mixed-integer nonlinear programming
در نشریات گروه صنایع-
هدف از نگارش نوشتار حاضر، ارائه ی یک مدل ریاضی برای بهینه سازی تجارت ایران با شرکاء مهم تجاری تحت شرایط تحریم است. بدین منظور، مسئله با دو تابع هدف به صورت برنامه ریزی غیرخطی عدد صحیح مختلط مدل شده است. نوسان های نرخ ارز، یکی از چالش های اصلی کارگزاران صادرات و واردات است. به منظور دستیابی به جواب استوار، انحراف معیار لگاریتم تفاضل نرخ ارز هر سال از سال قبل از نوع کمینه سازی به عنوان تابع هدف دوم منظور شده است. برای ارزیابی عملکرد مدل، جواب حاصل از مدل با داده های تجاری سال های 1395 الی 1398 مقایسه شده و نتایج حاکی از بهبود تراز تجاری کشور در مدل پیشنهادی بوده است. تغییر کشور مبدا واردات یا مقصد صادرات و همچنین استفاده از صنایع تبدیلی، راهکار حاصل از مدل برای خنثی سازی آثار تحریم بوده است. نتایج مدل حاکی از کاهش اثر تحریم در صورت به کارگیری برنامه ی مناسب با توجه به نوسان نرخ ارز است.کلید واژگان: تجارت بین الملل، تحریم، نوسان نرخ ارز، عدم قطعیت، برنامه ریزی غیرخطی عدد صحیح مختلطThe issue of international trade and economic sanctions has been one of the important issues for every country, especially developing countries and those under sanctions. Since ancient times, countries traded with other countries to meet their needs through international trade. Some countries impose sanctions on a number of countries to achieve their political and economic goals. Studying these sanctions and reducing their effects is very important for boycotting countries. We also know that exchange rate fluctuations are one of the main challenges export and import agents face in sanction settings, including public or private agents. Therefore, it is important to deal with the exchange rate debate and its volatility in the business section. Although numerous studies in this field have been done, few studies have been done by mathematical modeling. In this paper, we attempt to present a mathematical model for the optimization of Iran's trade exchange with its important partners during trade sanctions. Two objective functions, which are to accurately represent the effect of trade sanctions and minimize the standard deviation of the logarithm of exchange rate difference between the two following years, are applied to achieve a robust solution. Therefore, the problem is modeled as a mixed integer non-linear programming for selecting countries and the amount of goods exchanged. To evaluate the performance of the proposed model, the solution is compared with the commercial data of the years 1395 to 1398. The results show improved trade balance because of changing the country of origin of goods or the destination of export of goods and exploitation of conversion industries to improve export value added. The solution obtained from the model to curb the effects of commercial sanctions is available. The model results indicate reducing the effect of sanctions if the appropriate program is used according to the exchange rate fluctuationKeywords: Mixed Integer Nonlinear Programming, International Trade, Sanctions, Exchange Rate Fluctuation, Uncertainty
-
با افزایش آلودگی های زیست محیطی در اثر دفع محصولات مستعمل در محیط زیست، بازیابی این گونه محصولات در پایان چرخه عمرشان تبدیل به یکی از موضوعات مهم در حوزه لجستیک معکوس و تولید پایدار شده است. بازتولید یکی از گزینه های بازیابی محصولات مستعمل، با مزیت های اقتصادی بالا و کمترین اثرات مخرب زیست محیطی می باشد. برنامه ریزی همزمان تولید محصولات نو و بازتولید محصولات مستعمل، یک سیستم ترکیبی تولید/بازتولید را شکل داده که در زمره مسائل پیچیده در حوزه برنامه ریزی سیستم های تولیدی قرار می گیرد که تاکنون در این حوزه، قیمت گذاری، وارانتی و همچنین رقابت به صورت جدی بررسی نشده است. هدف این پژوهش ایجاد یک برنامه تولید بهینه برای یک سیستم ترکیبی تولید/بازتولید چنددوره ای است که در آن تولیدکننده درخصوص قیمت، میزان تولید و مدت زمان وارانتی برای محصولات نو و بازتولیدی به صورت همزمان تصمیم می گیرد. برای دستیابی به این هدف، یک مدل ریاضی غیرخطی عدد صحیح مختلط (MINLP) چنددوره ای ساخته می شود. در دوره اول تنها محصول نو تولید و به فروش می رسد، سپس از دوره های بعد محصولات مستعمل (هسته ها) در سطوح کیفیتی متفاوت از مشتریان خریداری شده و درنتیجه بازتولید به مدل اضافه می گردد. ازآنجا که هر دو نوع محصول در یک بازار به فروش می رسند، بین آن ها در کسب سهم بیشتر بازار رقابت وجود دارد، که این موضوع در مدل لحاظ شده است. باتوجه به پیچیدگی مدل توسعه یافته، از الگوریتم های بهینه سازی ازدحام ذرات و شبیه سازی تبرید برای حل آن استفاده می شود. نتایج عددی، کارایی و اثربخشی مدل پیشنهادی و رویکردهای حل را نشان می دهند.
