We consider the problem of minimizing costs in the generation unit commitment problem, a cornerstone in electric power system operations, while enforcing an -- reliability criterion. This reliability criterion is a generalization of the well-known - criterion and dictates that at least fraction of the total system demand (for ) must be met following the failure of or fewer system components. We refer to this problem as the contingency-constrained unit commitment problem, or CCUC. We present a mixed-integer programming formulation of the CCUC that accounts for both transmission and generation element failures. We propose novel cutting plane algorithms that avoid the need to explicitly consider an exponential number of contingencies. Computational studies are performed on several IEEE test systems and a simplified model of the Western US interconnection network. These studies demonstrate the effectiveness of our proposed methods relative to current state-of-the-art.

Network planning is an essential phase in successfully operating state-of-the-art telecommunication systems. It helps carriers increase revenues by deploying the right technologies in a cost effective manner. More importantly, through the network planning phase, carriers determine the capital needed to build the network as well as the competitive pricing for the offered services. Through this phase, radio tower locations are selected from a pool of candidate locations so as to maximize the net revenue acquired from servicing a number of subscribers. In the Universal Mobile Telecommunication System (UMTS) which is based on the Wideband Code Division Multiple Access scheme (W-CDMA), the coverage area of each tower, called a cell, is not only affected by the signal's attenuation but is also affected by the assignment of the users to the towers. As the number of users in the system increases, interference levels increase and cell sizes decrease. This complicates the network planning problem since the capacity and coverage problems cannot be solved separately. To identify the optimal base station locations, traffic intensity and potential locations are determined in advance, then locations of base stations are chosen so as to satisfy minimum geographical coverage and minimum quality of service levels imposed by licensing agencies. This is implemented through two types of power control mechanisms. The power based power control mechanism, which is often discussed in literature, controls the power of the transmitted signal so that the power at the receiver exceeds a given threshold. On the other hand, the signal-to-interference ratio (SIR) based power control mechanism controls the power of the transmitted signal so that the ratio of the power of the received signal over the power of the interfering signals exceeds a given threshold. Solving the SIR based UMTS/W-CDMA network planning problem helps network providers in designing efficient and cost effective network infrastructure. In contrast to the power based UMTS/W-CDMA network planning problem, the solution of the SIR based model results in higher profits. In SIR based models, the power of the transmitted signals is decreased which lowers the interference and therefore increases the capacity of the overall network. Even though the SIR based power control mechanism is more efficient than the power based power control mechanism, it has a more complex implementation which has gained less attention in the network planning literature. In this thesis, a non-linear mixed integer problem that models the SIR based power control system is presented. The non-linear constraints are reformulated using linear expressions and the problem is exactly solved using a Benders decomposition approach. To overcome the computational difficulties faced by Benders decomposition, two novel extensions are presented. The first extension uses the analytic center cutting plane method for the Benders master problem, in an attempt to reduce the number of times the integer Benders master problem is solved. Additionally, we describe a heuristic that uses the analytic center properties to find feasible solutions for mixed integer problems. The second extension introduces a combinatorial Benders decomposition algorithm. This algorithm may be used for solving mixed integer problems with binary variables. In contrast to the classical Benders decomposition algorithm where the master problem is a mixed integer problem and the subproblem is a linear problem, this algorithm decomposes the problem into a mixed integer master problem and a mixed integer subproblem. The subproblem is then decomposed using classical Benders decomposition, leading to a nested Benders algorithm. Valid cuts are generated at the classical Benders subproblem and are added to the combinatorial Benders master problem to enhance the performance of the algorithm. It was found that valid cuts generated using the analytic center cutting plane method reduce the number of times the integer Benders master problem is solved and therefore reduce the computational time. It was also found that the combinatorial Benders reduces the complexity of the integer master problem by reducing the number of integer variables in it. The valid cuts generated within the nested Benders algorithm proved to be beneficial in reducing the number of times the combinatorial Benders master problem is solved and in reducing the computational time that the overall algorithm takes. Over 110 instances of the UMTS/W-CDMA network planning problem ranging from 20 demand points and 10 base stations to 140 demand points and 30 base stations are solved to optimality.

