Sharif Digital Repository

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... 

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... 

This paper considers a realistic multi-service system design problem in which each service type is a stochastic sequence of services provided by different units of facilities where each facility is modeled as a set of open Jackson queueing networks. The problem is first formulated as a mixed-integer nonlinear programming model, which is further simplified to a model with a smaller number of constraints. Three exact solution methods are applied to solve the amended model. The first one is a cutting-plane method, which is based on a piecewise-linear approximation. The second is based on a mixed-integer linear programming formulation, which is enhanced by valid inequalities. The third is to use... 

In this paper, a multi-product multi-chance constraint joint single-vendor multi-buyers inventory problem is considered in which the demand follows a uniform distribution, the lead-time is assumed to vary linearly with respect to the lot size, and the shortage in combination of backorder and lost-sale is assumed. Furthermore, the orders are placed in multiple of packets, there is a limited space available for the vendor, there are chance constraints on the vendor service rate to supply the products, and there is a limited budget for each buyer to purchase the products. While the elements of the buyers' cost function are holding, shortage, order and transportation costs, the set up and... 

Wind power introduces a new challenge to system operators. Unlike conventional power generation sources, wind power generators supply intermittent power because of uncertainty in its resource. In a power system involved largescale wind power generation scenario, wind intermittency could oblige the system operator to allocate a greater reserve power, in order to compensate the possible mismatch between predicted and the actual wind power output. This would increase the total operation cost. This paper presents a new approach in fuzzy based generation scheduling (GS) problem using mixed integer nonlinear programming (MINLP). While the reserve requirements, load generation balance and wind... 

Enhancing the quality of the product has always been one considerable concern of production process management, and this subject gave way to implementing so many methods including robust design. In this paper, robust design utilizes response surface methodology (RSM) considering the mean and variance of the response variable regarding system design, parameter design, and tolerance design. In this paper, customer requirements and robust design are regarded simultaneously to achieve enriched quality. Subsequently, with a non-linear programming, a novel method for integrating RSM and quality function deployment has been proposed to achieve robustness in design. The customer requirements are... 

In this paper, a multiproduct multi-chance constraint stochastic inventory control problem is considered, in which the time-periods between two replenishments are assumed independent and identically distributed random variables. For the problem at hand, the decision variables are of integer-type, the service-level is a chance constraint for each product, and the space limitation is another constraint of the problem. Furthermore, shortages are allowed in the forms of fuzzy random quantities of lost sale that are backordered. The developed mathematical formulation of the problem is shown to be a fuzzy random integer-nonlinear programming model. The aim is to determine the maximum level of... 

The vendor-managed inventory (VMI) is a common policy in supply chain management (SCM) to reduce bullwhip effects. Although different applications of VMI have been proposed in the literature, the multi-vendor multi-retailer single-warehouse (MV-MR-SW) case has not been investigated yet. This paper develops a constrained MV-MR-SW supply chain, in which both the space and the annual number of orders of the central warehouse are limited. The goal is to find the order quantities along with the number of shipments received by retailers and vendors such that the total inventory cost of the chain is minimized. Since the problem is formulated into an integer nonlinear programming model, the... 

This paper proposes a new coordinated voltage control scheme to ensure voltage security of power systems. The scheme schedules reactive power injection from VAR sources, including synchronous generators and condensers, capacitor banks, switchable reactors and FACTS devices, to ensure desired loading margin of power systems for a given horizon of time. The problem is treated as voltage security constrained multi-period optimal reactive power flow (VSC-MPORPF). To incorporate scheduling of both continuous and discrete VAR sources, the VSC-MPORPF is formulated as a mixed-integer nonlinear programming problem, and is solved using generalized Benders decomposition (GBD). Multi-period formulation... 

We consider a multi-facility location problem in the presence of a line barrier with the starting point of the barrier uniformly distributed. The objective is to locate n new facilities among m existing facilities minimising the summation of the weighted expected rectilinear barrier distances of the locations of new facilities and new and existing facilities. The proposed problem is designed as a mixed-integer nonlinear programming model, conveniently transformed into a mixed-integer quadratic programming model. The computational results show that the LINGO 9.0 software package is effective in solving problems with small sizes. For large problems, we propose two meta-heuristic algorithms,... 

In this paper, a multiproduct inventory control problem is considered in which the periods between two replenishments of the products are assumed independent random variables, and increasing and decreasing functions are assumed to model the dynamic demands of each product. Furthermore, the quantities of the orders are assumed integer-type, space and budget are constraints, the service-level is a chance-constraint, and that the partial back-ordering policy is taken into account for the shortages. The costs of the problem are holding, purchasing, and shortage. We show the model of this problem is an integer nonlinear programming type and to solve it, a harmony search approach is used. At the... 

This paper presents a novel profit-based model for multistage distribution network expansion planning. In the proposed model, some capabilities of the distribution automation system are considered to achieve a plan that is more compatible with the strategic plan towards a smart distribution grid. Moreover, a method for reliability evaluation of a distribution network in the planning studies is proposed. The objective function of the planning problem is the net present value of the company's profit. The problem is solved by employing the genetic algorithm approach as a promising technique in solving the mixed-integer nonlinear programming problem. The proposed method is evaluated on an... 

An accurate estimation of aquifer hydraulic parameters is required for groundwater modeling and proper management of vital groundwater resources. In situ measurements of aquifer hydraulic parameters are expensive and difficult. Traditionally, these parameters have been estimated by graphical methods that are approximate and time-consuming. As a result, nonlinear programming (NLP) techniques have been used extensively to estimate them. Despite the outperformance of NLP approaches over graphical methods, they tend to converge to local minima and typically suffer from a convergence problem. In this study, Genetic Algorithm (GA) and Ant Colony Optimization (ACO) methods are used to identify... 

We present a combined trust region-line search structured algorithm for solving constrained nonlinear least-squares problems. The approach is based on adaptive structured scheme due to Mahdavi-Amiri and Bartels of the exact penalty method of Coleman and Conn for nonlinearly constrained optimization problems. The structured adaptation also makes use of the ideas of Nocedal and Overton for handling quasi-Newton updates of projected Hessians. For robustness, we propose a new penalty parameter updating strategy and a specific line search strategy within the trust region, taking account of the least-squares objective and special structured considerations for the approximate projected...