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Modelling stochastic decision systems using dependent-chance programming

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 1997年第1期101卷 193-203页

作者： Liu, BD Iwamura, K JOSAI UNIV DEPT MATHSAKADOSAITAMA 35002JAPAN ACAD SINICA INST SYST SCIBEIJING 100080PEOPLES R CHINA

This paper further discusses the techniques of dependent-chance programming, dependent-chance multiobjective programming and dependent-chance goal programming. Some illustrative examples are provided to show how to model complex stochastic decision systems by using dependent-chance programming and how to serve these models by employing a Monte Carlo simulation based genetic algorithm. (C) 1997 Elsevier Science B.V.

关键词： stochastic programming goal programming multiobjective programming dependent-chance programming genetic algorithm

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Land resources adaptation planning under changing climate - a study for the Mackenzie Basin

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RESOURCES CONSERVATION AND RECYCLING 1998年第2期24卷 95-119页

作者： Huang, GH Cohen, SJ Yin, YY Bass, B Univ Regina Fac Engn Environm Syst Engn Program Regina SK S4S 0A2 Canada

In the last decade, climate change has been one of the major concerns with regard to the health of the earth's ecosystem. The problem of a changing climate is related to not only climate, energy consumption and emissions of greenhouse gases, but also effects of such a change on the earth's ecosystems, resources and human settlements, as well as the need to reduce or avoid these effects. In this study, an inexact-fuzzy multiobjective programming model was proposed for adaptation planning of land resources management in the Mackenzie Basin under changing climate. This integrated adaptation planning enables the inclusion of systems interaction and feedback mechanisms and can therefore yield insights that scattered information cannot offer. Many sectors were considered, including agriculture, forest, wildlife habitat preservation, wetland preservation, hunting, recreation, and soil conservation, as well as their interactive relationships. The results indicate that uncertain, multiobjective, dynamic and interactive features of the study system have been effectively reflected. Temporal variations of land characteristics and and-use activities exist due to changes in climatic, economic and environmental conditions. However, through effective systems analysis and planning, the desired land-use patterns for adapting to the changing climate and compromising objectives from different stakeholders could be obtained. (C) 1998 Elsevier Science B.V. All rights reserved.

关键词： adaptation climate change land resources Mackenzie Basin multiobjective programming systems analysis uncertainty

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Optimizing dead mileage in urban bus routes through a nondominated solution approach

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 1999年第3期114卷 465-473页

作者： Prakash, S Balaji, BV Tuteja, D Birla Inst Technol & Sci Dept Math Comp Aided Housekeeping Unit Pilani 333031 Rajasthan India

The problem of determining nondominated schedules to take buses from depots to the starting points of their routes, spare capacity and the number of buses to be parked overnight at each depot is considered with two objectives without assigning priorities to them. The two objectives are to minimize the cumulative distance covered by all the buses and the maximum distance among the distances covered by individual buses from the depots to the starting points of their respective routes. An algorithm is developed to obtain the set of nondominated solutions of this two-objective problem. (C) 1999 Elsevier Science B.V. All rights reserved.

关键词： optimization multiobjective programming Pareto optimal dead mileage

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A multilevel and multistage efficiency evaluation of innovation systems: A multiobjective DEA approach

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EXPERT SYSTEMS WITH APPLICATIONS 2016年 62卷 63-80页

作者： Carayannis, Elias G. Grigoroudis, Evangelos Goletsis, Yorgos George Washington Univ Washington DC 20052 USA Tech Univ Crete Sch Prod Engn & Management GR-73100 Khania Greece Univ Ioannina Dept Econ GR-45110 Ioannina Greece

Evaluating the efficiency of innovation systems can serve as a substantial enabling tool for policymaking serving to identify best practices and develop potential improvements of actions and strategies. It also serves to provide valuable insight in understanding the nature and dynamics of innovation process at its different stages and levels. The main aim of the paper is to present an integrated assessment and classification framework for national and regional innovation efficiency. The proposed model is based on Data Envelopment Analysis and is formulated as a multiobjective mathematical program in order to consider the objectives and constraints of the different stages and levels of the innovation process. Additionally, the model copes with DEA inconsistencies when ratio measures are employed. In the second part of the study, a multicriteria decision aid approach, based on an ordinal regression model, is applied in order to study how environmental factors on innovation and entrepreneurship affect the estimated efficiency scores. The proposed approach is applied to a set of 23 European countries and their 185 corresponding regions. The results show that there are large differences regarding the efficiency scores of the different stages and levels, implying the existence of significant divergences from the expected norm concerning innovation efficiency. The contribution of the paper lies (i) in the proposed multiobjective model, which is able to model the multiple stages and levels of the innovation process and handle ratio measures without requiring the same set of inputs and outputs at different levels and (ii) in the presented application of the model in the efficiency evaluation of innovation systems, including a meta-analysis of the results based on the framework of the Quadruple Innovation Helix. Such an approach may provide a valuable tool for country/region comparison and policy formulation. (C) 2016 Elsevier Ltd. All rights reserved.

