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A parametric characterization of mean-variance efficient solutions for general feasible action sets

Journal of Multi-Criteria Decision Analysis 1998年第2期7卷 109-119页

作者： White, D.J. Department of Decision Theory University of Manchester Manchester United Kingdom

In this paper we show how the mean-variance efficient solution problem may be converted to a parametric efficient solution problem with objective functions affine in the mean and second moment of the random variable of concern. Some potential uses are considered, the relationship with some other work is examined and two potential applications are given. © 1998 John Wiley & Sons, Ltd.

关键词： Efficient solutions Epsilon-efficient solutions Mean-variance parametric programming

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A multi-objective evolutionary approach for nonlinear constrained optimization with fuzzy costs

A multi-objective evolutionary approach for nonlinear constr...

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IEEE International Conference on Systems, Man and Cybernetics

作者： Jiménez, F Sánchez, G Cadenas, JM Gómez-Skarmeta, AF Verdegay, JL Univ Murcia Murcia Spain

ISBN: (纸本)0780385667

In Fuzzy Optimization is desirable that fuzzy solutions can be really attained because then the decision maker will be able of making a decision "a posteriori" according to the current decision environment. In this way, no more runs of the optimization technique are needed when decision environment changes or when decisor requires check out several decisions in order to stablish the more appropriates. In this sense, Multi-objective optimization is similar to Fuzzy optimization, since it's also desirable to capture the Pareto front composing the solution. Multi-objective Evolutionary Algorithms have been shown in the last few years as powerfull techniques to solve multi-objective optimization problems because they can search for multiple Pareto solutions in a single run of the algorithm. In this contribution we first introduce a multi-objective approach for nonlinear constrained optimization problems with fuzzy costs, and then all "ad hoc" multi-objective evolutionary algorithm to solve the former problem. A case-study of a fuzzy optimization problem arising in some import-export companies in the south of Spain is analised and the proposed solutions from the evolutionary algorithm here considered are shown.

关键词： Soft Computing fuzzy nonlinear optimization parametric programming multi-objective optimization evolutionary computation

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SENSITIVITY OF LINEAR-PROGRAMS TO RELATED CHANGES IN MULTIPLE INPUTS

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DECISION SCIENCES 1993年第4期24卷 879-891页

作者： SCHENKERMAN, S UNIV BRIDGEPORT COLL BUSINESSBRIDGEPORTCT 06601 USA

In a 1991 paper in Decision Sciences, Camm and Burwell presented small modeling techniques for obtaining the sensitivity of linear programs to simultaneous common changes in common inputs. This note addresses sensitivity analysis of simultaneous related changes in multiple inputs, and shows how related multi-parametric analysis can be performed with software that has no or only limited parametric programming capability.

关键词： Linear programming parametric programming and Sensitivity Analysis

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Low-Carbon Economic Dispatch of Bulk Power Systems Using Nash Bargaining Game

Low-Carbon Economic Dispatch of Bulk Power Systems Using Nas...

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IEEE-Power-and-Energy-Society General Meeting (PESGM)

作者： Li, Xuyang Ruan, Guangchun Zhong, Haiwang Tsinghua Univ Dept Elect Engn Beijing 100084 Peoples R China

ISBN: (纸本)9781665464413

Decarbonization of power systems plays a crucial role in achieving carbon neutral goals across the globe, but there exists a sharp contradiction between the emission reduction and levelized generation cost. Therefore, it is of great importance for power system operators to take economic as well as low-carbon factors into account. This paper establishes a low-carbon economic dispatch model of bulk power systems based on Nash bargaining game, which derives a Nash bargaining solution making a reasonable trade-off between economic and low-carbon objectives. Because the Nash bargaining solution satisfies Pareto effectiveness, we analyze the computational complexity of Pareto frontiers with parametric linear programming and interpret the inefficiency of the method. Instead, we assign a group of dynamic weights in the objective function of the proposed low-carbon economic dispatch model so as to improve the computational efficiency by decoupling time periods and avoiding the complete computation of Pareto frontiers. In the end, we validate the proposed model and the algorithm by a realistic nationwide simulation in mainland China.

关键词： carbon neutral game theory parametric programming Pareto frontier

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Analytic description to the fuzzy efficiencies in fuzzy standard Data Envelopment Analysis 8

Analytic description to the fuzzy efficiencies in fuzzy stan...

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8th International Conference on Information Technology and Quantitative Management (ITQM) - Developing Global Digital Economy after COVID-19

作者： Stanojevic, Bogdana Stanojevic, Milan Serbian Acad Arts & Sci Math Inst Kneza Mihaila 36 Belgrade 11000 Serbia Univ Belgrade Fac Org Sci Jove Ilica 154 Belgrade 11000 Serbia

In this paper we show how a parametric discussion on the optimal objective values to two mathematical models involved in a fuzzy standard data envelopment analysis can provide an analytic description to the membership functions of the fuzzy efficiencies of the decision-making units. We recall the mathematical models under discussion from the literature, but we approach them from a novel perspective, thus providing an analytical alternative to the numerical methods used so far in the literature. (C) 2021 The Authors. Published by Elsevier B.V.

