We consider bilevel linear problems, where some parameters are stochas- tic, and the leader has to decide in a here-and-now fashion, while the fol- lower has complete information. In this setting, the leader's out...
详细信息
The paper deals with the day-ahead optimization of the operation of a local energy system consisting of photovoltaic units, energy storage systems and loads aimed to minimize the electricity procurement cost. The loca...
详细信息
ISBN:
(纸本)9781538651865
The paper deals with the day-ahead optimization of the operation of a local energy system consisting of photovoltaic units, energy storage systems and loads aimed to minimize the electricity procurement cost. The local energy system may refer either to a small industrial site or to a residential neighborhood. Two mixed integer linear programming models are adopted, each for a different representation of the battery: a simple energy balance constraint and the Kinetic Battery Model. The paper describes the generation of the scenarios, the construction of the scenario tree and the intraday decision-making procedure based on the solution of the multistage stochastic programming. More-over, the daily energy procurement costs calculated by using the stochastic programming approach are compared with those calculated by using the Monte Carlo method. The comparison is repeated for two different sizes of the battery and for two load profiles.
We propose a new fractional stochastic integer programming model for forestry revenue management. The model takes into account the main sources of uncertainties-wood prices and tree growth-and maximizes a reliability-...
详细信息
We propose a new fractional stochastic integer programming model for forestry revenue management. The model takes into account the main sources of uncertainties-wood prices and tree growth-and maximizes a reliability-to-stability revenue ratio that reflects two major goals pursued by forest owners. The model includes a joint chance constraint with multirow random technology matrix to account for reliability and a joint integrated chance constraint to account for stability. We propose a reformulation framework to obtain an equivalent mixed-integer linear programming formulation amenable to a numerical solution. We use a Boolean modeling framework to reformulate the chance constraint and a series of linearization techniques to handle the nonlinearities due to the joint integrated chance constraint, the fractional objective function, and the bilinear terms. The computational study attests that the reformulation of the model can handle large number of scenarios and can be solved efficiently for sizable forest harvesting problems.
A self-organizing migrating genetic algorithm(C-SOMGA) is developed for animal diet formulation. This paper presents animal diet formulation using stochastic and genetic algorithm. Bi-objective models for cost minimiz...
详细信息
ISBN:
(纸本)9789380544199
A self-organizing migrating genetic algorithm(C-SOMGA) is developed for animal diet formulation. This paper presents animal diet formulation using stochastic and genetic algorithm. Bi-objective models for cost minimization and shelf life maximization are developed. These objectives are achieved by combination of stochastic programming and C-SOMGA. stochastic programming is used to introduce nutrient variability for animal diet Self-organizing migrating genetic algorithm provides exact and quick solution and presents an innovative approach towards successful application of soli computing technique in the area of animal diet formulation.
This paper introduces a novel modelling of the economics of energy storages providing frequency containment reserves. The focus lies both on the practical operation of day-ahead markets and the stochastic and autocorr...
详细信息
ISBN:
(纸本)9781467384636
This paper introduces a novel modelling of the economics of energy storages providing frequency containment reserves. The focus lies both on the practical operation of day-ahead markets and the stochastic and autocorrelation characteristics of the grid frequency as they are practical concerns for any energy storage operator. Based on yearly series of grid-frequency measurements we put in light seasonal trends in the grid frequency. After having removed these trends we build an ARMA-GARCH model with fat-tail feature to explain the remaining autocorrelation. The overall model can be used to generate scenarios of 15-minute time-step frequency deviations and we explain how these scenarios can be used along with stochastic programming to dispatch and compute the revenues of a storage providing frequency containment reserves. By considering two different cases, battery storage and variable-speed pumped-storage, the paper emphasizes the importance of the technical characteristics of energy storages providing frequency containment reserves.
There is a need for energy storage to improve the efficiency and effectiveness of energy distribution with the increasing penetration of renewable energy sources. Among the various energy storage technologies being de...
