检索结果-内蒙古大学图书馆

chance-constrained optimization of pumping in coastal aquifers by stochastic boundary element method and genetic algorithm

引用

CMC-COMPUTERS MATERIALS & CONTINUA 2005年第2期2卷 85-96页

作者： Amaziane, B Naji, A Ouazar, D Cheng, AHD Univ Pau LMA FRE2570 CNRSIPRA F-64000 Pau France Univ Abdelmalek Essaadi MASE Fac Sci & Tech Tangier Morocco Univ Mohammed 5 Ecole Mohammadia Ingn LASH Rabat Morocco Univ Mississippi Dept Civil Engn University MS 38677 USA

In this paper the optimization of ground-water pumping in coastal aquifers under the threat of saltwater intrusion is investigated. The aquifer is inhomogeneous and contains several hydraulic conductivities zones. The aquifer data such as the hydraulic conductivities are uncertain, but with their expected mean and standard deviation values given. A stochastic boundary element method based on the perturbation technique is employed as the simulation tool. The stochastic optimization is handled by the chance-constrained programming. Genetic algorithm is selected as the optimization tool. Numerical examples of deterministic and stochastic problems are provided to demonstrate the feasibility of the proposed schemes.

关键词： saltwater intrusion optimization uncertainty modeling boundary element method stochastic boundary element method genetic algorithm chance-constrained programming

来源：评论

学校读者我要写书评

暂无评论

chance-constrained programming in activity networks: A critical evaluation

引用

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2001年第2期131卷 440-458页

作者： Elmaghraby, SE Soewandi, H Yao, MJ N Carolina State Univ Coll Engn Dept Ind Engn Raleigh NC 27695 USA N Carolina State Univ Coll Engn Grad Program Operat Res Raleigh NC 27695 USA Microstrategy Incorp Vienna VA 22182 USA Tunghai Univ Dept Ind Engn Taichung 407 Taiwan

We review the chance-constrained programming (CCP) model for event realization in activity networks (ANs), and the more recent contribution to it by Kress, from the points of view of validity and accuracy. We present a classification scheme of stochastic programming and confirm that the CCP does not solve the problem of finding a point estimate that satisfies a required confidence level, and is of little help in determining the cumulative distribution function (c,d.f,) of the project completion time. We show that the CCP leads to an extremely weak lower bound (I.b.) on the exact c.d.f. A backtracking approach is proposed that improves this l.b. via the CCP, which is still too weak to be of any practical value. Finally, we utilize the CCP approach to derive a result due to Kress in a simpler and more direct way. We also demonstrate that the result itself. unfortunately, is of questionable validity. (C) 2001 Elsevier Science B,V, Ah rights reserved.

关键词： activity networks chance-constrained programming

来源：评论

学校读者我要写书评

暂无评论

The stochastic dynamic production/inventory lot-sizing problem with service-level constraints

引用

INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS 2004年第1期88卷 105-119页

作者： Tarim, SA Kingsman, BG Univ Lancaster Sch Management Dept Management Sci Lancaster LA1 4YX England Univ York Dept Comp Sci York YO10 5DD N Yorkshire England

This paper addresses the multi-period single-item inventory lot-sizing problem with stochastic demands under the "static-dynamic uncertainty" strategy of Bookbinder and Tan (Manage. Sci. 34 (1988) 1096). In the static-dynamic uncertainty strategy, the replenishment periods are fixed at the beginning of the planning horizon, but the actual orders are determined only at those replenishment periods and will depend upon the demand that is realised. Their solution heuristic was a two-stage process of firstly fixing the replenishment periods and then secondly determining what adjustments should be made to the planned orders as demand was realised. We present a mixed integer programming formulation that determines both in a single step giving the optimal solution for the "static-dynamic uncertainty" strategy. The total expected inventory holding, ordering and direct item costs during the planning horizon are minimised under the constraint that the probability that the closing inventory in each time period will not be negative is set to at least a certain value. This formulation includes the effect of a unit variable purchase/production cost, which was excluded by the two-stage Bookbinder-Tan heuristic. An evaluation of the accuracy of the heuristic against the optimal solution for the case of a zero unit purchase/production cost is made for a wide variety of demand patterns, coefficients of demand variability and relative holding cost to ordering cost ratios. The practical constraint of non-negative orders and the existence of the unit variable cost mean that the replenishment cycles cannot be treated independently and so the problem cannot be solved as a stochastic form of the Wagner-Whitin problem, applying the shortest route algorithm. (C) 2003 Elsevier B.V. All rights reserved.

