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Efficiency-stability trade-off in financial systems: A multi-objective optimization approach

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2023年 629卷

作者： Alexandre, Michel Michalak, Krzysztof Silva, Thiago Christiano Rodrigues, Francisco A. Cent Bank Brazil Res Dept SBS Q3 BR-70074900 Brasilia DF Brazil Univ Sao Paulo Dept Econ Av Prof Luciano Gualberto 908 BR-05508210 Sao Paulo Brazil Wroclaw Univ Econ Inst Business Informat Dept Informat Technol Komandorska 118-120 PL-53345 Wroclaw Poland Univ Catolica Brasilia QS 07Lote 01 BR-71966700 Brasilia DF Brazil Univ Sao Paulo Inst Math & Comp Sci Av Trabalhador Sao Carlense 400 BR-13566590 Sao Carlos Brazil

In this paper, we address the efficiency-stability trade-off in the interbank (IB) market. The decision variable to be chosen by the financial regulator is the net worth-to-IB assets ratio assigned to each bank - the capital requirement - , aiming at minimizing both the fraction of IB assets lost as a consequence of an exogenous initial shock and the total net worth as a fraction of total IB assets, the aggregate capital ratio. This framework is applied to a Brazilian data set considering two capital requirement regimes: the homogeneous (same capital requirement for all banks) and the heterogeneous regime (different capital requirements for each bank). The optimization in the heterogeneous regime is performed through a multi-objective optimization problem (MOP), solved through a multi-objective evolutionary algorithm based on decomposition (MOEA/D). We have found that the heterogeneous regime brings a Pareto gain over the homogeneous one: a smaller level of losses is achieved for the same aggregate capital ratio. In the heterogeneous case, for each level of the initial shock, there is a critical value of aggregate capital ratio below which financial crises become more frequent and more severe. Moreover, the decision variable assigned by different critical Pareto optimal points - i.e., those which generate values of aggregate capital ratio close to its critical value - varies significantly. Finally, this variable is smaller and less dispersed for banks with a higher degree (i.e., those with more connections in the IB market, as well as a higher volume of IB assets and liabilities).

关键词： Financial stability Financial intermediation Systemic risk Interbank networks multi-objective optimization

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Performance evaluation of population-based metaheuristic algorithms and decision-making for multi-objective optimization of building design

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BUILDING AND ENVIRONMENT 2021年 198卷 107855-107855页

作者： Weerasuriya, A. U. Zhang, Xuelin Wang, Jiayao Lu, Bin Tse, K. T. Liu, Chun-Ho Sun Yat Sen Univ Sch Atmospher Sci Zhuhai Peoples R China Hong Kong Univ Sci & Technol Dept Civil & Environm Engn Kowloon Clear Water Bay Hong Kong Peoples R China Univ Hong Kong Dept Mech Engn Pokfulam Hong Kong Peoples R China Sun Yat Sen Univ Guangdong Prov Key Lab Climate Change & Nat Disas Zhuhai Peoples R China Southern Marine Sci & Engn Guangdong Lab Zhuhai Zhuhai Peoples R China City Univ Hong Kong Dept Architecture & Civil Engn Tat Chee Ave Hong Kong Peoples R China

optimization algorithms and decision-making techniques are major components of multi-objective optimization. This study evaluated the performance of population-based metaheuristic algorithms and decision-making techniques in optimizing an unconventional building design - a lift-up design - to maximize the areas with wind and thermal comfort in a 'hot' and 'calm' climate. Four optimization algorithms (GA, PSO, GSA, FA) and three decision-making techniques (LINMAP, TOPSIS, Shannon Entropy) were employed to optimize the lift-up design. The effectiveness and efficiency of algorithms in optimization were measured using six metrics. The evaluation revealed a steady improvement of algorithms' performance as population and number of iterations increased up to the convergence at about 6000 evaluations without excessively increasing computational time. Although no algorithm scored best across all metrics, PSO was superior in many aspects. For the algorithms, the three decision-making techniques chose similar optimum designs with slight differences in a few design parameters. The optimum solution of multi-objective optimization was a better trade-off solution for the two objective functions than that of single-objective optimization. The study recommends conducting convergence tests using the performance metrics before optimization to decide a suitable population size and number of iterations for population-based metaheuristic optimization algorithms.

