An Evolutionary Firefly Algorithm, Goal Programming Optimization Approach for Setting the Osmotic Dehydration Parameters of Papaya

An evolutionary nature-inspired Firefly Algorithm (FA) is employed to set the optimal osmotic dehydration parameters in a case study of papaya. In the case, the functional form of the dehydration model is established via a response surface technique with the resulting optimization formulation being a non-linear goal programming model. For optimization, a computationally efficient, FA-driven method is employed and the resulting solution is shown to be superior to those from previous approaches for determining the osmotic process parameters. The final component of this study provides a computational experimentation performed on the FA to illustrate the relative sensitivity of this evolutionary metaheuristic approach over a range of the two key parameters that most influence its running time-the number of iterations and the number of fireflies. This sensitivity analysis revealed that for intermediate-to-high values of either of these two key parameters, the FA would always determine overall optimal solutions, while lower values of either parameter would generate greater variability in solution quality. Since the running time complexity of the FA is polynomial in the number of fireflies but linear in the number of iterations, this experimentation shows that it is more computationally practical to run the FA using a “reasonably small” number of fireflies together with a relatively larger number of iterations than the converse.

Optimizing the Asset and Liability Management of Telecommunication Company using Goal Programming Model

Since the telecommunications companies experience great competition,high churn rate,data traffic issues during the Covid-19 pandemic and the upgrade to 5G connectivity,the finance management of a telecommunications company should be analyzed to study the volatility and returns in the sector.This paper aims to develop a goal programming model to examine the asset and liability management of a telecommunication company,namely Telekom Malaysia Berhad(TM)in Malaysia.The result of this study shows that TM has achieved all the goals in maximizing assets,equities,profits,earnings and optimum management item while minimizing liabilities over the period of study from 2015 to 2019.Potential improvements on these goals have also been identified through this study.This paper has also contributed to the studies in financial management since past studies have not been done on asset and liability management in telecommunications companies which is rapidly growing and expanding even while the world is suffering from economy crisis during this pandemic.

Goal Programming for Investment Portfolio and Its Application

To solve the problem of investment portfolio with single goal of maximal NPV,10-1 programming model was proposed and proved effective;and to solve that concerning more elements of a project such as risk level and social benefit,a goal programming model is then introduced.The latter is a linear programming model adopting slack variable called deviation variable to turn inequation constraint into equation constraint,introducing a priority factor to denote different improtance of the goals.A case study has demonstrated that this goal programming model can give different results according to different priorty requirement of each objective.

新能源电力系统不确定优化调度方法研究现状及展望

风电场和光伏电站出力的不确定性给电力系统优化调度带来很大技术挑战。文中主要介绍了考虑新能源不确定性的电力系统优化调度方法的研究现状及后续研究方向展望。首先,重点论述了各种不确定优化调度(UOD)方法,包括随机优化方法、鲁棒优化方法、随机鲁棒优化结合方法和基于人工智能技术的方法。其中,随机优化方法包括场景法、机会约束规划法和近似动态规划法;鲁棒优化方法包括传统鲁棒优化法和分布鲁棒优化法;随机鲁棒优化结合方法包括采样鲁棒优化法和分布鲁棒机会约束规划法。然后,介绍了每一种方法的优化模型形式、模型的转化和求解原理及其优缺点。最后,对UOD的后续重点研究方向进行展望,包括兼顾多个目标的UOD问题及多目标不确定优化方法、输配系统UOD问题及分布式不确定优化方法、考虑稳定性约束的UOD问题及含常微分方程约束的不确定优化方法、考虑管道传输动态的综合能源系统UOD问题及含偏微分方程约束的不确定优化方法。

风光制氢合成氨系统的多时段可调度域分析

为直观描述风光发电制氢合成氨(power-to-ammonia,P2A)系统的柔性负荷调节潜力,计及制氢、合成氨化工过程的负载调控特性,基于动态规划思想和计算几何理论,提出其多时段可调度域(multi-stagedispatchableregion,MSDR)的刻画方法。所提方法将多时段间相互耦合的鲁棒约束变换为“氢缓冲罐贮量–合成氨产率”状态空间中的确定性多面体约束,使得对于可调度域内的任意系统状态,均存在满足完整调度过程安全约束的“制氢流量–氨产率爬坡速率”控制序列,从而实现P2A系统可调度能力的可视化。所提MSDR模型可进一步用于构造多时段鲁棒优化调度,在保证可行性的前提下优化P2A系统的经济收益。最后,基于内蒙古自治区某在建示范工程构造算例,验证所提方法的有效性。

