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Modeling Demand Uncertainty in two-Tier City Logistics Tactical Planning

TRANSPORTATION SCIENCE 2016年第2期50卷 559-578页

作者： Crainic, Teodor Gabriel Errico, Fausto Rei, Walter Ricciardi, Nicoletta Univ Quebec Dept Management & Technol Ecole Sci Gest Montreal PQ H3C 3P8 Canada Univ Montreal Ctr Interuniv Rech Reseaux Entreprise Logist & Tr Montreal PQ H3C 3J7 Canada Ecole Technol Super Dept Genie Construct Montreal PQ H3C 1K3 Canada Univ Roma La Sapienza Dept Sci Stat I-00185 Rome Italy

We consider the complex and not-yet-studied issue of building the tactical plan of a two-tiered city logistics system while explicitly accounting for the uncertainty in the forecast demand. We describe and formally define the problem and then propose a general modeling framework, which takes the form of a two-stage stochastic programming formulation, the first stage selecting the first-tier service network design and the general workloads of the intertier transfer facilities, and the second stage determines the actual vehicle routing on the second tier as well as some limited adjustments of the first-stage service design decisions. Four different strategies of adapting the plan to the observed demand are introduced together with the associated recourse formulations. These strategies are then experimentally compared through an evaluation procedure that, based on Monte Carlo principles, mimics the decision process of a priori planning followed by repetitively applying the adjusted plan to the periods of the planning horizon. The performances of the city logistics system under the adjustment strategies are contrasted through performance measures relative to the costs of operating the system, including those of additional vehicle capacity and movements required when the plan does not provide sufficient transportation means, the utilization of the various types of vehicles, the intensity of the vehicle presence within the city, and the utilization of the intertier transfer facilities. The comparisons are discussed both based on the numerical figures obtained through simulation and from the point of view of managerial insights into the implication for managing city logistics physical and human resources. The analysis emphasizes the interest of flexibility in managing resources and operations for the overall performance of the system, discusses the associated trade-offs, and underlines the benefits of consolidation in terms of system efficiency and impact on the city. The

关键词： city logistics advanced urban freight transportation demand uncertainty tactical planning two-stage stochastic programming Monte Carlo simulation

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Optimal Location-Allocation of TCSCs and Transmission Switch Placement Under High Penetration of Wind Power

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IEEE TRANSACTIONS ON POWER SYSTEMS 2017年第4期32卷 3006-3014页

作者： Ziaee, Omid Choobineh, Fred Univ Nebraska Dept Elect & Comp Engn Lincoln NE 68588 USA

We propose a stochastic mathematical program for finding the optimal location and compensation level of thyristor-controlled series compensators (TCSCs) and the optimal location of line switches in a transmission network. The combined uncertainty of the load and generation is captured by scenarios. The proposed problem has polynomial constraints, and we use the general linearization technique to linearize those constraints. The model becomes decomposable into a primal master and subprograms solvable by a branch-and-price procedure with the aid of column generation. The numerical results of implementing the model for the IEEE 118-bus test system show that combined investment in TCSCs and switches decreased the cost of energy and increased the penetration of wind energy more than individual investment of TCSCs or switches.

关键词： TCSC location-allocation transmission line switching two-stage stochastic programming wind power penetration

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Convergence of a Weighted Barrier Algorithm for stochastic Convex Quadratic Semidefinite Optimization

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JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 2023年第2期196卷 490-515页

作者： Alzalg, Baha Gafour, Asma Univ Jordan Dept Math Amman 11942 Jordan Ohio State Univ Dept Comp Sci & Engn Columbus OH 43210 USA Univ Djillali Liabes Sidi Bel Abbes Dept Math Sidi Bel Abbes 22038 Algeria

Mehrotra and ozevin (SIAM J Optim 19:1846-1880, 2009) computationally found that a weighted barrier decomposition algorithm for two-stage stochastic conic programs achieves significantly superior performance when compared to standard barrier decomposition algorithms existing in the literature. Inspired by this motivation, Mehrotra and ozevin (SIAM J Optim 20:2474-2486, 2010) theoretically analyzed the iteration complexity for a decomposition algorithm based on the weighted logarithmic barrier function for two-stage stochastic linear optimization with discrete support. In this paper, we extend the aforementioned theoretical paper and its self-concordance analysis from the polyhedral case to the semidefinite case and analyze the iteration complexity for a weighted logarithmic barrier decomposition algorithm for two-stage stochastic convex quadratic SDP with discrete support.

