Mixed Integer Nonlinear Programming Model Research Articles

Optimal emergency hospitals construction in an unexpected epidemic with considering the interactive effect

AbstractConstructing emergency hospitals is one of the most critical measures to defeat an unexpected epidemic. However, existing operations research (OR) studies rarely consider the interactive effect between the construction of emergency hospitals and the dynamics of epidemic transmission. Inspired by this gap, we propose a new modeling framework for decision‐making in emergency hospital construction. In our optimization model, we address the pandemic evolution functions as constraints. We also consider the heterogeneity among infected individuals, distinguishing between those with mild and severe symptoms, each requiring treatment in different types of emergency hospitals. We formulate the problem as a mixed integer nonlinear programming model. Our model can envision the current and future evolution of the epidemic and the impact of different decisions regarding emergency hospital construction on epidemic development. Simultaneously, it provides the optimal strategy to build hospitals and minimize the total number of untreated patients due to the disease. The proposed model is tested using the Covid‐19 outbreak case in Wuhan. The results can provide precise guidelines for emergency hospitals construction, including timing and capacity, and offer decision boundaries for policymakers considering the uncertainty of disease transmission. Furthermore, our decision‐making framework is general and can be adapted to study other epidemics.

Uncertain programming model for designing multi-objective reverse logistics networks

Given the contradiction between the rapid growth of products and the modest recovery rate of end-of-life products, there is a pressing need to understand the societal significance of establishing a reverse logistics network for end-of-life products. This research constructs an open-loop five-tier reverse logistic network model encompassing customers, centres for collection, disassembly and inspection, remanufacturing, and disposal. A multi-objective mixed-integer nonlinear programming model under uncertainty has been developed. Unlike previous research, this model accounts for surrounding residents' disutility of facilities while simultaneously minimising economic costs and environmental impact. Besides, uncertainty theory is introduced in solving the proposed model. More specifically, the formulated model converts all uncertain variables into uncertain distributions by implementing the uncertain multi-objective programming method. Furthermore, a customised non-dominated sorting genetic algorithm III (NSGA-III) is proposed and is employed for the first time to address facility selection and recycling volume distribution within the network. The model is then validated using a real-life case study focusing on end-of-life vehicles in Changchun, China. This research could assist decision-makers in both governmental and private sectors in achieving a balanced approach to the interests of the economy, environment, and local communities comprehensively when designing reverse supply chains.

Planning of electric vehicle charging stations: An integrated deep learning and queueing theory approach

This study presents a hybrid solution for the charging station location-capacity problem. The proposed approach simultaneously determines the location and capacity of charging stations (i.e., number of charging piles), and assigns piles to electric vehicles based on their level of charge. The problem is formulated as a bi-objective mixed-integer nonlinear programming model to minimize the total cost of establishing charging stations together with the average customers’ waiting time. The proposed solution combines queueing theory with mathematical modelling to estimate the average waiting time. A deep learning algorithm is then developed to enhance the precision of waiting time estimation. Another contribution is involving a deep neural network model in improving NSGA-II algorithm. Numerical experiments are conducted in Halifax, Canada to assess the performance of the proposed framework. The results demonstrate the strong predictive performance of the deep learning algorithm and highlight the limitations of traditional queueing models in estimating waiting times in charging stations (i.e., 99.8% improvement in computation time, as well as accuracy improvement of time estimations from 13% to 1.6% deviation). Several valuable insights are obtained to improve the operational performance of charging stations such as achieving a significant (i.e., 61.5%) drop in the average waiting time across the network by a modest (i.e., 29.2%) increase in the initial investments. Also, it reveals that the variability of service rate significantly impacts the average waiting time (i.e., a 50% increase in the variability of service rate causes a substantial 950.56% surge in the average waiting time). The findings underscore the need to control service rate fluctuations to reduce wait times and boost driver satisfaction. The improved NSGA-II algorithm shows 12.77% improvement in the Pareto front solutions. Finally, the proposed prioritization strategy based on the charging level of vehicles could reduce the average waiting time and cost compared to the first-come-first-served strategy.

