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A solution to the unit commitment problem—a review

B. SARAVANAN, Siddharth DAS, Surbhi SIKRI, D. P. KOTHARI

《能源前沿（英文）》 2013年 第7卷 第2期   页码 223-236 doi: 10.1007/s11708-013-0240-3

摘要： Unit commitment (UC) is an optimization problem used to determine the operation schedule of the generating units at every hour interval with varying loads under different constraints and environments. Many algorithms have been invented in the past five decades for optimization of the UC problem, but still researchers are working in this field to find new hybrid algorithms to make the problem more realistic. The importance of UC is increasing with the constantly varying demands. Therefore, there is an urgent need in the power sector to keep track of the latest methodologies to further optimize the working criterions of the generating units. This paper focuses on providing a clear review of the latest techniques employed in optimizing UC problems for both stochastic and deterministic loads, which has been acquired from many peer reviewed published papers. It has been divided into many sections which include various constraints based on profit, security, emission and time. It emphasizes not only on deregulated and regulated environments but also on renewable energy and distributed generating systems. In terms of contributions, the detailed analysis of all the UC algorithms has been discussed for the benefit of new researchers interested in working in this field.

关键词： unit commitment (UC)     optimization     deterministic load     stochastic load     evolutionary programming (EP)     hybrid    

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Special Column on Multiscale Stochastic Finite Element Method

《结构与土木工程前沿（英文）》 2015年 第9卷 第2期   页码 105-106 doi: 10.1007/s11709-015-0297-7

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Stochastic analysis of laminated composite plate considering stochastic homogenization problem

S. SAKATA,K. OKUDA,K. IKEDA

《结构与土木工程前沿（英文）》 2015年 第9卷 第2期   页码 141-153 doi: 10.1007/s11709-014-0286-2

摘要： This paper discusses a multiscale stochastic analysis of a laminated composite plate consisting of unidirectional fiber reinforced composite laminae. In particular, influence of a microscopic random variation of the elastic properties of component materials on mechanical properties of the laminated plate is investigated. Laminated composites are widely used in civil engineering, and therefore multiscale stochastic analysis of laminated composites should be performed for reliability evaluation of a composite civil structure. This study deals with the stochastic response of a laminated composite plate against the microscopic random variation in addition to a random variation of fiber orientation in each lamina, and stochastic properties of the mechanical responses of the laminated plate is investigated. Halpin-Tsai formula and the homogenization theory-based finite element analysis are employed for estimation of effective elastic properties of lamina, and the classical laminate theory is employed for analysis of a laminated plate. The Monte-Carlo simulation and the first-order second moment method with sensitivity analysis are employed for the stochastic analysis. From the numerical results, importance of the multiscale stochastic analysis for reliability evaluation of a laminated composite structure and applicability of the sensitivity-based approach are discussed.

关键词： stochastic homogenization     multiscale stochastic analysis     microscopic random variation     laminated composite plate    

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Application of an efficient stochastic calculation method on the seismic analysis of an isolated structure

Wei GUO, Zhiwu YU

《结构与土木工程前沿（英文）》 2012年 第6卷 第4期   页码 379-384 doi: 10.1007/s11709-012-0180-8

摘要： An isolated structure often possesses distinct non-proportional damping characteristics. However, traditional seismic calculation theory and methods are derived based on the assumption that damping is proportional. Based on this drawback, a new, more efficient stochastic calculation method, an improvement on the pseudo-excitation method, is introduced. This method is then applied to the seismic analysis of an isolated structure. By comparing it with the forced decoupling, matrix inversion and iteration methods, it is shown that the presented method can produce accurate results while increasing the efficiency of the stochastic analysis. Moreover, the calculation process of the seismic response of an isolated structure is convergent. Based on the results of the example presented in this paper, the given method is applicable to the seismic analysis of an isolated structure and can be utilized in practice.

关键词： isolated structure     stochastic response     non-proportional damping     efficient     accurate     pseudo-excitation method    

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Hierarchical modeling of stochastic manufacturing and service systems

Zhe George ZHANG, Xiaoling YIN

《工程管理前沿（英文）》 2017年 第4卷 第3期   页码 295-303 doi: 10.15302/J-FEM-2017047

摘要： This paper presents a review of methodologies for analyzing stochastic manufacturing and service systems. On the basis of the scale and level of details of operations, we can study stochastic systems using micro-, meso-, and macro-scopic models. Such a classification unifies stochastic modeling theory. For each model type, we highlight the advantages and disadvantages and the applicable situations. Micro-scopic models are based on quasi-birth-and-death process because of the phase-type distributed service times and/or Markov arrival processes. Such models are appropriate for modeling the detailed operations of a manufacturing system with relatively small number of servers (production facilities). By contrast, meso-scopic and macro-scopic models are based on the functional central limit theorem (FCLT) and functional strong law of large numbers (FSLLN), respectively, under heavy-traffic regimes. These high-level models are appropriate for modeling large-scale service systems with many servers, such as call centers or large service networks. This review will help practitioners select the appropriate level of modeling to enhance their understanding of the dynamic behavior of manufacturing or service systems. Enhanced understanding will ensure that optimal policies can be designed to improve system performance. Researchers in operation analytics and optimization of manufacturing and logistics also benefit from such a review.

