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Stochastic quadratic knapsack with recourse

Electronic Notes in Discrete Mathematics 2010年第C期36卷 97-104页

作者： Lisser, Abdel Lopez, Rafael Laboratoire de Recherche en Informatique Université Paris-Sud XI Université Paris-Sud 91405 Orsay Bat. 490 France

This paper is dedicated to a study of different extensions of the classical knapsack problem to the case when different elements of the problem formulation are subject to a degree of uncertainty described by random variables. This brings the knapsack problem into the realm of stochastic programming. In this paper, we propose a model of two-stage quadratic knapsack with recourse in which we introduce a probability constraint on the capacity of the knapsack on the first stage. As far as we know, this is the first time such a constraint has been used in a two-stage model. The solution techniques are based on the semidefinite relaxations. This allows for solving large instances, for which exact methods cannot be used. © 2010 Elsevier B.V.

关键词： chance constrained programming Quadratic knapsack Semidefinite programming Stochastic programming

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Study on Operation Optimization Strategy of Ground Source Heat Pump Heating System 2

Study on Operation Optimization Strategy of Ground Source He...

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2nd IEEE Conference on Energy Internet and Energy System Integration (EI2)

作者： Chen, Cheng Chen, Xingying Yu, Kun Gan, Lei Hohai Univ Nanjing Jiangsu Peoples R China Hohai Univ Jiangsu Engn Res Ctr Distribut & Utilizat & Energ Nanjing Jiangsu Peoples R China

ISBN: (纸本)9781538685495

" Transform coal heating to electric heating" is an important part of the electric power alternative strategy. The electric heating has an incomparable advantage over other heating systems, which makes it widely recognized. Using ground source heat pump for electric heating brings more social and economic benefits. On the basis of studying the method for calculating the thermal load of users and the principle of chance-constrained programming (CCP), the two-layer operational optimal model of ground source heat pump system is established, which aims to minimize electricity consumption and maximize the thermal comfort. The improved PSO algorithm is used to resolve the model to obtain the optimal control strategy of ground source heat pump system and the load distributive strategy of heat pump units. The analysis of examples-, a campus heating building heating system, shows that the model and the control strategy proposed in this paper can improve the energy efficiency of electric heating system on campus and lower the cost of electricity consumption without reducing the thermal comfort. This approach is instructive and referential for the operation of electric heating system on park buildings.

关键词： alternative energy ground source heat pump chance constrained programming two-layer optimization PSO

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Reserve Capacity Optimization of the Regional Power System with Wind Farms

Reserve Capacity Optimization of the Regional Power System w...

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2nd International Conference on Energy and Environmental Protection (ICEEP 2013)

作者： Sheng Siqing Tan Xiaolin Fan Lintao North China Elect Power Univ Sch Elect & Elect Engn Baoding 071003 Hebe Province Peoples R China

ISBN: (纸本)9783037857410

For the reserve capacity optimization problem of regional power system with wind farms, a joint optimization model was establishes which can effectively reduce the reserve capacity requirements of the regional power system with wind farms. This model was based on chance constrained programming method,and quantified the processes that subsystems without wind farms providing reserve capacity support to subsystem with wind farms, each subsystem was conditioned by the level of security and stability, and the security constraints of regional system were also comprehensively considered. Monte-Carlo stochastic simulation model of genetic algorithm was used to solve the model. The model was tested by an example, and the results achieved the expected, which shows the model has a high reference value for the reserve capacity optimization of the power system with wind farms.

关键词： Regional electricity system Wind Farms Reserve capacity chance constrained programming Genetic algorithm

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chance constrained Optimal Power Flow Using the Inner-Outer Approximation Approach

Chance Constrained Optimal Power Flow Using the Inner-Outer ...

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IEEE International Conference on Environment and Electrical Engineering (EEEIC) / IEEE Industrial and Commercial Power Systems Europe (ICPS Europe)

作者： Mohagheghi, Erfan Geletu, Abebe Bremser, Nils Alramlawi, Mansour Gabash, Aouss Li, Pu Ilmenau Univ Technol Inst Automat & Syst Engn Dept Simulat & Optimal Proc Ilmenau Germany

ISBN: (纸本)9781538651865

In recent years, there has been a huge trend to penetrate renewable energy sources into energy networks. However, these sources introduce uncertain power generation depending on environmental conditions. Therefore, finding 'optimal' and 'feasible' operation strategies is still a big challenge for network operators and thus, an appropriate optimization approach is of utmost importance. In this paper, we formulate the optimal power flow (OPF) with uncertainties as a chance constrained optimization problem. Since uncertainties in the network are usually 'non-Gaussian' distributed random variables, the chance constraints cannot be directly converted to deterministic constraints. Therefore, in this paper we use the recently-developed approach of inner-outer approximation to approximately solve the chance constrained OPF. The effectiveness of the approach is shown using DC OPF incorporating uncertain non-Gaussian distributed wind power.

