A deterministic linear programming model which optimizes the abatement of each SO2 emission source, is extended into a CCP form by introducing equations of probabilistic constrained through the incorporation of uncert...A deterministic linear programming model which optimizes the abatement of each SO2 emission source, is extended into a CCP form by introducing equations of probabilistic constrained through the incorporation of uncertainty in the source-receptor-specific transfer coefficients. Based on the calculation of SO2 and sulfate average residence time for Liuzhou City, a sulfur deposition model has been developed and the distribution of transfer coefficients have been found to be approximately log-normal. Sulfur removal minimization of the model shows that the abatement of emission sources in the city is more effective, while control cost optimization provides the lowest cost programmes for source abatement at each allowable deposition limit under varied environmental risk levels. Finally a practicable programme is recommended.展开更多
Multiple objective stochastic linear programming is a relevant topic. As a matter of fact, many practical problems ranging from portfolio selection to water resource management may be cast into this framework. Severe ...Multiple objective stochastic linear programming is a relevant topic. As a matter of fact, many practical problems ranging from portfolio selection to water resource management may be cast into this framework. Severe limitations on objectivity are encountered in this field because of the simultaneous presence of randomness and conflicting goals. In such a turbulent environment, the mainstay of rational choice cannot hold and it is virtually impossible to provide a truly scientific foundation for an optimal decision. In this paper, we resort to the bounded rationality principle to introduce satisfying solution for multiobjective stochastic linear programming problems. These solutions that are based on the chance-constrained paradigm are characterized under the assumption of normality of involved random variables. Ways for singling out such solutions are also discussed and a numerical example provided for the sake of illustration.展开更多
Geological surface modeling is typically based on seismic data, well data, and models of regional geology. However, structural interpretation of these data is error-prone, especially in the absence of structural morph...Geological surface modeling is typically based on seismic data, well data, and models of regional geology. However, structural interpretation of these data is error-prone, especially in the absence of structural morphology information, Existing geological surface models suffer from high levels of uncertainty, which exposes oil and gas exploration and development to additional risk. In this paper, we achieve a reconstruction of the uncertainties associated with a geological surface using chance-constrained programming based on multisource data. We also quantifi ed the uncertainty of the modeling data and added a disturbance term to the objective function. Finally, we verifi ed the applicability of the method using both synthetic and real fault data. We found that the reconstructed geological models met geological rules and reduced the reconstruction uncertainty.展开更多
The purpose of this paper is to combine the estimation of output price risk and positive mathematical programming (PMP). It reconciles the risk programming presented by Freund with a consistent estimate of the constan...The purpose of this paper is to combine the estimation of output price risk and positive mathematical programming (PMP). It reconciles the risk programming presented by Freund with a consistent estimate of the constant absolute risk aversion (CARA) coefficient. It extends the PMP approach to calibration of realized production outputs and observed input prices. The results of this specification include 1) uniqueness of the calibrating solution, 2) elimination of the tautological calibration constraints typical of the original PMP procedure, 3) equivalence between a phase I calibrating solution and a solution obtained by combining phase I and phase II of the traditional PMP procedure. In this extended PMP framework, the cost function specification involves output quantities and input prices—contrary to the myopic cost function of the traditional PMP approach. This extension allows for a phase III calibrating model that replaces the usual linear technology with relations corresponding to Shephard lemma (in the primal constraints) and the marginal cost function (in the dual constraints). An empirical example with a sample of farms producing four crops illustrates the novel procedure.展开更多
To address uncertainty as well as transient stability constraints simultaneously in the preventive control of windfarm systems, a novel three-stage optimization strategy is established in this paper. In the first stag...To address uncertainty as well as transient stability constraints simultaneously in the preventive control of windfarm systems, a novel three-stage optimization strategy is established in this paper. In the first stage, the probabilisticmulti-objective particle swarm optimization based on the point estimate method is employed to cope with thestochastic factors. The transient security region of the system is accurately ensured by the interior point methodin the second stage. Finally, the verification of the final optimal objectives and satisfied constraints are enforcedin the last stage. Furthermore, the proposed strategy is a general framework that can combine other optimizationalgorithms. The proposed methodology is tested on the modified WSCC 9-bus system and the New England 39-bussystem. The results verify the feasibility of the method.展开更多
This work investigates one immune optimization algorithm in uncertain environments, solving linear or nonlinear joint chance-constrained programming with a general distribution of the random vector. In this algorithm,...This work investigates one immune optimization algorithm in uncertain environments, solving linear or nonlinear joint chance-constrained programming with a general distribution of the random vector. In this algorithm, an a priori lower bound estimate is developed to deal with one joint chance constraint, while the scheme of adaptive sampling is designed to make empirically better antibodies in the current population acquire larger sample sizes in terms of our sample-allocation rule. Relying upon several simplified immune metaphors in the immune system, we design two immune operators of dynamic proliferation and adaptive mutation. The first picks up those diverse antibodies to achieve proliferation according to a dynamical suppression radius index, which can ensure empirically potential antibodies more clones, and reduce noisy influence to the optimized quality, and the second is a module of genetic diversity, which exploits those valuable regions and finds those diverse and excellent antibodies. Theoretically, the proposed approach is demonstrated to be convergent. Experimentally, the statistical results show that the approach can obtain satisfactory performances including the optimized quality, noisy suppression and efficiency.展开更多
Joint probability function refers to the probability function that requires multiple conditions to satisfy simultaneously.It appears naturally in chanceconstrained programs.In this paper,we derive closed-form express...Joint probability function refers to the probability function that requires multiple conditions to satisfy simultaneously.It appears naturally in chanceconstrained programs.In this paper,we derive closed-form expressions of the gradient and Hessian of joint probability functions and develop Monte Carlo estimators of them.We then design a Monte Carlo algorithm,based on these estimators,to solve chance-constrained programs.Our numerical study shows that the algorithm works well,especially only with the gradient estimators.展开更多
文摘A deterministic linear programming model which optimizes the abatement of each SO2 emission source, is extended into a CCP form by introducing equations of probabilistic constrained through the incorporation of uncertainty in the source-receptor-specific transfer coefficients. Based on the calculation of SO2 and sulfate average residence time for Liuzhou City, a sulfur deposition model has been developed and the distribution of transfer coefficients have been found to be approximately log-normal. Sulfur removal minimization of the model shows that the abatement of emission sources in the city is more effective, while control cost optimization provides the lowest cost programmes for source abatement at each allowable deposition limit under varied environmental risk levels. Finally a practicable programme is recommended.