沿海区域综合能源生产单元随机优化调度

为实现沿海区域的海上风电场、海上采气平台和陆上热电联供燃气电厂等多种能源生产子单元的协同化运行,考虑可再生能源出力和氢负荷的随机波动,提出沿海区域综合能源生产单元(coastal integrated energy production units,CIEPU)随机优化调度模型。采用参数化代价函数近似(parametric cost function approximation,PCFA)的动态规划算法求解随机优化调度模型。通过一种基于梯度下降的求解方法--Adadelta法,获得策略函数的一阶信息,并计算梯度平方的指数衰减平均值,以更新策略函数的迭代步长;对随机优化调度模型进行策略参数逼近,从而得到近似最优的策略参数,并逐一时段求解出CIEPU的最优调度计划。最后,以某个CIEPU为例,分析计算结果表明,所提出方法获得的优化调度方案可以提高CIEPU运行的经济性并降低碳排放量,验证了所提方法的准确性和高效性。

考虑灵活性不足风险的园区综合能源系统优化调度

园区综合能源系统可以实现能源的高效利用,提高可再生能源的消纳能力。但是,随着可再生能源的渗透率升高,系统的运行灵活性需求激增,给其安全、经济运行带来了巨大挑战。在这种背景下,该文提出一种考虑运行灵活性不足风险的电-热园区综合能源系统优化调度方法。首先,综合考虑电力子系统与非电(热力)子系统的运行灵活性需求,给出园区综合能源系统的运行灵活性需求和供给的数学表达,并以运行灵活性裕量和运行灵活性不足风险成本作为系统运行灵活性的评价指标。然后,基于条件风险价值,推导出系统运行灵活性不足风险约束的数学表达。由于考虑灵活性不足风险的电-热园区综合能源系统优化调度问题具有随机性、非凸性、非线性和0/1离散整数变量,在数学上属于NP-hard问题,因此,在马尔可夫决策过程框架下对其进行建模,并采用近似动态规划算法对所提模型进行求解。最后,通过算例验证了所提方法的有效性。

考虑碳约束的新型电力系统跨区域优化调度研究

为了达成双碳目标,针对含多种能源类型、通过直流联络线互联的多区域新型电力系统,提出了1种跨区域低碳优化调度模型,将碳排放成本价格以及碳排放权约束引入跨区域优化调度模型,研究考虑碳约束的跨区域优化调度模型对各类型机组出力、系统总成本、碳排放量的影响。在3个10机39节点系统上进行仿真,并通过目标级联分析法进行求解,验证了跨区域低碳优化调度模型可以通过提高低碳排放机组的出力、降低高碳排放机组的出力来降低系统的总碳排放量。之后研究了跨区域低碳优化调度模型下减排力度的增大对机组成本及机组改造意愿的影响,结果表明机组改造可以有效降低系统碳排放量及总成本。

面向灵活爬坡服务的高比例新能源电力系统可调节资源优化调度模型

随着高比例新能源接入电网,新能源出力和负荷的波动性及不确定性对系统的灵活爬坡能力提出更高的要求。提出了一种面向灵活爬坡服务的针对高比例新能源电力系统中常规发电机组、储能、柔性负荷等可调节资源的优化调度模型。首先,提出一种考虑日前预测净负荷不确定性的灵活爬坡需求估计方法,根据爬坡起始和结束时刻净负荷及其安全裕度,量化估计电力系统灵活爬坡需求。其次,基于生成的净负荷不确定性场景,提出了考虑系统灵活爬坡需求的基于两阶段混合整数线性规划的可调节资源优化调度模型,从日前-实时两个阶段实现可调节资源的优化调度。最后,基于IEEE-RTS-24节点系统,在4种典型方案场景下对比验证所提优化调度模型。结果表明所提模型能有效提升系统灵活性,降低系统运行成本。

