检索结果-内蒙古大学图书馆

Impact of wind integration on electricity markets: a chance-constrained Nash Cournot model

INTERNATIONAL TRANSACTIONS ON ELECTRICAL ENERGY SYSTEMS 2013年第1期23卷 83-96页

作者： Mazadi, M. Rosehart, W. D. Zareipour, H. Malik, O. P. Oloomi, M. Univ Calgary Schulich Sch Engn Calgary AB T2N 1N4 Canada Ferdowsi Univ Mashhad Dept Elect Engn Mashhad Iran

Wind-powered electricity generation is growing at a high rate around the world, mainly driven by the associated environmental benefits. However, because of the uncertain nature of wind energy, large-scale integration of wind-powered generators into power systems introduces uncertainty of supply in the operation and planning of electric energy systems. A chance-constrained model is presented to study the strategic behavior of power suppliers (firms) with respect to the wind generation uncertainty in an electricity market. The linear complementarity problem of a Nash-Cournot competition is extended to account for the wind generation uncertainty. An iterative solution approach is introduced to solve the resultant joint chance-constrained programming problem. Five studies were conducted to show the impact of the amount, location and standard deviation of the wind generation and transmission line limits on the suppliers' profit in the Nash-Cournot game for different confidence levels. The value of stochastic solution index is used to evaluate the suppliers' loss of profit. The numerical results for a three-bus test system are given to verify the formulation and the solution approach. Copyright (c) 2011 John Wiley & Sons, Ltd.

关键词： wind power integration wind power uncertainty chance-constrained programming

来源：评论

学校读者我要写书评

暂无评论

Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints

引用

INFORMATION SCIENCES 2013年 229卷 1-17页

作者： Gupta, Pankaj Inuiguchi, Masahiro Mehlawat, Mukesh Kumar Mittal, Garima Univ Delhi Dept Operat Res Delhi 110007 India Osaka Univ Grad Sch Engn Sci Dept Syst Innovat Suita Osaka 565 Japan Apeejay Sch Management Dept Decis Sci New Delhi India

In this paper, we propose a multiobjective credibilistic model with fuzzy chance constraints of the portfolio selection problem. The key financial criteria used are short-term return, long-term return, risk and liquidity. The model generates portfolios which are optimal to the extent of achieving the highest credibility values for the objective functions. The problem is solved using a hybrid intelligent algorithm that integrates fuzzy simulation with a real-coded genetic algorithm. The approach adopted here has advantage of handling the multiobjective portfolio selection problem where fuzzy parameters are characterized by general functional forms. Numerical examples are provided to demonstrate effectiveness of the solution approach and efficiency of the model. (C) 2012 Elsevier Inc. All rights reserved.

关键词： Fuzzy portfolio selection Credibility measure chance-constrained programming Multiobjective programming Real-coded genetic algorithm

来源：评论

学校读者我要写书评

暂无评论

Optimization models for differentiating quality of service levels in probabilistic network capacity design problems

引用

TRANSPORTATION RESEARCH PART B-METHODOLOGICAL 2013年 58卷 71-91页

作者： Shen, Siqian Chen, Zhihao Univ Michigan Dept Ind & Operat Engn Ann Arbor MI 48109 USA

This paper develops various chance-constrained models for optimizing the probabilistic network design problem (PNDP), where we differentiate the quality of service (QoS) and measure the related network performance under uncertain demand. The upper level problem of PNDP designs continuous/discrete link capacities shared by multi-commodity flows, and the lower level problem differentiates the corresponding QoS for demand satisfaction, to prioritize customers and/or commodities. We consider PNDP variants that have either fixed flows (formulated at the upper level) or recourse flows (at the lower level) according to different applications. We transform each probabilistic model into a mixed-integer program, and derive polynomial-time algorithms for special cases with single-row chance constraints. The paper formulates benchmark stochastic programming models by either enforcing to meet all demand or penalizing unmet demand via a linear penalty function. We compare different models and approaches by testing randomly generated network instances and an instance built on the Sioux-Falls network. Numerical results demonstrate the computational efficacy of the solution approaches and derive managerial insights. (C) 2013 Elsevier Ltd. All rights reserved.