A short-term wind-hydrothermal operational framework in the presence of pumped-hydro storage

Short-term operation is one of the most significant aspects of power systems operation and planning and it mainly includes resource scheduling including renewable and non-renewable energy sources. The mentioned problem is modeled as an optimization problem with one or more objectives depending upon the priorities of the decision maker (system operator) and several equality and inequality constraints. In this respect, this paper proposes a short-term operational model for the hydrothermal power systems in the presence of wind power generation and pumped-hydro storage (PHS) units. The problem is formulated as a single-objective optimization problem that aims to minimize the total operating cost including the fuel cost of thermal units. The problem has been comprehensively investigated through five case studies where the first case study is used for the sake of validation. Then, the other case studies assessed the impacts of wind power generation, PHS unit, and uncertainty on the problem. The five case studies are as follows: Case 1: Short-term hydrothermal (STH) scheduling which aims to minimize the total cost. Case 2: Deterministic short-term hydrothermal-wind (STHTW) scheduling which aims to minimize the total cost. Case 3: Stochastic wind-hydro-thermal scheduling that seeks to minimize the total cost taking into consideration the uncertainty of the wind power generation. Case 4: Deterministic wind-hydro-thermal scheduling in the presence of the PHS unit with the total cost minimization as the objective function. Case 5: Stochastic wind-hydro-thermal scheduling in the presence of the PHS unit that is used to evaluate the impact of uncertainty of wind power generation with the total cost minimization as the objective function. It is noteworthy that the first three case studies have been formulated using a non-linear programming (NLP) model and solved using the CONOPT solver in GAMS. Case studies 4 and 5 have been presented using a mixed-integer non-linear programming (MINLP) model and solved using the DICOPT solver in GAMS. A sensitivity analysis has also been carried out to assess the system's performance with different loading conditions. In this respect, the total cost and PHS operation with different amounts of load demand were evaluated and the results have been presented and discussed.

Joint optimization of train timetable and passing facility: A capacity allocation strategy

To addreess the challenge of overcrowding in the urban rail transit system, this paper proposes a novel joint optimization strategy that optimizes the timetable and the passing facility’s working status (PFWS) simultaneously according to the passenger demands. To this end, a mixed-integer nonlinear programming (MINLP) model is formulated to jointly minimize overcrowding on trains and platforms, as well as the passenger travel time. The passing facility setting and the passenger flow activities depiction are particularly taken into account by the rigorous constraints. Subsequently, we design a simulation-based hybrid variable neighborhood search (SHVNS) algorithm to efficiently generate near-optimal solution. This algorithm incorporates a variable neighborhood search (VNS) algorithm, a randomly reset strategy, and a simulation-based algorithm. The VNS algorithm includes five neighborhood operators to enhance search efficiency. Finally, various experiments with the real-world data from Chongqing rail transit line 6 in China are tested to prove the applicability and the performance of our proposed model and algorithm. The computational results show that the joint optimization strategy outperforms a current operation strategy in terms of the overcrowded situation on trains and platforms, often by more than 60%, and some management implications and theoretical support can be obtained for the urban rail transit operator.

Using Simplified Distflow-Based Mixed-Integer Quadratically Constrained Programming Formulation for Optimum Selection of Conductor Size in Electrical Distribution Networks

Determining conductor size is a subproblem that plays a vital role in the planning process of distribution systems. The problem of selecting the conductor cross-sectional area is usually made a model of mixed-integer non-linear programming (MINLP). It is important to note, however, that the MINLP model is not always capable of ensuring convergence to a solution that is globally optimum. In this research, a mixed-integer quadratically constrained programming (MIQCP) formulation is developed as a method for determining the conductor cross-sectional area in power distribution networks in an optimal manner. The goal function aims at minimizing the lifetime cost of lines, including initial capital cost together with operational expenses. The suggested optimization model’s constraints consist of power balance equations, thermal loading capacity of branches, nodal voltage restrictions, budget limitations for investment, and the need to have the same wire size in the main feeder. By using the simplified DistFlow approach for electrical distribution networks and precisely linearizing the product of a binary variable and a continuous variable, the MIQCP formulation is derived from the MINLP model. It is likely possible to solve the MIQCP formulation efficiently in the GAMS environment by using available commercial solvers like CPLEX. The developed MIQCP model is validated using three medium voltage distribution grids of IEEE 33 buses, IEEE 85 nodes, and the Vietnamese real 102 buses. The calculation results revealed the accuracy along with the efficacy of the proposed optimization procedure.

