检索结果-内蒙古大学图书馆

mathematical program with equilibrium constraints approach with genetic algorithm for joint optimization of charging station location and discrete transport network design

引用

TRANSPORTATION LETTERS-THE INTERNATIONAL JOURNAL OF TRANSPORTATION RESEARCH 2024年第7期16卷 776-792页

作者： Qiao, Dong Wang, Guangmin Xu, Meng China Univ Geosci Sch Econ & Management Wuhan 430074 Peoples R China Beijing Jiaotong Univ Sch Syst Sci Beijing Peoples R China

This paper focuses on the joint optimization of the charging station location problem (CSLP) and discrete network design problem (DNDP) in a transportation network. We present a variational inequality (VI) formulation to describe the user equilibrium (UE) state of gasoline vehicles (GVs) and electric vehicles (EVs). Based on the mixed-UE model, a mathematical program with equilibrium constraints (MPEC) model is formulated for integrating the decisions of deploying EV charging stations (EVCSs) and adding new links to minimize the total travel cost (TTC) of all vehicles. A modified genetic algorithm is developed to tackle the MPEC model with an adaptive path generation procedure to address the mixed-UE model. Finally, we conduct numerical experiments to identify the efficacy of the proposed models and algorithms. Specifically, we propose a two-step optimization model and explore a performance comparison between the joint and two-step optimization approaches, while the joint optimization exhibits superiority in minimizing the TTC.

关键词： mathematical program with equilibrium constraints charging station location problem discrete network design problem mixed vehicular user equilibrium genetic algorithm

来源：评论

学校读者我要写书评

暂无评论

mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences

引用

OPTIMIZATION METHODS & SOFTWARE 2021年第1期36卷 45-81页

作者： Ramos, Alberto Univ Fed Parana Dept Math Curitiba Parana Brazil

mathematical programs with equilibrium constraints is a difficult class of constrained optimization problems. The feasible set has a very special structure and violates most of the standard constraint qualifications. Thus, the Karush-Kuhn-Tucker conditions are not necessarily satisfied at minimizers, and the convergence assumptions of many methods for solving constrained optimization problems are not fulfilled. Thus, it is necessary, from a theoretical and numerical point of view, to consider suitable optimality conditions, tailored constraints qualifications, and designed algorithms for solving such optimization problems. In this paper, we present a new sequential optimality condition useful for the convergence analysis of several methods for solving mathematical programs with equilibrium constraints such as relaxations schemes, complementarity-penalty methods, and interior-relaxation methods. Furthermore, the weakest constraint qualification for M-stationarity associated with such sequential optimality condition is presented. Relations between the old and new constraint qualifications, as well as the algorithmic consequences, will be discussed.

关键词： mathematical program with equilibrium constraints optimality condition constraint qualification

来源：评论

学校读者我要写书评

暂无评论

A multi-level optimization model of infrastructure-dependent technology adoption: Overcoming the chicken-and-egg problem

引用

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2022年第2期300卷 755-770页

作者： Brozynski, Max T. Leibowicz, Benjamin D. Univ Texas Austin Operat Res & Ind Engn Etc 5-128D204 E Dean Keeton St02200 Austin TX 78712 USA

Policymakers seeking to promote the diffusion of infrastructure-dependent technologies are often confronted with the "chicken-and-egg" problem: consumers are reluctant to adopt the technology without adequate infrastructure available, and firms are reluctant to invest in infrastructure without a sufficient number of adopters. This chicken-and-egg problem can hinder the diffusion of new technologies and prolong the timeframe over which existing technological systems remain locked-in. In this paper, we formulate a stylized model of technology policy decision-making from the perspective of a policymaker who seeks to stimulate the market penetration of an infrastructure-dependent technology. Our model is a multi-level optimization problem in which a policymaker (first level) maximizes net social benefits by setting the levels of two incentives: a subsidy for a profit-maximizing firm (in equilibrium with two other firms, the second level) to invest in infrastructure that raises the benefit of adoption to consumers, and a direct subsidy for consumers to adopt the technology (third level). Under certain assumptions about functional forms, we solve the full multi-level problem analytically through backward induction and derive closed-form expressions for the policymaker's optimal subsidy levels. Then, we present a case study on policies to promote battery electric vehicle (BEV) diffusion. Our results reveal three main insights: (1) the optimal policy portfolio often subsidizes charging infrastructure more than BEV purchases, (2) infrastructure and adoption subsidies tend to be substitutes rather than complements, and (3) an increase in the marginal social benefit of BEV adoption shifts the optimal policy away from infrastructure subsidies and toward BEV subsidies. (C) 2021 Elsevier B.V. All rights reserved.