基于动态规划法的调水工程闸泵切换优化调度方案

针对跨流域调水工程运行线路中经验型闸泵切换启闭形式的问题,选取位于山东省德州市中心城区潘庄引黄灌区马颊河左岸辛店闸至沟盘河水库整条线路为研究区域,基于动态规划的正向递推法,以调水线路经济最优、调水最快为目标函数分别建立2个调水过程模型;利用Python语言对2个调水过程模型进行计算,确定不同运行阶段的闸泵切换方式、开启时刻及开启时长,得到流量与水位相结合的经济优且调水快的闸泵切换优化调度方案。结果表明,沟盘河水库初始水位为影响总运行费用及总调水时间的主要因素,闸泵切换优化调度方案可使运行费用降低20%,总调水时间缩短8%,提升了调水线路的经济效益与运行效率。

基于改进交替方向乘子法的电-气综合能源系统优化调度

在电-气综合能源系统分布式优化调度中,非线性非凸的Weymouth方程给问题求解带来了巨大挑战。一方面,目前许多研究采用二阶锥松弛Weymouth方程,较为复杂;另一方面,主流分布式算法即交替方向乘子法(ADMM)的计算效率并不高。对此,该文提出一种精确近似的Weymouth方程线性化模型和多参数规划改进ADMM算法以解决上述两个问题。Weymouth方程线性化模型基于泰勒展开,利用一簇切线松弛Weymouth方程。特别地,增加了惩罚项以收紧松弛间隙,通过变量替换的方法减少切线的数量,并给出了一种有效的切线选取方法。对于多参数规划改进ADMM算法,其通过多参数规划得到子问题最优解的解析式。迭代过程中,若参数落在临界域内,可直接将参数代入最优解解析式获得子问题的最优解,无需求解子问题,提高了迭代速度。此外,该文还对多参数规划中难以避免的退化问题进行了处理,提升了算法的通用性。最后在两个不同规模的系统中验证了Weymouth方程线性化模型的精确性和多参数规划改进ADMM算法的高效性。

基于多重选择目标规划(MCGP)模型的商业银行资产负债管理优化

在大数据时代,多目标决策模型不仅有助于金融行业的数字化转型,也能提高行业风险控制能力。商业银行资产负债管理以安全性、流动性和盈利性的均衡为主要目标,是银行风险管理的重要方面和银行经营的灵魂。针对资产负债管理中存在的多个相互冲突的目标以及各目标值的不确定性,建立基于多重选择目标规划的商业银行资产负债管理优化模型进行实证研究。研究结果表明,相较于传统的目标规划方法,多重选择目标规划模型具有更高的灵活性,可以避免目标值的低估,实现更理想的结果;运用多重选择目标规划模型可有效优化商业银行资产负债结构,更好地平衡风险与收益,同时满足管理层的期望。

基于动态规划法的水库优化调度研究

水库的调度优化受到许多因素的影响,需从全局的角度出发,对水库系统进行优化。为了提高水库的发电效率,建立水库的动态规划模型,并对调度方案进行优化。结果显示,优化调度方案在丰水年对发电量的提升效果较为明显,常规调度方案与优化调度方案之间的年均发电量差值为288×10^(4)kW·h;优化调度方案对平水年的发电量提升效果次之,两种方案之间的年均发电量差值为209×10^(4)kW·h;优化调度方案对枯水年的发电量提升较不显著,二者间的年均发电量差值仅为23×10^(4)kW·h。研究表明,在丰水年,采用动态规划模型得出的优化调度方案的实施效果较好,而在枯水年,采用优化调度方案对发电量的提升效果较不明显。当流量较大时,水头损失增长量较小,为了提高发电效率,可提高尾水位高度,以达到增大流量及发电量同时控制水头损失的目的。