Fair and effective vaccine allocation during a pandemic

This paper presents a novel model for the Vaccine Allocation Problem (VAP), which aims to allocate the available vaccines to population locations over multiple periods during a pandemic. We model the disease progression and the impact of vaccination on the spread of the disease and mortality to minimise total expected mortality and location inequity in terms of mortality ratios under total vaccine supply and hospital and vaccination centre capacity limitations at the locations. The spread of the disease is modelled through an extension of the well-established Susceptible–Infected–Recovered (SIR) epidemiological model that accounts for multiple vaccine doses. The VAP is modelled as a nonlinear mixed-integer programming model and solved to optimality using the Gurobi solver. A set of scenarios with parameters regarding the COVID-19 pandemic in the UK over 12 weeks are constructed using a hypercube experimental design on varying disease spread, vaccine availability, hospital capacity, and vaccination capacity factors. The results indicate the statistical significance of vaccine availability and the parameters regarding the spread of the disease.

Influence of Load Models and DG Operational Power Factor on Optimization of Shunt Capacitor Placement in Distribution Grids Considering Voltage Stability

The paper proposes a mathematical model of mixed-integer nonlinear programming (MINLP) to optimize the location and size of shunt capacitors in power distribution grids with distributed generation (DG), considering voltage stability constraints. At the same time, the paper also analyzes the influence of the load models, such as voltage-dependence load (ZIP load) and constant power load, together with DG’s operating power factor on the optimal solution. The objective function of the proposed optimization formulation is minimizing the total expenses, including the capital investment of capacitors and the expense incurred by network energy loss. This MINLP model includes constraints in the current and critical loading conditions, such as the system of power flow equations, nodal voltage limits, branch thermal limits, capacitor-related constraints, and restrictions of minimum security level. The proposed optimization model was evaluated on a modified IEEE 33-node distribution grid using the KNITRO commercial solver with the GAMS programming language. The calculation results show that the voltage stability constraints, load models, and operational power factor of the DG units have an essential influence on the optimal position and capacity of the shunt capacitors.

Enhancing Electric Bus Charging Scheduling: An Energy-Integrated Dynamic Bus Replacement Strategy with Time-of-Use Pricing

Existing studies on electric bus (EB) scheduling mainly focus on the arrangement of bus charging at the bus terminals, which may lead to inflexible charging plans, high scheduling costs, and low utilization of electricity energy. To address these challenges, this paper proposes a dynamic bus replacement strategy. When the power of an in-service EB is insufficient, a standby EB stationed at nearby charging stations is dispatched in advance to replace this in-service EB at a designated bus stop. Passengers then transfer to the standby bus to complete their journey. The replaced bus proceeds to the charging station and transitions into a “standby bus” status after recharging. A mixed-integer nonlinear programming (MINLP) model is established to determine the dispatching plan for both standby and in-service EBs while also designing optimal charging schemes (i.e., the charging time, location, and the amount of charged power) for electric bus systems. Additionally, this study also incorporates the strategy of time-of-use electricity prices to mitigate the adverse impact on the power grid. The proposed model is linearized to the mixed-integer linear programming (MILP) model and efficiently solved by commercial solvers (e.g., GUROBI). The case study demonstrates that EBs with different energy levels can be dynamically assigned to different bus lines using bus replacement strategies, resulting in reduced electricity costs for EB systems without compromising on scheduling efficiency.