文摘Multiple objective stochastic linear programming is a relevant topic. As a matter of fact, many practical problems ranging from portfolio selection to water resource management may be cast into this framework. Severe limitations on objectivity are encountered in this field because of the simultaneous presence of randomness and conflicting goals. In such a turbulent environment, the mainstay of rational choice cannot hold and it is virtually impossible to provide a truly scientific foundation for an optimal decision. In this paper, we resort to the bounded rationality principle to introduce satisfying solution for multiobjective stochastic linear programming problems. These solutions that are based on the chance-constrained paradigm are characterized under the assumption of normality of involved random variables. Ways for singling out such solutions are also discussed and a numerical example provided for the sake of illustration.
基金by National Science and Technology Major Project(Grant No.2017ZX05018004004)the National Natural Science Foundation of China (No.U1562218 & 41604107).
文摘Geological surface modeling is typically based on seismic data, well data, and models of regional geology. However, structural interpretation of these data is error-prone, especially in the absence of structural morphology information, Existing geological surface models suffer from high levels of uncertainty, which exposes oil and gas exploration and development to additional risk. In this paper, we achieve a reconstruction of the uncertainties associated with a geological surface using chance-constrained programming based on multisource data. We also quantifi ed the uncertainty of the modeling data and added a disturbance term to the objective function. Finally, we verifi ed the applicability of the method using both synthetic and real fault data. We found that the reconstructed geological models met geological rules and reduced the reconstruction uncertainty.
文摘The purpose of this paper is to combine the estimation of output price risk and positive mathematical programming (PMP). It reconciles the risk programming presented by Freund with a consistent estimate of the constant absolute risk aversion (CARA) coefficient. It extends the PMP approach to calibration of realized production outputs and observed input prices. The results of this specification include 1) uniqueness of the calibrating solution, 2) elimination of the tautological calibration constraints typical of the original PMP procedure, 3) equivalence between a phase I calibrating solution and a solution obtained by combining phase I and phase II of the traditional PMP procedure. In this extended PMP framework, the cost function specification involves output quantities and input prices—contrary to the myopic cost function of the traditional PMP approach. This extension allows for a phase III calibrating model that replaces the usual linear technology with relations corresponding to Shephard lemma (in the primal constraints) and the marginal cost function (in the dual constraints). An empirical example with a sample of farms producing four crops illustrates the novel procedure.
文摘To address uncertainty as well as transient stability constraints simultaneously in the preventive control of windfarm systems, a novel three-stage optimization strategy is established in this paper. In the first stage, the probabilisticmulti-objective particle swarm optimization based on the point estimate method is employed to cope with thestochastic factors. The transient security region of the system is accurately ensured by the interior point methodin the second stage. Finally, the verification of the final optimal objectives and satisfied constraints are enforcedin the last stage. Furthermore, the proposed strategy is a general framework that can combine other optimizationalgorithms. The proposed methodology is tested on the modified WSCC 9-bus system and the New England 39-bussystem. The results verify the feasibility of the method.
基金supported by the National Natural Science Foundation of China(No.61065010)the Doctoral Fund of Ministry of Education of China(No.20125201110003)
文摘This work investigates one immune optimization algorithm in uncertain environments, solving linear or nonlinear joint chance-constrained programming with a general distribution of the random vector. In this algorithm, an a priori lower bound estimate is developed to deal with one joint chance constraint, while the scheme of adaptive sampling is designed to make empirically better antibodies in the current population acquire larger sample sizes in terms of our sample-allocation rule. Relying upon several simplified immune metaphors in the immune system, we design two immune operators of dynamic proliferation and adaptive mutation. The first picks up those diverse antibodies to achieve proliferation according to a dynamical suppression radius index, which can ensure empirically potential antibodies more clones, and reduce noisy influence to the optimized quality, and the second is a module of genetic diversity, which exploits those valuable regions and finds those diverse and excellent antibodies. Theoretically, the proposed approach is demonstrated to be convergent. Experimentally, the statistical results show that the approach can obtain satisfactory performances including the optimized quality, noisy suppression and efficiency.
基金the Hong Kong Research Grants Council(No.GRF 613213)。
文摘Joint probability function refers to the probability function that requires multiple conditions to satisfy simultaneously.It appears naturally in chanceconstrained programs.In this paper,we derive closed-form expressions of the gradient and Hessian of joint probability functions and develop Monte Carlo estimators of them.We then design a Monte Carlo algorithm,based on these estimators,to solve chance-constrained programs.Our numerical study shows that the algorithm works well,especially only with the gradient estimators.
