Hydropower producers participate in electricity markets by providing bids in market auctions, typically day-ahead. Making good bids that obey all market rules and consider uncertain prices for large, interconnected hy...
详细信息
Hydropower producers participate in electricity markets by providing bids in market auctions, typically day-ahead. Making good bids that obey all market rules and consider uncertain prices for large, interconnected hydropower watercourses is challenging. This investigation aims to find bidding strategies that attend to the market aspects and all constraints relevant to short-term hydropower production. We present a stochastic mixed-integer nonlinear model and a nonlinear heuristic method for the bidding optimization problem and show a comparison of the model's performance in two case studies. The comparison of the two models shows that their results are close and that the heuristic method can reach the optimal solution after a few iterations. The numerical experiments are also compared with results from the Short-term Hydro Optimization Program (SHOP), which is a piece of software used for operational planning in the Nordic electricity market.
A multistage multiobjective decision problem is formulated as a nonlinear goal programming model. The solution algorithm which uses Box-Complex method is presented. The model formation and computational aspects are il...
详细信息
A multistage multiobjective decision problem is formulated as a nonlinear goal programming model. The solution algorithm which uses Box-Complex method is presented. The model formation and computational aspects are illustrated on the integrated grouping and loading problem of a flexible manufacturing system.
This work intends to present and to analyze a new penalty method that purposes to solve the general nonlinear programming problem subject to inequality constraints. The proposed method has the important feature of bei...
详细信息
This work intends to present and to analyze a new penalty method that purposes to solve the general nonlinear programming problem subject to inequality constraints. The proposed method has the important feature of being completely differentiable and combines features of both exterior and interior penalty methods. Numerical results for some problems are commented on. International Federation of Operational Research Societies 2001.
Many nonlinear optimization problems are not unimodal, and only local optima can be obtained using gradient algorithms. A heuristic method, Modeling to Generate Alternatives (MGA), is introduced as a method for use in...
详细信息
In this paper we consider a nonlinear program with mixed constraints and we establish that the following theorems are true in more weak conditions as those known in literature: 1) the sufficiency of the Karush-Kuhn-Tu...
详细信息
In this paper, we propose a new multiattribute decision making (MADM) method based on the proposed nonlinear programming methodology, the Euclidean distance between interval-valued intuitionistic fuzzy values (IVIFVs)...
详细信息
This paper presents an improved particle swarm optimization for solving interval nonlinear programming, and considers the nonlinear programming problem, which is based on immune algorithm. And can make the particles o...
详细信息
A generalized equilibrium (GE) for finite n-person normal form games is defined as a collection of mixed strategies with the following property: no player in some subset B of the players can achieve a better expected ...
详细信息
A generalized equilibrium (GE) for finite n-person normal form games is defined as a collection of mixed strategies with the following property: no player in some subset B of the players can achieve a better expected payoff if players in an associated set G change strategies unilaterally. A GE is proved to exist for a game if and only if the maximum objective function value of a certain nonlinear programming problem is zero, in which case the solution to the nonlinear program yields a GE.
We provide a theoretical basis for approximating the sensitivity of a perturbed solution and the local optimal value function, using information generated by a sequential unconstrained minimization technique in the no...
详细信息
暂无评论