Multi-period fourth-party logistics network design from the viability perspective: a collaborative hyper-heuristic embedded with double-layer Q-learning algorithm

In the ‘new normal’ setting of a mega-crisis, the viability becomes the driving force for the fourth party logistics (4PL) network design. In this paper, the viability is characterised in terms of agility, resilience and survival sustainability as the response to changes in demand, disruption and survivability. The fortification and recovery strategies are considered in possible disruptions at transfer centres and third-party logistics providers. A novel mixed integer non-linear programming model is proposed to obtain the multi-period 4PL network solution with minimum total cost under viability constraints. Considering the NP-hard characteristic of problem and the non-convex of proposed model, the hyper-heuristic algorithm is designed. To take advantage of both global optimality seeking and local search ability, a collaborative hyper-heuristic embedded with double-layer Q-learning (CHHDLQL) algorithm is proposed. The effectiveness and efficiency of the proposed algorithm is demonstrated by the promising numerical results. By stress-testing the existing network, appropriate adjustments to fortification and recovery strategies can effectively cope with changes in demand and disruption. Furthermore, the impact of 4PL strategy, fortification and recovery strategies, and viability constraints are investigated. The demand satisfaction, network resilience and capacity can be improved by adjusting agility, resilience and survival sustainability to influence different component network costs. Highlights A novel multi-period 4PL network model under viability constraints is presented. The CHHDLQL algorithm for construction and perturbation coevolution is proposed. The stress tests apply to the 4PL network, including demand, disruption and 3PL. 4PL improves demand satisfaction, resilience and capacity by adjusting viability.

First train timetabling and passenger transfer routing problems in urban rail transit networks

This paper incorporates the shortest passenger travel paths into the first train timetabling problem in urban rail transit networks. We first propose a path-based first train timetabling problem, which is formulated as a mixed-integer nonlinear programming model to reduce the travel time for passengers. To solve this model, we present a tailored branch-and-bound combined with the timetable-based Dijkstra algorithm. To further enhance the efficiency of the exact algorithm, we design a rolling time heuristic algorithm as a substitute for the branch-and-bound algorithm. Then, we proved that the rolling time heuristic combined with the timetable-based Dijkstra algorithm achieves 97.86% and 99.39% reductions in CPU time while sacrificing only 0.007% and 0.057% of optimality gap by two numerical experiments. Finally, the results based on two test networks with different structures demonstrate that the path-based first train timetabling model effectively improves passenger travel efficiency. Specifically, the travel times are reduced by 744 mins and 761 mins, while the transfer waiting times are reduced by 37.87% and 58.91% compared to the existing timetables. Moreover, the results also demonstrate that loop line networks will increase the difficulty of timetabling and lead to many passengers taking detours. To further enhance the efficiency of commuting for passengers who take the first train, URT operators may consider relaxing the limitations on the departure time of the depot stations.

Simultaneous Optimization of Work and Heat Exchange Networks

This paper introduces a simultaneous optimization approach to synthesizing work and heat exchange networks (WHENs). The proposed work and heat integration (WHI) superstructure enables different thermodynamic paths of pressure and temperature-changing streams. The superstructure is connected to a heat exchanger network (HEN) superstructure, enabling the heat integration of hot and cold streams identified within the WHI superstructure. A two-step solution strategy is proposed, consisting of initialization and design steps. In the first step, a thermodynamic path model based on the WHI superstructure is combined with a model for simultaneous optimization and heat integration. This nonlinear programming (NLP) model aims to minimize operating expenditures and provide an initial solution for the second optimization step. In addition, hot and cold streams are identified, enabling additional model reduction. In the second step of the proposed solution approach, a thermodynamic path model is combined with the modified HEN model to minimize the network’s total annualized cost (TAC). The proposed mixed integer nonlinear programming (MINLP) model is validated by several examples, exploring the impact of the equipment costing and annualization factor on the optimal network design. The results from these case studies clearly indicate that the new synthesis approach proposed in this paper produces solutions that are consistently similar to or better than the designs presented in the literature using other methodologies.

A novel approach to optimize an integrated network design and pricing of a healthcare supply chain

Adopting various pricing policies has been highly regarded in recent years for setting prices and increasing firms' profits. One of the most common steps in pricing is to identify costs. Since a significant part of costs is related to the corresponding supply chain, many researchers in different fields have used decision-making for simultaneous pricing and network design. However, there is no such approach in the field of healthcare. This paper tries to fill this gap by formulating a mixed-integer nonlinear bi-level programming model examining the interaction of hospitals and their medicines suppliers. At the upper level, there is a competitive market where a new firm (entrant) intends to enter the market and faces the challenge of pricing medicines and making network design decisions. At the lower level, there is a private hospital competing with a public hospital, and it also struggles with healthcare services pricing and supplier selection. A comprehensive utility function that considers healthcare services prices, quality, waiting time, health insurance, readmission rate, and referral rate is extended at this level. Three novel meta-heuristic algorithms are recommended, including bi-level, improved fruit fly, jellyfish optimization, and forensic-based investigation optimization algorithms to solve the presented complex mathematical problem.