关键词： multi-objective optimization Metaheuristic algorithm Decision-making technique Performance evaluation Lift-up design

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Process design and multi-objective optimization for separation of isopropyl acetate/isopropanol/water by extractive distillation using ionic liquid mixed solvents

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FUEL 2023年第1期349卷

作者： Zhao, Qing Zhou, Mengjin Cheng, Haiyang Ruan, Jiuxu Wang, Yangyang Zhu, Zhaoyou Cui, Peizhe Wang, Yinglong Yang, Jingwei Qingdao Univ Sci & Technol Coll Chem Engn 53 Zhengzhou Rd Qingdao 266042 Peoples R China Qingdao Univ Sci & Technol Coll Chem Engn Qingdao 266042 Peoples R China

Efficient recovery of isopropyl acetate and isopropanol from wastewater during esterification is important. An efficient separation process using ionic liquid mixed solvent extractive distillation (MSED) to separate azeotropic mixtures was proposed. The selectivity of 169 ionic liquids was calculated based on the COSMO-segment activity coefficient model for prescreening ionic liquids. The influence of the structure of the ionic liquids on the sepa-ration performance was further explored through molecular dynamics to determine 1-ethyl-3-methylimidazole acetate ([EMIM][AC]) as the best solvent. The vapor-liquid equilibrium of the system under the influence of [EMIM][AC] was measured to verify the model used for the calculation. A multi-objective genetic algorithm was used for optimizing the process parameters with the total annual cost (TAC) and gas emission as objective functions. An energy-saving heat-pump-assisted heat-integrated extractive distillation (HPHIED) process was proposed to realize heat recovery in MSED. The results showed that the TAC and gas emissions of MSED were 26.83% and 25.32%, respectively, lower than those of the single-organic solvent extractive distillation process. The TAC and gas emissions of HPHIED process were 11.02% and 35.83%, respectively, lower than those of MSED.

关键词： Ionic liquids Molecular dynamics simulation Mixed solvent Extractive distillation multi-objective optimization

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A novel CACOR-SVR multi-objective optimization approach and its application in aerodynamic shape optimization of high-speed train

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SOFT COMPUTING 2019年第13期23卷 5035-5051页

作者： Zhang, Ye Yang, Guo Wei Guo, Di Long Sun, Zhen Xu Chen, Da Wei CRRC Qingdao Sifang Co LTD Qingdao 266111 Shandong Peoples R China Chinese Acad Sci Inst Mech Beijing 100190 Peoples R China Univ Chinese Acad Sci Sch Engn Sci Beijing 100049 Peoples R China

A chaos ant colony optimization algorithm for continuous domain is proposed based on chaos optimization theory and ant colony optimization algorithm. The searching abilities of optimization algorithms with different coding methods are compared, and the results indicate that the proposed algorithm has better performance than genetic algorithm and particle swarm optimization algorithm. Based on the non-dominated sorting concept and niching method, a multi-objective chaos ant colony optimization algorithm is also constructed and numerical results show that the improved algorithm performs well at solving multi-objective optimization problems. An optimal support vector regression model based on radial basis kernel function is developed for the small sample size and nonlinear characteristics of streamlined head optimization. On the basis of the above work, a multi-objective optimization design for the aerodynamic head shape of high-speed train is developed using a modified vehicle modeling function parametric approach. The optimization results demonstrate that the new optimization design method has exceptional searching abilities and high prediction accuracy. After optimization, the aerodynamic drag of the simplified train with three carriages is reduced by 10.52% and the aerodynamic lift of the tail car is reduced by 35.70%. The optimization approach proposed in the present paper is simple yet efficient and sheds light on the engineering design of aerodynamic shape of high-speed trains.