关键词： Cost benefit analysis Technology diffusion Multi-level optimization mathematical program with equilibrium constraints Electric vehicles

来源：评论

学校读者我要写书评

暂无评论

Bilevel optimization applied to strategic pricing in competitive electricity markets

引用

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 2008年第2期39卷 121-142页

作者： Fampa, M. Barroso, L. A. Candal, D. Simonetti, L. Univ Fed Rio de Janeiro Inst Matemat DCC & COPPE BR-21945970 Rio De Janeiro Brazil Univ Fed Rio de Janeiro OPPE BR-21945970 Rio De Janeiro Brazil

In this paper, we present a bilevel programming formulation for the problem of strategic bidding under uncertainty in a wholesale energy market (WEM), where the economic remuneration of each generator depends on the ability of its own management to submit price and quantity bids. The leader of the bilevel problem consists of one among a group of competing generators and the follower is the electric system operator. The capability of the agent represented by the leader to affect the market price is considered by the model. We propose two solution approaches for this non-convex problem. The first one is a heuristic procedure whose efficiency is confirmed through comparisons with the optimal solutions for some instances of the problem. These optimal solutions are obtained by the second approach proposed, which consists of a mixed integer reformulation of the bilevel model. The heuristic proposed is also compared to standard solvers for nonlinearly constrained optimization problems. The application of the procedures is illustrated in case studies with configurations derived from the Brazilian power system.

关键词： electricity pool market strategic pricing bilevel programming mathematical program with equilibrium constraints

来源：评论

学校读者我要写书评

暂无评论

Stochastic Strategic Participation of Active Distribution Networks With High-Penetration DERs in Wholesale Electricity Markets

引用

IEEE TRANSACTIONS ON SMART GRID 2023年第2期14卷 1515-1527页

作者： Ravi, Abhijith Bai, Linquan Cecchi, Valentina Ding, Fei Univ N Carolina Dept Syst Engn & Engn Management Charlotte NC 28223 USA Univ N Carolina Dept Elect & Comp Engn Charlotte NC 28223 USA Natl Renewable Energy Lab Grid Automation & Controls Golden CO 80214 USA

With the increasing penetration of distributed energy resources (DERs), traditional distribution networks as load-serving entities in wholesale electricity markets, now evolve towards active distribution networks (ADNs) which can proactively participate in wholesale markets by optimally controlling the DERs in their networks. A stochastic bilevel optimization model is proposed in this paper for the strategic participation of ADNs and DERs to provide energy and grid services in wholesale electricity markets. The bilevel optimization model can capture the interactions between the ADN and the wholesale energy and ancillary service markets, considering the uncertainties of DERs in the ADN. In the upper-level model, the ADN makes optimal decisions on energy and reserve bidding considering the availability, uncertainties, and flexibility of DERs. The joint energy and reserve market-clearing of the independent system operator (ISO) is modeled as the lower-level problem. Using strong duality theory and Karush-Kuhn Tucker (KKT) conditions, the proposed bilevel optimization problem is reformulated as mathematical programming with equilibrium constraints (MPEC) problem and further converted into a computationally-solvable mixed-integer second-order-cone programming (MISOCP) model. The simulation results demonstrate the effectiveness of the model and the interactions between an ADN and wholesale electricity markets.

