Matching Items (21)
Description
This dissertation is to address product design optimization including reliability-based design optimization (RBDO) and robust design with epistemic uncertainty. It is divided into four major components as outlined below. Firstly, a comprehensive study of uncertainties is performed, in which sources of uncertainty are listed, categorized and the impacts are discussed. Epistemic uncertainty is of interest, which is due to lack of knowledge and can be reduced by taking more observations. In particular, the strategies to address epistemic uncertainties due to implicit constraint function are discussed. Secondly, a sequential sampling strategy to improve RBDO under implicit constraint function is developed. In modern engineering design, an RBDO task is often performed by a computer simulation program, which can be treated as a black box, as its analytical function is implicit. An efficient sampling strategy on learning the probabilistic constraint function under the design optimization framework is presented. The method is a sequential experimentation around the approximate most probable point (MPP) at each step of optimization process. It is compared with the methods of MPP-based sampling, lifted surrogate function, and non-sequential random sampling. Thirdly, a particle splitting-based reliability analysis approach is developed in design optimization. In reliability analysis, traditional simulation methods such as Monte Carlo simulation may provide accurate results, but are often accompanied with high computational cost. To increase the efficiency, particle splitting is integrated into RBDO. It is an improvement of subset simulation with multiple particles to enhance the diversity and stability of simulation samples. This method is further extended to address problems with multiple probabilistic constraints and compared with the MPP-based methods. Finally, a reliability-based robust design optimization (RBRDO) framework is provided to integrate the consideration of design reliability and design robustness simultaneously. The quality loss objective in robust design, considered together with the production cost in RBDO, are used formulate a multi-objective optimization problem. With the epistemic uncertainty from implicit performance function, the sequential sampling strategy is extended to RBRDO, and a combined metamodel is proposed to tackle both controllable variables and uncontrollable variables. The solution is a Pareto frontier, compared with a single optimal solution in RBDO.
ContributorsZhuang, Xiaotian (Author) / Pan, Rong (Thesis advisor) / Montgomery, Douglas C. (Committee member) / Zhang, Muhong (Committee member) / Du, Xiaoping (Committee member) / Arizona State University (Publisher)
Created2012
Description
In this thesis, a single-level, multi-item capacitated lot sizing problem with setup carryover, setup splitting and backlogging is investigated. This problem is typically used in the tactical and operational planning stage, determining the optimal production quantities and sequencing for all the products in the planning horizon. Although the capacitated lot sizing problems have been investigated with many different features from researchers, the simultaneous consideration of setup carryover and setup splitting is relatively new. This consideration is beneficial to reduce costs and produce feasible production schedule. Setup carryover allows the production setup to be continued between two adjacent periods without incurring extra setup costs and setup times. Setup splitting permits the setup to be partially finished in one period and continued in the next period, utilizing the capacity more efficiently and remove infeasibility of production schedule.
The main approaches are that first the simple plant location formulation is adopted to reformulate the original model. Furthermore, an extended formulation by redefining the idle period constraints is developed to make the formulation tighter. Then for the purpose of evaluating the solution quality from heuristic, three types of valid inequalities are added to the model. A fix-and-optimize heuristic with two-stage product decomposition and period decomposition strategies is proposed to solve the formulation. This generic heuristic solves a small portion of binary variables and all the continuous variables rapidly in each subproblem. In addition, the case with demand backlogging is also incorporated to demonstrate that making additional assumptions to the basic formulation does not require to completely altering the heuristic.
The contribution of this thesis includes several aspects: the computational results show the capability, flexibility and effectiveness of the approaches. The average optimality gap is 6% for data without backlogging and 8% for data with backlogging, respectively. In addition, when backlogging is not allowed, the performance of fix-and-optimize heuristic is stable regardless of period length. This gives advantage of using such approach to plan longer production schedule. Furthermore, the performance of the proposed solution approaches is analyzed so that later research on similar topics could compare the result with different solution strategies.