关键词： Chaos ant colony optimization Support vector machine multi-objective optimization Vehicle modeling function High-speed trains

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Coordinated multi-objective optimization for multiple Trade-Offs in Pumped Outage Condition of Pumped Storage System

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IEEE ACCESS 2019年 7卷 161394-161411页

作者： Zhao, Zhigao Yang, Jiandong Yang, Weijia Luo, Hongying Peng, Yumin Wuhan Univ State Key Lab Water Resources & Hydropower Engn S Wuhan 430072 Hubei Peoples R China Tibet Agr & Anim Husb Univ Water Conservancy Project & Civil Engn Coll Nyching 860000 Peoples R China China Southern Power Grid Power Generat Co Guangzhou 510630 Guangdong Peoples R China

The transient process of pumped storage system (PSS) experienced pump mode, turbine mode and switching mode in pumped outage condition, spanning hump zone and S-shaped region. The conflicting dynamic indicators make it difficult to meet the requirements of the transient process. How to specify optimal operating strategies and improve the reliability of PSS in the pumped outage condition has become a key issue. This problem is addressed in this work based on coordinated multi-objective optimization, and three stages are included: nonlinear modeling, strategy optimization and decision making. A trade-off is embodied in each stage. Firstly, the real-time accurate equivalent circuit model is applied for PSS. The spatiotemporal discrete analysis is presented to enable the trade-off between computing efficiency and model accuracy in stage 1. Then, the neighborhood-search chaotic mutation multi-objective gravitational search algorithm, integrating multiple constraints, is performed to solve the Pareto front. It achieves the trade-off between algorithm convergence and searching diversity in stage 2. Further, fuzzy analytic hierarchy process is innovatively introduced to select the most compatible solution, which comprehensively considers the quantitative and qualitative factors. It accomplishes the trade-off in conflicting objectives and indicators in stage 3. Compared with the on-site operation in pumped outage condition, the maximum reversing speed decreased from 545 rpm to 161.45 rpm, the maximum water pressure of volute can be reduced by 4.55, and the minimum draft tube pressure can be improved by 6.94. The coordinated multi-objective optimization provides a novel technical guidance for the safe and stable operation of PSS.

关键词： optimization Integrated circuit modeling Computational modeling Transient analysis Turbines Decision making Real-time systems Fuzzy analytic hierarchy process multi-objective optimization numerical simulation pumped storage system pumped outage condition

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Thermodynamic, economic analysis and multi-objective optimization of an improved self-condensing transcritical CO 2 Rankine cycle with two-stage ejector for low grade heat utilization

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ENERGY CONVERSION AND MANAGEMENT 2024年 305卷

作者： Xia, Jiaxi Wang, Jiangfeng Lou, Juwei Zhao, Pan Henan Agr Univ Sch Mech & Elect Engn Zhengzhou 450002 Peoples R China Xi An Jiao Tong Univ Sch Energy & Power Engn State Key Lab Multiphase Flow Power Engn Xian 710049 Peoples R China

An improved self-condensing transcritical CO2 Rankine cycle (TCRC) with two-stage ejector on the basis of the preliminarily designed one with an ejector is proposed in this study, aiming to enable the condensation of CO2 using conventional cooling source and achieve desirable performance. Thermodynamic and economic mathematical models of the improved self-condensing TCRC are developed, and detailed parametric analysis is carried out to investigate the effect of main parameters on both thermodynamic and economic performances of the system. Then the multi-objective optimization is conducted to examine the potential for performance enhancement. Thereafter, a comparative analysis of the performances between the improved self-condensing TCRC and preliminary self-condensing TCRC is performed. Results show that the improved self-condensing TCRC with two-stage ejector outperforms the preliminary one with an ejector in both thermodynamic and economic aspects, achieving a 3.93% increase in maximum exergy efficiency and a 13.84% reduction in minimum unit net power cost through multi-objective optimization. Under optimal conditions, the exergy efficiency for the improved self-condensing TCRC is 45.48% with a unit net power cost of 0.1241$/kWh.