关键词： Data envelopment analysis fuzzy efficiency parametric programming

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Automatic Generation of NC Programs for Cylinder-type Parts

Automatic Generation of NC Programs for Cylinder-type Parts

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International Conference on Advanced Mechanical Engineering (AME 2010)

作者： Cao, Zhongliang Zhang, Xutang Yan, Yaxin Chen, Xiaofeng Qiqihar Univ Sch Mechatron Qiqihar Peoples R China Harbin Inst Technol Sch Mechatron Harbin Peoples R China Harbin Inst Technol Sch Management Harbin 150001 Peoples R China

ISBN: (纸本)9780878492497

A new machining feature model for cylinder-type parts is proposed. Through the use of the model in process planning, the NC program can be generated by modular approach. NC machining feature classification based process design method is a good solution to the integration of the traditional and NC processes. With the machining feature as unit, parametric programming technique is applied to the NC code generation which can improve the efficiency and quality of the NC program design. The proposed method has been practically demonstrated in the enterprise information system.

关键词： process planning machining feature NC program parametric programming feature information extraction

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Sharing Distributed Energy Storages with Virtual Power Plants

Sharing Distributed Energy Storages with Virtual Power Plant...

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IEEE-Power-and-Energy-Society General Meeting (PESGM)

作者： Tang, Wenjun Guo, Ye Sun, Hongbin Tsinghua Univ Tsinghua Berkeley Shenzhen Inst TBSI Shenzhen 518055 Peoples R China Tsinghua Univ Dept Elect Engn Beijing 100084 Peoples R China

ISBN: (纸本)9781665405072

To fully utilize the advantage of Distributed Energy Storage System (DESS)'s excellent regulation rate, a battery capacity sharing mechanism is studied. We try to figure out a win-win solution to prosumers with DESS and virtual power plants (VPPs). The pay-off models of prosumers and VPP operators are analyzed in details, e.g., the consumption satisfaction and demand response (DR) participation of prosumers and market participation profits of VPPs. parametric programming is employed to estimate the willingness of the sharing, which thus generates the demand and supply curves. The multi-multi interactive trading is made accordingly with the social welfare maximized. We test the proposed mechanism and scheme with the data modified by the realistic information. The results demonstrate good performance on the efficiency of the trading and the cost.

关键词： Virtual power plant energy storage energy sharing parametric programming market equilibrium

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Mean-Entropy Model for Portfolio Selection with Type-2 Fuzzy Returns

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7th International Conference on Intelligent Computing (ICIC)

作者： Liu, Ying Chen, Yanju Hebei Univ Coll Math & Comp Sci Baoding 071002 Hebei Peoples R China

ISBN: (纸本)9783642245527

Entropy is a measurement of the degree of uncertainty. Mean-entropy method can be used for modeling the choice among uncertain outcomes. In this paper, we consider the portfolio selection problem under the assumption that security returns are characterized by type-2 fuzzy variables. Since the expectation and entropy of type-2 fuzzy variables haven't been well defined, type-2 fuzzy variables need to be reduced firstly. Then we propose a mean-entropy model with reduced variables. To solve the proposed model, we use the entropy formula of reduced fuzzy variable and transform the mean-entropy model to its equivalent parametric form, which can be solved by standard optimization solver.

关键词： Mean-entropy model Portfolio selection Type-2 Fuzzy variable Mean reduction parametric programming

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FUZZY DYNAMIC FAULT TREE ANALYSIS OF HYDRAULIC SYSTEM OF CNC MACHINING CENTER

FUZZY DYNAMIC FAULT TREE ANALYSIS OF HYDRAULIC SYSTEM OF CNC...

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ASME International Design Engineering Technical Conferences / Computers and Information in Engineering Conference (IDETC/CIE)

作者： Li, Yan-Feng Sun, Jian Li, Haiqing Huang, Hong-Zhong Liu, Yu Univ Elect Sci & Technol China Sch Mechatron Engn Chengdu 611731 Sichuan Peoples R China

ISBN: (纸本)9780791854846

Fault tree analysis (FTA), as an effective reliability assessment tool, is a widely used in analyzing the risk and reliability of large scale and complex engineering systems. Dynamic fault tree analysis (DFTA) extends the static fault tree by defining additional gates to model the complicated interactions, and in most case, Markov models can be used to solve dynamic gates. In many real systems, it is quite difficult to evaluate the probability of failure events preciously due to many uncertainty factors. To account for the uncertainty resulting from the lack of sufficient data or the subjective adjustments from experts, a fuzzy dynamic fault tree model is proposed to assess the system reliability when acquiring precious probability of failure event is impossible. With the aim of obtaining the membership function of the fuzzy probability of the top event, the extension principle is employed. The proposed method and algorithm are demonstrated by a case study of the hydraulic system of a specific CNC machining center.

关键词： Fault tree analysis Dynamic fault tree Fuzzy number Fuzzy markov model parametric programming

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ALLOCATIVE COST OF WEIGHTED DISCRIMINATION

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MATHEMATICAL SOCIAL SCIENCES 1987年第1期14卷 51-57页

作者： VANMOESEKE, P MASSEY UNIV DEPT ECONPALMERSTON NORTHNEW ZEALAND

Discrimination, whether of the reverse of the usual kind, distorts the allocation of resources in favour of, respectively against, the group or individual concerned. Affirmative action and institutional distinction extraneous to work performance are examples where more weight is attached to the agent's subsequent output than is warranted by its intrinsic merit. We introduce this extra weight as a discrimination factor and propose a method of measuring the allocative effect on resources. Inasmuch as the discrimination factor measures a bias in the agent's behavior setting the article is relevant to eco-behavioral research.

关键词： Separable programming parametric programming discrimination behavior settings

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