Network planning is an essential phase in successfully operating state-of-the-art telecommunication systems. It helps carriers increase revenues by deploying the right technologies in a cost effective manner. More importantly, through the network planning phase, carriers determine the capital needed to build the network as well as the competitive pricing for the offered services. Through this phase, radio tower locations are selected from a pool of candidate locations so as to maximize the net revenue acquired from servicing a number of subscribers. In the Universal Mobile Telecommunication System (UMTS) which is based on the Wideband Code Division Multiple Access scheme (W-CDMA), the coverage area of each tower, called a cell, is not only affected by the signal's attenuation but is also affected by the assignment of the users to the towers. As the number of users in the system increases, interference levels increase and cell sizes decrease. This complicates the network planning problem since the capacity and coverage problems cannot be solved separately. To identify the optimal base station locations, traffic intensity and potential locations are determined in advance, then locations of base stations are chosen so as to satisfy minimum geographical coverage and minimum quality of service levels imposed by licensing agencies. This is implemented through two types of power control mechanisms. The power based power control mechanism, which is often discussed in literature, controls the power of the transmitted signal so that the power at the receiver exceeds a given threshold. On the other hand, the signal-to-interference ratio (SIR) based power control mechanism controls the power of the transmitted signal so that the ratio of the power of the received signal over the power of the interfering signals exceeds a given threshold. Solving the SIR based UMTS/W-CDMA network planning problem helps network providers in designing efficient and cost effective network infrastructure. In contrast to the power based UMTS/W-CDMA network planning problem, the solution of the SIR based model results in higher profits. In SIR based models, the power of the transmitted signals is decreased which lowers the interference and therefore increases the capacity of the overall network. Even though the SIR based power control mechanism is more efficient than the power based power control mechanism, it has a more complex implementation which has gained less attention in the network planning literature. In this thesis, a non-linear mixed integer problem that models the SIR based power control system is presented. The non-linear constraints are reformulated using linear expressions and the problem is exactly solved using a Benders decomposition approach. To overcome the computational difficulties faced by Benders decomposition, two novel extensions are presented. The first extension uses the analytic center cutting plane method for the Benders master problem, in an attempt to reduce the number of times the integer Benders master problem is solved. Additionally, we describe a heuristic that uses the analytic center properties to find feasible solutions for mixed integer problems. The second extension introduces a combinatorial Benders decomposition algorithm. This algorithm may be used for solving mixed integer problems with binary variables. In contrast to the classical Benders decomposition algorithm where the master problem is a mixed integer problem and the subproblem is a linear problem, this algorithm decomposes the problem into a mixed integer master problem and a mixed integer subproblem. The subproblem is then decomposed using classical Benders decomposition, leading to a nested Benders algorithm. Valid cuts are generated at the classical Benders subproblem and are added to the combinatorial Benders master problem to enhance the performance of the algorithm. It was found that valid cuts generated using the analytic center cutting plane method reduce the number of times the integer Benders master problem is solved and therefore reduce the computational time. It was also found that the combinatorial Benders reduces the complexity of the integer master problem by reducing the number of integer variables in it. The valid cuts generated within the nested Benders algorithm proved to be beneficial in reducing the number of times the combinatorial Benders master problem is solved and in reducing the computational time that the overall algorithm takes. Over 110 instances of the UMTS/W-CDMA network planning problem ranging from 20 demand points and 10 base stations to 140 demand points and 30 base stations are solved to optimality.

Closed-loop supply chain (CLSC) management provides opportunity for cost savings through the integration of product recovery activities into traditional supply chains. Product recovery activities, such as remanufacturing, reclaim a portion of the previously added value in addition to the physical material. Our problem setting is motivated by the practice of an Original Equipment Manufacturer (OEM) in the automotive service parts industry, who operates a well established forward network. The OEM faces customer demand due to warranty and beyond warranty vehicle repairs. The warranty based demand induces part returns. We consider a case where the OEM has not yet established a product recovery network, but has a strategic commitment to implement remanufacturing strategy. In accomplishing this commitment, complications arise in the network design due to activities and material movement in both the forward and reverse networks, which are attributed to remanufacturing. Consequently, in implementing the remanufacturing strategy, the OEM should simultaneously consider both the forward and reverse flows for an optimal network design, instead of an independent and sequential modeling approach. In keeping with these motivations, and with the goal of implementing the remanufacturing strategy and transforming independent forward and reverse supply chains to CLSCs, we propose to investigate the following research questions: 1. How do the following transformation strategies leverage the CLSC?s overall cost performance? ? Extending the already existing forward channel to incorporate reverse channel activities. ? Designing an entire CLSC network. 2. How do the following network flow integration strategies influence the CLSC?s overall cost performance? ? Using distinct forward and reverse channel facilities to manage the corresponding flows. ? Using hybrid facilities to coordinate the flows. In researching the above questions, we address significant practical concerns in CLSC network design and provide cost measures for the above mentioned strategies. We also contribute to the current literature by investigating the optimal CLSC network design. More specifically, we propose three models and develop mathematical formulations and novel solution approaches that are based on decomposition techniques, heuristics, and meta-heuristic approaches to seek a solution that characterizes the configuration of the CLSC network, along with the coordinated forward and reverse flows.

