In this paper, a multi-item inventory model with storage space, number of orders and production cost as constraints are developed in both crisp and fuzzy environment. In most of the real world situations the cost para...In this paper, a multi-item inventory model with storage space, number of orders and production cost as constraints are developed in both crisp and fuzzy environment. In most of the real world situations the cost parameters, the objective functions and constraints of the decision makers are imprecise in nature. This model is solved with shortages and the unit cost dependent demand is assumed. Hence the cost parameters are imposed here in fuzzy environment. This model has been solved by Kuhn-Tucker conditions method. The results for the model without shortages are obtained as a particular case. The model is illustrated with numerical example.展开更多
The Kuhn-Tucker conditions have been used to derive many significant results in economics. However, thus far, their derivation has been a little bit troublesome. The author directly derives the Kuhn-Tucker conditions ...The Kuhn-Tucker conditions have been used to derive many significant results in economics. However, thus far, their derivation has been a little bit troublesome. The author directly derives the Kuhn-Tucker conditions by applying a corollary of Farkas’s lemma under the Mangasarian-Fromovitz constraint qualification and shows the boundedness of Lagrange multipliers.展开更多
In this paper, both Fritz John and Karush-Kuhn-Tucker necessary optimality conditions are established for a (weakly) LU-efficient solution in the considered nonsmooth multiobjective programming problem with the mult...In this paper, both Fritz John and Karush-Kuhn-Tucker necessary optimality conditions are established for a (weakly) LU-efficient solution in the considered nonsmooth multiobjective programming problem with the multiple interval-objective function. Further, the sufficient optimality conditions for a (weakly) LU-efficient solution and several duality results in Mond-Weir sense are proved under assumptions that the functions constituting the considered nondifferentiable multiobjective programming problem with the multiple interval- objective function are convex.展开更多
为激励移动式储能系统(mobile energy storage system,MESS)参与电力市场,并在增加自身盈利的同时,在一定程度上缓解电力阻塞,计及转移效用与不确定性,提出一种MESS日前日内两阶段市场竞标策略。首先,在日前阶段,构建MESS参与电力市场...为激励移动式储能系统(mobile energy storage system,MESS)参与电力市场,并在增加自身盈利的同时,在一定程度上缓解电力阻塞,计及转移效用与不确定性,提出一种MESS日前日内两阶段市场竞标策略。首先,在日前阶段,构建MESS参与电力市场双层投标模型,上层旨在决策MESS的时空分布及功率,下层为电力市场出清模型;其次,在日内阶段,采用多场景随机优化方法模拟、分析日内不确定性,并以日前荷电水平和转移计划为参考,基于模型预测控制方法构建MESS参与日内电力市场双层投标模型,上层旨在动态调整MESS实时功率,下层亦为电力市场出清模型;进一步,利用KKT条件和互补松弛理论将双层竞标模型转化为单层线性优化模型,以实现高效求解;最后,以国内某城域互联电力交通网络设计典型仿真案例。仿真结果表明,所提策略能够实现可调配资源的最大化利用,有效缓解电力系统输电阻塞,促进清洁能源消纳。展开更多
Five kinds of cones are introduced, which are used to establish the constraints qualifications, under which the generalized Kuhn-Tucker necessary conditions are developed for a class of generalized (h,φ)-differentiab...Five kinds of cones are introduced, which are used to establish the constraints qualifications, under which the generalized Kuhn-Tucker necessary conditions are developed for a class of generalized (h,φ)-differentiable single-objective and multiobjective programming problems by using Motzkin's alternative theorem and Ben-Tal generalized algebraic operations.展开更多
针对飞机编队协同干扰组网雷达系统的资源分配问题,提出了一种联合目标选择与功率分配的自适应调度(adaptive scheduling method of joint target selection and power allocation,JTAPM)方法,其核心是通过实时调度干扰机的波束和功率资...针对飞机编队协同干扰组网雷达系统的资源分配问题,提出了一种联合目标选择与功率分配的自适应调度(adaptive scheduling method of joint target selection and power allocation,JTAPM)方法,其核心是通过实时调度干扰机的波束和功率资源,使得飞机编队对组网雷达系统的协同干扰效能始终保持最优。首先,根据雷达网不同的工作状态和信息融合规则,构建基于检测概率和瞄准概率的双因子干扰效能评估函数,然后考虑干扰资源约束建立关于目标选择和功率分配的双变量非凸优化模型,并基于此提出了一种结合改进布谷鸟搜索(improved cuckoo search,ICS)算法与KKT(Karush-Kuhn-Tucker,KKT)优化条件的求解方法。最后,仿真结果证明了所提联合资源自适应调度策略的有效性。展开更多
多状态开关SOP(soft open point)能够显著提升配电网的潮流控制能力。本文考虑多主体博弈态势,研究电力市场环境下的SOP容量配置方法。提出了面向SOP配置的规划运行双层模型,在规划层建立以电网公司年综合效益最大为目标的SOP容量配置模...多状态开关SOP(soft open point)能够显著提升配电网的潮流控制能力。本文考虑多主体博弈态势,研究电力市场环境下的SOP容量配置方法。提出了面向SOP配置的规划运行双层模型,在规划层建立以电网公司年综合效益最大为目标的SOP容量配置模型,在运行层构建电网公司、DG运营商、产消者之间的互动博弈框架。设计了求解方法,利用KKT条件将运行层转化,进而与规划层合并求解。通过算例验证了所提方法的有效性,所得SOP容量配置方案兼顾了市场环境和电网公司效益。展开更多
Multiple objectives to be optimized simultaneously are prevalent in real-life problems. This paper develops a new Pareto Method for bi-objective optimization which yields analytical solutions. The Pareto optimal front...Multiple objectives to be optimized simultaneously are prevalent in real-life problems. This paper develops a new Pareto Method for bi-objective optimization which yields analytical solutions. The Pareto optimal front is obtained in closed-form, enabling the derivation of various solutions in a convenient and efficient way. The advantage of analytical solution is the possibility of deriving accurate, exact and well-understood solutions, which is especially useful for policy analysis. An extension of the method to include multiple objectives is provided with the objectives being classified into two types. Such an extension expands the applicability of the developed techniques.展开更多
文摘In this paper, a multi-item inventory model with storage space, number of orders and production cost as constraints are developed in both crisp and fuzzy environment. In most of the real world situations the cost parameters, the objective functions and constraints of the decision makers are imprecise in nature. This model is solved with shortages and the unit cost dependent demand is assumed. Hence the cost parameters are imposed here in fuzzy environment. This model has been solved by Kuhn-Tucker conditions method. The results for the model without shortages are obtained as a particular case. The model is illustrated with numerical example.