The main approaches are that first the simple plant location formulation is adopted to reformulate the original model. Furthermore, an extended formulation by redefining the idle period constraints is developed to make the formulation tighter. Then for the purpose of evaluating the solution quality from heuristic, three types of valid inequalities are added to the model. A fix-and-optimize heuristic with two-stage product decomposition and period decomposition strategies is proposed to solve the formulation. This generic heuristic solves a small portion of binary variables and all the continuous variables rapidly in each subproblem. In addition, the case with demand backlogging is also incorporated to demonstrate that making additional assumptions to the basic formulation does not require to completely altering the heuristic.
The contribution of this thesis includes several aspects: the computational results show the capability, flexibility and effectiveness of the approaches. The average optimality gap is 6% for data without backlogging and 8% for data with backlogging, respectively. In addition, when backlogging is not allowed, the performance of fix-and-optimize heuristic is stable regardless of period length. This gives advantage of using such approach to plan longer production schedule. Furthermore, the performance of the proposed solution approaches is analyzed so that later research on similar topics could compare the result with different solution strategies.
ContributorsChen, Cheng-Lung (Author) / Zhang, Muhong (Thesis advisor) / Mohan, Srimathy (Thesis advisor) / Wu, Teresa (Committee member) / Arizona State University (Publisher)
Created2015
Description
Corrective transmission topology control schemes are an essential part of grid operations and are used to improve the reliability of the grid as well as the operational efficiency. However, topology control schemes are frequently established based on the operator's past knowledge of the system as well as other ad-hoc methods. This research presents robust corrective topology control, which is a transmission switching methodology used for system reliability as well as to facilitate renewable integration.
This research presents three topology control (corrective transmission switching) methodologies along with the detailed formulation of robust corrective switching. The robust model can be solved off-line to suggest switching actions that can be used in a dynamic security assessment tool in real-time. The proposed robust topology control algorithm can also generate multiple corrective switching actions for a particular contingency. The solution obtained from the robust topology control algorithm is guaranteed to be feasible for the entire uncertainty set, i.e., a range of system operating states.
Furthermore, this research extends the benefits of robust corrective topology control to renewable resource integration. In recent years, the penetration of renewable resources in electrical power systems has increased. These renewable resources add more complexities to power system operations, due to their intermittent nature. This research presents robust corrective topology control as a congestion management tool to manage power flows and the associated renewable uncertainty. The proposed day-ahead method determines the maximum uncertainty in renewable resources in terms of do-not-exceed limits combined with corrective topology control. The results obtained from the topology control algorithm are tested for system stability and AC feasibility.
The scalability of do-not-exceed limits problem, from a smaller test case to a realistic test case, is also addressed in this research. The do-not-exceed limit problem is simplified by proposing a zonal do-not-exceed limit formulation over a detailed nodal do-not-exceed limit formulation. The simulation results show that the zonal approach is capable of addressing scalability of the do-not-exceed limit problem for a realistic test case.
This research presents three topology control (corrective transmission switching) methodologies along with the detailed formulation of robust corrective switching. The robust model can be solved off-line to suggest switching actions that can be used in a dynamic security assessment tool in real-time. The proposed robust topology control algorithm can also generate multiple corrective switching actions for a particular contingency. The solution obtained from the robust topology control algorithm is guaranteed to be feasible for the entire uncertainty set, i.e., a range of system operating states.
Furthermore, this research extends the benefits of robust corrective topology control to renewable resource integration. In recent years, the penetration of renewable resources in electrical power systems has increased. These renewable resources add more complexities to power system operations, due to their intermittent nature. This research presents robust corrective topology control as a congestion management tool to manage power flows and the associated renewable uncertainty. The proposed day-ahead method determines the maximum uncertainty in renewable resources in terms of do-not-exceed limits combined with corrective topology control. The results obtained from the topology control algorithm are tested for system stability and AC feasibility.
The scalability of do-not-exceed limits problem, from a smaller test case to a realistic test case, is also addressed in this research. The do-not-exceed limit problem is simplified by proposing a zonal do-not-exceed limit formulation over a detailed nodal do-not-exceed limit formulation. The simulation results show that the zonal approach is capable of addressing scalability of the do-not-exceed limit problem for a realistic test case.
