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Total Wip And Wip Mix For A Conwip Controlled Job Shop, Sarah M. Ryan, F. Fred Choobineh 2017 Iowa State University

Total Wip And Wip Mix For A Conwip Controlled Job Shop, Sarah M. Ryan, F. Fred Choobineh

Sarah M. Ryan

A planning procedure to set the constant level of Work-In-Process (WIP) for each product type in a job shop operated under CONWIP control is developed. We model the job shop as a single chain multiple class closed queuing network. Given a specified product mix and a total WIP, a nonlinear program bounds the throughput of the network and optimizes the WIP mix. We identify the minimum total WIP that is guaranteed to yield throughput near the maximum possible for the specified product mix and set individual WIP levels by multiplying the optimal WIP mix proportions by the minimum total WIP ...


Robust Design Of A Closed-Loop Supply Chain Network For Uncertain Carbon Regulations And Random Product Flows, Nan Gao, Sarah M. Ryan 2017 Iowa State University

Robust Design Of A Closed-Loop Supply Chain Network For Uncertain Carbon Regulations And Random Product Flows, Nan Gao, Sarah M. Ryan

Sarah M. Ryan

This paper addresses a multi-period capacitated closed-loop supply chain (CLSC) network design problem subject to uncertainties in the demands and returns as well as the potential carbon emission regulations. Two promising regulatory policy settings are considered: namely, (a) a carbon cap and trade system, or (b) a tax on the amount of carbon emissions. A traditional CLSC network design model using stochastic programming is extended to integrate robust optimization to account for regulations of the carbon emissions caused by transportation. We propose a hybrid model to account for both regulatory policies and derive tractable robust counterparts under box and ellipsoidal ...


Reliability Of Wind Power Scenarios And Stochastic Unit Commitment Cost, Didem Sari, Sarah M. Ryan 2017 Iowa State University

Reliability Of Wind Power Scenarios And Stochastic Unit Commitment Cost, Didem Sari, Sarah M. Ryan

Sarah M. Ryan

Probabilistic wind power scenarios constitute a crucial input for stochastic day-ahead unit commitment in power systems with deep penetration of wind generation. To minimize the expected cost, the scenario time series of wind power amounts available should accurately represent the stochastic process for available wind power as it is estimated on the day ahead. The high computational demands of stochastic programming motivate a search for ways to evaluate scenarios without extensively simulating the stochastic unit commitment procedure. Reliability of wind power scenario sets can be assessed by statistical verification approaches. In this study, we examine the relationship between the statistical ...


Value Of Condition Monitoring For Optimal Replacement In The Proportional Hazards Model With Continuous Degradation, Xiang Wu, Sarah M. Ryan 2017 Iowa State University

Value Of Condition Monitoring For Optimal Replacement In The Proportional Hazards Model With Continuous Degradation, Xiang Wu, Sarah M. Ryan

Sarah M. Ryan

This article investigates the value of perfect monitoring information for optimal replacement of deteriorating systems in the Proportional Hazards Model (PHM). A continuous-time Markov chain describes the condition of the system. Although the form of an optimal replacement policy for system under periodic monitoring in the PHM was developed previously, an approximation of the Markov process as constant within inspection intervals led to a counter intuitive result that less frequent monitoring could yield a replacement policy with lower average cost. This article explicitly accounts for possible state transitions between inspection epochs to remove the approximation and eliminate the cost anomaly ...


Welfare Effects Of Expansions In Equilibrium Models Of An Electricity Market With Fuel Network, Sarah M. Ryan, Anthony Downward, Andrew Philpott, Golbon Zakeri 2017 Iowa State University

Welfare Effects Of Expansions In Equilibrium Models Of An Electricity Market With Fuel Network, Sarah M. Ryan, Anthony Downward, Andrew Philpott, Golbon Zakeri

Sarah M. Ryan

The welfare of electricity producers and consumers depends on congestion in the transmission grid, generation costs that consist mainly of fuel costs, and strategic behavior. We formulate a game theoretic model of an oligopolistic electricity market where generation costs are derived from a fuel supply network. The game consists of a fuel dispatcher that transports fuels at minimum cost to meet generator demands, generators that maximize profit in Cournot competition, and an independent system operator (ISO) that sets nodal prices to balance electricity supply with linear demand functions. We prove the existence of an equilibrium. If fuel supplies are unlimited ...