关键词： stochastic modeling     QBD process     PH distribution     heavy traffic limits     diffusion process    

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Discrete-event stochastic systems with correlated inputs: Modeling and performance evaluation

《工程管理前沿（英文）》 2022年 第9卷 第2期   页码 214-220 doi: 10.1007/s42524-022-0192-6

摘要： In the majority of the previous works on discrete-event stochastic systems, they have been assumed to have independent input processes. However, in many applications, these input processes can be highly correlated. Furthermore, the performance measures of the systems with correlated inputs can be significantly different from those with independent inputs. In this paper, we provide an overview on some commonly used methods for modeling correlated input processes, and we discuss the difficulties and possible future research topics in the study of discrete-event stochastic systems with correlated inputs.

关键词： discrete-event stochastic system     correlated input     performance evaluation    

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Applying the spectral stochastic finite element method in multiple-random field RC structures

Abbas YAZDANI

《结构与土木工程前沿（英文）》 2022年 第16卷 第4期   页码 434-447 doi: 10.1007/s11709-022-0820-6

摘要： This paper uses the spectral stochastic finite element method (SSFEM) for analyzing reinforced concrete (RC) beam/slab problems. In doing so, it presents a new framework to study how the correlation length of a random field (RF) with uncertain parameters will affect modeling uncertainties and reliability evaluations. It considers: 1) different correlation lengths for uncertainty parameters, and 2) dead and live loads as well as the elasticity moduli of concrete and steel as a multi-dimensional RF in concrete structures. To show the SSFEM’s efficiency in the study of concrete structures and to evaluate the sensitivity of the correlation length effects in evaluating the reliability, two examples of RC beams and slabs have been investigated. According to the results, the RF correlation length is effective in modeling uncertainties and evaluating reliabilities; the longer the correlation length, the greater the dispersion range of the structure response and the higher the failure probability.

关键词： uncertainty     spectral stochastic finite element method     correlation length     reliability assessment     reinforced concrete beam/slab    

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Review of stochastic optimization methods for smart grid

S. Surender REDDY, Vuddanti SANDEEP, Chan-Mook JUNG

《能源前沿（英文）》 2017年 第11卷 第2期   页码 197-209 doi: 10.1007/s11708-017-0457-7

摘要： This paper presents various approaches used by researchers for handling the uncertainties involved in renewable energy sources, load demands, etc. It gives an idea about stochastic programming (SP) and discusses the formulations given by different researchers for objective functions such as cost, loss, generation expansion, and voltage/V control with various conventional and advanced methods. Besides, it gives a brief idea about SP and its applications and discusses different variants of SP such as recourse model, chance constrained programming, sample average approximation, and risk aversion. Moreover, it includes the application of these variants in various power systems. Furthermore, it also includes the general mathematical form of expression for these variants and discusses the mathematical description of the problem and modeling of the system. This review of different optimization techniques will be helpful for smart grid development including renewable energy resources (RERs).

关键词： renewable energy sources     stochastic optimization     smart grid     uncertainty     optimal power flow (OPF)    

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An efficient stochastic dynamic analysis of soil media using radial basis function artificial neural

P. ZAKIAN

《结构与土木工程前沿（英文）》 2017年 第11卷 第4期   页码 470-479 doi: 10.1007/s11709-017-0440-8

摘要： Since a lot of engineering problems are along with uncertain parameters, stochastic methods are of great importance for incorporating random nature of a system property or random nature of a system input. In this study, the stochastic dynamic analysis of soil mass is performed by finite element method in the frequency domain. Two methods are used for stochastic analysis of soil media which are spectral decomposition and Monte Carlo methods. Shear modulus of soil is considered as a random field and the seismic excitation is also imposed as a random process. In this research, artificial neural network is proposed and added to Monte Carlo method for sake of reducing computational effort of the random analysis. Then, the effects of the proposed artificial neural network are illustrated on decreasing computational time of Monte Carlo simulations in comparison with standard Monte Carlo and spectral decomposition methods. Numerical verifications are provided to indicate capabilities, accuracy and efficiency of the proposed strategy compared to the other techniques.