关键词： ISO Optimization mathematical models Stochastic processes Electricity supply industry Distribution networks Costs Active distribution network bilevel optimization distributed energy resources mathematical program with equilibrium constraints strategic bidding wholesale markets

来源：评论

学校读者我要写书评

暂无评论

Combating Full-Duplex Active Eavesdropper: A Hierarchical Game Perspective

引用

IEEE TRANSACTIONS ON COMMUNICATIONS 2017年第3期65卷 1379-1395页

作者： Tang, Xiao Ren, Pinyi Wang, Yichen Han, Zhu Xi An Jiao Tong Univ Dept Informat & Commun Engn Xian 710049 Peoples R China Chinese Acad Sci Shanghai Inst Microsyst & Informat Technol Key Lab Wireless Sensor Network & Commun Shanghai 200050 Peoples R China Xi An Jiao Tong Univ Shaanxi Smart Networks & Ubiquitous Access Res Ct Xian 710049 Peoples R China Univ Houston Dept Elect & Comp Engn Houston TX 77004 USA

Security is an issue of paramount importance, yet is it a significant challenge for wireless communications, which becomes more intricate when facing a full duplex (FD) active eavesdropper capable of performing eavesdropping and jamming simultaneously. In this paper, we investigate the physical layer security issue in the presence of an FD active eavesdropper, who launches jamming attacks to further improve the eavesdropping. The jamming, however, also results in self-interference at the eavesdropper itself. This security problem is formulated within a hierarchical game framework where the eavesdropper acts as the leader and the legitimate user is the follower. In particular, we first investigate the follower's secrecy rate maximization problem and derive the optimal legitimate transmission strategy. Then, the leader's wiretap rate maximization is expressed as a mathematical program with equilibrium constraints (MPEC). Leveraging the concavity of the follower's problem, we transform the MPEC problem into a single-level optimization and obtain the jamming power allocation strategy by applying the primal-dual interior-point method. Moreover, we analyze the situations where only partial channel state information is available at the legitimate user and the corresponding impacts on the game. Finally, we present extensive simulation results to validate our theoretical analysis.

关键词： Physical layer security active eavesdropper full-duplex self-interference hierarchical game mathematical program with equilibrium constraints primal-dual interior-point method

来源：评论

学校读者我要写书评

暂无评论

Solving mathematical programs with equilibrium constraints

引用

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 2015年第1期166卷 234-256页

作者： Guo, Lei Lin, Gui-Hua Ye, Jane J. Shanghai Jiao Tong Univ Sino US Global Logist Inst Shanghai 200030 Peoples R China Univ Victoria Dept Math & Stat Victoria BC V8W 2Y2 Canada Shanghai Univ Sch Management Shanghai 200444 Peoples R China

This paper aims at developing effective numerical methods for solving mathematical programs with equilibrium constraints. Due to the existence of complementarity constraints, the usual constraint qualifications do not hold at any feasible point, and there are various stationarity concepts such as Clarke, Mordukhovich, and strong stationarities that are specially defined for mathematical programs with equilibrium constraints. However, since these stationarity systems contain some unknown index sets, there has been no numerical method for solving them directly. In this paper, we remove the unknown index sets from these stationarity systems successfully, and reformulate them as smooth equations with box constraints. We further present a modified Levenberg-Marquardt method for solving these constrained equations. We show that, under some weak local error bound conditions, the method is locally and superlinearly convergent. Furthermore, we give some sufficient conditions for local error bounds, and show that these conditions are not very stringent by a number of examples.

关键词： mathematical program with equilibrium constraints Clarke/Mordukhovich/strong stationarity Levenberg-Marquardt method Error bound

来源：评论

学校读者我要写书评

暂无评论

A two-layer model for dynamic pricing of electricity and optimal charging of electric vehicles under price spikes

引用

ENERGY 2019年 167卷 1266-1277页

作者： Subramanian, Vignesh Das, Tapas K. Univ S Florida Dept Ind & Management Syst Engn Tampa FL 33620 USA

Pilot projects in power networks conducted across continents have established the benefits of dynamic pricing by inducing increased demand response. However, a key hurdle in the growth of demand response is the lack of widespread availability of advanced metering infrastructure, which has stymied the adoption of dynamic pricing. We believe that this hurdle will be partially addressed by the growth of electric vehicles (EVs), as smart and connected EV parking lots will be a provider of demand response. We develop a two-layer optimization model that simultaneously determines dynamic pricing policy for the system operator and demand response strategies for the EV parking lots. The model minimizes the cost to consumers, while ensuring the system operator's revenue neutral status and addressing real-time price uncertainties. A variant of the 5-bus PJM network is used to demonstrate model implementation. Numerical results show that for a low to moderate price spike scenario, dynamic pricing with demand response from EVs alone can lower the daily average consumer cost of 1.42% compared to the cost of flat pricing. A cost reduction of 6.5% is achieved when price spikes are relatively high. Computational challenges of implementing our model for real networks are discussed in the concluding remarks. (C) 2018 Elsevier Ltd. All rights reserved.