关键词： Optimal power flow (OPF) chance constrained programming inner-outer approximation approach uncertain wind power generation non-Gaussian distribution

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Optimization of wind power capacity in an electricity grid

Optimization of wind power capacity in an electricity grid

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31st Chinese Control Conference

作者： Xu, Meng Zhuan, Xiangtao Wuhan Univ Dept Automat Wuhan 430072 Peoples R China

ISBN: (纸本)9789881563811

Within a probabilistic framework, the wind power capacity planning problem is formulated as a chance constrained programming (CCP) problem containing random variables and uncertain constraints. The objective is to maximize the net profit with limitations of the grid system considered. Penalty costs of wind curtailment and load shedding are accounted into the cost evaluation. The system limitations include generation limitations, interconnection capacity constraints, wind power generation penetration limit and system reliability requirement. The practicality and versatility of the proposed approach is verified by the determination of optimal wind power capacity for a typical power system. With the proposed approach, a clear insight into the planning of wind farm capacity in the electricity grid could be investigated to ensure development of an efficient wind market.

关键词： Wind power capacity planning probabilistic analysis chance constrained programming

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Routing Problem with Stochastic Delay Time Under Forth Party Logistics 32

Routing Problem with Stochastic Delay Time Under Forth Party...

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32nd Chinese Control And Decision Conference (CCDC)

作者： Yang, Shuhao Zhu, Jin Wang, Qin Huang, Min Northeastern Univ Coll Informat Sci & Engn State Key Lab Synthet Automat Proc Ind Shenyang 110819 Liaoning Peoples R China

ISBN: (纸本)9781728158556

The Forth Party Logistics (4PL) is becoming the main mode of logistics for its effective characteristics, of which the routing problem is the key problem. In order to find a suitable route, stochastic delay time must be considered. Routing problem with stochastic delay time is studied with the objective of minimize cost and the constraint of due date in this paper. First, both chance constrained programming model (CCPM) and expectation model (EM) are established for the problem. Then numerical experiments are used for models comparison and problem analysis. The results show that the CCPM is more corresponding in the face of stochastic delays, so that the optimal route of decision-making is more likely to meet the needs of routing problems in real life.

关键词： Routing problem Stochastic delay time Forth party logistics chance constrained programming

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Research on Robust operation optimization of virtual power plant considering PV output uncertainty and load aggregation characteristics 2

Research on Robust operation optimization of virtual power p...

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IEEE 2nd International Conference on Power Science and Technology (ICPST)

作者： Jia Xiaoqiang Zhang Xin-he Liu Kai-cheng He Gui-xiong China Elect Power Res Inst State Key Lab Power Grid Safety Beijing Peoples R China

ISBN: (数字)9798350349030

ISBN: (纸本)9798350349047;9798350349030

To mitigate the supply-demand imbalance risk due to new energy output uncertainties and to devise an economical and secure energy supply strategy for virtual power plants (VPPs), this study introduces a robust operation optimization model. This model accounts for the uncertainties of photovoltaic (PV) output and load aggregation characteristics, integrating various methodologies including the regional climate model (Providing Regional Climate for Impact Studies, PRECIS), the BP neural network, the chance-constrained programming (CCP) algorithm, the Equivalent Thermal Parameters (ETP) model, and a two-level, two-stage optimization approach. The findings indicate that the model successfully predicts and calculates PV output and load changes, offering a solid data foundation for energy supply planning. It enables the generation of an optimal, economically viable, and robust day-ahead energy supply strategy, considering the maximization of benefits for various stakeholders within the VPP. Furthermore, by leveraging the rapid adjustment capabilities of energy storage equipment and air conditioning loads, the model corrects calculation errors in source-load forecasts, enhancing the security of the energy supply.

