implementable integrated production planning. In this paper, a mixed-integer nonlinear programming(MINLP) model is proposed for the optimal planning that incorporates various manufacturing constraints and flexibility in a steel plate mill. Furthermore, two solution strategies are developed to overcome the weakness in solving the MINLP problem directly. The first one is to transform the original MINLP formulation to an approximate mixed integer linear programming using a classic linearization method. The second one is to decompose the original model using a branch-and-bound based iterative method. Computational experiments on various instances are presented in terms of the effectiveness and applicability. The result shows that the second method performs better in computational efforts and solution accuracy.
基金supported by National Key R&D Program of China(Grant No.2021YFE0199000)National Natural Science Foundation of China(Grant No.62133015)+1 种基金National Research Foundation China/South Africa Research Cooperation Programme with Grant No.148762Royal Academy of Engineering Transforming Systems through Partnership grant scheme with reference No.TSP2021\100016.
文摘In developing countries like South Africa,users experienced more than 1030 hours of load shedding outages in just the first half of 2023 due to inadequate power supply from the national grid.Residential homes that cannot afford to take actions to mitigate the challenges of load shedding are severely inconvenienced as they have to reschedule their demand involuntarily.This study presents optimal strategies to guide households in determining suitable scheduling and sizing solutions for solar home systems to mitigate the inconvenience experienced by residents due to load shedding.To start with,we predict the load shedding stages that are used as input for the optimal strategies by using the K-Nearest Neighbour(KNN)algorithm.Based on an accurate forecast of the future load shedding patterns,we formulate the residents’inconvenience and the loss of power supply probability during load shedding as the objective function.When solving the multi-objective optimisation problem,four different strategies to fight against load shedding are identified,namely(1)optimal home appliance scheduling(HAS)under load shedding;(2)optimal HAS supported by solar panels;(3)optimal HAS supported by batteries,and(4)optimal HAS supported by the solar home system with both solar panels and batteries.Among these strategies,appliance scheduling with an optimally sized 9.6 kWh battery and a 2.74 kWp panel array of five 550 Wp panels,eliminates the loss of power supply probability and reduces the inconvenience by 92%when tested under the South African load shedding cases in 2023.