Impact Of Demand Response On Thermal Generation Investment With High Wind Penetration, Shan Jin, Audun Botterud, Sarah M. Ryan 2017 Iowa State University

Impact Of Demand Response On Thermal Generation Investment With High Wind Penetration, Shan Jin, Audun Botterud, Sarah M. Ryan

Sarah M. Ryan

We present a stochastic programming model for investments in thermal generation capacity to study the impact of demand response (DR) at high wind penetration levels. The investment model combines continuous operational constraints and wind scenarios to represent the implications of wind variability and uncertainty at the operational level. DR is represented in terms of linear price-responsive demand functions. A numerical case study based on load and wind profiles of Illinois is constructed with 20 candidate generating units of various types. Numerical results show the impact of DR on both investment and operational decisions. We also propose a model in which ...


Joint Optimization Of Asset And Inventory Management In A Product–Service System, Xiang Wu, Sarah M. Ryan 2017 Iowa State University

Joint Optimization Of Asset And Inventory Management In A Product–Service System, Xiang Wu, Sarah M. Ryan

Sarah M. Ryan

We propose an integrated model of the asset management decisions for a fleet of identical product units and the inventory management decisions for a closed-loop supply chain in the context of a product-service system, in which the two types of decisions are closely coupled. A joint optimization technique is developed to obtain the parameters of the operational policy for the integrated model that minimize the long run average cost rate. A numerical example is provided to illustrate the computational procedures. In addition, the effect of a simplifying assumption that the replaced products have no quality difference is evaluated and the ...


On The Validity Of The Geometric Brownian Motion Assumption, Rahul Ratnakar Marathe, Sarah M. Ryan 2017 Iowa State University

On The Validity Of The Geometric Brownian Motion Assumption, Rahul Ratnakar Marathe, Sarah M. Ryan

Sarah M. Ryan

The geometric Brownian motion (GBM) process is frequently invoked as a model for such diverse quantities as stock prices, natural resource prices and the growth in demand for products or services. We discuss a process for checking whether a given time series follows the GBM process. Methods to remove seasonal variation from such a time series are also analyzed. Of four industries studied, the historical time series for usage of established services meet the criteria for a GBM; however, the data for growth of emergent services do not.


Hybrid Robust And Stochastic Optimization For Closed-Loop Supply Chain Network Design Using Accelerated Benders Decomposition, Esmaeil Keyvanshokooh, Sarah M. Ryan, Elnaz Kabir 2017 University of Michigan-Ann Arbor

Hybrid Robust And Stochastic Optimization For Closed-Loop Supply Chain Network Design Using Accelerated Benders Decomposition, Esmaeil Keyvanshokooh, Sarah M. Ryan, Elnaz Kabir

Sarah M. Ryan

Environmental, social and economic concerns motivate the operation of closed-loop supply chain networks (CLSCN) in many industries. We propose a novel profit maximization model for CLSCN design as a mixed-integer linear program in which there is flexibility in covering the proportions of demand satisfied and returns collected based on the firm's policies. Our major contribution is to develop a novel hybrid robust-stochastic programming (HRSP) approach to simultaneously model two different types of uncertainties by including stochastic scenarios for transportation costs and polyhedral uncertainty sets for demands and returns. Transportation cost scenarios are generated using a Latin Hypercube Sampling method ...


Integration Of Progressive Hedging And Dual Decomposition In Stochastic Integer Programs, Ge Guo, Gabriel Hackebeil, Sarah M. Ryan, Jean-Paul Watson, David L. Woodruff 2017 Iowa State University

Integration Of Progressive Hedging And Dual Decomposition In Stochastic Integer Programs, Ge Guo, Gabriel Hackebeil, Sarah M. Ryan, Jean-Paul Watson, David L. Woodruff

Sarah M. Ryan

We present a method for integrating the Progressive Hedging (PH) algorithm and the Dual Decomposition (DD) algorithm of Carøe and Schultz for stochastic mixed-integer programs. Based on the correspondence between lower bounds obtained with PH and DD, a method to transform weights from PH to Lagrange multipliers in DD is found. Fast progress in early iterations of PH speeds up convergence of DD to an exact solution. We report computational results on server location and unit commitment instances.


