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INFORMS Nashville – 2016

330

2 - Mixed-integer Programming For Detecting Cycles In

Non-reversible Markov Processes

Ambros Gleixner, Zuse Institute Berlin, Takustr. 7, Berlin, 14195,

Germany,

gleixner@zib.de

, Isabel Beckenbach, Leon Eifler,

Konstantin Fackeldey, Andreas Grever, Marcus Weber,

Jakob Witzig

Spectral clustering methods are used successfully to identify so-called metastable

sets or dominant cycles of Markov processes. They analyze the spectrum of

matrices based on the transition probabilities between states. However, current

spectral methods have limited applicability for many biological and catalytic

processes with a systematic, but slow cyclic behavior on the timescale of the

simulation. We use mixed-integer programming to develop a new method that is

able to detect the existence and measure the strength of such cyclic processes.

3 - Enhanced Equations For Linearizing Discrete Product For

Generalized Programming Problems

Qi An, North Carolina State University, 2119A Gorman Street,

Raleigh, NC, 27606, United States,

nival.ann@gmail.com,

Tiantian Nie, Shu-Cherng Fang

This paper advances ``Equations for Linearizing Discrete Product’’ — a set of

equations that linearize discrete polynomial terms in an effective manner. We

exploit the logarithmic feature and propose an enhancement technique to further

reduce the number of linear constraints for the current ELDP-based

reformulations. We extend the applicability of ELDP to a more general set of

``representable programming problems’’. Computational experiments on both

random problems and literature-reported problems support that the proposed

method indeed increases the computational effectiveness.

4 - A Farm-level Precision Land Management Model Based On

Integer Programming

Qi Li, Iowa State University, 0076 Black Engineering, Ames, IA,

50010, United States,

qili@iastate.edu

, Guiping Hu, Zaki Jubery,

Baskar Ganapathysubramanian

A farm level precision farmland management model based on mixed integer

linear programming has been proposed. Optimal decisions are provided for

preseason crop planning and irrigation water allocation. The model captures the

effect of size and shape of decision scale as well as special irrigation patterns. We

illustrate the model by conducting a case study on a farm in California and show

the model is capable of representing the decision making process and flexible to

accommodate various scenarios. The results show that a threefold increase of

annual net profit could be achieved by carefully choosing irrigation and seed

types.

5 - Whistler-Blackcomb Mega Day As An Integer

Programming Problem

John Shane Lyons, PhD Student, Western University-Ivey Business

School, 23 Pine Ridge Drive, London, ON, N5X 3G7, Canada,

jlyons.phd@ivey.ca

The Whistler-Blackcomb ski area has recently implemented a system which tracks

use of 25 lifts across both mountains. A web-based application offers skiers a

variety of analytic information pertaining to their skiing activity, and poses a

number of ‘badges’ to be earned. One of these, called Mega Day, requires a skier

to ride all lifts on both mountains, and consequently ski roughly 10,000 vertical

metres. On a particular date of study less than 0.1% of skiers on the mountain

achieved this goal. This presentation describes an integer programming model

developed to identify feasibility and optimal routing for the Mega Day challenge.

TC78

Legends F- Omni

Opt, Network III

Contributed Session

Chair: Oliver Lum, U of Maryland, College Park, 11604 Parkedge Drive,

Rockville, MD, 20852, United States,

oliver@math.umd.edu

1 - On The Complexity Of Sparse Maximum Flow Problems

Andrew Romich, Systems Engineer, Sandia National Laboratories,

4617 Gerrilyn Way, Apt 206, Apt. 206, Livermore, CA, 94550,

United States,

aromich@sandia.gov,

Cole Smith, Guanghui Lan

We consider several sparsity-inducing restrictions of the standard maximum flow

problem. Each restriction is a unique combination of the number of nodes having

an out-degree greater than one and the inclusion of either a restriction on the

total amount of flow on all arcs or the total number of arcs used in the network.

Assuming an option of initially allowing continuous or integer flow, we analyze a

total of twelve problems.