关键词： inventory chance-constrained programming integer programming modelling optimisation

来源：评论

学校读者我要写书评

暂无评论

A Modified Model for Flexibility Analysis in Chemical Engineering Processes

引用

Chinese Journal of Chemical Engineering 2004年第5期12卷 673-676页

作者：张蕾何小荣徐强 Department of Chemical Engineering Tsinghua University Beijing 100084 China

This paper discussed an extended model for flexibility analysis of chemical process. Under uncertainty, probability density function is used to describe uncertain parameters instead of hyper-rectangle, and chanceconstrained programming is a feasible way to deal with the violation of constraints. Because the feasible region of control variables would change along with uncertain parameters, its smallest acceptable size threshold is presented to ensure the controllability condition. By synthesizing the considerations mentioned above, a modified model can describe the flexibility analysis problem more exactly. Then a hybrid algorithm, which integrates stochastic simulation and genetic algorithm, is applied to solve this model and maximize the flexibility region. Both numerical and chemical process examples are presented to demonstrate the effectiveness of the method.

关键词： flexibility analysis chance-constrained programming stochastic simulation genetic algorithm

来源：评论

学校读者我要写书评

暂无评论

A comparison of chance-constrained DEA and stochastic frontier analysis: bank efficiency in Taiwan

引用

JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 2002年第5期53卷 492-500页

作者： Chen, TY Ming Chuan Univ Inst Management Sci Taipei 11120 Taiwan

We employed both chance-constrained data envelopment analysis (CCDEA) and stochastic frontier analysis (SFA) to measure the technical efficiency of 39 banks in Taiwan. Estimated results show that there are significant differences in efficiency scores between chance-constrained DEA and stochastic frontier production function. The advanced setting of the chance-constrained mechanism of DEA does not change the instinctive differences between DEA and SFA approaches, We further find that the ownership variable is still a significant variable to explain the technical efficiency in Taiwan, irrespective of whether a DEA, CCDEA or SFA approach is used.

关键词： chance-constrained programming stochastic frontier analysis data envelopment analysis

来源：评论

学校读者我要写书评

暂无评论

A dynamic optimization approach for nonrenewable energy resources management under uncertainty

引用

JOURNAL OF PETROLEUM SCIENCE AND ENGINEERING 2000年第1-4期26卷 301-309页

作者： Liu, L Huang, GH Fuller, GA Chakma, A Guo, HC Univ Regina Fac Engn Environm Syst Engn Program Regina SK S4S 0A2 Canada Peking Univ Ctr Environm Sci Beijing 100871 Peoples R China

This paper introduces an integrated dynamic optimization approach for nonrenewable energy (NRE) resources management under uncertainty. A hybrid inexact chance-constrained mixed-integer Linear programming (ICCMILP) method is proposed, with an objective of maximizing economic return under constraints of resources availability and environmental regulations. In its solution process, the ICCMILP is transformed into two deterministic submodels, which correspond to the upper and lower bounds for the desired objective function value. Interval solutions, which are feasible and stable in the given decision space, can then be obtained by solving the two submodels sequentially. Thus, decision alternatives can be generated by adjusting decision variable values within their solution intervals. The obtained solutions are useful for decision makers to optimally allocate limited NRE resources over time for acquiring maximized benefit. Meanwhile, regional air quality could be maintained to keep the communities from health damage. Results of a hypothetical case study indicate that reasonable solutions for dynamic planning of NRE resources allocation in a regional system have been obtained. A number of decision alternatives were generated based on the ICCMILP solutions as well as the projected applicable conditions. (C) 2000 Elsevier Science B.V. All rights reserved.

关键词： chance-constrained programming mixed integer linear programming nonrenewable energy optimization resources allocation uncertainty

来源：评论

学校读者我要写书评

暂无评论

A dynamic optimization approach for nonrenewable energy resources management under uncertainty

A dynamic optimization approach for nonrenewable energy reso...