关键词： Network design problem Quality of Service (QoS) chance-constrained programming Stochastic programming Mixed-integer linear programming Multi-commodity network flows

来源：评论

学校读者我要写书评

暂无评论

A stochastic multiobjective multiconstraint inventory model under inflationary condition and different inspection scenarios

引用

PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART B-JOURNAL OF ENGINEERING MANUFACTURE 2013年第7期227卷 1057-1074页

作者： Gholami-Qadikolaei, Aref Mirzazadeh, Abolfazl Tavakkoli-Moghaddam, Reza Kharazmi Univ Dept Ind Engn Tehran *** Iran Univ Tehran Coll Engn Dept Ind Engn Tehran Iran

This article presents inspection scenarios for the multiobjective multiconstraint mixed backorder and lost sales inventory model with imperfect items in which the order quantity, reorder point, ordering cost, lead time, and backorder rate are decision variables. The objectives are minimizing expected annual cost and variance of shortages. The number of imperfect items is assumed to be a beta-binomial random variable. There are two inspection scenarios: the imperfect items observed during inspection and screenings are either all reworked or all discarded. In order to fit some real environment, this study assumes the maximum permissible storage space and available budget are limited. Backorder rate is considered as a function of expected shortages at the end of cycle. Stochastic inflationary conditions with a probability density function are also considered in the presented model. This study assumes that the purchasing cost is paid when an order arrives at the beginning of the cycle, and the ordering cost is paid at the time of the order placing. The aggregate demand follows a normal distribution function. Finally, a solution procedure is proposed in order to solve the discussed multiobjective model. In addition, a numerical example is presented to illustrate the multiobjective model and its solution procedure for different inspection scenarios, and a sensitivity analysis is conducted with respect to the important system parameters.

关键词： Stochastic inventory model defective items lead time inflation chance-constrained programming

来源：评论

学校读者我要写书评

暂无评论

Inexact chance-constrained Waste-Load Allocation Model for Water Quality Management of Xiangxihe River

引用

JOURNAL OF ENVIRONMENTAL ENGINEERING 2013年第9期139卷 1178-1197页

作者： Du, P. Li, Y. P. Huang, G. H. North China Elect Power Univ SC Energy & Environm Res Acad MOE Key Lab Reg Energy Syst Optimizat Beijing 102206 Peoples R China North China Elect Power Univ Resources & Environm Res Acad MOE Key Lab Reg Energy Syst Optimizat Beijing 102206 Peoples R China

In this study, an inexact chance-constrained waste-load allocation (ICWA) model is proposed for supporting river quality management under uncertainty that is capable of addressing uncertainties expressed as intervals and probability distributions as well as analyzing the reliability of satisfying (or the risk of violating) various constraints. The ICWA model is then applied to water quality management of the Xiangxihe River in the Three Gorges Reservoir Region, which faces severe water quality problems due to point and nonpoint source pollution. The results demonstrate that higher biological oxygen demand (BOD) discharge amounts are observed at the Baishahe chemical plant and Gufu wastewater treatment plant. Moreover, total phosphorus discharges into the river come mainly from point sources, particularly the chemical plants and phosphorus mining companies. For nonpoint sources, crop farming generates large amounts of total phosphorus and total nitrogen. Tradeoffs between economic benefits and system-failure risks are also examined. Alternatives can be obtained from different combinations of decision variables within their lower and upper bounds, which are valuable for decision makers, who need to develop the desired regional economic plans while satisfying environmental requirements.

关键词： chance-constrained programming Planning Pollution control Water quality Waste-load allocation Uncertainty

来源：评论

学校读者我要写书评

暂无评论

A chance-constrained Unit Commitment With an n-K Security Criterion and Significant Wind Generation

引用

IEEE TRANSACTIONS ON POWER SYSTEMS 2013年第3期28卷 2842-2851页

作者： Pozo, David Contreras, Javier Univ Castilla La Mancha Escuela Tecn Super Ingenieros Ind E-13071 Ciudad Real Spain

This paper presents a new approach for the joint energy and reserves scheduling and unit commitment with n - K reliability constraints for the day-ahead market. The proposed method includes a novel n - K criterion where demand must be met with a specified probability under any simultaneous loss of K generating units. A chance-constrained method is proposed with an alpha-quantile measure to determine the confidence level to meet the demand under K simultaneous contingencies. The chance-constrained optimization problem is recast as a mixed integer linear programming optimization problem. Wind and demand uncertainty are included into the model. The methodology proposed is illustrated with several case studies where the effect of increasing wind power penetration is analyzed showing the performance of our model.

关键词： chance-constrained programming conditional value at risk stochastic security constrained unit commitment

来源：评论

学校读者我要写书评

暂无评论

chance-constrained Optimization of OFDMA Cognitive Radio Uplinks

引用

IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS 2013年第3期12卷 1098-1107页

作者： Soltani, Nasim Yahya Kim, Seung-Jun Giannakis, Georgios B. Univ Minnesota Dept ECE Minneapolis MN 55455 USA

A resource allocation task for the uplink of OFDMA-based cognitive radio (CR) systems is considered. The weighted sum-rate is maximized over subcarrier assignment as well as over power loading per CR user, while protecting primary user (PU) systems. However, due to the lack of explicit support from PU systems, the channels from CR users to the PU may not be accurately acquired. Thus, the PU interference constraint is posed as a chance constraint, for which conservative convex approximation is employed for tractability. In particular, to mitigate the combinatorial complexity incurred for optimal subcarrier assignment, a separable structure is pursued, and the dual decomposition method is adopted to obtain near-optimal solutions. Numerical tests verify that the proposed algorithms yield higher weighted sum-rate at lower computational complexity than a benchmark algorithm.

