Approximate Dynamic Programming Algorithms for United States Air Force Officer Sustainment

The United States Air Force (USAF) officer sustainment system involves making accession and promotion decisions for nearly 64 thousand officers annually. We formulate a discrete time stochastic Markov decision process model to examine this military workforce planning problem. The large size of the motivating problem suggests that conventional exact dynamic programming algorithms are inappropriate. As such, we propose two approximate dynamic programming (ADP) algorithms to solve the problem. We employ a least-squares approximate policy iteration (API) algorithm with instrumental variables Bellman error minimization to determine approximate policies. In this API algorithm, we use a modified version of the Bellman equation based on the post-decision state variable. Approximating the value function using a post-decision state variable allows us to find the best policy for a given approximation using a decomposable mixed integer nonlinear programming formulation. We also propose an approximate value iteration algorithm using concave adaptive value estimation (CAVE). The CAVE algorithm identities an improved policy for a test problem based on the current USAF officer sustainment system. The CAVE algorithm obtains a statistically significant 2.8% improvement over the currently employed USAF policy, which serves as the benchmark

Variable retort temperature optimization benefit in scheduling for retorts of different capacities in food canneries

In the majority of small- to medium-sized canneries, retorting is carried out in a battery of retorts as a batch process. For such canneries, the unloading and reloading operations for each retort are labor-intensive; therefore, a well-designed and well-managed plant should be utilized in order to optimize the whole sterilization process. In other words, it is necessary to develop a suitable mathematical model for the operation of the whole plant and to determine the optimal values of its decision variables. The result of such a model involves the quantities of each product to be loaded onto the retorts for each of the batches, and the optimal solution provides an optimum scheduling. On the other hand, it is well-known that variable retort temperature processing can be used for reducing the sterilization processing time required for sterilization using the traditional constant retort temperature processing. Therefore, the objective of this research consisted of utilizing a variable retort temperature processing in developing a mathematical model for scheduling at food canneries for the case of retorts of different capacities. The developed model was based on mixed-integer linear programming and simultaneous sterilization based on variable retort temperature processing. The adaptive random search algorithm coupled with penalty functions approach, and the finite difference method with cubic spline approximation are utilized in this study to obtain the simultaneous sterilization vectors to be processed under time-variable retort temperature. The proposed in this study methodology can be useful for small- and medium-sized food canneries, which work with many different products simultaneously

Hybrid Genetic Algorithm for Multi-Period Vehicle Routing Problem with Mixed Pickup and Delivery with Time Window, Heterogeneous Fleet, Duration Time and Rest Area

Most logistics industries are improving their technology and innovation in competitive markets in order to serve the various needs of customers more efficiently. However, logistics management costs are one of the factors that entrepreneurs inevitably need to reduce, so that goods and services are distributed to a number of customers in different locations effectively and efficiently. In this research, we consider the multi-period vehicle routing problem with mixed pickup and delivery with time windows, heterogeneous fleet, duration time and rest area (MVRPMPDDR). In the special case that occurs in this research, it is the rest area for resting the vehicle after working long hours of the day during transportation over multiple periods, for which with confidence no research has studied previously. We present a mixed integer linear programming model to give an optimal solution, and a meta-heuristic approach using a hybrid genetic algorithm with variable neighborhood search algorithm (GAVNS) has been developed to solve large-sized problems. The objective is to maximize profits obtained from revenue after deducting fuel cost, the cost of using a vehicle, driver wage cost, penalty cost and overtime cost. We prepared two algorithms, including a genetic algorithm (GA) and variable neighborhood search algorithm (VNS), to compare the performance of our proposed algorithm. The VNS is specially applied instead of the mutation operator in GA, because it can reduce duplicate solutions of the algorithms that increase the difficulty and are time-consuming. The numerical results show the hybrid genetic algorithm with variable neighborhood search algorithm outperforms all other proposed algorithms. This demonstrates that the proposed meta-heuristic is efficient, with reasonable computational time, and is useful not only for increasing profits, but also for efficient management of the outbound transportation logistics system

A Hybrid Approach Based on SOCP and the Discrete Version of the SCA for Optimal Placement and Sizing DGs in AC Distribution Networks

This paper deals with the problem of the optimal placement and sizing of distributed generators (DGs) in alternating current (AC) distribution networks by proposing a hybrid master–slave optimization procedure. In the master stage, the discrete version of the sine–cosine algorithm (SCA) determines the optimal location of the DGs, i.e., the nodes where these must be located, by using an integer codification. In the slave stage, the problem of the optimal sizing of the DGs is solved through the implementation of the second-order cone programming (SOCP) equivalent model to obtain solutions for the resulting optimal power flow problem. As the main advantage, the proposed approach allows converting the original mixed-integer nonlinear programming formulation into a mixed-integer SOCP equivalent. That is, each combination of nodes provided by the master level SCA algorithm to locate distributed generators brings an optimal solution in terms of its sizing; since SOCP is a convex optimization model that ensures the global optimum finding. Numerical validations of the proposed hybrid SCA-SOCP to optimal placement and sizing of DGs in AC distribution networks show its capacity to find global optimal solutions. Some classical distribution networks (33 and 69 nodes) were tested, and some comparisons were made using reported results from literature. In addition, simulation cases with unity and variable power factor are made, including the possibility of locating photovoltaic sources considering daily load and generation curves. All the simulations were carried out in the MATLAB software using the CVX optimization tool

Design, implementation and testing of an integrated branch and bound algorithm for piecewise linear and discrete programming problems within an LP framework

A number of discrete variable representations are well accepted and find regular use within LP systems. These are Binary variables, General Integer variables, Variable Upper Bounds or Semi Continuous variables, Special Ordered Sets of type One and type Two. The FortLP system has been extended to include these representations. A Branch and Bound algorithm is designed in which the choice of sub-problems and branching variables are kept general. This provides considerable scope of experimentation with tree development heuristics and the tree search can then be guided by search parameters specified by user subroutines. The data structures for representing the variables and the definition of the branch and bound tree are described. The results of experimental investigation for a few test problems are reported

Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded

Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical process catalyst. We study a large-scale, industrially-relevant mixed-integer nonlinear nonconvex optimization problem involving both gradient-boosted trees and penalty functions mitigating risk. This mixed-integer optimization problem with convex penalty terms broadly applies to optimizing pre-trained regression tree models. Decision makers may wish to optimize discrete models to repurpose legacy predictive models, or they may wish to optimize a discrete model that particularly well-represents a data set. We develop several heuristic methods to find feasible solutions, and an exact, branch-and-bound algorithm leveraging structural properties of the gradient-boosted trees and penalty functions. We computationally test our methods on concrete mixture design instance and a chemical catalysis industrial instance