关键词： Dynamic pricing Electric vehicles Demand response mathematical program with equilibrium constraints Robust optimization

来源：评论

学校读者我要写书评

暂无评论

STABILITY ANALYSIS FOR PARAMETRIC mathematical programS WITH GEOMETRIC constraints AND ITS APPLICATIONS

引用

SIAM JOURNAL ON OPTIMIZATION 2012年第3期22卷 1151-1176页

作者： Guo, Lei Lin, Gui-Hua Ye, Jane J. Dalian Univ Technol Sch Math Sci Dalian 116024 Peoples R China Univ Victoria Dept Math & Stat Victoria BC V8W 3R4 Canada

This paper studies stability for parametric mathematical programs with geometric constraints. We show that, under the no nonzero abnormal multiplier constraint qualification and the second-order growth condition or second-order sufficient condition, the locally optimal solution mapping and stationary point mapping are nonempty-valued and continuous with respect to the perturbation parameter and, under some suitable conditions, the stationary pair mapping is calm. Furthermore, we apply the above results to parametric mathematical programs with equilibrium constraints. In particular, we show that the M-stationary pair mapping is calm with respect to the perturbation parameter if the M-multiplier second-order sufficient condition is satisfied, and the S-stationary pair mapping is calm if the S-multiplier second-order sufficient condition is satisfied and the bidegenerate index set is empty.

关键词： mathematical program with geometric constraints mathematical program with equilibrium constraints variational analysis stationarity stability calmness

来源：评论

学校读者我要写书评

暂无评论

A bi-level model of dynamic traffic signal control with continuum approximation

引用

TRANSPORTATION RESEARCH PART C-EMERGING TECHNOLOGIES 2015年 55卷 409-431页

作者： Han, Ke Sun, Yuqi Liu, Hongcheng Friesz, Terry L. Yao, Tao Univ London Imperial Coll Sci Technol & Med Dept Civil & Environm Engn London SW7 2AZ England Penn State Univ Dept Ind & Mfg Engn University Pk PA 16802 USA

This paper proposes a bi-level model for traffic network signal control, which is formulated as a dynamic Stackelberg game and solved as a mathematical program with equilibrium constraints (MPEC). The lower-level problem is a dynamic user equilibrium (DUE) with embedded dynamic network loading (DNL) sub-problem based on the LWR model (Lighthill and Whitham, 1955;Richards, 1956). The upper-level decision variables are (time-varying) signal green splits with the objective of minimizing network-wide travel cost. Unlike most existing literature which mainly use ***-and-off (binary) representation of the signal controls, we employ a continuum signal model recently proposed and analyzed in Han et al. (2014), which aims at describing and predicting the aggregate behavior that exists at signalized intersections without relying on distinct signal phases. Advantages of this continuum signal model include fewer integer variables, less restrictive constraints on the time steps, and higher decision resolution. It simplifies the modeling representation of large-scale urban traffic networks with the benefit of improved computational efficiency in simulation or optimization. We present, for the LWR-based DNL model that explicitly captures vehicle spillback, an in-depth study on the implementation of the continuum signal model, as its approximation accuracy depends on a number of factors and may deteriorate greatly under certain conditions. The proposed MPEC is solved on two test networks with three metaheuristic methods. Parallel computing is employed to significantly accelerate the solution procedure. (C) 2015 Elsevier Ltd. All rights reserved.

关键词： traffic signal control dynamic Stackelberg game dynamic user equilibrium continuum signal model vehicle spillback mathematical program with equilibrium constraints

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：