关键词： TranscriticalCO2 Rankine cycle Low-grade heat utilization Self-condensing Ejector multi-objective optimization

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multi-variable study and MOPSO-based multi-objective optimization of a novel cogeneration plant using biomass fuel and geothermal energy: A complementary hybrid design

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ENERGY 2023年 270卷

作者： Lv, Xuefei Lv, Ying Zhu, Yiping Jilin Inst Chem Technol Coll Mech & Elect Engn Jilin 132000 Jilin Peoples R China Jilin Inst Metrol & Res Key Lab Measurement Instruments & Technol Changchun 130103 Jilin Peoples R China Tsinghua Univ Dept Thermal Engn Beijing 100084 Peoples R China

Structural modification and waste management are vital for newly designed Brayton cycles thermodynamically and environmentally. In this regard, the current paper suggests a novel electricity and heating cogeneration model considering a complementary hybrid design using two different renewable energy resources. In detail, syngas, formed through a gasification process, burns and feeds a recompression Brayton cycle, and its waste heat is recovered once inside the cycle and twice externally. Toward this, a supercritical carbon dioxide Brayton cycle is employed at first, and the remaining waste heat boosts a flash-binary geothermal cycle. Consequently, the operation of the geothermal cycle and its waste heat recovery quality is strengthened. Therefore, a dual-pressure organic Rankine cycle and a domestic water heater can be available here. After a valid simulation, the suggested model is examined from energy, exergy, exergoeconomic, and net present value standpoints. Afterwards, a multi-variable sensitivity study illustrates the variation in performance metrics with significant operational parameters. Furthermore, three multi-objective optimization scenarios are implemented using the multiple-objective particle swarm optimization method. The highest optimum exergy efficiency, net output power, heating load, and net present value are computed at 44.083%, 8008.6 kW, 3341.21 kW, and 14.566 M$, respectively.

关键词： Waste management Complementary hybrid design Biomass fuel Geothermal energy multi-variable study multi-objective optimization

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A coordinated optimization framework for long-term complementary operation of a large-scale hydro-photovoltaic hybrid system: Nonlinear modeling, multi-objective optimization and robust decision-making

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ENERGY CONVERSION AND MANAGEMENT 2020年 226卷 113543-113543页

作者： Zhu, Feilin Zhong, Ping-an Sun, Yimeng Xu, Bin Ma, Yufei Liu, Weifeng Zhang, Dingcheng Dawa, Jinmei Hohai Univ Coll Hydrol & Water Resources 1 Xikang Rd Nanjing 210098 Peoples R China Hohai Univ Natl Engn Res Ctr Water Resources Efficient Utili 1 Xikang Rd Nanjing 210098 Peoples R China Jiangsu Hydrol & Water Resources Survey Bur Changzhou Branch Changzhou 213022 Peoples R China Hydrol & Water Resources Invest Bur Tibet Autonom Lhasa 850000 Peoples R China

Hydropower system is a crucial support for the integration of various renewable energy sources. The integration of dispatchable hydropower and non-dispatchable photovoltaic (PV) power is promising to achieve efficient resource use. This paper proposes a coordinated optimization framework for the long-term complementary operation of large-scale hydro-PV hybrid systems. A multi-objective optimization model is established that simultaneously optimizes the economic benefit and operational safety of the hybrid system, i.e., the quantity and quality of the joint power output. The proposed model decouples hydropower and PV power in time scales to maintain calculation accuracy and reduce problem dimensions. A parallel generic front modeling-based multi-objective evolutionary algorithm (GFM-MOEA) is designed to produce a well-converged and well-distributed set of Pareto optimal solutions. Also, we develop a novel robust decision-making model to evaluate, rank and select the Pareto optimal solutions, which allows potential uncertainties in input data to be considered. The proposed framework is applied to the Longyangxia hydro-PV hybrid power system, which is the largest hydro-PV power plant in the world. Several numerical experiments are conducted to examine the hydrological effect on multi-objective optimization as well as the effect of uncertainty levels on robust decision-making. The results show that: (1) a clear competing relationship exists between total generated power and stability of the joint power output;(2) hydropower can compensate for the PV power, mainly when the solar radiation is limited while the abundant water resource is available due to rainfalls;(3) hydrological regimes have significant impacts on the multi-objective optimization results and the complementary effect;(4) the robust decision-making model enhances the reliability of the risk-informed complementary operation strategy by measuring the robustness and uncertainty of the decision.