关键词： Quadratic semidefinite programming two-stage stochastic programming Large-scale optimization Interior-point methods Decomposition

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A practical assessment of risk-averse approaches in production lot-sizing problems

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INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH 2020年第9期58卷 2581-2603页

作者： Alem, Douglas Oliveira, Fabricio Peinado, Miguel Carrion Ruiz Univ Edinburgh Sch Business Management Sci & Business Econ Grp 29 Buccleuch Pl Edinburgh EH8 9JS Midlothian Scotland Aalto Univ Dept Math & Syst Anal POB 11100 Aalto 00076 Finland Univ Castilla La Mancha Dept Elect Engn Ave Carlos III S-N Toledo 45071 Spain

This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The extensive computational experiments based on different instances characteristics and on a case-study suggest that CVaR exhibits a good trade-off between risk and performance, followed by the semideviation and first-order stochastic dominance approach. For all approaches, enforcing risk-aversion helps to reduce the cost-standard deviation substantially, which is usually accomplished via increasing production rates. Overall, we can say that very risk-averse decision-makers would be willing to pay an increased price to have a much less risky solution given by CVaR. In less risk-averse settings, though, semideviation and first-order stochastic dominance can be appealing alternatives to provide significantly more stable production planning costs with a marginal increase of the expected costs.

关键词： lot-sizing two-stage stochastic programming risk-aversion CVaR semideviation first-order stochastic dominance second-order stochastic dominance

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A two-stage inexact joint-probabilistic programming method for air quality management under uncertainty

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JOURNAL OF ENVIRONMENTAL MANAGEMENT 2011年第3期92卷 813-826页

作者： Lv, Y. Huang, G. H. Li, Y. P. Yang, Z. F. Sun, W. N China Elect Power Univ SC Energy & Environm Res Acad Beijing 102206 Peoples R China Beijing Normal Univ Sch Environm State Key Lab Water Environm Simulat Beijing 100875 Peoples R China

A two-stage inexact joint-probabilistic programming (TIJP) method is developed for planning a regional air quality management system with multiple pollutants and multiple sources. The TIJP method incorporates the techniques of two-stage stochastic programming, joint-probabilistic constraint programming and interval mathematical programming, where uncertainties expressed as probability distributions and interval values can be addressed. Moreover, it can not only examine the risk of violating joint-probability constraints, but also account for economic penalties as corrective measures against any infeasibility. The developed TIJP method is applied to a case study of a regional air pollution control problem, where the air quality index (AQI) is introduced for evaluation of the integrated air quality management system associated with multiple pollutants. The joint-probability exists in the environmental constraints for AQI, such that individual probabilistic constraints for each pollutant can be efficiently incorporated within the TIJP model. The results indicate that useful solutions for air quality management practices have been generated;they can help decision makers to identify desired pollution abatement strategies with minimized system cost and maximized environmental efficiency. (c) 2010 Elsevier Ltd. All rights reserved.

关键词： Air quality Multiple pollutants two-stage stochastic programming Joint-probabilistic constraint Management Uncertainty

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stochastic refinery planning with risk management

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PETROLEUM SCIENCE AND TECHNOLOGY 2008年第14期26卷 1726-1740页

作者： Khor, C. S. Elkamel, A. Douglas, P. L. Univ Waterloo Dept Chem Engn Waterloo ON N2L 3G1 Canada Univ Teknol Petronas Chem Engn Programme Tronoh Malaysia

This work proposes a two-stage stochastic programming model with fixed recourse via scenario analysis with incorporation of risk management for an optimal midterm refinery planning that addresses three factors of uncertainties: prices of crude oil and saleable products (in the objective function), product demands (in the RHS coefficients), and product yields (in the LHS coefficients). Compensating slack variables and discrepancy costs are employed to explicitly account for constraints' violations to increase model tractability. Variance is adopted as the risk measure, with its shortcomings highlighted and mean-absolute deviation proposed as an improved alternative. A representative numerical example is illustrated.

关键词： mean-variance optimization under uncertainty refinery planning risk scenario analysis two-stage stochastic programming

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A stochastic model for operating room planning under capacity constraints

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INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH 2015年第24期53卷 7252-7270页

作者： Jebali, Aida Diabat, Ali Masdar Inst Sci Technol Dept Engn Syst & Management Abu Dhabi U Arab Emirates

The present paper describes a two-stage stochastic programme for operating room planning that takes into account capacity constraints of three hospital resources: operating rooms, beds in the intensive care unit (ICU) and beds in the ward (or medium care unit). Operating room planning consists of deciding on the elective surgeries to perform over each period of the planning horizon, while considering uncertainties related to surgery duration as well as patient length of stay in the ICU and the ward. Sample average approximation is then used to solve the planning problem, aiming to minimise the sum of patient-related costs and expected resource utilisation costs. Computational experiments are conducted to evaluate the performance of the proposed solution method. The obtained results highlight the robustness of operating room plans obtained by a stochastic approach, in comparison to those generated by a deterministic approach, and the importance of considering both ICU and ward beds in operating room planning.