2 - Mathematical Optimization For Managing Selective Catalytic

Reduction For A Fleet Of Coal-fired Power Plants

Jay Michael Rosenberger, University of Texas-Arlington, Dept of

Industrial Manuf Systems Eng, PO Box 19017, Arlington, TX,

76019, United States,

jrosenbe@uta.edu

, Antonio Alejandro Alanis

Selective Catalytic Reduction (SCR) reduces emissions of oxides of nitrogen

(NOx) in coal-fired power plants. With a given set of scheduled outages for a fleet

of power plants, we develop a heuristic multi-commodity flow problem with

schedule elimination constraints, and a knapsack problem with assignment

constraints, to create an SCR management plan, which minimizes the total SCR

operational cost of the entire fleet of power plants and maintains NOx emissions

below a desired target. We present results indicating that our approach provides

an equally optimal solution to that of a schedule generation and optimization

approach in less computational processing time.

3 - A Parametric Linear Programming Approach To A Cluster Ratio

Based Hierarchical Consensus Clustering Algorithm

Victoria Ellison, North Carolina State University, 2152 Burlington

Labs 2500 Stinson Dr., Raleigh, NC, 27695, United States,

vmelliso@ncsu.edu

, Yahya Fathi, Amy Langville

The minimum cluster ratio cut is a well studied partition-based clustering method

used to partition a data set into two or more clusters of balanced size. We propose

a natural extension of the minimum cluster ratio cut, which we call the minimum

beta-ratio cut, which lends itself to hierarchical clustering methods. We propose a

divisive hierarchical consensus clustering algorithm which uses the minimum

beta-ratio cut and a heuristic for this algorithm by modifying a BILP formulation

of Median Partition problem and applying a parametric programming algorithm

to it.

4 - A Hybrid Heuristic For The Windy Rural Postman Problem With a

Time-Dependent Zigzag Option

Oliver Lum, U of Maryland, College Park, 11604 Parkedge Drive,

Rockville, MD, 20852, United States,

oliver@math.umd.edu

,

Rui Zhang, Bruce L Golden

In some vehicle routing applications, service is required along both sides of the

road. During early morning hours, the vehicle may service both sides of the street

during a single traversal by zigzagging between the two. This scenario is modeled

by the Windy Rural Postman Problem with Time-Dependent Zigzag Options

(WRPPZTW). We present a hybrid heuristic for the WRPPZTW which uses well-

known insertion techniques in concert with a new integer programming

formulation for the WRPPZ. We compare computational performance relative to

an existing exact procedure for a set of small instances and present more

extensive results for a set of larger instances.

5 - The Deviation-flow Continuous Location Problem For A Single

Refueling Station On A Tree Network

Sang Jin Kweon, PhD Candidate, Pennsylvania State University,

310 Leonhard Building, Industrial and Manufacturing

Engineering, University Park, PA, 16802, United States,

svk5333@psu.edu

In this study, we address the continuous version of the single refueling station

location problem on a tree network considering that a given portion of drivers has

the option to deviate from their preplanned paths to be able to refuel their

vehicles. The objective of the problem is to determine the set of optimal station

locations that maximizes the total traffic flow covered (in round trips per time

unit). To achieve this goal, we derive optimality properties regarding deviation

and determine the sets of candidate sites to locate the refueling station. Then, we

develop a polynomial algorithm to determine the set of optimal locations.

TC79

Legends G- Omni

Opt, Stochastic III

Contributed Session

Chair: Md Abdul Quddus, PhD Student, Mississippi State University,

Department of Industrial & Systems Engineering, PO Box 9542,

Starkville, MS, 39762, United States,

mq90@msstate.edu

1 - Multi-depot Fleet Dimensioning For Seasonal Stochastic Demand

Marcus V. Poggi, PUC-Rio, Rua M. S. Vicente 225, Rio de Janiero,

22591-900, Brazil,

poggi@inf.puc-rio.br,

Fabian Penaranda

Given a predicted demand behavior represented by a generation function over

time and space, distances between clients and the depots, cost to lease one vehicle

for the period, unity cost for traveling a distance for leased and for short time

hired vehicles and a demand allocation rule, find the (heterogeneous) fleet size at

each depot that minimizes the expected operation cost for the period. We propose

a decomposition approach based on Stochastic Dual Dynamic Programming that

allows dealing with the integrality of the sub-problems. Instances based on

CVRPLIB are generated and experimental results are presented.

TC78