A Mathematical Optimization Model for Locating Telecenters

Telecommuting is a Transportation Demand Management strategy to partially or completely replace the daily commute with telecommunication technologies. Research has revealed that telecommuting can be effectively done from special places provided for this purpose called telecenters. In telecenter-based telecommuting, trip lengths are shortened due to change in the location of work places. Thus suitable locations of telecenters play an important role in increasing the beneficial impacts of telecommuting in the transportation systems. In this research, a mathematical optimization model for finding optimal location and capacity of telecenters is proposed. This model is a bi-objective linear program, and a Fuzzy Goal Programming method with a preemptive structure is used to solve it. Telecommuting demand is classified into three groups of telecommuters and a priority structure that assigns the higher priority class to the closer telecenters is also incorporated into the model. The proposed model is implemented in a case study of finding optimal location of telecenters for government employees in Tehran (capital of Iran) metropolitan area. The base model is solved and its sensitivity to different parameters has been analyzed based on which, an optimal model is selected. The solution of this model is an optimal pattern for distribution of telecommuting capacities and yields the most system-wide benefits from implementation of telecommuting.

双碳目标下考虑源网荷储协同优化运行的新型电力系统发电规划

该文建立了双碳目标下考虑源网荷储协同优化运行的新型电力系统发电规划数学模型,综合考虑各种发电技术、储能以及需求侧响应的情况下实现投资和运行的总成本最低,并将双碳目标、可再生能源渗透率、弃风弃光率这些政策要求转化为约束条件融合到发电规划模型中。通过算例分析分别求解以火电、核电、风电光伏和风光储为主4种发电规划情形,验证了模型的有效性。最后,在双碳目标下建立以风光储为主体的新型电力系统,通过考虑源网荷储协同优化运行实现了规划时期该新型电力系统的发电规划,并求解出对应规划时期储能的最优配置方案。此外,通过该模型对不同渗透率下储能配置与弃风弃光率的量化分析发现,对于省级电力系统,弃风率和弃光率分别为5%和3%时,为了保证系统安全稳定优化运行,风电和光伏的渗透率最好都控制在20%~25%以内,同时储能装机容量配置为0.24~0.3倍风电装机容量加光伏装机容量。

基于参数规划的含储能和风电电力系统低碳经济调度

为了实现“双碳”目标以及适应新能源快速发展的形势,基于参数规划及工程博弈论提出了一种含储能和风电电力系统的多目标低碳经济调度方法。以系统发电成本、碳排放量、储能寿命折损为目标构建多目标优化模型,采用系数约束法将模型转化为参数线性规划模型,求解参数规划模型可获得Pareto前沿的精确解析表达式,从而进一步构建工程博弈问题,精炼得到对多目标具有公平性的唯一Pareto最优解,为决策者提供参考。算例分析结果表明,所提调度方法能够充分兼顾各目标的优化程度,保证电力系统调度的环保性与经济性,可有效应用于新能源电力系统的低碳经济调度。

Relating Optimization Problems to Systems of Inequalities and Equalities

In quantitative decision analysis, an analyst applies mathematical models to make decisions. Frequently these models involve an optimization problem to determine the values of the decision variables, a system S of possibly non- linear inequalities and equalities to restrict these variables, or both. In this note, we relate a general nonlinear programming problem to such a system S in such a way as to provide a solution of either by solving the other—with certain limitations. We first start with S and generalize phase 1 of the two-phase simplex method to either solve S or establish that a solution does not exist. A conclusion is reached by trying to solve S by minimizing a sum of artificial variables subject to the system S as constraints. Using examples, we illustrate how this approach can give the core of a cooperative game and an equilibrium for a noncooperative game, as well as solve both linear and nonlinear goal programming problems. Similarly, we start with a general nonlinear programming problem and present an algorithm to solve it as a series of systems S by generalizing the “sliding objective function method” for two-dimensional linear programming. An example is presented to illustrate the geometrical nature of this approach.