کلید واژگان: سیستم ترکیبی تولید، بازتولید، قیمت گذاری، وارانتی، رقابت، برنامه ریزی غیرخطی عدد صحیح مختلط، الگوریتم بهینه سازی ازدحام ذراتJournal of Industrial Engineering Research in Production Systems, Volume:11 Issue: 23, 2024, PP 21 -37With the increase in environmental pollution due to the disposal of used products in the environment, recovery of such products at the end of their life cycle has become one of the important issues in the field of reverse logistics and sustainable production. Remanufacturing is one of the options for used products recovery with high economic advantages and the least harmful environmental effects. The simultaneous planning of the production of new products and remanufacturing of used ones forms a combined manufacturing/remanufacturing system, which is among the complex issues in the field of production systems planning. The combined pricing, warranty, and competition considerations has so far not been seriously investigated in this field. The aim of this research is to create an optimal production plan for a multi-period hybrid manufacturing/remanufacturing system, where the producer decides on the price, the amount of production and the warranty period for both new and remanufactuted products. To achieve this goal, a multi-period mixed integer non-linear programming (MINLP) model is built. Only new products are produced and sold in the first period, then the used products (cores), in different quality levels, are purchased from customers in the following periods, and hence, remanufacturing is added to the model. Both types of products are sold in the same market, so there is competition between them to gain more market share. Due to the complexity of the developed model, particle swarm optimization (PSO), and simulated annealing (SA) algorithms are used for its solution. Numerical results show the efficiency and effectiveness of the proposed model and solution approaches.
Keywords: Hybrid Manufacturing, Remanufacturing System, Pricing, Warranty, Competition, Mixed-Integer Nonlinear Programming, Particle Swarm Optimization Algorithm -
Journal of Quality Engineering and Production Optimization, Volume:9 Issue: 1, Winter-Spring 2024, PP 1 -28This paper presents a model to solve a multi-objective optimization problem for optimal oil fielddevelopment and supply chain management (SCM) of oil and gas, considering Enhanced Oil Recovery (EOR)methods in both upstream and midstream sectors. Unlike previous studies that primarily investigated EOR inthe upstream sector, this study focuses on integrating EOR methods within a comprehensive supply chainmodel. The problem is formulated as a mixed integer nonlinear program (MINLP) to accurately capture thecomplexities and interdependencies of oil field development and SCM. To facilitate solution, the multiobjective problem is converted into a single-objective problem using the LP-metric method. The transformedproblem is then solved using the BARON solver within the GAMS software environment. To evaluate theefficiency and robustness of the proposed solution method, a set of 15 test problems with varying dimensionswas solved. The results demonstrate that the solution method is highly efficient for small-size problems,achieving a relative gap of 0.01 in less than 100 seconds. However, the computational time increasessignificantly as the problem size grows, highlighting the challenges of scaling the model for larger and morecomplex scenarios. This study provides a novel approach to incorporating EOR methods into an integratedsupply chain model, offering valuable insights for optimizing oil and gas field development and SCMstrategies.Keywords: Mixed-Integer Nonlinear Programming, Oil, Gas Supply Chain, Enhanced Oil Recovery, Multi-Objective
-
Journal of Quality Engineering and Production Optimization, Volume:7 Issue: 2, Summer-Autumn 2022, PP 232 -266In this study a scenario-based multi-objective fuzzy model was provided in the SCLSC , which in addition to three aspects of sustainability including, social impact such as the creation of job opportunities, customer satisfaction, and so on, environmental impact such as reducing air pollution, and so on, economic impact such as reducing cost, increasing the reliability of the SC and product routing have been modeled. Two algorithms, including MOPSO and NSGA-II Algorithms, were applied to solve the proposed model. After tuning their parameters by the Taguchi method, their performance in problems with different dimensions were tested followed by evaluating them by powerful criteria. The proposed model was implemented on Chipboard Pooya Company in Iran in two scenarios of economic recession and prosperity aimed at evaluating its accuracy. A sensitivity analysis was eventually performed on the proposed model followed by making some suggestions to develop the model.Keywords: Sustainability, Closed-loop supply chain network, reliability, Mixed-Integer Nonlinear Programming, Metaheuristic algorithms
-
Simulation based optimization model for logistic network in a multi-stage supply chain network with considering operational production planning "truck loading system and transportation network"
One of the most important fields of logistic network is transportation network design that has an important effect on strategic decisions in supply chain management. It has recently attracted the attention of many researchers. In this paper, a multi-stage and multi-product logistic network design is considered.This paper presents a hybrid approach based on simulation and optimization (Simulation based optimization), the model is formulated and presented in three stages. At first, the practical production capacity of each product is calculated using the Overall Equipment Effectiveness (OEE) index, in the second stage, the optimization of loading schedules is simulated. The layout of the loading equipment, the number of equipment per line, the time of each step of the loading process, the resources used by each equipment were simulated, and the output of the model determines the maximum number of loaded vehicles in each period. Finally, a multi-objective model is presented to optimize the transportation time and cost of products. A mixed integer nonlinear programming (MINLP) model is formulated in such a way as to minimize transportation costs and maximize the use of time on the planning horizon. We have used Arena simulation software to solve the second stage of the problem, the results of which will be explained. It is also used GAMS software to solve the final stage of the model and optimize the transporting cost and find the optimal solutions. Several test problems were generated and it showed that the proposed algorithm could find good solutions in reasonable time spans.
