Robust Mixed-integer Linear Programming Model Research Articles

Reinforcement Learning-Based Multiobjective Evolutionary Algorithm for Mixed-Model Multimanned Assembly Line Balancing Under Uncertain Demand.

In practical assembly enterprises, customization and rush orders lead to an uncertain demand environment. This situation requires managers and researchers to configure an assembly line that increases production efficiency and robustness. Hence, this work addresses cost-oriented mixed-model multimanned assembly line balancing under uncertain demand, and presents a new robust mixed-integer linear programming model to minimize the production and penalty costs simultaneously. In addition, a reinforcement learning-based multiobjective evolutionary algorithm (MOEA) is designed to tackle the problem. The algorithm includes a priority-based solution representation and a new task-worker-sequence decoding that considers robustness processing and idle time reductions. Five crossover and three mutation operators are proposed. The Q -learning-based strategy determines the crossover and mutation operator at each iteration to effectively obtain Pareto sets of solutions. Finally, a time-based probability-adaptive strategy is designed to effectively coordinate the crossover and mutation operators. The experimental study, based on 269 benchmark instances, demonstrates that the proposal outperforms 11 competitive MOEAs and a previous single-objective approach to the problem. The managerial insights from the results as well as the limitations of the algorithm are also highlighted.

A robust optimization model for microgrid considering hybrid renewable energy sources under uncertainties.

Hybrid renewable energy sources and microgrids will determine future electricity generation and supply. Therefore, evaluating the uncertain intermittent output power is essential to building long-term sustainable and reliable microgrid operations to fulfill the growing energy demands. To address this, we proposed a robust mixed-integer linear programming model for the microgrid to minimize the day-ahead cost. To validate the proposed model piecewise linear curve is to deal with uncertainties of wind turbine, photovoltaic, and electrical load. The proposed solution is demonstrated through a case study compared under a robust worst-case scenario, deterministic model, and max-min robust optimization that aim to find optimal robustness. So, a piecewise linear curve is considered to obtain uncertain parameters in order to deal with uncertainties and predict the day-ahead cost. This study illustrates how the Uncertainty Budget Set selection used to integrate renewable energy sources into a microgrid, which manages the energy system. Therefore, the model complexity was slightly modified by adjusting the Uncertainty Budget Set to obtain the optimal decision and control the load demand and uncertainty of renewable energy sources. The comparative results demonstrate that the proposed robust optimization can achieve high solutions under microgrid's availability and is intended to confirm that the proposed method is more cost-effective than alternative optimization techniques. Additionally, the effectiveness and advantage of the proposed methodology in the IEEE 33-node system are validated in this case study by comparing it to the existing optimization. The comparison results show that the proposed robust optimization methods illustrate the model's efficiency, concluding remarks, and managerial insights of the research.

Multi-Objective Bus Timetable Coordination Considering Travel Time Uncertainty

This paper proposes a timetable coordination method for transfer problems in a bus transit system. With a given bus network, a stochastic mixed-integer linear programming (MILP) model has been formulated to obtain coordinated bus timetables with the objective of minimizing a weighted sum of the average value of total waiting time and its average absolute deviation value, allowing for random bus travel time. The vital decision variable is the terminal departure offset time of each target bus trip within a certain off-peak period. The robust MILP model can also be used to solve the first-bus transfer problem with the introduction of several new linear constraints. A solution method based on the Monte Carlo simulation has been developed to solve the MILP model. Numerical experiments have been conducted for different scenarios. The results indicate that bus timetables coordinated by the developed model are capable of substantially reducing waiting time for transfer and non-transfer passengers. In addition, the feasibility of simplifying a common sub-route into a single transfer stop in a timetable coordination problem has been explored based on numerical experiments.

A sustainable robust optimization model to design a sugarcane-based bioenergy supply network: A case study

Reasons such as volatile fossil fuel prices, environmental limitations, and swift economic growth have increased the demand for clean renewable energy. Bioenergy has been received much attention from researchers due to its various benefits compared to other renewable energy alternatives. In this paper, a three-stage approach is developed to design a sustainable sugarcane-based bioenergy supply chain network under an uncertain environment. The fuzzy data envelopment analysis method is employed in the first stage to determine the appropriate regions for opening the sugarcane fields according to climatic, ecological, and social criteria. The nominated regions are then integrated into a mathematical optimization model as candidate locations for sugarcane fields to configure the proposed supply chain design. This stage helps reduce the computational complexity and provides a reasonable solution by excluding the inappropriate regions. In the second stage, a robust mixed-integer linear programming model (MILP) is formulated to optimize a set of strategic and tactical decision variables. The enviromental impacts from CO2 equivalent emissions (CO2-eq emissions), water, and energy consumption in all echelons of the supply chain are incorporated in the developed model. This model is capable of providing a steady design against different expected scenarios. In the last stage, an experimental analysis is conducted, to examine the performance of the developed model in comparison with an expected scenario model. A real case study in Iraq is applied to check the applicability of the developed model. The results demonstrated the superiority of the proposed robust model over the expected scenario model in terms of the mean and standard deviation of their objective functions by 18% and 51% respectively.