ContributorsKorad, Akshay Shashikumar (Author) / Hedman, Kory W (Thesis advisor) / Ayyanar, Raja (Committee member) / Vittal, Vijay (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2015
Description
This dissertation carries out an inter-disciplinary research of operations research, statistics, power system engineering, and economics. Specifically, this dissertation focuses on a special power system scheduling problem, a unit commitment problem with uncertainty. This scheduling problem is a two-stage decision problem. In the first stage, system operator determines the binary commitment status (on or off) of generators in advance. In the second stage, after the realization of uncertainty, the system operator determines generation levels of the generators. The goal of this dissertation is to develop computationally-tractable methodologies and algorithms to solve large-scale unit commitment problems with uncertainty.
In the first part of this dissertation, two-stage models are studied to solve the problem. Two solution methods are studied and improved: stochastic programming and robust optimization. A scenario-based progressive hedging decomposition algorithm is applied. Several new hedging mechanisms and parameter selections rules are proposed and tested. A data-driven uncertainty set is proposed to improve the performance of robust optimization.
In the second part of this dissertation, a framework to reduce the two-stage stochastic program to a single-stage deterministic formulation is proposed. Most computation of the proposed approach can be done by offline studies. With the assistance of offline analysis, simulation, and data mining, the unit commitment problems with uncertainty can be solved efficiently.
Finally, the impacts of uncertainty on energy market prices are studied. A new component of locational marginal price, a marginal security component, which is the weighted shadow prices of the proposed security constraints, is proposed to better represent energy prices.
In the first part of this dissertation, two-stage models are studied to solve the problem. Two solution methods are studied and improved: stochastic programming and robust optimization. A scenario-based progressive hedging decomposition algorithm is applied. Several new hedging mechanisms and parameter selections rules are proposed and tested. A data-driven uncertainty set is proposed to improve the performance of robust optimization.
In the second part of this dissertation, a framework to reduce the two-stage stochastic program to a single-stage deterministic formulation is proposed. Most computation of the proposed approach can be done by offline studies. With the assistance of offline analysis, simulation, and data mining, the unit commitment problems with uncertainty can be solved efficiently.
Finally, the impacts of uncertainty on energy market prices are studied. A new component of locational marginal price, a marginal security component, which is the weighted shadow prices of the proposed security constraints, is proposed to better represent energy prices.
ContributorsLi, Chao (Author) / Hedman, Kory W (Thesis advisor) / Zhang, Muhong (Thesis advisor) / Mirchandani, Pitu B. (Committee member) / Wu, Teresa (Committee member) / Arizona State University (Publisher)
Created2016
Description
Improving the quality of Origin-Destination (OD) demand estimates increases the effectiveness of design, evaluation and implementation of traffic planning and management systems. The associated bilevel Sensor Location Flow-Estimation problem considers two important research questions: (1) how to compute the best estimates of the flows of interest by using anticipated data from given candidate sensors location; and (2) how to decide on the optimum subset of links where sensors should be located. In this dissertation, a decision framework is developed to optimally locate and obtain high quality OD volume estimates in vehicular traffic networks. The framework includes a traffic assignment model to load the OD traffic volumes on routes in a known choice set, a sensor location model to decide on which subset of links to locate counting sensors to observe traffic volumes, and an estimation model to obtain best estimates of OD or route flow volumes. The dissertation first addresses the deterministic route flow estimation problem given apriori knowledge of route flows and their uncertainties. Two procedures are developed to locate "perfect" and "noisy" sensors respectively. Next, it addresses a stochastic route flow estimation problem. A hierarchical linear Bayesian model is developed, where the real route flows are assumed to be generated from a Multivariate Normal distribution with two parameters: "mean" and "variance-covariance matrix". The prior knowledge for the "mean" parameter is described by a probability distribution. When assuming the "variance-covariance matrix" parameter is known, a Bayesian A-optimal design is developed. When the "variance-covariance matrix" parameter is unknown, Markov Chain Monte Carlo approach is used to estimate the aposteriori quantities. In all the sensor location model the objective is the maximization of the reduction in the variances of the distribution of the estimates of the OD volume. Developed models are compared with other available models in the literature. The comparison showed that the models developed performed better than available models.