Keywords: Transportation Network Design, Supply chain management, Overall Equipment Effectiveness (OEE), mixed integer nonlinear programming, Simulation based optimization -
اهمیت روز افزون جلب اعتماد مشتری و تنوع تقاضا باعث شده است توجه به سیاست های ضمانت و تولید محصولات به صورت «خانواده ی محصول» افزایش یابد که ضمن استفاده از مزایای تولید انبوه و انعطاف پذیری، هر عضو خانواده پاسخ گوی بخش معینی از تقاضا باشد؛ اما مدل های مناسب در این زمینه توسعه ی کافی نیافته اند. این مقاله یک مدل بهینه سازی هم زمان قیمت و مدت ضمانت برای محصولات در یک خانواده ی محصول را با به کارگیری زنجیره ی مارکوف ارایه می دهد. بدین منظور، ابتدا حالات ممکن برای زیرسیستم ها و کل محصول در قالب یک زنجیره ی مارکوف پیوسته بیان و مقادیر حدی احتمال حالات نیازمند به خدمات ضمانت محاسبه می شود. هدف مدل بیشینه سازی سود کل محصولات با بهینه سازی هم زمان قیمت و مدت ضمانت هر محصول است. مدل مسئله برای دو سیاست ضمانت با مدت ثابت و تجدیدشونده ارایه می شود. با فرض عدد صحیح بودن مدت ضمانت، مدل مسئله برنامه ریزی مختلط غیرخطی است. حل مثال های عددی و تحلیل حساسیت برای پارامترهای مهم با استفاده از نرم افزار GAMS برای این دو سیاست انجام می شود. نتایج به دست آمده نشان می دهد که مدل بیشترین حساسیت را نسبت به ضرایب کشش قیمت و مدت ضمانت دارد و حساسیت کمی نسبت به میزان استفاده دارد. همچنین سهم هر محصول از کل تولیدات با تغییر ظرفیت تغییر زیادی نمی کند. این مطالعه می تواند به تولیدکنندگان کمک کند که در مرحله ی توسعه ی محصول)طراحی و مهندسی(بهینه سازی متغیرهای اصلی یک محصول، مانند قابلیت اطمینان، قیمت و دوره ی ضمانت را هم زمان انجام دهند. همچنین، مدل پیشنهادی در فرایند تصمیم گیری قیمت و مدت ضمانت یک خانواده ی محصول و تحلیل حساسیت پارامترهای مربوط به خوبی قابل به کارگیری توسط مدیران است.
کلید واژگان: خانواده ی محصول، قیمت، مدت ضمانت، زنجیره ی مارکوف، برنامه ریزی مختلط غیرخطیThe increasing importance of customer's trust and demand diversification has turned the attention to warranty policy and supplying a family of products. In this respect, while retaining the benefits of mass production and flexibility each member shows to a specific segment of demand, appropriate models have not been sufficiently developed. This paper presents a maximization profit model by simultaneously optimizing the price and warranty length for products in a family of products through application of Markov chains. A continuous Markov model was used to calculate the steady state probabilities that the products need for warranty services. Then, the optimal prices and warranty lengths for all products were determined using a mathematical model to maximize the profitability of the products. The problem was formulated in two scenarios of fixed time and renewable warranty policies. Given the integer warranty length, the problem was a mixed nonlinear integer programming. Numerical samples for the problems solved by GAMS software and sensitivity analysis for the important parameters were also investigated. The results showed that the model was sensitive mostly in the case of price and warranty length elasticity. Moreover, the share of each product in total production did not change much under the influence of capacity change. This study can help manufacturers optimize the main variables of a product including reliability, price, and warranty period simultaneously at the product development stage (design and engineering). The proposed model can be operationally used by the managers for decision-making on the price and warranty length for a family product.
