An integer decomposition algorithm for solving a two‐stage facility location problem with second‐stage activation costs

We study a stochastic scenario‐based facility location problem arising in situations when facilities must first be located, then activated in a particular scenario before they can be used to satisfy scenario demands. Unlike typical facility location problems, fixed charges arise in the initial location of the facilities, and then in the activation of located facilities. The first‐stage variables in our problem are the traditional binary facility‐location variables, whereas the second‐stage variables involve a mix of binary facility‐activation variables and continuous flow variables. Benders decomposition is not applicable for these problems due to the presence of the second‐stage integer activation variables. Instead, we derive cutting planes tailored to the problem under investigation from recourse solution data. These cutting planes are derived by solving a series of specialized shortest path problems based on a modified residual graph from the recourse solution, and are tighter than the general cuts established by Laporte and Louveaux for two‐stage binary programming problems. We demonstrate the computational efficacy of our approach on a variety of randomly generated test problems. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

基于EMD、遗传算法及神经网络的柴油机故障诊断

研究了将经验模式分解(Empirical Mode Decom position,EMD)、遗传算法及BP神经网络相结合对柴油机振动信号进行故障诊断的方法。首先运用经验模式分解方法对柴油机缸盖表面振动信号进行分解并提取特征参数;然后利用遗传算法对得到的特征参数进行选择,找到对于故障诊断最为敏感的参数;最后建立了BP神经网络模型对柴油机典型故障进行诊断。通过对某型柴油机的验证,表明该方法能够准确识别柴油机供油系统的典型故障。     

An integrated electric power supply chain and fuel market network framework: Theoretical modeling with empirical analysis for New England

In this article, we develop a novel electric power supply chain network model with fuel supply markets that captures both the economic network transactions in energy supply markets and the physical network transmission constraints in the electric power network. The theoretical derivation and analysis are done using the theory of variational inequalities. We then apply the model to a specific case, the New England electric power supply chain, consisting of six states, five fuel types, 82 power generators, with a total of 573 generating units, and 10 demand market regions. The empirical case study demonstrates that the regional electric power prices simulated by our model match the actual electricity prices in New England very well. We also compute the electric power prices and the spark spread, an important measure of the power plant profitability, under natural gas and oil price variations. The empirical examples illustrate that in New England, the market/grid‐level fuel competition has become the major factor that affects the influence of the oil price on the natural gas price. Finally, we utilize the model to quantitatively investigate how changes in the demand for electricity influence the electric power and the fuel markets from a regional perspective. The theoretical model can be applied to other regions and multiple electricity markets under deregulation to quantify the interactions in electric power/energy supply chains and their effects on flows and prices. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Energy‐efficient scheduling for sustainable manufacturing systems with renewable energy resources

Environmentally friendly energy resources open a new opportunity to tackle the problem of energy security and climate change arising from wide use of fossil fuels. This paper focuses on optimizing the allocation of the energy generated by the renewable energy system to minimize the total electricity cost for sustainable manufacturing systems under time‐of‐use tariff by clipping the peak demand. A rolling horizon approach is adopted to handle the uncertainty caused by the weather change. A nonlinear mathematical programming model is established for each decision epoch based on the predicted energy generation and the probability distribution of power demand in the manufacturing plant. The objective function of the model is shown to be convex, Lipchitz‐continuous, and subdifferentiable. A generalized benders decomposition method based on the primal‐dual subgradient descent algorithm is proposed to solve the model. A series of numerical experiments is conducted to show the effectiveness of the solution approach and the significant benefits of using the renewable energy resources.     

A multi‐stage stochastic programming approach for network capacity expansion with multiple sources of capacity

In networks, there are often more than one sources of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity, and contract capacity. We use a scenario tree to model the uncertainty, and build a multi‐stage stochastic integer program that can incorporate multiple sources and multiple types of capacities in a general network. We propose two solution methodologies for the problem. Firstly, we design an asymptotically convergent approximation algorithm. Secondly, we design a cutting plane algorithm based on Benders decomposition to find tight bounds for the problem. The numerical experiments show superb performance of the proposed algorithms compared with commercial software. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 600–614, 2017     

Military expenditure and income distribution in South Korea

This paper attempts to investigate the long-run and the causal relationship between military expenditure and income distribution in South Korea for the period 1965–2011. Applying the bounds test approach to cointegration, we found a long-run relationship between military expenditure and the Gini coefficient with military expenditure having a positive and a statistically significant impact on income inequality. A 1% rise in military expenditure increased the Gini coefficient by 0.38%. Application of the lag-augmented causality test also reveals a unidirectional causality running from military expenditure to income inequality. The evidence seems to suggest that devoting more resources to the military sector may further worsen income inequality in South Korea.     

The building evacuation problem with shared information

In this article, the Building Evacuation Problem with Shared Information (BEPSI) is formulated as a mixed integer linear program, where the objective is to determine the set of routes along which to send evacuees (supply) from multiple locations throughout a building (sources) to the exits (sinks) such that the total time until all evacuees reach the exits is minimized. The formulation explicitly incorporates the constraints of shared information in providing online instructions to evacuees, ensuring that evacuees departing from an intermediate or source location at a mutual point in time receive common instructions. Arc travel time and capacity, as well as supply at the nodes, are permitted to vary with time and capacity is assumed to be recaptured over time. The BEPSI is shown to be NP‐hard. An exact technique based on Benders decomposition is proposed for its solution. Computational results from numerical experiments on a real‐world network representing a four‐story building are given. Results of experiments employing Benders cuts generated in solving a given problem instance as initial cuts in addressing an updated problem instance are also provided. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

大规模代谢网络分解的生物信息学研究

随着大规模分子相互作用数据的不断涌现,生物学网络方面的研究正日益得到重视.代谢网络处于生物体的功能执行阶段,其结构组成方式不仅反映了生物体的功能构成,也直接影响代谢工程中的途径分析和研究.作为代谢网络研究的重要环节,实现网络的合理分解不仅对于基因组范围内分子网络的结构和功能研究具有重要意义,也是代谢工程的途径分析和优化得以顺利进行的前提之一.在回顾代谢网络宏观结构和拓扑特征研究成果的基础上,通过对现有分解方法的深入分析,指出缺乏合理且有针对性的模型评估准则是目前网络分解研究中亟待解决的问题之一.今后的研究趋势在于如何整合更多的信息和发展更先进的分析方法,建立更合理的模型,并进一步拓展网络分解的应用范围.     

基于EMD和神经网络的气阀机构故障诊断研究

运用经验模态分解(EMD)对柴油机缸盖振动信号进行分析,求得各内禀模态函数(IMF)的能量百分比;将能量百分比作为神经网络的输入进行网络训练和故障识别,实现了气阀机构的故障诊断,取得了较好的效果。     

有向无环图决策支持向量机和经验模式分解在轴承故障诊断中的应用

当旋转机械发生故障时,其振动信号常常表现出较为复杂的调制形式,经验模式分解能根据信号的真实物理意义完成自适应分解。支持向量机由于其出色的学习性能和良好的推广能力,使其在包括故障诊断在内的众多领域得到较为广泛的应用。利用经验模式分解结果提取频带能量特征向量,采用有向无环图决策支持向量机实现对轴承状态的判别,并基于留一法优化支持向量机的模型参数。最终的应用结果表明,基于EMD和有向无环图决策支持向量机方法可以有效实现对轴承的状态判别。