Large-scale optimization of nonconvex MINLP refinery scheduling

Modeling and optimization of large-scale refinery scheduling problems is challenging because of their complexity and size. Herein, we propose a mathematical model to represent such problems more accurately and realistically, and a state-of-the-art optimization framework for its solution. The framework leverages the use of mathematical optimization and algorithmic methods by combining modeling approaches (process design, model decompositions), solving strategies (rescheduling, heuristics), and machine learning regression (surrogate models). An industrial-size refinery scheduling problem (2 blenders, 4 feed tanks, distillation network with 5 towers, processing network with FCC, hydrotreaters, debutanizers, superfractionator, catalytic reformer) is formulated as a hierarchical nonconvex mixed-integer nonlinear programming (MINLP) model and is successfully optimized, providing higher profitability and more efficient scheduling operations considering 12 feedstocks, 10 products and multiple scenarios for time horizon and step. Results highlight the importance of tuning scheduling parameters and employing an enhanced computer-aided framework to enable the solution of industrial refinery scheduling operations.

Designing a Reverse Logistics Network for End-of-Life Vehicles in an Uncertain Environment

The strategic development of reverse logistics networks is crucial for addressing the common challenge of low recovery rates for end-of-life vehicles (ELVs) in China. To minimize the total cost of the reverse logistics network for ELVs, this paper proposes a mixed-integer linear programming (MILP) model. The model considers the recycling volume of different vehicle types, facility processing capacity, and the proportions of parts and materials. Building on this foundation, a fuzzy mixed-integer nonlinear programming (FMINLP) model is developed to account for the inherent uncertainty associated with recycling volumes and facility processing capacities. The model was solved using Lingo, and its effectiveness was validated using Jiangsu Province of China as a case study, followed by a sensitivity analysis. The results indicate that dismantling and machining centers incur the highest processing costs. Variations in recycling volume and facility handling capacity significantly impact total costs and site selection, with the former having a more pronounced effect. Increasing facility processing capacity effectively increases the recovery rate. Moreover, a higher confidence level corresponds to higher total costs and a greater demand for facilities.

Ship coping strategies for hurricane-induced port disruptions

PurposeDisruptions at ports may destroy the planned ship schedules profoundly, which is an imperative operation problem that shipping companies need to overcome. This paper attempts to help shipping companies cope with port disruptions through recovery scheduling.Design/methodology/approachThis paper studies the ship coping strategies for the port disruptions caused by severe weather. A novel mixed-integer nonlinear programming model is proposed to solve the ship schedule recovery problem (SSRP). A distributionally robust mean conditional value-at-risk (CVaR) optimization model was constructed to handle the SSRP with port disruption uncertainties, for which we derive tractable counterparts under the polyhedral ambiguity sets.FindingsThe results show that the size of ambiguity set, confidence level and risk-aversion parameter can significantly affect the optimal values, decision-makers should choose a reasonable parameter combination. Besides, sailing speed adjustment and handling rate adjustment are effective strategies in SSRP but may not be sufficient to recover the schedule; therefore, port skipping and swapping are necessary when multiple or longer disruptions occur at ports.Originality/valueSince the port disruption is difficult to forecast, we attempt to take the uncertainties into account to achieve more meaningful results. To the best of our knowledge, there is barely a research study focusing on the uncertain port disruptions in the SSRP. Moreover, this is the first paper that applies distributionally robust optimization (DRO) to deal with uncertain port disruptions through the equivalent counterpart of DRO with polyhedral ambiguity set, in which a robust mean-CVaR optimization formulation is adopted as the objective function for a trade-off between the expected total costs and the risk.

Optimizing City-Scale Demolition Waste Supply Chain Under Different Carbon Policies.