No description available.

Generation and transmission investment planning in deregulated markets faces new challenges particularly as deregulation has introduced more uncertainty to the planning problem. Tradi- tional planning techniques and processes cannot be applied to the deregulated planning problem as generation investments are profit driven and competitive. Transmission investments must facilitate generation access rather than servicing generation choices. The new investment plan- ning environment requires the development of new planning techniques and processes that can remain flexible as uncertainty within the system is revealed. The optimisation technique of Stochastic Dual Dynamic Programming (SDDP) has been success- fully used to optimise continuous stochastic dynamic planning problems such as hydrothermal scheduling. SDDP is extended in this thesis to optimise the stochastic, dynamic, mixed integer power system investment planning problem. The extensions to SDDP allow for optimisation of large integer variables that represent generation and transmission investment options while still utilising the computational benefits of SDDP. The thesis also details the development of a math- ematical representation of a general power system investment planning problem and applies it to a case study involving investment in New Zealand’s HVDC link. The HVDC link optimisation problem is successfully solved using the extended SDDP algorithm and the output data of the optimisation can be used to better understand risk associated with capital investment in power systems. The extended SDDP algorithm offers a new planning and optimisation technique for deregulated power systems that provides a flexible optimal solution and informs the planner about investment risk associated with uncertainty in the power system.

Quantity Flexibility contract is an arrangement where parties agree upon a scheme of forming ranges on volumes for their future transactions. The contract is based on setting upper and lower limits on replenishment orders as simple multiples of point estimates updated, published and committed by the buyers. We introduce a manufacturer with a limited capacity / also capable of subcontracting, for deliveries with a known lead time. He offers a Quantity Flexibility (QF) contract to a buyer while he has an active contract with another buyer serving a market with known demand forecast distributions. Using two-stage stochastic programming we study the effects of flexibility multiples and the environmental factors on the buyers&amp / #8217 / incentives and manufacturer&amp / #8217 / s capacity planning. Finally, the motivations of the Supply Chain actors to behave independently or to be involved into the integrated iv supply chain where information asymmetry is removed are investigated. Our experiments underline the critical roles played by the forecast accuracy and information sharing.

Underground mining is a complex operation that requires careful planning. The short-term scheduling, which is the scheduling of the tasks involved in the excavation process, is an important part of the planning process. In this master thesis we propose a new method for short-term scheduling of a cut-and-fill mine operated by the mining company Boliden AB. We include a new aspect of the problem by incorporating a priority between the excavation locations of the mine. The priority feature allows the user to control the output of the scheduling and to direct resources to the locations where they are most needed according to the long-term plans. Our solution method consists of two components: a constructive heuristic method that construct a complete solution by solving partial scheduling problems containing subsets of tasks, and a logic-based Benders decomposition scheme for solving these partial problems. The computational performance of the proposed method is evaluated on industrially relevant largescale instances generated from data provided by Boliden. Comparisons are made with applying a constraint programming solver on the complete problem and with replacing the logic-based Benders scheme by applying a constraint programming solver on the partial scheduling problems, respectively. Results show that the heuristic method combined with the logic-based Benders decomposition scheme outperforms the other two methods on all instances.

No description available.

This dissertation studies two important problems in the field of biomass supply chain network. In the first part of the dissertation, we study the impact of different carbon regulatory policies such as carbon cap, carbon tax, carbon cap-and-trade and carbon offsetmechanism on the design and management of a biofuel supply chain network under both deterministic and stochastic settings. These mathematical models identify locations and production capacities for biocrude production plants by exploring the trade-offs that exist between transportations costs, facility investment costs and emissions. The model is solved using a modified L-shaped algorithm. We used the state of Mississippi as a testing ground for our model. A number of observations are made about the impact of each policy on the biofuel supply chain network. In the second part of the dissertation, we study the impact of intermodal hub disruption on a biofuel supply chain network. We present mathematical model that designs multimodal transportation network for a biofuel supply chain system, where intermodal hubs are subject to site-dependent probabilistic disruptions. The disruption probabilities of intermodal hubs are estimated by using a probabilistic model which is developed using real world data. We further extend this model to develop a mixed integer nonlinear program that allocates intermodal hub dynamically to cope with biomass supply fluctuations and to hedge against natural disasters. We developed a rolling horizon based Benders decomposition algorithm to solve this challenging NP-hard problem. Numerical experiments show that this proposed algorithm can solve large scale problem instances to a near optimal solution in a reasonable time. We applied the models to a case study using data from the southeast region of U.S. Finally, a number of managerial insights are drawn into the impact of intermodal-related risk on the supply chain performance.