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Photovoltaic power plants: a multicriteria approach to investment decisions and a case study in western Spain

ANNALS OF OPERATIONS RESEARCH 2016年第1-2期245卷 163-175页

作者： Garcia-Bernabeu, Ana Benito, Antonio Bravo, Mila Pla-Santamaria, David Univ Politecn Valencia Valencia Spain

This paper proposes a compromise programming (CP) model to help investors decide whether to construct photovoltaic power plants with government financial support. For this purpose, we simulate an agreement between the government, who pursues political prices (guaranteed prices) as low as possible, and the project sponsor who wants returns (stochastic cash flows) as high as possible. The sponsor's decision depends on the positive or negative result of this simulation, the resulting simulated price being compared to the effective guaranteed price established by the country legislation for photovoltaic energy. To undertake the simulation, the CP model articulates variables such as ranges of guaranteed prices, technical characteristics of the plant, expected energy to be generated over the investment life, investment cost, cash flow probabilities, and others. To determine the CP metric, risk aversion is assumed. As an actual application, a case study on photovoltaic power investment in Extremadura, western Spain, is developed in detail.

关键词： compromise programming Renewable energy Guaranteed prices Stochastic cash flows Multicriteria decision making analysis

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A multicriteria approach to manage credit risk under strict uncertainty

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TOP 2021年第2期29卷 494-523页

作者： Pla-Santamaria, David Bravo, Mila Reig-Mullor, Javier Molina, Francisco Salas Univ Politecn Valencia Alcoy 03801 Spain Univ Politecn Valencia CEGEA Ctr Business Management Res Alcoy 03801 Spain Univ Miguel Hernandez Elche Spain Univ Valencia Av Tarongers S-N Valencia 46022 Spain

Assessing the ability of applicants to repay their loans is generally recognized as a critical task in credit risk management. Credit managers rely on financial and market information, usually in the form of ratios, to estimate the quality of credit applicants. However, there is no guarantee that a given set of ratios contains the information needed for credit classification. Decision rules under strict uncertainty aim to mitigate this drawback. In this paper, we propose the use of a moderate pessimism decision rule combined with dimensionality reduction techniques and compromise programming. Moderate pessimism ensures that neither extreme optimistic nor pessimistic decisions are taken. Dimensionality reduction from a set of ratios facilitates the extraction of the relevant information. compromise programming allows to find a balance between quality of debt and risk concentration. Our model produces two critical outputs: a quality assessment and the optimum allocation of funds. To illustrate our multicriteria approach, we include a case study on 29 firms listed in the Spanish stock market. Our results show that dimensionality reduction contributes to avoid redundancy and that quality-diversification optimization is able to produce budget allocations with a reduced number of firms.

关键词： Moderate pessimism decision-making Finance and banking Financial modeling compromise programming

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Methodology and software solutions for multicriteria evaluation of floodplain retention suitability

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CARTOGRAPHY AND GEOGRAPHIC INFORMATION SCIENCE 2016年第4期43卷 301-320页

作者： Vogel, Rico Leibniz Inst Ecol Urban & Reg Dev Dresden Germany Wood & Forestry Competence Ctr Unit FGIS Mapping Surveying Publ Enterprise Sachsenforst Bonnewitzer Str 34 D-01796 Pirna Germany

Extreme flood events often have adverse effects for people living near or within areas at risk. Reactivating morphological river floodplains for flood retention measures can substantially reduce flood wave peaks and the negative flooding consequences. This article accordingly focuses on a methodology for identifying suitable locations for such measures by spatial multi-criteria evaluation (MCE). compromise programming (CP) and the analytic hierarchy process (AHP) are core methodological components. Furthermore, this methodology is based on impact analysis and draws on expert knowledge. This article also deals with software tools that support the operationalization of methodological components. Data harmonization algorithms are implemented as geoprocessing tools. Both CP and AHP are designed as software providing graphical user interfaces (GUIs). While an extension integrates CP into a geoinformation system, AHP is realized as a web application enabling participation of expert practitioners. The methodological components are operationalized through an example on the floodplains of the German river Elbe.