关键词： Hydro-photovoltaic hybrid system Complementary operation multi-objective optimization Parallel computing Robust decision-making

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Performance evaluation and multi-objective optimization of a novel UAV propulsion system based on PEM fuel cell

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FUEL 2022年 311卷 122554-122554页

作者： Bahari, Mehran Rostami, Majid Entezari, Ashkan Ghahremani, Sheida Etminan, Melika Iran Univ Sci & Technol Sch New Technol Tehran Iran Islamic Azad Univ Dept Mech Engn Sci & Res Branch Tehran Iran Univ Tehran Fac New Sci & Technol Tehran Iran KN Toosi Univ Technol Fac Geodesy & Geomat Engn Tehran Iran

The present study has developed and optimized a novel hybrid propulsion system for unmanned aerial vehicles (UAVs). This system has two independent power generation sources which are the proton exchange membrane fuel cell (PEMFC) and a single-stage turbocharged engine. Each of these two systems can be used independently or simultaneously to generate power and thrust. To study the performance of the proposed hybrid propulsion system, a comprehensive thermodynamic analysis has been performed. In order to find the best working condition for the system, the effect of various design parameters on system performance has been analyzed. multi-objective optimization of the hybrid system using the NSGA-II algorithm has been carried out to maximize the generated thrust of the propulsion system while minimizing fuel consumption rate. These will be ideal conditions for long-endurance missions. The results revealed that fuel consumption rate and the generated thrust in optimized point are equal to 34.58 (mg/s) and 69.56 (N), respectively. Also, we achieved 62.41% thermal efficiency for the new proposed propulsion system. To study system reactions to deviation from design parameters, a sensitivity analysis has been performed which revealed that an increase in air compressor pressure ratio doesn't change the thrust but increases the flight duration by decreasing the fuel consumption rate. Also, increasing the number of cells increases the generated thrust and efficiency of the system, however, this will increase the fuel consumption rate which lowers the flight duration. So, it is a compromise between two contradicting features and design objectives to select the characteristics of the system. System performance in different altitudes has been also investigated. By increasing the altitude, the overall efficiency drops, and the fuel consumption rate will increase.

关键词： PEM fuel cell Propulsion System Unmanned Aerial Vehicle (UAV) multi-objective optimization Turbine-less jet engine

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Thermo-economic analysis and multi-objective optimization of solar aided pumped thermal electricity storage system

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JOURNAL OF ENERGY STORAGE 2023年 70卷

作者： Yang, He Wu, Jiangbo Du, Xiaoze North China Elect Power Univ Key Lab Power Stn Energy Transfer Convers & Syst Minist Educ Beijing 102206 Peoples R China Lanzhou Univ Technol Sch Energy & Power Engn Lanzhou 730050 Peoples R China

The concept of solar energy aided pumped thermal electricity storage (Solar-PTES) was proposed to improve the round-trip efficiency, as well as the solar energy utilization efficiency. The thermodynamic model was developed for such Solar-PTES system with the nominal electricity input of 5 MW and the nominal storage capacity of 6 equivalent hours. Taking the round-trip efficiency, energy density and levelized cost of storage as indicators for system performance, the effects of main design parameters were investigated, including that of main components performance parameters and cycle state parameters. The multi-objective optimization algorithm was applied for optimizing three performance metrics and the trade-off analysis was performed. The results indicates that the round-trip efficiency drops with the growing energy density, while the levelized cost of storage firstly decreases as the round-trip efficiency drops and then slightly rises. The minimum case of levelized cost of storage is selected for investigation. In that case, solar heat input is 5.05 MW and solar energy utilization efficiency of Solar-PTES system is 35.7 %. The nitrogen mass flow rate is 27.54 kg/s. The round-trip efficiency, energy density and levelized cost of storage for Solar-PTES system are 68.1 %, 16.63 kWh/m3 and 0.143 & PLUSMN;0.023 $/kWh, respectively.

关键词： Solar energy utilization Pumped thermal electricity storage Parametric analysis multi-objective optimization

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