The Effect Of Technological Improvement On Capacity Expansion For Uncertain Exponential Demand With Lead Times, Dohyun Pak, Nattapol Pornsalnuwat, Sarah M. Ryan 2017 University of Michigan - Ann Arbor

The Effect Of Technological Improvement On Capacity Expansion For Uncertain Exponential Demand With Lead Times, Dohyun Pak, Nattapol Pornsalnuwat, Sarah M. Ryan

Sarah M. Ryan

We formulate a model of capacity expansion that is relevant to a service provider for whom the cost of capacity shortages would be considerable but difficult to quantify exactly. Due to demand uncertainty and a lead time for adding capacity, not all shortages are avoidable. In addition, technological innovations will reduce the cost of adding capacity but may not be completely predictable. Analytical expressions for the infinite horizon expansion cost and shortages are optimized numerically. Sensitivity analyses allow us to determine the impact of technological change on the optimal timing and sizes of capacity expansions to account for economies of ...


Capacity Expansion Under A Service-Level Constraint For Uncertain Demand With Lead Times, Rahul R. Marathe, Sarah M. Ryan 2017 Indian Institute of Technology Madras

Capacity Expansion Under A Service-Level Constraint For Uncertain Demand With Lead Times, Rahul R. Marathe, Sarah M. Ryan

Sarah M. Ryan

For a service provider facing stochastic demand growth, expansion lead times and economies of scale complicate the expansion timing and sizing decisions. We formulate a model to minimize the infinite horizon expected discounted expansion cost under a service-level constraint. The service level is defined as the proportion of demand over an expansion cycle that is satisfied by available capacity. For demand that follows a geometric Brownian motion process, we impose a stationary policy under which expansions are triggered by a fixed ratio of demand to the capacity position, i.e., the capacity that will be available when any current expansion ...


Allocating Work In Process In A Multiple-Product Conwip System With Lost Sales, Sarah M. Ryan, Jumpol Vorasayan 2017 Iowa State University

Allocating Work In Process In A Multiple-Product Conwip System With Lost Sales, Sarah M. Ryan, Jumpol Vorasayan

Sarah M. Ryan

To operate a multiple-product manufacturing system under a CONWIP control policy, one must decide how to assign kanbans to products. With a fixed total number of kanbans in a competitive environment, the goal is to determine their allocation to product types in order to minimize lost sales equitably. In particular, we consider systems in which the products may make multiple visits to the same station with a different processing time distribution on each repeat visit. With a fixed number of kanbans dedicated to each product, the system is modeled as a multiple-chain multiple-class closed queuing network. A nonlinear program simultaneously ...


A Tri-Level Model Of Centralized Transmission And Decentralized Generation Expansion Planning For An Electricity Market: Part I, Shan Jin, Sarah M. Ryan 2017 Iowa State University

A Tri-Level Model Of Centralized Transmission And Decentralized Generation Expansion Planning For An Electricity Market: Part I, Shan Jin, Sarah M. Ryan

Sarah M. Ryan

We develop a tri-level model of transmission and generation expansion planning in a deregulated power market environment. Due to long planning/construction lead times and concerns for network reliability, transmission expansion is considered in the top level as a centralized decision. In the second level, multiple decentralized GENCOs make their own capacity expansion decisions while anticipating a wholesale electricity market equilibrium in the third level. The collection of bi-level games in the lower two levels forms an equilibrium problem with equilibrium constraints (EPEC) that can be approached by either the diagonalization method (DM) or a complementarity problem (CP) reformulation. We ...


