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nonlinear-programming-problem
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A genetic algorithm approach to optimize a multi-products EPQ model with discrete delivery orders and constrained space
, Article Applied Mathematics and Computation ; Volume 195, Issue 2 , 2008 , Pages 506-514 ; 00963003 (ISSN) ; Akhavan Niaki, S. T ; Sharif University of Technology
2008
Abstract
The economic production quantity (EPQ) is one of the most applicable model in production and inventory control environments. Like other classical production and inventory control models, it is derived based upon assumptions that cause limited real-world applications. Continuous and constant-rate delivery of orders, infinite availability of warehouse spaces, and applicability on a single product are some of these assumptions. In order to make the EPQ model more applicable to real-world production and inventory control problems, in this paper, we expand this model by assuming that the orders may be delivered discretely in the form multiple pallets. In addition, we may have more than one...
Planar maximal covering location problem with inclined ellipses
, Article Applied Mechanics and Materials, 29 July 2011 through 31 July 2011 ; Volume 110-116 , July , 2012 , Pages 4861-4866 ; 16609336 (ISSN) ; 9783037852620 (ISBN) ; Jokar, M. R. A ; Int. Assoc. Comput. Sci. Inf. Technol. (IACSIT) ; Sharif University of Technology
Abstract
Aximum coverage location problem is considered in this study. Extension of this problem is investigated for situations that coverage areas are elliptical; these ellipses can locate anywhere on the plane with any angle. Mixed integer nonlinear programming (MINLP) is applied for formulation. This problem can be used in many practical situations such as locating wireless transmitter towers. A heuristic algorithm named MCLPEA for solving this problem was designed. This algorithm can produce very good results in efficient running time. Finally, the comparison of the results for this study was carried done
Strategic bidding of generating units in competitive electricity market with considering their reliability
, Article International Journal of Electrical Power and Energy Systems ; Volume 30, Issue 3 , 2008 , Pages 193-201 ; 01420615 (ISSN) ; Ranjbar, A. M ; Shirani, A. R ; Sharif University of Technology
2008
Abstract
In the restructured power systems, they are typically scheduled based on the offers and bids to buy and sell energy and ancillary services (AS) subject to operational and security constraints. Generally, no account is taken of unit reliability when scheduling it. Therefore generating units have no incentive to improve their reliability. This paper proposes a new method to obtain the equilibrium points for reliability and price bidding strategy of units when the unit reliability is considered in the scheduling problem. The proposed methodology employs the supply function equilibrium (SFE) for modeling a unit's bidding strategy. Units change their bidding strategies and improve their...
A revised particle swarm optimization based discrete Lagrange multipliers method for nonlinear programming problems
, Article Computers and Operations Research ; Volume 38, Issue 8 , 2011 , Pages 1164-1174 ; 03050548 (ISSN) ; Mahlooji, H ; Sharif University of Technology
Abstract
In this paper, a new algorithm for solving constrained nonlinear programming problems is presented. The basis of our proposed algorithm is none other than the necessary and sufficient conditions that one deals within a discrete constrained local optimum in the context of the discrete Lagrange multipliers theory. We adopt a revised particle swarm optimization algorithm and extend it toward solving nonlinear programming problems with continuous decision variables. To measure the merits of our algorithm, we provide numerical experiments for several renowned benchmark problems and compare the outcome against the best results reported in the literature. The empirical assessments demonstrate that...
An artificial neural network meta-model for constrained simulation optimization
, Article Journal of the Operational Research Society ; Vol. 65, issue. 8 , August , 2014 , pp. 1232-1244 ; ISSN: 01605682 ; Mahlooji, H ; Sharif University of Technology
Abstract
This paper presents artificial neural network (ANN) meta-models for expensive continuous simulation optimization (SO) with stochastic constraints. These meta-models are used within a sequential experimental design to approximate the objective function and the stochastic constraints. To capture the non-linear nature of the ANN, the SO problem is iteratively approximated via non-linear programming problems whose (near) optimal solutions obtain estimates of the global optima. Following the optimization step, a cutting plane-relaxation scheme is invoked to drop uninformative estimates of the global optima from the experimental design. This approximation is iterated until a terminating condition...