ContributorsWang, Ning (Author) / Mirchandani, Pitu (Thesis advisor) / Murray, Alan (Committee member) / Pendyala, Ram (Committee member) / Runger, George C. (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2013
Description
Optimization of surgical operations is a challenging managerial problem for surgical suite directors. This dissertation presents modeling and solution techniques for operating room (OR) planning and scheduling problems. First, several sequencing and patient appointment time setting heuristics are proposed for scheduling an Outpatient Procedure Center. A discrete event simulation model is used to evaluate how scheduling heuristics perform with respect to the competing criteria of expected patient waiting time and expected surgical suite overtime for a single day compared to current practice. Next, a bi-criteria Genetic Algorithm is used to determine if better solutions can be obtained for this single day scheduling problem. The efficacy of the bi-criteria Genetic Algorithm, when surgeries are allowed to be moved to other days, is investigated. Numerical experiments based on real data from a large health care provider are presented. The analysis provides insight into the best scheduling heuristics, and the tradeoff between patient and health care provider based criteria. Second, a multi-stage stochastic mixed integer programming formulation for the allocation of surgeries to ORs over a finite planning horizon is studied. The demand for surgery and surgical duration are random variables. The objective is to minimize two competing criteria: expected surgery cancellations and OR overtime. A decomposition method, Progressive Hedging, is implemented to find near optimal surgery plans. Finally, properties of the model are discussed and methods are proposed to improve the performance of the algorithm based on the special structure of the model. It is found simple rules can improve schedules used in practice. Sequencing surgeries from the longest to shortest mean duration causes high expected overtime, and should be avoided, while sequencing from the shortest to longest mean duration performed quite well in our experiments. Expending greater computational effort with more sophisticated optimization methods does not lead to substantial improvements. However, controlling daily procedure mix may achieve substantial improvements in performance. A novel stochastic programming model for a dynamic surgery planning problem is proposed in the dissertation. The efficacy of the progressive hedging algorithm is investigated. It is found there is a significant correlation between the performance of the algorithm and type and number of scenario bundles in a problem instance. The computational time spent to solve scenario subproblems is among the most significant factors that impact the performance of the algorithm. The quality of the solutions can be improved by detecting and preventing cyclical behaviors.
ContributorsGul, Serhat (Author) / Fowler, John W. (Thesis advisor) / Denton, Brian T. (Thesis advisor) / Wu, Teresa (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2010
Description
Ramping up a semiconductor wafer fabrication facility is a challenging endeavor. One of the key components of this process is to schedule a large number of activities in installing and qualifying (Install/Qual) the capital intensive and sophisticated manufacturing equipment. Activities in the Install/Qual process share multiple types of expensive and scare resources and each activity might potentially have multiple processing options. In this dissertation, the semiconductor capital equipment Install/Qual scheduling problem is modeled as a multi-mode resource-constrained project scheduling problem (MRCPSP) with multiple special extensions. Three phases of research are carried out: the first phase studies the special problem characteristics of the Install/Qual process, including multiple activity processing options, time-varying resource availability levels, resource vacations, and activity splitting that does not allow preemption. A modified precedence tree-based branch-and-bound algorithm is proposed to solve small size academic problem instances to optimality. Heuristic-based methodologies are the main focus of phase 2. Modified priority rule-based simple heuristics and a modified random key-based genetic algorithm (RKGA) are proposed to search for Install/Qual schedules with short makespans but subject to resource constraints. Methodologies are tested on both small and large random academic problem instances and instances that are similar to the actual Install/Qual process of a major semiconductor manufacturer. In phase 3, a decision making framework is proposed to strategically plan the Install/Qual capacity ramp. Product market demand, product market price, resource consumption cost, as well as the payment of capital equipment, are considered. A modified simulated annealing (SA) algorithm-based optimization module is integrated with a Monte Carlo simulation-based simulation module to search for good capacity ramping strategies under uncertain market information. The decision making framework can be used during the Install/Qual schedule planning phase as well as the Install/Qual schedule execution phase when there is a portion of equipment that has already been installed or qualified. Computational experiments demonstrate the effectiveness of the decision making framework.