Capacity Expansion For Random Exponential Demand Growth With Lead Times, Sarah M. Ryan 2017 Iowa State University

Capacity Expansion For Random Exponential Demand Growth With Lead Times, Sarah M. Ryan

Sarah M. Ryan

The combination of demand uncertainty and a lead time for adding capacity creates the risk of capacity shortage during the lead time. We formulate a model of capacity expansion for uncertain exponential demand growth and deterministic expansion lead times when there is an obligation to provide a specified level of service. The service level, defined in terms of the ratio of expected lead-time shortage to installed capacity, is guaranteed by timing each expansion to begin when demand reaches a fixed proportion of the capacity position. Under this timing rule, the optimal facilities to install can be determined by solving an ...


Peer-To-Peer Carsharing: Short-Term Effects On Travel Behavior In Portland, Or, Jennifer Dill, Nathan McNeil, Steven Howland 2017 Portland State University

Peer-To-Peer Carsharing: Short-Term Effects On Travel Behavior In Portland, Or, Jennifer Dill, Nathan Mcneil, Steven Howland

Jennifer Dill

Peer-to-peer (P2P) carsharing is a relatively new concept in the U.S. Enabled by recent internet and mobile technology development, P2P carsharing generally involves a facilitating company connecting private vehicle owners to people who are interested in renting a vehicle. P2P carsharing has many things in common with business-to-consumer (B2C) carsharing services. Consumers join the service to rent vehicles on a short-term basis from locations dispersed throughout a certain area. Both services may allow households to reduce their private car ownership. However, P2P carsharing differs substantially from other models in that there are two distinct sets of consumers: those who ...


Effect Of Time, Depth And Method Of Plowing Upon Yield And Eradication Of Biennial Sweet Clovers, F. S. Wilkins, E. V. Collins 2017 Iowa State College

Effect Of Time, Depth And Method Of Plowing Upon Yield And Eradication Of Biennial Sweet Clovers, F. S. Wilkins, E. V. Collins

Research Bulletin (Iowa Agriculture and Home Economics Experiment Station)

From the standpoint of amount of dry matter and nitrogen added to the soil and the eradication of the plants, sweet clover may best be plowed for corn about April 25 to May 5. The five dates of harvest used rank as follows in yield of dry matter for tops and roots: May 3-18, Nov. 1-13, Oct. 1, April 9-13 and Sept. 1. Nitrogen yields rank in much the same order.

Of the total for tops and roots, the tops contained 68 percent of the dry matter and 73 percent of the nitrogen in September, 51 and 48 percent, respectively ...


Report_Seam_2017_01.Pdf, Rakesh K. Goel 2017 California Polytechnic State University - San Luis Obispo

Report_Seam_2017_01.Pdf, Rakesh K. Goel

Rakesh K. Goel

This study focuses on developing a simple, yet accurate, procedure to estimate seismic forces in ancillary components and nonbuilding structures (secondary systems) supported on piers, wharves, and marine oil terminals (primary systems). Peirs, wharves, and marine oil terminals are generally one-level structures and can be idealized as single-degree-of-freedom (SDOF) systems. This study found that acceleration at the base of the secondary system is approximately equal to spectral acceleration at the fundamental period,, of the primary structure. This study also identifies several limitations of the current ASCE-7 provisions, such as under- or overestimation of the amplification factor.
Based on the findings ...


Report_Seam_2017_01.Pdf, Rakesh K. Goel 2017 California Polytechnic State University - San Luis Obispo

Report_Seam_2017_01.Pdf, Rakesh K. Goel

Rakesh K. Goel

This study focuses on developing a simple, yet accurate, procedure to estimate seismic forces in ancillary components and nonbuilding structures (secondary systems) supported on piers, wharves, and marine oil terminals (primary systems). Peirs, wharves, and marine oil terminals are generally one-level structures and can be idealized as single-degree-of-freedom (SDOF) systems. This study found that acceleration at the base of the secondary system is approximately equal to spectral acceleration at the fundamental period,, of the primary structure. This study also identifies several limitations of the current ASCE-7 provisions, such as under- or overestimation of the amplification factor.
Based on the findings ...


The C-130 Fin Stall Phenomenon, Tim Brady 2017 U.S. Air Force

The C-130 Fin Stall Phenomenon, Tim Brady

Tim Brady

The C-130 Hercules airplane is known for its idiosyncrasies related to the large sideslip angles. Precise pilot reactions are needed to control the ship when this situation arises.


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