Mixed integer programming approaches for nonlinear and stochastic programming
نویسنده
چکیده
منابع مشابه
Sufficient global optimality conditions for general mixed integer nonlinear programming problems
In this paper, some KKT type sufficient global optimality conditions for general mixed integer nonlinear programming problems with equality and inequality constraints (MINPP) are established. We achieve this by employing a Lagrange function for MINPP. In addition, verifiable sufficient global optimality conditions for general mixed integer quadratic programming problems are der...
متن کاملStochastic Short-Term Hydro-Thermal Scheduling Based on Mixed Integer Programming with Volatile Wind Power Generation
This study addresses a stochastic structure for generation companies (GenCoʼs) that participate in hydro-thermal self-scheduling with a wind power plant on short-term scheduling for simultaneous reserve energy and energy market. In stochastic scheduling of HTSS with a wind power plant, in addition to various types of uncertainties such as energy price, spinning /non-spinning reserve prices, unc...
متن کاملA Chance Constrained Integer Programming Model for Open Pit Long-Term Production Planning
The mine production planning defines a sequence of block extraction to obtain the highest NPV under a number of constraints. Mathematical programming has become a widespread approach to optimize production planning, for open pit mines since the 1960s. However, the previous and existing models are found to be limited in their ability to explicitly incorporate the ore grade uncertainty into the p...
متن کاملA Two Stage Stochastic Programming Model of the Price Decision Problem in the Dual-channel Closed-loop Supply Chain
In this paper, we propose a new model for designing integrated forward/reverse logistics based on pricing policy in direct and indirect sales channel. The proposed model includes producers, disposal center, distributers and final customers. We assumed that the location of final customers is fixed. First, a deterministic mixed integer linear programming model is developed for integrated logistic...
متن کاملA mixed integer nonlinear programming model for optimizing a gas pipeline transmission linear network
The technical equipment developed and used in both installation and operation processes in refineries, oil and gas pipelines, and gas booster stations has always been expensive. Hence, managers at different organizational levels are keen to find methods to control and reduce these costs. Generally speaking, the operators in a gas booster station choose the operating devices without considering ...
متن کامل