Trajectory optimization for a high speed planing boat based on Gauss pseudospectral method
, Article Proceedings - 2011 2nd International Conference on Control, Instrumentation and Automation, ICCIA 2011 ; 2012 , Pages 195-200 ; Ghorbani, M. T ; Sharif University of Technology
Abstract
In this paper, the problem of Optimal Trajectory Planning for a high speed planing boat under nonlinear equality and inequality path constraints, is addressed. First, a nonlinear mathematical model of the craft's dynamic is constructed. To solve a trajectory optimization problem, we can utilize the indirect or direct methods. In the indirect methods, the maximum principle of Pontryagin is used to transform the optimal control problem into Euler-Lagrange equations, on the other hand, in the direct methods it is necessary to transcribe the optimal control problem into a nonlinear programming problem (NLP) by discretization of states and controls. The resulted NLP can be solved by...
A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
, Article Optimization Methods and Software ; 2021 ; 10556788 (ISSN) ; Mahdavi Amiri, N ; Sharif University of Technology
Taylor and Francis Ltd
2021
Abstract
We propose an inexact nonmonotone successive quadratic programming (SQP) algorithm for solving nonlinear programming problems with equality constraints and bounded variables. Regarding the value of the current feasibility violation and the minimum value of its linear approximation over a trust region, several scenarios are envisaged. In one scenario, a possible infeasible stationary point is detected. In other scenarios, the search direction is computed using an inexact (truncated) solution of a feasible strictly convex quadratic program (QP). The search direction is shown to be a descent direction for the objective function or the feasibility violation in the feasible or infeasible...
A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results
, Article Optimization Methods and Software ; 2021 ; 10556788 (ISSN) ; Mahdavi Amiri, N ; Sharif University of Technology
Taylor and Francis Ltd
2021
Abstract
We propose an inexact nonmonotone successive quadratic programming (SQP) algorithm for solving nonlinear programming problems with equality constraints and bounded variables. Regarding the value of the current feasibility violation and the minimum value of its linear approximation over a trust region, several scenarios are envisaged. In one scenario, a possible infeasible stationary point is detected. In other scenarios, the search direction is computed using an inexact (truncated) solution of a feasible strictly convex quadratic program (QP). The search direction is shown to be a descent direction for the objective function or the feasibility violation in the feasible or infeasible...
Energy efficiency maximization in the uplink Delta-Oma networks
, Article IEEE Transactions on Vehicular Technology ; Volume 70, Issue 9 , 2021 , Pages 9566-9571 ; 00189545 (ISSN) ; Beyranvand, H ; Mili, M. R ; Khalili, A ; Tabassum, H ; Ng, D. W. K ; Sharif University of Technology
Institute of Electrical and Electronics Engineers Inc
2021
Abstract
Delta-orthogonal multiple access (D-OMA) has been recently investigated as a potential technique to enhance the spectral efficiency in the sixth-generation (6G) networks. D-OMA enables partial overlapping of the adjacent sub-channels that are assigned to different clusters of users served by non-orthogonal multiple access (NOMA), at the expense of additional interference. In this paper, we analyze the performance of D-OMA in the uplink and develop a multi-objective optimization framework to maximize the uplink energy efficiency (EE) in a multi-access point (AP) network enabled by D-OMA. Specifically, we optimize the sub-channel and transmit power allocations of the users as well as the...
A Penalty Method for Nonlinear Integer Programming Problems
, M.Sc. Thesis Sharif University of Technology ; Mahdavi Amiri, Nezamoddin (Supervisor)
Abstract
We study the general nonlinear integer programming problem. We consider two general classes of this problem: nonlinear integer programming problem and mixed integer nonlinear programming problem (MINLP). We explain the basic concepts for solving these problems and describe common methods for solving them, including branch and bound, Benders decomposition and outer approximation. Furthermore, we introduce two methods based on using penalty methods. Penalty based methods, by using appropriate penalty functions, convert a general nonlinear integer programming problem into a sequence of nonlinear programming problems and these problems are solved by a global optimization algorithm. Computational...
Multi-job lot streaming to minimize the weighted completion time in a hybrid flow shop scheduling problem with work shift constraint
, Article International Journal of Advanced Manufacturing Technology ; Vol. 70, Issue. 1-4 , January , 2014 , pp. 501-514 ; ISSN: 02683768 ; Mahdavi, I ; Hassanzadeh, R ; Mahdavi-Amiri, N ; Mojarad, M ; Sharif University of Technology
Abstract
Lot streaming means breaking a lot into sublots, where sublots may be transferred to a number of machines for the operations. Here, the multi-job lot streaming problem in a multistage hybrid flow shop having identical parallel machines at stages with work-in-process (WIP) jobs, work shifts constraint, and sequence-dependent setup times is studied. The aim is to minimize the sum of weighted completion times of jobs in each shift in order to furnish a better machine utilization for the following shifts. Our model in meeting the job demands appropriates job scheduling onmachines for processing, the sequence of operations on allocated machines, the size of the sublots in the work shifts, the...