关键词： stochastic analysis     random seismic excitation     finite element method     artificial neural network     frequency domain analysis     Monte Carlo simulation    

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Robust train speed trajectory optimization: A stochastic constrained shortest path approach

Li WANG, Lixing YANG, Ziyou GAO, Yeran HUANG

《工程管理前沿（英文）》 2017年 第4卷 第4期   页码 408-417 doi: 10.15302/J-FEM-2017042

摘要： Train speed trajectory optimization is a significant issue in railway traffic systems, and it plays a key role in determining energy consumption and travel time of trains. Due to the complexity of real-world operational environments, a variety of factors can lead to the uncertainty in energy-consumption. To appropriately characterize the uncertainties and generate a robust speed trajectory, this study specifically proposes distance-speed networks over the inter-station and treats the uncertainty with respect to energy consumption as discrete sample-based random variables with correlation. The problem of interest is formulated as a stochastic constrained shortest path problem with travel time threshold constraints in which the expected total energy consumption is treated as the evaluation index. To generate an approximate optimal solution, a Lagrangian relaxation algorithm combined with dynamic programming algorithm is proposed to solve the optimal solutions. Numerical examples are implemented and analyzed to demonstrate the performance of proposed approaches.

关键词： train speed trajectory optimization     railway operation     stochastic programming    

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Estimation of composite load model with aggregate induction motor dynamic load for an isolated hybrid

Nitin Kumar SAXENA,Ashwani Kumar SHARMA

《能源前沿（英文）》 2015年 第9卷 第4期   页码 472-485 doi: 10.1007/s11708-015-0373-7

摘要： It is well recognized that the voltage stability of a power system is affected by the load model and hence, to effectively analyze the reactive power compensation of an isolated hybrid wind-diesel based power system, the loads need to be considered along with the generators in a transient analysis. This paper gives a detailed mathematical modeling to compute the reactive power response with small voltage perturbation for composite load. The composite load is a combination of the static and dynamic load model. To develop this composite load model, the exponential load is used as a static load model and induction motors (IMs) are used as a dynamic load model. To analyze the dynamics of IM load, the fifth, third and first order model of IM are formulated and compared using differential equations solver in Matlab coding. Since the decentralized areas have many small consumers which may consist large numbers of IMs of small rating, it is not realistic to model either a single large rating unit or all small rating IMs together that are placed in the system. In place of using a single large rating IM, a group of motors are considered and then the aggregate model of IM is developed using the law of energy conservation. This aggregate model is used as a dynamic load model. For different simulation studies, especially in the area of voltage stability with reactive power compensation of an isolated hybrid power system, the transfer function of the composite load is required. The transfer function of the composite load is derived in this paper by successive derivation for the exponential model of static load and for the fifth and third order IM dynamic load model using state space model.

关键词： isolated hybrid power system (IHPS)     composite load model     static load     dynamic load     induction motor load model     aggregate load    

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Analysis of dispatching rules in a stochastic dynamic job shop manufacturing system with sequence-dependent

Pankaj SHARMA,Ajai JAIN

《机械工程前沿（英文）》 2014年 第9卷 第4期   页码 380-389 doi: 10.1007/s11465-014-0315-9

摘要：

Stochastic dynamic job shop scheduling problem with consideration of sequence-dependent setup times are among the most difficult classes of scheduling problems. This paper assesses the performance of nine dispatching rules in such shop from makespan, mean flow time, maximum flow time, mean tardiness, maximum tardiness, number of tardy jobs, total setups and mean setup time performance measures viewpoint. A discrete event simulation model of a stochastic dynamic job shop manufacturing system is developed for investigation purpose. Nine dispatching rules identified from literature are incorporated in the simulation model. The simulation experiments are conducted under due date tightness factor of 3, shop utilization percentage of 90 % and setup times less than processing times. Results indicate that shortest setup time (SIMSET) rule provides the best performance for mean flow time and number of tardy jobs measures. The job with similar setup and modified earliest due date (JMEDD) rule provides the best performance for makespan, maximum flow time, mean tardiness, maximum tardiness, total setups and mean setup time measures.

关键词： scheduling     stochastic dynamic job shop     sequence-dependent setup times     dispatching rule     simulation    

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Two-stage stochastic programming with robust constraints for the logistics network post-disruption response

《工程管理前沿（英文）》   页码 67-81 doi: 10.1007/s42524-022-0240-2

摘要： Logistics networks (LNs) are essential for the transportation and distribution of goods or services from suppliers to consumers. However, LNs with complex structures are more vulnerable to disruptions due to natural disasters and accidents. To address the LN post-disruption response strategy optimization problem, this study proposes a novel two-stage stochastic programming model with robust delivery time constraints. The proposed model jointly optimizes the new-line-opening and rerouting decisions in the face of uncertain transport demands and transportation times. To enhance the robustness of the response strategy obtained, the conditional value at risk (CVaR) criterion is utilized to reduce the operational risk, and robust constraints based on the scenario-based uncertainty sets are proposed to guarantee the delivery time requirement. An equivalent tractable mixed-integer linear programming reformulation is further derived by linearizing the CVaR objective function and dualizing the infinite number of robust constraints into finite ones. A case study based on the practical operations of the JD LN is conducted to validate the practical significance of the proposed model. A comparison with the rerouting strategy and two benchmark models demonstrates the superiority of the proposed model in terms of operational cost, delivery time, and loading rate.