Keywords: Product family, price, Warranty, markov chain, mixed integer nonlinear programming -
International Journal of Industrial Engineering and Productional Research, Volume:29 Issue: 4, Dec 2018, PP 483 -496Natural disasters and crisis are inevitable and each year impose destructive effects on human as injuries and damage to property. In natural disasters and after the outbreak of the crisis, demand for logistical goods and services increase. Effective distribution of emergency aid could have a significant role in minimizing the damage and fatal accident. In this study, a three-level relief chain including a number of suppliers in fixed locations, candidate distribution centers and affected areas at certain points are considered. For this purpose a mixed integer nonlinear programming model is proposed for open transportation location routing problem by considering split delivery of demand. In order to solve a realistic problem, foregoing parameters are considered as fuzzy in our proposed mode. The objectives of the proposed model include total cost minimization, minimization of the maximum travel time of vehicles and minimization of unmet demands. In order to solve the problem of the proposed model, fuzzy multi-objective planning is used. For efficiency and effectiveness of the proposed model and solution approach, several numerical examples are studied. Computational results show the effectiveness and efficiency of the model and the proposed approach.Keywords: location-routing model, Optimization, mixed integer nonlinear programming, network
-
The job shop scheduling problem (JSP) is one of the most difficult problems in traditional scheduling because any job consists of a set operations and also any operation processes by a machine. Whereas the operation is placed in the machine, it is essential to be considering setup times that the times strongly depend on the various sequencing of jobs on the machines. This research is developed a two-objective model to solve JSP with sequence-dependent setup times (SDST). Considering SDST and optimizing of the both objectives simultaneously (makespan and maximum tardiness) bring us closer to natural-world problems. The ε-constraint method is applied to solve the mentioned two-objective model. A set of numerical data is generated and tested to validate the models efficiency and flexibility. The developed model can efficiently use for solving JSPs in the real world, especially for manufacturing companies with having setup and delivery times constraints.Keywords: Job shop scheduling, sequence-dependent setup times, makespan criterion, maximum tardiness criterion, mixed integer nonlinear programming
-
The attestation towards environmental, statutory obligations and economic interests arising from rehabilitation operations in recent years has led to more focus on reverse logistics operations. To this end, integration of the design of reverse and forward logistics networks which results in prevention of sub optimality due to separated design of these networks is of high significance. This model discusses a mixed-integer nonlinear programming model for the integrated design of multi-level and multi-commodity forward-reverse supply chain network. In the end, the calculation results of the proposed model solution have been presented via GAMS software in order to locate facilities, determine the relationship between facilities and raw material procurement rate and production rate. The result of the solved multi-purpose models has corroborated the single-purpose models and it shows the efficiency of the used methods.Keywords: Closed-Loop Logistics, Mixed Integer Nonlinear Programming, multi-product, multi-objective
-
مسائل برنامه ریزی تولید عموما به عنوان مسائل برنامه ریزی عدد صحیح مختلط مدلسازی می شوند؛ و به علت پیچیدگی محاسباتی بالا و ذاتی این نوع مسائل، از طریق الگوریتم های ابتکاری حل می شوند. در این مقاله، یک مدل برنامه ریزی عدد صحیح مختلط غیرخطی برای برنامه ریزی تولید چند محصولی- چند دوره ای به منظور بازپرسازی سفارشات خریدار و کمینه سازی هزینه های تامین کننده طراحی شده است. در این مدل فرض بر آن است که مقدار سفارش ثابت است و سفارش دهی یک باره انجام می شود. این مدل مطابق با مفروضات شرکت ساپکو که یک تامین کننده بزرگ قطعات اتوموبیل در ایران است، و یکی از شرکت های همکار آن توسعه یافته است. همچنین، یک الگوریتم ابتکاری کارآمد مبتنی بر جست وجوی A* برای حل این مدل ریاضی پیشنهاد شده است. الگوریتم جست وجوی پیشنهادی نیازی به یک جواب اولیه ندارد؛ همچنین با اعمال کنترل بر حالت های ذخیره شده در لیست آماده شاخه زنی می تواند بر محدودیت سربار حافظه غلبه نماید. در حقیقت علی رغم سادگی این الگوریتم که بر اساس روابط ساده مدیریت موجودی بنا شده است، قادر است در مقایسه با روش حل دقیق، یک الگوریتم جست وجوی حریصانه، و الگوریتم شبیه سازی تبرید به عنوان یک الگوریتم فراابتکاری، به صورت کارآمدی جواب های بهینه یا نزدیک بهینه حاصل آورد.