引用

2nd International Non-Renewable Energy Sources Congress (INRESC 98)

作者： Liu, L Huang, GH Fuller, GA Chakma, A Guo, HC Univ Regina Fac Engn Environm Syst Engn Program Regina SK S4S 0A2 Canada Peking Univ Ctr Environm Sci Beijing 100871 Peoples R China

关键词： chance-constrained programming mixed integer linear programming nonrenewable energy optimization resources allocation uncertainty

来源：评论

学校读者我要写书评

暂无评论

Surface water quality management using a multiple-realization chance constraint method

引用

WATER RESOURCES RESEARCH 1999年第5期35卷 1657-1670页

作者： Takyi, AK Lence, BJ Univ British Columbia Dept Civil Engn Vancouver BC V6T 1Z4 Canada Victoria Univ Technol Dept Civil & Bldg Engn Melbourne Vic 3000 Australia

Traditional chance-constrained programming (CCP) and simulation-ptimization methods of incorporating input information uncertainty in pollution management models are unsuitable for complex river systems with several critical water quality segments. Using the CCP method, characterization of the joint probability distribution of coefficients of the management model is often difficult because stream information is limited and the model formulation is generally difficult to understand and solve. For the simulation-optimization method most of the solutions produced are inferior. The multiple realization model, which includes several scenarios of design conditions simultaneously in an optimization model, overcomes such weaknesses by not requiring the joint probability distribution of the stochastic model coefficients and by producing noninferior solutions. Heuristic and neural network techniques are developed to reduce the computational time required to solve the multiple realization model, through identification and utilization of only potentially important stream and water quality information that influence the optimal solution. These techniques are applied to develop trade-off relationships between waste treatment cost and reliability of achieving dissolved oxygen objectives for an example river basin. Results show that the heuristic technique is computationally efficient when <1000 realizations are included in the model, while the neural network method is suitable when several thousand realizations are needed to adequately represent the stochastic water quality system.

关键词： Surface waters River pollution Water quality Water pollution control Computer simulation Mathematical models Mathematical programming Neural networks Heuristic methods Probability distributions Waste treatment Costs Random processes Surface water quality management chance-constrained programming Multiple realization model Joint probability distribution Stochastic Processes mathematical programming River pollution Optimization methods Water Quality statistical distribution surface water Water quality management Waste treatment Neural network heuristic methods Probability distribution

来源：评论

学校读者我要写书评

暂无评论

The value of considering autocorrelation between inflows in the stochastic planning of water resource systems

引用

WATER RESOURCES MANAGEMENT 1999年第6期13卷 427-442页

作者： Rangarajan, S Simonovic, SP Limno Tech Inc Washington DC 20036 USA Univ Manitoba Nat Resources Inst Winnipeg MB R3T 5V6 Canada

Reliability programming formulations offer a family of explicit stochastic models for planning the operation of complex water resources systems. These models use cumulative probability distributions of the sum of inflows to characterize their variability in the planning period. Applicability of these models for a variety of problems has been limited, mainly due to the assumption of independence between inflows in different time periods that leads to the derivation of conservative operating policies. This paper presents three new approaches to overcome this limitation. The performance of the proposed approaches is demonstrated through comparison of the operating policies derived from these approaches and the Independent Approach. Operational planning of the Manitoba Hydro energy generation system, a predominantly hydro-based utility company in Manitoba (Canada), is used as the case study.

关键词： chance-constrained programming correlation analysis hydropower planning Manitoba Hydro reliability programming reservoir operation stochastic hydrology

来源：评论

学校读者我要写书评

暂无评论

A hybrid inexact-stochastic water management model

引用

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 1998年第1期107卷 137-158页

作者： Huang, GH Univ Regina Fac Engn Regina SK S4S 0A2 Canada

An inexact-stochastic water management (ISWM) model is proposed and applied to a case study of water quality management within an agricultural system. The model is based on an inexact chance-constrained programming (ICCP) method, which improves upon the existing inexact and stochastic programming approaches by allowing both distribution information in B and uncertainties in A and C to be effectively incorporated within its optimization process. In its solution process, the ICCP model (under a given p(i) level) is first transformed into two deterministic submodels, which correspond to the upper and lower bounds for the desired objective function value. This transformation process is based on an interactive algorithm, which is different from normal interval analysis or best/worst case analysis. Interval solutions, which are feasible and stable in the given decision space, can then be obtained by solving the two submodels sequentially. Thus, decision alternatives can be generated by adjusting decision variable values within their solution intervals. The obtained ICCP solutions are also useful for decision makers to obtain insight regarding tradeoffs between environmental and economic objectives and between increased certainties and decreased safeties (or increased risks). Results of the case study indicate that useful solutions for the planning of agricultural activities in the water quality management system have been obtained. A number of decision alternatives have been generated and analyzed based on projected applicable conditions. Generally, some alternatives can be considered when water quality objective is given priority, while the others may provide compromises between environmental and economic considerations. The above alternatives represent various options between environmental and economic tradeoffs. Willingness to accept low agricultural income will guarantee meeting the water quality objectives. A strong desire to acquire high agricultural income will run

关键词： chance-constrained programming decision making inexact optimization uncertainty water quality

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：