关键词： logistics network design     post-disruption response strategy     two-stage stochastic programming     conditional value at risk     robust constraint    

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Manufacturing system modeling and performance evaluation based on improved stochastic statechart

ZHANG Guojun, HE Jiabing, ZHU Haiping, CHEN Xuan

《机械工程前沿（英文）》 2007年 第2卷 第4期   页码 453-458 doi: 10.1007/s11465-007-0078-7

摘要： Stochastic statecharts are widely used in modeling systems. Considering that the comparability between different subsystems can streamline the modeling process, a stochastic statechart is improved by using the abstract sub-system and general system chart to express the comparability and integrity of a stochastic statechart respectively. Per formance data can be obtained by using a continuous-time Markov chain, which is transformed from a manufacturing system model described by the improved stochastic statechart. The case study shows that the improved stochastic statechart can effectively simplify the modeling and performance evaluation process and the results are useful to the configuration and optimization of a manufacturing system.

关键词： performance evaluation     different     configuration     improved     continuous-time    

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Finite element model updating of a large structure using multi-setup stochastic subspace identification

Reza KHADEMI-ZAHEDI, Pouyan ALIMOURI

《结构与土木工程前沿（英文）》 2019年 第13卷 第4期   页码 965-980 doi: 10.1007/s11709-019-0530-x

摘要： In the present contribution, operational modal analysis in conjunction with bees optimization algorithm are utilized to update the finite element model of a solar power plant structure. The physical parameters which required to be updated are uncertain parameters including geometry, material properties and boundary conditions of the aforementioned structure. To determine these uncertain parameters, local and global sensitivity analyses are performed to increase the solution accuracy. An objective function is determined using the sum of the squared errors between the natural frequencies calculated by finite element method and operational modal analysis, which is optimized using bees optimization algorithm. The natural frequencies of the solar power plant structure are estimated by multi-setup stochastic subspace identification method which is considered as a strong and efficient method in operational modal analysis. The proposed algorithm is efficiently implemented on the solar power plant structure located in Shahid Chamran university of Ahvaz, Iran, to update parameters of its finite element model. Moreover, computed natural frequencies by numerical method are compared with those of the operational modal analysis. The results indicate that, bees optimization algorithm leads accurate results with fast convergence.

关键词： operational modal analysis     solar power plant structure     multi-setup stochastic subspace     bees optimization algorithm     sensitivity analysis    

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标题 作者 时间 类型 操作

A solution to the unit commitment problem—a review

B. SARAVANAN, Siddharth DAS, Surbhi SIKRI, D. P. KOTHARI

期刊论文

Special Column on Multiscale Stochastic Finite Element Method

期刊论文

Stochastic analysis of laminated composite plate considering stochastic homogenization problem

S. SAKATA,K. OKUDA,K. IKEDA

期刊论文

Application of an efficient stochastic calculation method on the seismic analysis of an isolated structure

Wei GUO, Zhiwu YU

期刊论文

Hierarchical modeling of stochastic manufacturing and service systems

Zhe George ZHANG, Xiaoling YIN

期刊论文

Discrete-event stochastic systems with correlated inputs: Modeling and performance evaluation

期刊论文

Applying the spectral stochastic finite element method in multiple-random field RC structures

Abbas YAZDANI

期刊论文

Review of stochastic optimization methods for smart grid

S. Surender REDDY, Vuddanti SANDEEP, Chan-Mook JUNG

期刊论文

An efficient stochastic dynamic analysis of soil media using radial basis function artificial neural

P. ZAKIAN

期刊论文

Robust train speed trajectory optimization: A stochastic constrained shortest path approach

Li WANG, Lixing YANG, Ziyou GAO, Yeran HUANG

期刊论文

Estimation of composite load model with aggregate induction motor dynamic load for an isolated hybrid

Nitin Kumar SAXENA,Ashwani Kumar SHARMA

期刊论文

Analysis of dispatching rules in a stochastic dynamic job shop manufacturing system with sequence-dependent

Pankaj SHARMA,Ajai JAIN

期刊论文

Two-stage stochastic programming with robust constraints for the logistics network post-disruption response

期刊论文

Manufacturing system modeling and performance evaluation based on improved stochastic statechart

ZHANG Guojun, HE Jiabing, ZHU Haiping, CHEN Xuan

期刊论文

Finite element model updating of a large structure using multi-setup stochastic subspace identification

Reza KHADEMI-ZAHEDI, Pouyan ALIMOURI

期刊论文