关键词： virtual power plant PV output prediction chance constrained programming Bilevel two-stage optimization Robust optimization

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chance constrained BEAMFORMING FOR JOINT RADAR-COMMUNICATION SYSTEMS 11

CHANCE CONSTRAINED BEAMFORMING FOR JOINT RADAR-COMMUNICATION...

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IEEE 11th Sensor Array and Multichannel Signal Processing Workshop (SAM)

作者： Ahmed, Ammar Silage, Dennis Zhang, Yimin D. Temple Univ Dept Elect & Comp Engn Philadelphia PA 19122 USA

ISBN: (纸本)9781728119465

We present an intelligent sensor array-based joint radar-communication system which exploits chance constrained programming to develop a robust beamforming design. Probabilistic chance constraints are introduced for the communication operation where the communication objectives are achieved with a desired success rate in the presence of communication channel uncertainties. The chance constraint optimization is then relaxed to form a deterministic and convex problem by employing the statistical profile of the communication channels. Simulation results illustrate the performance of the proposed strategy.

关键词： Intelligent sensor arrays joint radar-communication system spectrum sharing robust beamforming chance constrained programming

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Dynamic Economic Dispatch of MicroGrid using Improved Imperialist Competitive Algorithm 8

Dynamic Economic Dispatch of MicroGrid using Improved Imperi...

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8th International Conference on Intelligent Computation Technology and Automation (ICICTA)

作者： Wu Jiajie Xie Birong Deng Shulei Chongqing Elect Power Coll Chongqing 400053 Peoples R China

ISBN: (纸本)9781467376440

In grid mode, aiming at the influence of the uncertainty of photovoltaic power generation, wind power generation and load in microgrid, on the premise of each constraint of the system, we set up a mathematical model of microgrid dynamic economic dispatch based on chance constrained programming. Aiming at microgrid total operation costs minimum, we consider the controllable units fuel costs, the costs of emitting carbon dioxide of the controllable units, unit maintenance costs, active power buying costs and spinning reserve buying costs from distribution network, etc. We use probability constraints to depict the reliability of the microgrid operation, and consider output constraints and climbing constraints of the controllable units. Considering imperialist competitive algorithm is easy fall-en to localminimum and converge slowly, by introducing the chaos theory, an improved imperialist competitive algorithm is proposed to solve the mathematical model we propose. Finally, with an microgrid system as an example, we analysis the influence to microgrid economy and the dispatch results in different reliability probability level, and we compare the convergence properties of the algorithm we propose with the conventional algorithms to verify the effectiveness of the algorithm we propose.

关键词： microgrid chance constrained programming dynamic economic dispatch imperialist competitive algorithm chaotic map

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An Integrated Optimization Model of Charging Station/ Battery-Swap Station/ Energy Storage System Considering Uncertainty 1

An Integrated Optimization Model of Charging Station/ Batter...

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1st IEEE International Conference on Energy Internet (ICEI)

作者： Wang, Yiyi Yang, Yuqing Zhang, Ning Huang, Mei China Guodian Corp China Fulin Wind Power Engn CO LTD Beijing Peoples R China Univ New South Wales Sch Photovolta & Renewable Energy Engn Sydney NSW Australia State Grid Copporat China State Grid Energy Res Inst Beijing Peoples R China Beijing Jiaotong Univ Natl Act Distribut Network Technol Res Ctr NANTEC Beijing Peoples R China

ISBN: (纸本)9781509057597

In recent years, the number of EVs keeps a rapid growth and the increasing charging load brings new challenges to the operation and control of the power system. Meanwhile, the application of energy storage system is drawing the attention in both academia and industry. Both of the above elements play important roles in the Energy Internet. This paper aims to find a balance status between the power grid and the EV users during the power flow exchange in the background of internet energy. Therefore, an integrated optimization model with EV charging station, battery-swap station and energy storage system is proposed. In this novel model, strategies of EV charging station, battery-swap station and energy storage system are optimized jointly, and power flow constraints are taken into account. Besides, the uncertainties of EV and battery charging are considered in the study and a modified integrated model is put forward, which makes the model more suitable for the actual operation. The case study has proven the rationality of the integrated optimization model and the utility of the model considering the uncertainties. With the optimized dispatching scheme, EV users can gain their revenue in a more flexible way, and the power system can operate in an optimal status under a specific target.

关键词： internet energy electric vehicle charging station battery-swap station energy storage system stochastic power flow chance constrained programming uncertainty

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