In order to establish a green, low-carbon circular development economic system, imperative goals include achieving carbon peaking and carbon neutrality. This research delves into the resource utilization of city-scale demolition waste (C&DW), aligning with environmental protection needs and sustainable development principles. The paper introduces a unique closed-loop supply chain (CLSC) model tailored for C&DW and employs a distinctive mixed integer nonlinear programming (MINLP) model for optimization. Guangzhou serves as a case study for thorough analysis, verification, and practical application of the proposed model, especially under diverse scenarios of carbon price (CP) and carbon trading (CT) policies. The key conclusions drawn from this study include the following: (1) The cost of carbon emissions is intricately influenced by both carbon emissions and carbon price, with the latter effectively regulating the carbon emissions during C&DW recycling. (2) The implementation of a CT policy, with a fixed carbon price, contributes to a further reduction in the cost of C&DW recycling treatment. (3) Under equivalent conditions, the CT policy demonstrates the potential to decrease costs and enhance the economic benefits within the building environmental protection product market. The research outcomes not only contribute to the advancement of management theory in the C&DW recycling supply chain (SC) but also provide a robust theoretical foundation for governmental initiatives aimed at introducing effective C&DW recycling management policies.

Period-dependent pricing methods of multi-type vehicles for BOT highway projects with pavement rehabilitation effects

In the planning stage of a BOT highway project, the future traffic demand plays a pivotal role on designing contract factors. Considering that the traffic demand generally has variations with time, the constant toll during the concession period obviously is not a good choice. And the different toll charges classified by vehicles types definitely affect the traffic composition and maintenance cost. To address this practical issue, this study proposes the mixed integer nonlinear programming models to select the period-dependent toll charges for multi-type vehicles and highway capacity, by considering both the objectives of the government and private firms. Then two solution algorithms are provided to solve our proposed models. Finally, numerical experiments are conducted to assess the applicability and efficiency of our models and algorithms.

Stochastic ambulance dispatching and routing in mass casualty incident under road vulnerability

This paper investigates the stochastic ambulance dispatching and routing (SADR) problem with multiple casualty collection points in the mass casualty incidents (MCI) under uncertainty of road vulnerability and traffic congestion caused by an earthquake. A two-stage stochastic mixed-integer nonlinear programming model is formulated to derive a reliable and high-quality ambulance scheduling, dispatching and routing solution for maximizing expected number of survivors of all casualties. An integrated simulation optimization approach combining a data-driven travel time scenario generation algorithm, sample average approximation, and a column-generation-based heuristic method is developed to efficiently solve this complicated two-stage SADR model with a nonlinear objective function and continuous travel time distributions. Collaborating with the National Science and Technology Center for Disaster Reduction (NCDR), an empirical study using a potential real-world earthquake scenario occurring in Taiwan is conducted to demonstrate the usefulness and effectiveness of our proposed model and solution approach compared to the deterministic model and two current-practice heuristics.

Matheuristics vs. metaheuristics for joint lot-sizing and dynamic pricing problem with nonlinear demands

This paper considers a joint dynamic pricing and production planning decisions problem for a profit-maximizing firm that produces and sells multiple products. The objective is to develop a coordinated decision approach for multi-product pricing and lot sizing decisions for a manufacturer considering a limited production capacity. The demand for each product is assumed to be iso-elastic and integrates the complementarity and the substitution effects between the products. First, the problem is formulated as a non-convex mixed integer nonlinear programming model (MINLP) incorporating capacity constraints, setup costs, and nonlinear demand functions. Then, since the model is nonlinear and non-convex, a set of approximate approaches based on the Genetic algorithm, Late Acceptance Hill Climbing and Simulated Annealing methods are designed to solve this problem. Based on this study, the performances of two variants of approximate methods: matheuristics and metaheuristics are discussed and analyzed. The extensive experimental study, performed on real-world inspired instances, shows that matheuristic methods with setup-variables encoding scheme outperform the rest of the methods. The research outcomes show that coordinating a decision-making process by optimizing both prices and production plans simultaneously can result in significant profit for a company. However, one must consider the joint effect of the parameters of the demand function as well as the impact of the production capacity. This comprehensive understanding enables the company to avoid excessive investments in less lucrative products with lower sales potential, thereby ensuring resource allocation aligns with profitability and market demand.