关键词： operating room planning capacity constraints two-stage stochastic programming sample average approximation

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Handling financial risks in crude oil imports: Taking into account crude oil prices as well as country and transportation risks

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TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW 2020年第0期133卷 101824-000页

作者： Wang, Shuang Wallace, Stein W. Lu, Jing Gu, Yewen Dalian Maritime Univ Coll Transportat Engn Dalian Peoples R China NHH Norwegian Sch Econ Dept Business & Management Sci Bergen Norway

Financial risks related to crude oil imports are certainly affected by crude oil price uncertainty. Our question is: How important is it to take also physical risks, such as the crude oil exporters' political risks and transportation risks into account when controlling financial risks in line with the importer's risk attitude when planning crude oil imports and transportation at a tactical level? In this paper, two-stage stochastic programming models are proposed to illustrate the problem, and a numerical test is conducted to better understand the effects of physical risks. The mechanism for controlling risk will be forward physical contracts. The results show that the real financial risk is much higher than the importer might believe if physical risks are not considered. Unless the importer is risk neutral, more forward crude oil will be imported when physical risks are considered, and the distribution of forward crude oil will depend strongly on correlations among risks.

关键词： Crude oil imports Financial risks Oil prices Physical risks Forward physical contracts two-stage stochastic programming

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stochastic Unit Commitment with High-Penetration Offshore Wind Power Generation in Typhoon Scenarios

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Journal of Modern Power Systems and Clean Energy 2024年第2期12卷 535-546页

作者： Yanqi Liu Dundun Liu Hongcai Zhang State Key Laboratory of Internet of Things for Smart City and Department of Electrical and Computer Engineering University of MacaoMacao 999078China University of Macao Zhuhai UM Science and Technology Research Institute ZhuhaiChina

To tackle the energy crisis and climate change,wind farms are being heavily invested in across the *** China's coastal areas,there are abundant wind resources and numerous offshore wind farms are being *** secure operation of these wind farms may suffer from typhoons,and researchers have studied power system operation and resilience enhancement in typhoon ***,the intricate movement of a typhoon makes it challenging to evaluate its spatial-temporal *** published papers only consider predefined typhoon trajectories neglecting *** address this challenge,this study proposes a stochastic unit commitment model that incorporates high-penetration offshore wind power generation in typhoon *** adopts a data-driven method to describe the uncertainties of typhoon trajectories and considers the realistic anti-typhoon mode in offshore wind farms.A two-stage stochastic unit commitment model is designed to enhance power system resilience in typhoon *** formulate the model into a mixed-integer linear programming problem and then solve it based on the computationally-efficient progressive hedging algorithm(PHA).Finally,numerical experiments validate the effectiveness of the proposed method.

关键词： Unit commitment two-stage stochastic programming offshore wind farm typhoon

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Whole-lifetime Coordinated Service Strategy for Battery Energy Storage System Considering Multi-stage Battery Aging Characteristics

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Journal of Modern Power Systems and Clean Energy 2022年第3期10卷 689-699页

作者： Feilong Fan Yan Xu Rui Zhang Tong Wan IEEE Energy Research Institute@NTU Nanyang Technological UniversitySingapore College of Smart Energy Shanghai Jiao Tong UniversityShanghaiChina School of Electrical and Electronic Engineering Nanyang Technological UniversitySingapore The University of New South Wales SydneyAustralia University of Sydney SydneyAustralia

One battery energy storage system(BESS)can be used to provide different services,such as energy arbitrage(EA)and frequency regulation(FR)support,etc.,which have different revenues and lead to different battery degradation *** paper proposes a whole-lifetime coordinated service strategy to maximize the total operation profit of BESS.A multi-stage battery aging model is developed to characterize the battery aging rates during the whole *** the uncertainty of electricity price in EA service and frequency deviation in FR service,the whole problem is formulated as a twostage stochastic programming *** the first stage,the optimal service switching scheme between the EA and FR services are formulated to maximize the expected value of the whole-lifetime operation *** the second stage,the output power of BESS in EA service is optimized according to the electricity price in the hourly timescale,whereas the output power of BESS in FR service is directly determined according to the frequency deviation in the second *** above optimization problem is then converted as a deterministic mixed-integer nonlinear programming(MINLP)model with bilinear *** Cormick envelopes and a bound tightening algorithm are used to solve *** simulation is carried out to validate the effectiveness and advantages of the proposed strategy.

关键词： Battery energy storage system(BESS) wholelifetime coordinated service multi-stage battery aging model two-stage stochastic programming mixed-integer nonlinear programming(MINLP)

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