کلید واژگان: بازپرسازی سفارشات، برنامه ریزی عدد صحیح مختلط غیرخطی، الگوریتم ابتکاری، جست وجوی A*Journal of Industrial Engineering Research in Production Systems, Volume:2 Issue: 3, 2014, PP 63 -75Production planning problems are generally modeled as mixed integer programming problems; and solved through heuristic algorithms، because of their innate high computational complexity. In this paper، a mixed integer nonlinear programming (MINLP) model is designed for multi-item، multi-period production planning to replenish orders of the buyer and minimizing the supplier’s costs. It is supposed that the order quantity is constant، and ordering occurs at once. This model has been developed according to the realistic assumptions of SAPCO Company، which is a major supplier of automotive parts in Iran، and one of its partner companies. In addition، an efficient heuristic algorithm based on A* search has been proposed to solve this mathematical model. The proposed search algorithm does not need an initial solution; also، it can overcome the memory overhead through bounding the stored states in its open-list. Actually، in spite of the simplicity of the proposed algorithm، which is established based on the simple inventory management equations; it is able to generate efficiently optimal or near-optimal solutions in comparison with an exact solution method، a greedy search algorithm، and simulated annealing algorithm as a metaheuristic algorithm.Keywords: Order replenishment, Mixed integer nonlinear programming, Heuristic algorithm, A* search -
در این مقاله، روشی برای برنامه ریزی حرکت روبات بازویی مسطح در محیط با مانع با استفاده از مدل سازی ریاضی ارائه شده است، به طوری که حین حرکت روبات از پیکربندی اولیه به سمت نقطه هدف، لینک های آن با موانع برخورد نداشته باشند. پس از ساختن فضای کاری، کوتاه ترین مسیر حرکت از نقطه اولیه عمل کننده نهایی به هدف مورد نظر، به کمک گراف دیدنگار تعمیم یافته، ایجاد شده و به نقاط زیرهدف تقسیم می شود که باید به ترتیب توسط عمل کننده نهایی پیموده شوند. سپس یک مدل ریاضی از نوع برنامه ریزی غیرخطی عدد صحیح مختلط (MINLP) با در نظر گرفتن تابع هدف کمینه سازی، فاصله عمل کننده نهایی تا زیرهدف ها به صورت متوالی حل شده و زاویه هر لینک به گونه ای تعیین می شود که لینک ها در موانع قرار نگیرند. برای بالا بردن ضریب ایمنی در برخورد با موانع، محیط موانع با افزودن حاشیه ای بزرگ تر در نظر گرفته می شوند. همچنین روش ذکرشده برای کاهش متغیرهای صفر و یک و تعداد محدودیت ها و در نتیجه کاهش زمان حل، بهبود داده شده است.
کلید واژگان: روبات بازویی، برنامه ریزی حرکت، برنامه ریزی ریاضی، مدل غیرخطی عدد صحیح مختلط، گراف دیدنگارIn this paper a new method is proposed for path planning of planar manipulators amid obstacles through mathematical programming in a way that the robot’s links avoid collision with obstacles throughout their motion from an initial to a goal configuration. After inputting the workspace geometry، the shortest feasible path for the robot’s end-effector is planned toward its goal position using Generalized Visibility Graph، which is then interpolated into subgoal points that should be sequentially reached by the end-effector. Next، a Mixed Integer Nonlinear Programming (MINLP) model with the objective of minimizing the distance between the end-effector and the subgoals is successively solved and the angle of each link is determined such that it does not intersect obstacles. In order to enhance the safety of clearance from obstacles، they are enlarged by an offset. Also، the proposed method has been modified and tuned aiming to reduce the number of constraints and 0-1 variables، which led to reduced runtimes.Keywords: Manipulator robot, Path planning, Mathematical modeling, Mixed integer nonlinear programming, Visibility graph
- نتایج بر اساس تاریخ انتشار مرتب شدهاند.
- کلیدواژه مورد نظر شما تنها در فیلد کلیدواژگان مقالات جستجو شدهاست. به منظور حذف نتایج غیر مرتبط، جستجو تنها در مقالات مجلاتی انجام شده که با مجله ماخذ هم موضوع هستند.
- در صورتی که میخواهید جستجو را در همه موضوعات و با شرایط دیگر تکرار کنید به صفحه جستجوی پیشرفته مجلات مراجعه کنید.