关键词： Data envelopment analysis multiobjective programming Multistage efficiency Multilevel efficiency Ordinal regression analysis Innovation systems

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Diagramming Qualitative Goals for multiobjective Project Selection in Large-Scale Systems

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SYSTEMS ENGINEERING 2011年第1期14卷 73-86页

作者： Martinez, Lauro J. Joshi, Nilesh N. Lambert, James H. Univ Virginia Dept Syst & Informat Engn Ctr Risk Management Engn Syst Charlottesville VA 22903 USA Morehead State Univ Dept Ind & Engn Technol Morehead KY 40351 USA Inst Tecnol Monterrey Monterrey Mexico

Allocating resources to competing projects is typically driven by multiple quantified objectives generated from the top-level goals of a large-scale system. Analytical tools to aid such allocations have a significant history with many existing methodologies, particularly for optimization and programming within a hierarchy of objective functions. However, the quantified objective functions are known to only partially represent the system goals, and significant challenges remain to preserve relevant considerations that resisted quantification. In particular, the patterns of allocation of resources across the goals may be important to decision-makers, since they could thereby address known, quantifiable issues with some consideration of unknown and emergent issues. This paper develops decision-aiding diagrams of top-level goals and resources that complement the existing multiobjective combinatorial optimization models, to better refine and choose among the optimization-generated portfolios of projects. Adapting existing path diagrams from the social sciences, the newly developed methodology can be subordinate to the generation of Pareto-optimal solutions via the optimization model. The application of path diagrams is demonstrated through a case study of allocating resources to a large-scale system of airports. (C) 2010 Wiley Periodicals, Inc. Syst Eng 14: 73-86, 2011

关键词： systems engineering multiobjective programming multiobjective combinatorial optimization path diagrams portfolio diversification interactive methods project selection

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Stochastic multi-objective tie-line power flow and frequency control in market clearing of multi-area electricity markets considering power system security

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IET GENERATION TRANSMISSION & DISTRIBUTION 2014年第12期8卷 1960-1978页

作者： Rabbanifar, Payam Jadid, Shahram Iran Univ Sci & Technol Ctr Excellence Power Syst Automat & Operat Dept Elect Engn Tehran Iran

This study formulates a security-constrained multi-objective framework with unit commitment in multi-area electricity markets for day-ahead joint market-clearing. The dynamic and inertial characteristics of the power system are derived and incorporated into the market-clearing procedure in order to preserve power system security from the frequency viewpoint. In addition, two novel objective functions (tie-flow deviation index and Rocof index) besides the frequency-dependent social welfare and frequency excursion index have been defined to control the static frequency, rate of change of frequency (Rocof) and also the tie-line power flows, following the occurrence of a contingency. Comprehensive analysis tools for multi-area power systems and also pre-and post-contingency intervals are presented to verify the characteristics of the proposed model. The developed multi-objective programming is analysed through two case studies, a three-area system scheduled over 1 h and the IEEE two-area reliability test system over 24 h. It has been shown that the scheduling of energy and reserve services can be performed more effectively if the system frequency is considered in the market-clearing process. The proposed model can reconcile the need for reasonable total generation cost with concern for the independent system operator's responsibilities about the pre- and post-contingency tie-line power flow control and system security.

关键词： power markets load flow control power generation dispatch power generation scheduling frequency control power generation reliability stochastic programming stochastic multiobjective tie-line power flow static frequency control multiarea electricity markets power system security security-constrained multiobjective framework unit commitment day-ahead joint market-clearing process objective functions tie-flow deviation index Rocof index frequency-dependent social welfare frequency excursion index rate of change of frequency multiarea power systems post-contingency intervals pre-contingency intervals multiobjective programming IEEE two-area reliability test system reserve services energy scheduling generation cost independent system operator post-contingency tie-line power flow control pre-contingency tie-line power flow control

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Nondifferentiable multiobjective symmetric dual programs over cones

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NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS 2011年第12期74卷 3861-3869页

作者： Gulati, T. R. Geeta Gupta, S. K. Indian Inst Technol Dept Math Roorkee 247667 Uttar Pradesh India Indian Inst Technol Dept Math Patna 800013 Bihar India