Optimal tracking control of an underactuated container ship based on direct Gauss Pseudospectral Method
, Article Scientia Iranica ; Vol. 21, issue. 6 , 2014 ; Salarieh, H ; Sharif University of Technology
Abstract
In this paper, the problem of optimal tracking control for a container ship is addressed. The multi-input-multi-output nonlinear model of the S175 container ship is well established in the literature and represents a challenging problem for control design, where the design requirement is to follow a commanded maneuver at a desired speed. To satisfy the constraints on the states and the control inputs of the vessel nonlinear dynamics and minimize the heading error, a nonlinear optimal controller is formed. To solve the resulted nonlinear constrained optimal control problem, the Gauss Pseudospectral Method (GPM) is used to transcribe the optimal control problem into a Nonlinear Programming...
A particle swarm-BFGS algorithm for nonlinear programming problems
, Article Computers and Operations Research ; Volume 40, Issue 4 , April , 2013 , Pages 963-972 ; 03050548 (ISSN) ; Aliakbari Shandiz, R ; Eshraghniaye Jahromi, A ; Sharif University of Technology
2013
Abstract
This article proposes a hybrid optimization algorithm based on a modified BFGS and particle swarm optimization to solve medium scale nonlinear programs. The hybrid algorithm integrates the modified BFGS into particle swarm optimization to solve augmented Lagrangian penalty function. In doing so, the algorithm launches into a global search over the solution space while keeping a detailed exploration into the neighborhoods. To shed light on the merit of the algorithm, we provide a test bed consisting of 30 test problems to compare our algorithm against two of its variations along with two state-of-the-art nonlinear optimization algorithms. The numerical experiments illustrate that the proposed...
An outer approximation method for an integration of supply chain network designing and assembly line balancing under uncertainty
, Article Computers and Industrial Engineering ; Volume 83 , 2015 , Pages 297-306 ; 03608352 (ISSN) ; Salehi, N ; Sharif University of Technology
Elsevier Ltd
2015
Abstract
In this paper a new model is proposed for the integrated problem of supply chain network designing and assembly line balancing under demand uncertainty. In this problem there are three types of entities: manufacturers, assemblers and customers. Manufacturers provide assemblers with components and assemblers use these components to produce the final products and satisfy the demand of the customers. This problem involves determining the location of manufacturers and assemblers in the network, balancing the assembly lines, and transportation of materials and products throughout the network. A mixed integer nonlinear programming formulation based on two stage stochastic programming method is...
A multiproduct single machine economic production quantity model for an imperfect production system under warehouse construction cost
, Article International Journal of Production Economics ; Volume 169 , 2015 , Pages 203-214 ; 09255273 (ISSN) ; Akhavan Niaki, S. T ; Nobil, A. H ; Cárdenas-Barrón, L. E ; Sharif University of Technology
Elsevier
2015
Abstract
This paper develops an economic production quantity (EPQ) inventory model for a multiproduct single-machine lot-sizing problem with nonconforming items including scrap and rework, where reworks are classified into several groups based on failure severity. In this inventory model, shortage is allowed and is backordered. The aim is to determine the optimal period length, the lot size, and the allowable shortage of each product so as the total cost, including setup, production, warehouse construction, holding, shortage, reworking, and disposal is minimized. Besides, the available total budget is scarce and that there is a lower bound on the service level of each product. While the convexity is...
A knowledge-based genetic algorithm for a capacitated fuzzy p-hub centre network under uncertain information
, Article Expert Systems ; Volume 35, Issue 4 , 2018 ; 02664720 (ISSN) ; Akhavan Niaki, S. T ; Karimi, M ; Sharif University of Technology
Blackwell Publishing Ltd
2018
Abstract
In real applications of hub networks, the travel times may vary due to traffic, climate conditions, and land or road type. To facilitate this difficulty, in this paper, the travel times are assumed to be characterized by trapezoidal fuzzy variables to present a fuzzy capacitated single allocation p-hub centre transportation (FCSApHCP) with uncertain information. The proposed FCSApHCP is redefined into its equivalent parametric integer non-linear programming problem using credibility constraints. The aim is to determine the location of p capacitated hubs and the allocation of centre nodes to them in order to minimize the maximum travel time in a hub-and-centre network under uncertain...