A Robust Mixed-Integer Linear Programming Model for Mitigating Rail Transit Disruptions Under Uncertainty

In this paper, we propose a two-stage robust optimization framework to evaluate widely controllable commuter flow strategies that can help mitigate uncertain disruption impacts on rail transit commuter flows. In the operation-as-usual stage, preemptive control strategies including timetable adjustment, commuter path choice diversion, and commuter trip starting time diversion are planned within budget and other requirement constraints. In the disruption stage, optimal contingency routing is derived to minimize disruption impacts. To this end, a linear programming model that simulates the commuter movement logic under train service and platform disruption events is developed, which is then integrated in a mixed-integer max-min optimization model to evaluate the worst-case impacts on commuter flows arising from a set of uncertain disruption scenarios. We show that the two-stage robust optimization framework can be solved by a cutting plane algorithm efficiently using high performance and parallel computing platforms. Finally, we demonstrate the application of the model in mitigating disruption impacts through computational studies based on an actual rail transit network.

Robust optimization and mixed-integer linear programming model for LNG supply chain planning problem

A constant development of gas utilization in domestic households, industry, and power plants has slowly transformed gaseous petrol into a noteworthy wellspring of energy. Supply and transportation planning of liquefied natural gas (LNG) need a great attention from the management of the supply chain to provide a significant development of gas trading. Therefore, this paper addresses a robust mixed-integer linear programming model for LNG sales planning over a given time horizon aiming to minimize the costs of the vendor. Since the parameter of the manufacturer supply has an uncertain nature in the real world, and this parameter is regarded to be interval-based uncertain. To validate the model, various illustrative examples are solved using CPLEX solver of GAMS software under different uncertainty levels. Furthermore, a novel metaheuristic algorithm, namely cuckoo optimization algorithm (COA), is designed to solve the problem efficiently. The obtained comparison results demonstrate that the proposed COA can generate high-quality solutions. Furthermore, the comparison results of the deterministic and robust models are evaluated, and sensitivity analyses are performed on the main parameters to provide the concluding remarks and managerial insights of the research. Finally, a comparison evaluation is done between the total vendor profit and the robustness cost to find the optimal robustness level.

Robust capacitated facility location model for acquisitions under uncertainty

We study a new robust formulation for strategic location and capacity planning considering potential company acquisitions under uncertainty. Long-term logistics network planning is among the most difficult decisions for supply-chain managers. While costs, demands, etc. may be known or estimated well for the short-term, their future development is uncertain and difficult to predict.A new model formulation for the robust capacitated facility location problem is presented to cope with uncertainty in planning. Minimizing the expectation of the relative regrets across scenarios over multiple periods is the objective. It is achieved by dynamically assigning multi-level production allocations, locations and capacity adjustments for uncertain parameter development over time. Considering acquisitions for profit maximization and its supply-chain impact is new as well as the simultaneous decision of capacity adjustment and facility location over time. The solution of the novel robust formulation provides a single setup where good results can be achieved for any realized scenario. Hence, the solution may not be optimal for one particular scenario but may be good, i.e. the highest expected profit to gain, for any highly probable future realization. We show that robust mixed-integer linear programming model achieves superior results to the deterministic configurations in exhaustive computational tests. This dynamic robust formulation allows the supply-chain to favorably adapt to acquisitions and uncertain developments of revenue, demand and costs and hence reduces the potential negative impacts of uncertainty on supply-chain operations.

A robust optimization model for agile and build-to-order supply chain planning under uncertainties

Supply chain planning as one of the most important processes within the supply chain management concept, has a great impact on firms’ success or failure. This paper considers a supply chain planning problem of an agile manufacturing company operating in a build-to-order environment under various kinds of uncertainty. An integrated optimization approach of procurement, production and distribution costs associated with the supply chain members has been taken into account. A robust optimization scenario-based approach is used to absorb the influence of uncertain parameters and variables. The formulation is a robust optimization model with the objective of minimizing the expected total supply chain cost while maintaining customer service level. The developed multi-product, multi-period, multi-echelon robust mixed-integer linear programming model is then solved using the CPLEX optimization studio and guidance related to future areas of research is given.