关键词： Cognitive radios resource allocation orthogonal frequency-division multiple access channel uncertainty chance-constrained programming

来源：评论

学校读者我要写书评

暂无评论

Reliable design of a closed loop supply chain network under uncertainty: An interval fuzzy possibilistic chance-constrained model

引用

ENGINEERING OPTIMIZATION 2013年第6期45卷 745-765页

作者： Vahdani, Behnam Tavakkoli-Moghaddam, Reza Jolai, Fariborz Baboli, Arman Univ Tehran Coll Engn Dept Ind Engn Tehran Iran Inst Natl Sci Appl DISP Lab F-69621 Villeurbanne France

This article seeks to offer a systematic approach to establishing a reliable network of facilities in closed loop supply chains (CLSCs) under uncertainties. Facilities that are located in this article concurrently satisfy both traditional objective functions and reliability considerations in CLSC network designs. To attack this problem, a novel mathematical model is developed that integrates the network design decisions in both forward and reverse supply chain networks. The model also utilizes an effective reliability approach to find a robust network design. In order to make the results of this article more realistic, a CLSC for a case study in the iron and steel industry has been explored. The considered CLSC is multi-echelon, multi-facility, multi-product and multi-supplier. Furthermore, multiple facilities exist in the reverse logistics network leading to high complexities. Since the collection centres play an important role in this network, the reliability concept of these facilities is taken into consideration. To solve the proposed model, a novel interactive hybrid solution methodology is developed by combining a number of efficient solution approaches from the recent literature. The proposed solution methodology is a bi-objective interval fuzzy possibilistic chance-constraint mixed integer linear programming (BOIFPCCMILP). Finally, computational experiments are provided to demonstrate the applicability and suitability of the proposed model in a supply chain environment and to help decision makers facilitate their analyses.

关键词： closed loop supply chain network design reliability interval programming fuzzy possibilistic chance-constrained programming

来源：评论

学校读者我要写书评

暂无评论

Minimizing makespan in a group shop with fuzzy release dates and processing times

引用

INTERNATIONAL JOURNAL OF ADVANCED MANUFACTURING TECHNOLOGY 2013年第9-12期66卷 2063-2074页

作者： Ahmadizar, Fardin Zarei, Alireza Univ Kurdistan Dept Ind Engn Sanandaj Iran

This paper deals with a fuzzy group shop scheduling problem. The group shop scheduling problem is a general formulation that includes the flow shop, the job shop, and the open shop scheduling problems. Job release dates and processing times are considered to be triangular fuzzy numbers. The objective is to find a job schedule that minimizes the maximum completion time or makespan. First, the problem is formulated in a form of fuzzy programming and then prepared in a form of deterministic mixed binary integer linear programming by applying the chance-constrained programming. To solve the problem, an efficient genetic algorithm hybridized with an improvement procedure is developed. Both Lamarckian and Baldwinian versions are then implemented and evaluated through computational experiments.

关键词： Group shops scheduling Fuzzy release dates Fuzzy processing times Makespan chance-constrained programming Genetic algorithm

来源：评论

学校读者我要写书评

暂无评论

The Influence Research of Complementarities of Electric Vehicles and Distributed Energy on Grid Spinning Reserve Capacity and Peak Regulation

The Influence Research of Complementarities of Electric Vehi...

引用

2nd International Conference on Energy, Environment and Sustainable Development (EESD 2012)

作者： Xu, Ziheng Ma, Rui Li, Shukui Changsha Univ Sci & Technol Sch Elect & Informat Engn Changsha 410114 Hunan Peoples R China

ISBN: (纸本)9783037855492

This paper raises a model which concerns about spinning reserve capacity of output and predicted error based on chance-constrained programming. The distribution function is established on the load demand of electric vehicles. Considering the complementarities of electric vehicles and small hydro and wind power generations, this paper constructs a dispatch model on the participation of electric vehicles in reserve capacity and peak regulation. Joint operation of different units in the system achieved by genetic algorithm examines the influence from joint dispatch of electric vehicles and small hydro and wind power generations on spinning reserve capacity and peak regulation plan, setting different values of confidence to make comparison of electric charge in the entire system. According to the real operation statistics of an electric company in a certain province, the reliability and accuracy of the model was guaranteed.

关键词： Electric vehicles Small hydro and wind power Spinning reserve capacity Peak regulation chance-constrained programming

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：