详细信息
There is a need for energy storage to improve the efficiency and effectiveness of energy distribution with the increasing penetration of renewable energy sources. Among the various energy storage technologies being developed, 'power-to-gas' is one such concept which has gained interest due to its ability to provide long term energy storage and recover the energy stored through different energy recovery pathways. Incorporation of such systems within the energy infrastructure requires analysis of the key factors influencing the operation of electrolyzers and hydrogen storage. This study focusses on assessing the benefits power-to-gas energy storage while accounting for uncertainty in the following three key parameters that could influence the operation of the energy system: (1) hourly electricity price;(2) the number of fuel cell vehicles serviced;and (3) the amount of hydrogen refueled. An hourly time index is adopted to analyze how the energy hub should operate under uncertainty. The results show that there is a potential economic benefit for the power-to-gas system if it is modeled using the two-stage stochastic programming approach in comparison to a deterministic optimization study. The power-to-gas system also offers environmental benefits both from the perspective of the producer and end user of hydrogen.
Hubs are critical facilities in the power projection network. Due to the uncertainty factors such as terrorism threats, severe weather, and natural disasters, hub facilities may be disrupted randomly, which could lead...
详细信息
Hubs are critical facilities in the power projection network. Due to the uncertainty factors such as terrorism threats, severe weather, and natural disasters, hub facilities may be disrupted randomly, which could lead to excessive cost or loss in practice. One of the most effective ways to withstand and reduce the impact of disruptions is designing more resilient networks. In this paper, a stochastic programming model is employed for the hub location problem in the presence of random hub failures. A heuristic algorithm based on Monte Carlo method and tabu search is put forward to solve the model. The proposed approach is more general if there are numbers of hubs that would fail even with different failure probability. Compared with the benchmark model, the model which takes the factor of stochastic failure of hubs into account can give a more resilient power projection network.
In this article, we presents a two-stage stochastic programming model for the problem of designing a closed-loop supply chain network which is applicable in the context of modular structured products. The model accoun...
详细信息
In this article, we presents a two-stage stochastic programming model for the problem of designing a closed-loop supply chain network which is applicable in the context of modular structured products. The model accounts for uncertainty in the quality status of the return stream, modeled as binary scenarios for each component in the reverse bill of material corresponding to such products. The stochastic model is solved by the aid of an accelerated L-shaped algorithm by considering a reduced set of scenarios.
Interplanetary micro-spacecraft have been recently demonstrated for various missions. Orbital control of micro-spacecraft is challenging because the spacecraft systems have severe constraints. This paper presents a co...
详细信息
Interplanetary micro-spacecraft have been recently demonstrated for various missions. Orbital control of micro-spacecraft is challenging because the spacecraft systems have severe constraints. This paper presents a constrained optimal flyby guidance algorithm. We iteratively introduce two-stage stochastic programming and achieve rapid and global optimization by using delta-v mappings and cross-correlation technique, which is well-known in the field of image and signal processing. Finally, numerical examples and Monte-Carlo simulation show that the proposed algorithm is efficient in terms of the expected total delta-v.
A lot-sizing and scheduling problem with sequence-dependent setups is addressed in this paper. In the production system, manufactories receive raw materials from upstream sites, and after production, the final product...
详细信息
A lot-sizing and scheduling problem with sequence-dependent setups is addressed in this paper. In the production system, manufactories receive raw materials from upstream sites, and after production, the final products are shipped to downstream sites and customers. The key is to find a good production planning so that their cost is minimized. A two-stage stochastic programming model is formulated to minimize the total production, inventory and backorder costs. The first stage decides the baseline production including the production quantity of each product and the sequence of production while the second stage focuses on the possible updates of baseline production such as overtime production. The goal is to find the best sequence of production quantities under random demand with backorders allowed. Uncertainty is explicitly represented with a scenario tree then selecting the most representative scenarios in order to obtain a smaller subset while preserving essential properties. Both setup time and setup cost are product dependent. A case study for a manufacturing company producing braking equipment has been conducted to illustrate and validate the model. The results show that the stochastic model outperforms the deterministic model, especially when there are sufficient production resources. (C) 2016 Elsevier B.V. All rights reserved.
暂无评论