关键词： Multicriteria evaluation flood retention analytic hierarchy process compromise programming software development web application GIS extension

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Selecting the CP metric: A risk aversion approach

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 1997年第3期97卷 593-596页

作者： Ballestero, E E.T.S.I. Agrónomos Dpto. Economía y C. Sociales Agrarias Avda. Complutense s / n Ciudad Universitaria 28040 Madrid Spain

Through a linkage between Arrow's risk theory and compromise programming we obtain a reliable specification of the metric defining the compromise distance from a point to the ideal point in the n-attribute space. ... 详细信息

关键词： compromise programming risk theory

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The multiple criteria analysis tool (MCAT): A new software tool to support environmental investment decision making

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ENVIRONMENTAL MODELLING & SOFTWARE 2009年第2期24卷 153-164页

作者： Marinoni, O. Higgins, A. Hajkowicz, S. Collins, K. CSIRO Sustainable Ecosyst St Lucia Qld 4067 Australia

This article describes a decision support software system referred to as the multiple criteria analysis tool (MCAT). MCAT identifies a portfolio of decision options that return a maximum aggregated benefit under a constrained budget. Benefits scores of decision options - which we will refer to as projects - are computed using multiple criteria analysis whereas in a subsequent step, binary combinatorial optimisation is employed to identify the combination of projects that return a maximised aggregated benefit subject to a constraint. MCAT has primarily been developed to be used in natural resource management contexts. Though we illustrate MCAT through three Australian natural resource management case studies its use is explicitly not restricted to environmental decision problems. Wherever multi-criteria analysis (MCA) is regarded to be a suitable approach to evaluate decision options subject to a budget constraint, MCAT can be applied. We therefore believe that MCAT has potential for widespread application. It can help improve the transparency, analytic rigour and auditability of investment decisions. Crown Copyright (C) 2008 Published by Elsevier Ltd. All rights reserved.

关键词： Water management Portfolio optimisation Knapsack Meta-heuristics Multi-criteria analysis compromise programming

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Multi-objective stochastic programming for portfolio selection

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2007年第3期177卷 1811-1823页

作者： Ben Abdelaziz, Fouad Aouni, Belaid El Fayedh, Rimeh Univ Tunis Lab LARODEC Inst Super Gest Tunis Tunisia Laurentian Univ Decis Aid Res Grp Sch Commerce & Adm Sudbury ON P3E 2C6 Canada

Generally, in the portfolio selection problem the Decision Maker (DM) considers simultaneously conflicting objectives such as rate of return, liquidity and risk. Multi-objective programming techniques such as goal programming (GP) and compromise programming (CP) are used to choose the portfolio best satisfying the DM's aspirations and preferences. In this article, we assume that the parameters associated with the objectives are random and normally distributed. We propose a chance constrained compromise programming model (CCCP) as a deterministic transformation to multi-objective stochastic programming portfolio model. CCCP is based on CP and chance constrained programming (CCP) models. The proposed program is illustrated by means of a portfolio selection problem from the Tunisian stock exchange market. (c) 2005 Elsevier B.V. All rights reserved.

关键词： goal programming compromise programming chance constrained programming chance constrained compromise programming portfolio selection

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Extension of VIKOR method for decision making problem with interval numbers

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APPLIED MATHEMATICAL MODELLING 2009年第5期33卷 2257-2262页

作者： Sayadi, Mohammad Kazem Heydari, Majeed Shahanaghi, Kamran Iran Univ Sci & Technol Dept Ind Engn Tehran Iran

The VIKOR method was developed for multi-criteria optimization of complex systems. It determines the compromise ranking list and the compromise solution obtained with the initial (given) weights. This method focuses on ranking and selecting from a set of alternatives in the presence of conflicting criteria. It introduces the multi-criteria ranking index based on the particular measure of "closeness" to the "ideal" solution. The aim of this paper is to extend the VIKOR method for decision making problems with interval number. The extended VIKOR method's ranking is obtained through comparison of interval numbers and for doing the comparisons between intervals, we introduce x as optimism level of decision maker. Finally, a numerical example illustrates and clarifies the main results developed in this paper. (c) 2008 Elsevier Inc. All rights reserved.