文摘The Kuhn-Tucker conditions have been used to derive many significant results in economics. However, thus far, their derivation has been a little bit troublesome. The author directly derives the Kuhn-Tucker conditions by applying a corollary of Farkas’s lemma under the Mangasarian-Fromovitz constraint qualification and shows the boundedness of Lagrange multipliers.
文摘In this paper, both Fritz John and Karush-Kuhn-Tucker necessary optimality conditions are established for a (weakly) LU-efficient solution in the considered nonsmooth multiobjective programming problem with the multiple interval-objective function. Further, the sufficient optimality conditions for a (weakly) LU-efficient solution and several duality results in Mond-Weir sense are proved under assumptions that the functions constituting the considered nondifferentiable multiobjective programming problem with the multiple interval- objective function are convex.
文摘为激励移动式储能系统(mobile energy storage system,MESS)参与电力市场,并在增加自身盈利的同时,在一定程度上缓解电力阻塞,计及转移效用与不确定性,提出一种MESS日前日内两阶段市场竞标策略。首先,在日前阶段,构建MESS参与电力市场双层投标模型,上层旨在决策MESS的时空分布及功率,下层为电力市场出清模型;其次,在日内阶段,采用多场景随机优化方法模拟、分析日内不确定性,并以日前荷电水平和转移计划为参考,基于模型预测控制方法构建MESS参与日内电力市场双层投标模型,上层旨在动态调整MESS实时功率,下层亦为电力市场出清模型;进一步,利用KKT条件和互补松弛理论将双层竞标模型转化为单层线性优化模型,以实现高效求解;最后,以国内某城域互联电力交通网络设计典型仿真案例。仿真结果表明,所提策略能够实现可调配资源的最大化利用,有效缓解电力系统输电阻塞,促进清洁能源消纳。
基金This research is supported by the National Natural Science Foundation of China Grant 10261006, the Foundation of Education Section of Excellent Doctorial Theses Grant 200217 and the Basic Theory Foundation of Nanchang University.
文摘Five kinds of cones are introduced, which are used to establish the constraints qualifications, under which the generalized Kuhn-Tucker necessary conditions are developed for a class of generalized (h,φ)-differentiable single-objective and multiobjective programming problems by using Motzkin's alternative theorem and Ben-Tal generalized algebraic operations.
文摘针对飞机编队协同干扰组网雷达系统的资源分配问题,提出了一种联合目标选择与功率分配的自适应调度(adaptive scheduling method of joint target selection and power allocation,JTAPM)方法,其核心是通过实时调度干扰机的波束和功率资源,使得飞机编队对组网雷达系统的协同干扰效能始终保持最优。首先,根据雷达网不同的工作状态和信息融合规则,构建基于检测概率和瞄准概率的双因子干扰效能评估函数,然后考虑干扰资源约束建立关于目标选择和功率分配的双变量非凸优化模型,并基于此提出了一种结合改进布谷鸟搜索(improved cuckoo search,ICS)算法与KKT(Karush-Kuhn-Tucker,KKT)优化条件的求解方法。最后,仿真结果证明了所提联合资源自适应调度策略的有效性。
文摘多状态开关SOP(soft open point)能够显著提升配电网的潮流控制能力。本文考虑多主体博弈态势,研究电力市场环境下的SOP容量配置方法。提出了面向SOP配置的规划运行双层模型,在规划层建立以电网公司年综合效益最大为目标的SOP容量配置模型,在运行层构建电网公司、DG运营商、产消者之间的互动博弈框架。设计了求解方法,利用KKT条件将运行层转化,进而与规划层合并求解。通过算例验证了所提方法的有效性,所得SOP容量配置方案兼顾了市场环境和电网公司效益。
文摘Multiple objectives to be optimized simultaneously are prevalent in real-life problems. This paper develops a new Pareto Method for bi-objective optimization which yields analytical solutions. The Pareto optimal front is obtained in closed-form, enabling the derivation of various solutions in a convenient and efficient way. The advantage of analytical solution is the possibility of deriving accurate, exact and well-understood solutions, which is especially useful for policy analysis. An extension of the method to include multiple objectives is provided with the objectives being classified into two types. Such an extension expands the applicability of the developed techniques.