mixed-integer programming

Power-Capacity and Ramp-Capability Reserves for Wind Integration in Power-Based UC

  • Ross Baldick
  • Germán Morales-España
  • Javier García-González
  • Andres Ramos
    • Categories Applications - OR and Management Sciences, Robust Optimization, Stochastic Programming Tags , , , ,

    This paper proposes a power-based network-constrained unit commitment (UC) model as an alternative to the traditional deterministic UCs to deal with wind generation uncertainty. The formulation draws a clear distinction between power-capacity and ramp-capability reserves to deal with wind production uncertainty. These power and ramp requirements can be obtained from wind forecast information. The model … Read more

    On Global Optimization

  • Isaac Siwale
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization, Multi-Criteria Optimization Tags , , , ,

    This paper presents a relatively “unfettered” method for finding global optima to constrained nonlinear programs. The method reformulates the given program into a bi-objective mixed-integer program that is then solved for the Nash equilibrium. A numerical example (whose solution provides a new benchmark against which other algorithms may be assessed) is included to illustrate the … Read more

    n-step cycle inequalities: facets for continuous n-mixing set and strong cuts for multi-module capacitated lot-sizing problem

  • Manish Bansal
  • Kiavash Kianfar
    • Categories (Mixed) Integer Linear Programming, Cutting Plane Approaches, Production and Logistics Tags , , , , ,

    In this paper, we introduce a generalization of the continuous mixing set (which we refer to as the continuous n-mixing set). This set is closely related to the feasible set of the multi-module capacitated lot-sizing (MML) problem with(out) backlogging. We develop new classes of valid inequalities for this set, referred to as n’-step cycle inequalities, … Read more

    How important are branching decisions: fooling MIP solvers

  • Pierre Le Bodic
  • George L. Nemhauser
    • Categories (Mixed) Integer Linear Programming Tags , , , ,

    We show the importance of selecting good branching variables by exhibiting a family of instances for which an optimal solution is both trivial to find and provably optimal by a fixed-size branch-and-bound tree, but for which state-of-the-art Mixed Integer Programming solvers need an increasing amount of resources. The instances encode the edge-coloring problem on a … Read more

    Unit commitment with valve-point loading effect

  • Mikio Kubo
  • João Pedro Pedroso
  • Ana Viana
    • Categories Applications - OR and Management Sciences, Production and Logistics, Scheduling Tags , , ,

    Valve-point loading affects the input-output characteristics of generating units, bringing the fuel costs nonlinear and nonsmooth. This has been considered in the solution of load dispatch problems, but not in the planning phase of unit commitment. This paper presents a mathematical optimization model for the thermal unit commitment problem considering valve-point loading. The formulation is … Read more

    CBLIB 2014: A benchmark library for conic mixed-integer and continuous optimization

  • Henrik A. Friberg
    • Categories Integer Programming, Linear, Cone and Semidefinite Programming, Optimization Software Benchmark Tags , , , , ,

    The Conic Benchmark Library (CBLIB 2014) is a collection of more than a hundred conic optimization instances under a free and open license policy. It is the first extensive benchmark library for the advancing field of conic mixed-integer and continuous optimization, which is already supported by all major commercial solvers and spans a wide range … Read more

    Planning for Mining Operations with Time and Resource Constraints

  • Christina Burt
  • Peter J. Stuckey
  • Nir Lipovetzky
  • Adrian R. Pearce
    • Categories Production and Logistics, Scheduling, Transportation Tags , , ,

    We study a daily mine planning problem where, given a set of blocks we wish to mine, our task is to generate a mining sequence for the excavators such that blending resource constraints are met at various stages of the sequence. Such time-oriented resource constraints are not traditionally handled well by automated planners. On the … Read more

    Subset Selection by Mallows’ Cp: A Mixed Integer Programming Approach

  • Ryuhei Miyashiro
  • Yuichi Takano
    • Categories (Mixed) Integer Nonlinear Programming, Quadratic Programming, Statistics Tags , , ,

    This paper concerns a method of selecting the best subset of explanatory variables for a linear regression model. Employing Mallows’ C_p as a goodness-of-fit measure, we formulate the subset selection problem as a mixed integer quadratic programming problem. Computational results demonstrate that our method provides the best subset of variables in a few seconds when … Read more

    Models and Solution Techniques for Production Planning Problems with Increasing Byproducts

  • Jeff Linderoth
  • James R. Luedtke
  • Srikrishna Sridhar
    • Categories Applications - OR and Management Sciences, Chemical Engineering, Facility Planning and Design Tags , ,

    We consider a production planning problem where the production process creates a mixture of desirable products and undesirable byproducts. In this production process, at any point in time the fraction of the mixture that is an undesirable byproduct increases monotonically as a function of the cumulative mixture production up to that time. The mathematical formulation … Read more

    On Solving a Hard Quadratic 3-Dimensional Assignment Problem

  • Hans D Mittelmann
  • Domenico Salvagnin
    • Categories Branch and Cut Algorithms, Telecommunications Tags , ,

    We address the exact solution of a very challenging (and previously unsolved) instance of the quadratic 3-dimensional assignment problem, arising in digital wireless communications. The paper describes the techniques developed to solve this instance to proven optimality, from the choice of an appropriate mixed-integer programming formulation, to cutting planes and symmetry handling. Using these techniques … Read more