基于不同调度模式的胶东调水工程水资源优化调度研究

山东省胶东调水工程是缓解或解决山东省胶东地区,特别是潍坊、青岛、烟台和威海四地市水资源短缺问题的重要跨流域调水工程。为了提高山东省胶东调水工程的调度运行管理水平,实现精细化调度,基于目前山东省胶东调水工程输水渠道供水能力的限制,开展了供水优先和供水均衡两种模式的水资源优化调度研究。首先,从缺水程度、用水效率、调水对社会经济发展支撑力三方面构建受水区供水优先等级评价指标体系,并利用熵权法确定胶东四地市的供水优先等级。其次,在相同的调度目标下(四地市总缺水量最小),利用目标规划法构建供水优先调度模型,利用线性规划法构建供水均衡调度模型,并针对枯水年(2017-2018年度)和特枯水年两种情景进行了探讨,给出了两种情景下的调度方案。调度结果表明:枯水年,均衡调度模式下,四地市总调水量和调水满足率均高于供水优先调度模式;特枯水年,供水优先调度模式下,只能满足排序第一的受水区的用水需求,四地市平均调水满足率为61.57%;而均衡调度模式,四地市用水需求虽然都不能得到满足,但是四地市平均调水满足率达到了76.81%以上。因此两种情景下,胶东调水工程供水均衡调度模式下四地市调水满足率基本均衡而且总受水区调水满足率要高于供水优先调度模式,更有利于胶东四地市社会经济的协调发展。研究为胶东调水工程决策者选择不同的调度模式提供了理论支撑,对类似调水工程也具有借鉴意义。

Predictive Mathematical and Statistical Modeling of the Dynamic Poverty Problem in Burundi: Case of an Innovative Economic Optimization System

The mathematical and statistical modeling of the problem of poverty is a major challenge given Burundi’s economic development. Innovative economic optimization systems are widely needed to face the problem of the dynamic of the poverty in Burundi. The Burundian economy shows an inflation rate of -1.5% in 2018 for the Gross Domestic Product growth real rate of 2.8% in 2016. In this research, the aim is to find a model that contributes to solving the problem of poverty in Burundi. The results of this research fill the knowledge gap in the modeling and optimization of the Burundian economic system. The aim of this model is to solve an optimization problem combining the variables of production, consumption, budget, human resources and available raw materials. Scientific modeling and optimal solving of the poverty problem show the tools for measuring poverty rate and determining various countries’ poverty levels when considering advanced knowledge. In addition, investigating the aspects of poverty will properly orient development aid to developing countries and thus, achieve their objectives of growth and the fight against poverty. This paper provides a new and innovative framework for global scientific research regarding the multiple facets of this problem. An estimate of the poverty rate allows good progress with the theory and optimization methods in measuring the poverty rate and achieving sustainable development goals. By comparing the annual food production and the required annual consumption, there is an imbalance between different types of food. Proteins, minerals and vitamins produced in Burundi are sufficient when considering their consumption as required by the entire Burundian population. This positive contribution for the latter comes from the fact that some cows, goats, fishes, ···, slaughtered in Burundi come from neighboring countries. Real production remains in deficit. The lipids, acids, calcium, fibers and carbohydrates produced in Burundi are insufficient for consumption. This negative contribution proves a Burundian food deficit. It is a decision-making indicator for the design and updating of agricultural policy and implementation programs as well as projects. Investment and economic growth are only possible when food security is mastered. The capital allocated to food investment must be revised upwards. Demographic control is also a relevant indicator to push forward Burundi among the emerging countries in 2040. Meanwhile, better understanding of the determinants of poverty by taking cultural and organizational aspects into account guides managers for poverty reduction projects and programs.

含多座抽水蓄能电站的省级电网日前计划分层递进优化算法

考虑抽蓄机组启停优化的省级电网日前计划可以表述为一个大规模整数线性混合规划问题,直接求解困难。将影响新能源消纳的主要因素—网络约束和系统调峰能力约束解耦,构建日前调度优化的分层递进模型,将原问题转换成大规模线性规划和小规模整数线性规划求解。模型第一层不考虑抽蓄机组启停优化,将抽蓄电站出力松弛为连续变量,以切负荷、弃风弃光、机组运行费用总和最小为目标,对系统网络约束精确建模,初步得到系统中各机组96点出力曲线;第二层考虑抽蓄启停优化,新能源机组出力以第一层初步结果为其最大可能出力,风、光、火电、常规水电机组各等值为一台机组,不考虑网络约束,得到优化后的抽蓄机组启停组合;最后将确定的抽蓄机组启停组合代回第一层进行回代修正,最终计算出各台机组的96点出力曲线。所提模型已应用到某实际省级电网中,以实际运行数据验证了模型的正确性和实用性。