We address the problem of generating a joint flight and maintenance plan for a unit of mission aircraft. The objective is to establish a balanced allocation of the flight load and the maintenance capacity to the individual aircraft of the unit, so that its long‐term availability is kept at a high and steady level. We propose a mixed integer nonlinear model to formulate the problem, the objective function of which minimizes a least squares index expressing the total deviation of the individual aircraft flight and maintenance times from their corresponding target values. Using the model's special structure and properties, we develop an exact search algorithm for its solution. We analyze the computational complexity of this algorithm, and we present computational results comparing its performance against that of a commercial optimization package. Besides demonstrating the superiority of the proposed algorithm, these results reveal that the total computational effort required for the solution of the problem depends mainly on two crucial parameters: the size of the unit (i.e., the number of aircraft that comprise it) and the space capacity of the maintenance station. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012

No abstract

No abstract

We develop an exact cutting plane solution algorithm for a special class of bilevel programming models utilized for optimal price-bidding of energy producers in day-ahead electricity markets. The proposed methodology utilizes a suitable reformulation in which a key prerequisite for global optimality, termed bilevel feasibility, is relaxed. Solving the problem to global optimality involves finding the price-offers of the strategic producer (upper-level decision variables) which maximize his self-profit upon clearing of the market and identification of the optimal energy quantity distribution (lower-level decision variables). To exclude from consideration the encountered bilevel infeasible solutions, the algorithm employs a special type of valid cuts drawn from the theory of integer parametric programming. The generation of these cuts involves finding the truly optimal lower-level solution using the strategic price-offers at the bilevel infeasible solution subject to exclusion and devising range intervals for these offers such that the optimality of this solution is retained when each of them lies in its corresponding interval. Each cut imposes a suitable part of this solution, under the condition that each price-offer belongs to its associated interval, which renders the bilevel infeasible solution invalid. We establish the theoretical framework for the development of the proposed algorithm, we illustrate its application on a small case study, and we present extensive computational results demonstrating its behavior and performance on random problem instances. These results indicate that the algorithm is capable of solving to global optimality considerably larger problems than those that a previous elementary version of the same algorithm could solve. This constitutes significant research contribution, considering the lack of generic optimization software for bilevel programming, as well as the fact that the applicability of specialized algorithms on problems of realistic size is rather limited.

No abstract