ContributorsCheng, Junzilan (Author) / Fowler, John W (Thesis advisor) / Kempf, Karl (Thesis advisor) / Mason, Scott J. (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2015
Description
In this dissertation, an innovative framework for designing a multi-product integrated supply chain network is proposed. Multiple products are shipped from production facilities to retailers through a network of Distribution Centers (DCs). Each retailer has an independent, random demand for multiple products. The particular problem considered in this study also involves mixed-product transshipments between DCs with multiple truck size selection and routing delivery to retailers. Optimally solving such an integrated problem is in general not easy due to its combinatorial nature, especially when transshipments and routing are involved. In order to find out a good solution effectively, a two-phase solution methodology is derived: Phase I solves an integer programming model which includes all the constraints in the original model except that the routings are simplified to direct shipments by using estimated routing cost parameters. Then Phase II model solves the lower level inventory routing problem for each opened DC and its assigned retailers. The accuracy of the estimated routing cost and the effectiveness of the two-phase solution methodology are evaluated, the computational performance is found to be promising. The problem is able to be heuristically solved within a reasonable time frame for a broad range of problem sizes (one hour for the instance of 200 retailers). In addition, a model is generated for a similar network design problem considering direct shipment and consolidation within the same product set opportunities. A genetic algorithm and a specific problem heuristic are designed, tested and compared on several realistic scenarios.
ContributorsXia, Mingjun (Author) / Askin, Ronald (Thesis advisor) / Mirchandani, Pitu (Committee member) / Zhang, Muhong (Committee member) / Kierstead, Henry (Committee member) / Arizona State University (Publisher)
Created2013
Description
This research by studies the computational performance of four different mixed integer programming (MIP) formulations for single machine scheduling problems with varying complexity. These formulations are based on (1) start and completion time variables, (2) time index variables, (3) linear ordering variables and (4) assignment and positional date variables. The objective functions that are studied in this paper are total weighted completion time, maximum lateness, number of tardy jobs and total weighted tardiness. Based on the computational results, discussion and recommendations are made on which MIP formulation might work best for these problems. The performances of these formulations very much depend on the objective function, number of jobs and the sum of the processing times of all the jobs. Two sets of inequalities are presented that can be used to improve the performance of the formulation with assignment and positional date variables. Further, this research is extend to single machine bicriteria scheduling problems in which jobs belong to either of two different disjoint sets, each set having its own performance measure. These problems have been referred to as interfering job sets in the scheduling literature and also been called multi-agent scheduling where each agent's objective function is to be minimized. In the first single machine interfering problem (P1), the criteria of minimizing total completion time and number of tardy jobs for the two sets of jobs is studied. A Forward SPT-EDD heuristic is presented that attempts to generate set of non-dominated solutions. The complexity of this specific problem is NP-hard. The computational efficiency of the heuristic is compared against the pseudo-polynomial algorithm proposed by Ng et al. [2006]. In the second single machine interfering job sets problem (P2), the criteria of minimizing total weighted completion time and maximum lateness is studied. This is an established NP-hard problem for which a Forward WSPT-EDD heuristic is presented that attempts to generate set of supported points and the solution quality is compared with MIP formulations. For both of these problems, all jobs are available at time zero and the jobs are not allowed to be preempted.
ContributorsKhowala, Ketan (Author) / Fowler, John (Thesis advisor) / Keha, Ahmet (Thesis advisor) / Balasubramanian, Hari J (Committee member) / Wu, Teresa (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2012
Description
Reserve requirements promote reliability by ensuring resources are available to rebalance the power system following random disturbances. However, reliability is not guaranteed when dispatch is limited by transmission constraints. In this work, we propose a modified form of reserve requirement that identifies response sets for distinct contingency scenarios. The approach disqualifies reserve from counting towards a particular scenario if transmission constraints are likely to render that reserve undeliverable. A decomposition algorithm for security-constrained unit commitment dynamically updates the response sets to address changing conditions. Testing on the RTS 96 test case demonstrates the approach applied in tandem with existing reserve policies to avoid situations where reserve is not deliverable due to transmission constraints. Operational implications of the proposed method are discussed.
ContributorsLyon, Joshua (Author) / Zhang, Muhong (Author) / Hedman, Kory (Author) / Ira A. Fulton Schools of Engineering (Contributor)
Created2015-01-01