关键词： Multi-criteria decision making (MCDM) Interval number Interval ranking compromise programming VIKOR method

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EXTENDED VIKOR AS A NEW METHOD FOR SOLVING MULTIPLE OBJECTIVE LARGE-SCALE NONLINEAR programming PROBLEMS

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RAIRO-OPERATIONS RESEARCH 2010年第2期44卷 139-152页

作者： Heydari, Majeed Sayadi, Mohammad Kazem Shahanaghi, Kamran Iran Univ Sci & Technol Dept Ind Engn Tehran Iran

The VIKOR method was introduced as a Multi-Attribute Decision Making (MADM) method to solve discrete decision-making problems with incommensurable and conflicting criteria. This method focuses on ranking and selecting from a set of alternatives based on the particular measure of "closeness" to the "ideal" solution. The multi-criteria measure for compromise ranking is developed from the l-p metric used as an aggregating function in a compromise programming method. In this paper, the VIKOR method is extended to solve Multi-Objective Large-Scale Non-Linear programming (MOLSNLP) problems with block angular structure. In the proposed approach, the Y-dimensional objective space is reduced into a one-dimensional space by applying the Dantzig-Wolfe decomposition algorithm as well as extending the concepts of VIKOR method for decision-making in continues environment. Finally, a numerical example is given to illustrate and clarify the main results developed in this paper.

关键词： Large-scale systems multi-criteria decision making nonlinear programming compromise programming ideal solution VIKOR method

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Heat Transfer and Flow Characteristics of Nanofluid in a Narrow Annulus: Numerical Study, Modelling and Optimisation

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CANADIAN JOURNAL OF CHEMICAL ENGINEERING 2014年第4期92卷 747-757页

作者： Bahiraei, Mehdi Hosseinalipour, Seyed Mostafa Hangi, Morteza Kermanshah Univ Technol Dept Energy Kermanshah Iran Iran Univ Sci & Technol Sch Mech Engn CFD Lab Tehran Iran Iran Univ Sci & Technol Sch Mech Engn CAE Ctr Tehran Iran

This study attempts to evaluate the flow and heat transfer characteristics of water-Al2O3 nanofluid in a narrow annulus. The effects of volume fraction, the size of particles and the ratio of inner wall heat flux to outer wall heat flux were investigated on the convective heat transfer coefficients and friction coefficients at inner and outer walls of the annulus. Using smaller particles caused a greater heat transfer coefficient. Meanwhile, at higher volume fractions, changing the size of particles led to more considerable changes in the convective heat transfer coefficient and friction coefficient. As per the observation made, the value of heat transfer coefficient at the inner wall was larger than that of the outer wall. In contrast with the results of applying constant properties, changing the volume fraction will change the friction coefficient in the case of using variable properties. Moreover, genetic algorithm was used in combination with compromise programming in order to find the optimum values of the input parameters using neural network correlation.

关键词： heat transfer annulus nanofluid neural network compromise programming

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A spatial analysis of the economic and ecological efficacy of land retirement

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ENVIRONMENTAL MODELING & ASSESSMENT 2004年第2期9卷 65-75页

作者： Marshall, EP Homans, FR Univ Minnesota Dept Appl Econ ClaOff 217 St Paul MN 55108 USA Penn State Univ Dept Agr Econ & Rural Sociol University Pk PA 16802 USA

This paper uses a cellular automata simulation model of a hypothetical landscape to investigate the role of location as it relates to the efficacy of land retirement in achieving two environmental goals: hydrological improvement and habitat improvement. Statistical analysis of simulation results is used to show how absolute and relative location relate to achievement of these objectives. Linear and nonlinear compromise programming frameworks then combine these two environmental objectives and a cost minimization objective into a measure that allows decision- makers to rank the desirability of different retirement strategies. These frameworks are explored to determine what each implies about the tradeoffs that must be made among objectives and among the spatial land parcel characteristics that contribute to those objectives.

关键词： land retirement cellular automata compromise programming

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