Wolfe and Mond-Weir type nondifferentiable multiobjective symmetric dual programs are formulated over arbitrary cones and appropriate duality theorems are established under K-preinvexity/K-convexity/pseudoinvexity ass... 详细信息

关键词： multiobjective programming Symmetric duality Nondifferentiable programming Support function Cones Efficient solutions

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multiobjective second-order symmetric duality with F-convexity

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2005年第3期165卷 585-591页

作者： Yang, XM Yang, XQ Teo, KL Hou, SH Hong Kong Polytech Univ Dept Appl Math Kowloon Hong Kong Peoples R China Chongqing Normal Univ Dept Math Chongqing 400047 Peoples R China

We suggest a pair of second-order symmetric dual programs in multiobjective nonlinear programming. For these second-order symmetric dual programs, we prove the weak, strong and converse duality theorems under F-convex... 详细信息

关键词： multiobjective programming second-order symmetric dual models duality theorems efficient solution F-convexity

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Optimal expansion of a drinking water infrastructure system with respect to carbon footprint, cost-effectiveness and water demand

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JOURNAL OF ENVIRONMENTAL MANAGEMENT 2012年 110卷 194-206页

作者： Chang, Ni-Bin Qi, Cheng Yang, Y. Jeffrey Univ Cent Florida Dept Civil Environm & Construct Engn Orlando FL 32816 USA Univ Cent Florida Dept Ind Engn & Management Syst Orlando FL 32816 USA US EPA Off Res & Dev Natl Risk Management Res Lab Cincinnati OH 45268 USA

Urban water infrastructure expansion requires careful long-term planning to reduce the risk from climate change during periods of both economic boom and recession. As part of the adaptation management strategies, capacity expansion in concert with other management alternatives responding to the population dynamics, ecological conservation, and water management policies should be systematically examined to balance the water supply and demand temporally and spatially with different scales. To mitigate the climate change impact, this practical implementation often requires a multiobjective decision analysis that introduces economic efficiencies and carbon-footprint matrices simultaneously. The optimal expansion strategies for a typical water infrastructure system in South Florida demonstrate the essence of the new philosophy. Within our case study, the multiobjective modeling framework uniquely features an integrated evaluation of transboundary surface and groundwater resources and quantitatively assesses the interdependencies among drinking water supply, wastewater reuse, and irrigation water permit transfer as the management options expand throughout varying dimensions. With the aid of a multistage planning methodology over the partitioned time horizon, such a systems analysis has resulted in a full-scale screening and sequencing of multiple competing objectives across a suite of management strategies. These strategies that prioritize 20 options provide a possible expansion schedule over the next 20 years that improve water infrastructure resilience and at low life-cycle costs. The proposed method is transformative to other applications of similar water infrastructure systems elsewhere in the world. (C) 2012 Elsevier Ltd. All rights reserved.

关键词： Water supply multiobjective programming Systems analysis Regionalization Carbon footprint Adaptive water resources management

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The role of demand response in single and multi-objective wind-thermal generation scheduling: A stochastic programming

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ENERGY 2014年 64卷 853-867页

作者： Falsafi, Hananeh Zakariazadeh, Alireza Jadid, Shahram Iran Univ Sci & Technol Dept Elect Engn Ctr Excellence Power Syst Automat & Operat POB *** Tehran Iran

This paper focuses on using DR (Demand Response) as a means to provide reserve in order to cover uncertainty in wind power forecasting in SG (Smart Grid) environment. The proposed stochastic model schedules energy and reserves provided by both of generating units and responsive loads in power systems with high penetration of wind power. This model is formulated as a two-stage stochastic programming, where first-stage is associated with electricity market, its rules and constraints and the second-stage is related to actual operation of the power system and its physical limitations in each scenario. The discrete retail customer responses to incentive-based DR programs are aggregated by DRPs (Demand Response Providers) and are submitted as a load change price and amount offer package to ISO (Independent System Operator). Also, price-based DR program behavior and random nature of wind power are modeled by price elasticity concept of the demand and normal probability distribution function, respectively. In the proposed model, DRPs can participate in energy market as well as reserve market and submit their offers to the wholesale electricity market. This approach is implemented on a modified IEEE 30-bus test system over a daily time horizon. The simulation results are analyzed in six different case studies. The cost, emission and multiobjective functions are optimized in both without and with DR cases. The multiobjective generation scheduling model is solved using augmented epsilon constraint method and the best solution can be chosen by Entropy and TOPSIS (Technique for Order Preference by Similarity to Ideal Solution) methods. The results indicate demand side participation in energy and reserve scheduling reduces the total operation costs and emissions. (C) 2013 Elsevier Ltd. All rights reserved.

关键词： Demand response Emission multiobjective programming Reserve Smart grid Wind power

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