资源类型

期刊论文 119

年份

2023 5

2022 8

2021 10

2020 9

2019 8

2018 11

2017 11

2016 4

2015 10

2014 5

2013 4

2012 2

2010 3

2009 3

2008 2

2007 3

2006 3

2005 4

2004 3

2003 2

展开 ︾

关键词

动态规划 5

不确定性 3

混合整数非线性规划 2

线性规划 2

遗传算法 2

随机微分方程 2

随机过程 2

CPLEX 1

Fuzzy几何规划 1

Gossip模型 1

H∞控制;零和动态博弈;强化学习;自适应动态规划;极小极大Q-学习;策略迭代 1

MIMO雷达;波形设计;谱分解;分式二次约束二次规划 1

QB50;ZJUCubeSat;大气阻力;编队飞行 1

square-twist折纸 1

中断模型;k-可靠性;对偶;线性规划松弛;互补松弛型 1

交通信号灯协同控制 1

人脸建模 1

任务规划;机器人;规划领域定义语言(PDDL);回答集程序(ASP) 1

优化 1

展开 ︾

检索范围:

排序: 展示方式:

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    

Unit commitment using dynamic programming–an exhaustive working of both classical and stochastic approach

Balasubramaniyan SARAVANAN, Surbhi SIKRI, K. S. SWARUP, D. P. KOTHARI

《能源前沿(英文)》 2013年 第7卷 第3期   页码 333-341 doi: 10.1007/s11708-013-0259-5

摘要: In the present electricity market, where renewable energy power plants have been included in the power systems, there is a lot of unpredictability in the demand and generation. There are many conventional and evolutionary programming techniques used for solving the unit commitment (UC) problem. Dynamic programming (DP) is a conventional algorithm used to solve the deterministic problem. In this paper DP is used to solve the stochastic model of UC problem. The stochastic modeling for load and generation side has been formulated using an approximate state decision approach. The programs were developed in a MATLAB environment and were extensively tested for a four-unit eight-hour system. The results obtained from these techniques were validated with the available literature and outcome was good. The commitment is in such a way that the total cost is minimal. The novelty of this paper lies in the fact that DP is used for solving the stochastic UC problem.

关键词: unit commitment (UC)     deterministic     stochastic     dynamic programming (DP)     optimization     state diagram    

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    

Fuzzy stochastic long-term model with consideration of uncertainties for deployment of distributed energy

Iraj AHMADIAN,Oveis ABEDINIA,Noradin GHADIMI

《能源前沿(英文)》 2014年 第8卷 第4期   页码 412-425 doi: 10.1007/s11708-014-0315-9

摘要: This paper presents a novel modified interactive honey bee mating optimization (IHBMO) base fuzzy stochastic long-term approach for determining optimum location and size of distributed energy resources (DERs). The Monte Carlo simulation method is used to model the uncertainties associated with long-term load forecasting. A proper combination of several objectives is considered in the objective function. Reduction of loss and power purchased from the electricity market, loss reduction in peak load level and reduction in voltage deviation are considered simultaneously as the objective functions. First, these objectives are fuzzified and designed to be comparable with each other. Then, they are introduced into an IHBMO algorithm in order to obtain the solution which maximizes the value of integrated objective function. The output power of DERs is scheduled for each load level. An enhanced economic model is also proposed to justify investment on DER. An IEEE 30-bus radial distribution test system is used to illustrate the effectiveness of the proposed method.

关键词: component     distributed energy resources     fuzzy optimization     loss reduction     interactive honey bee mating optimization (IHBMO)     voltage deviation reduction     stochastic programming    

一种考虑概率分布的鲁棒优化模型

丁然,李歧强,张元鹏

《中国工程科学》 2008年 第10卷 第9期   页码 70-73

摘要:

文章以随机规划中的机会约束思想为指导,根据随机参数的概率分布情况,提出了两种鲁棒性条件约束,并在此基础上建立了一种新的鲁棒优化模型,使模型的可行解控制在一定的鲁棒性指标的范围内。该模型不但可处理约束两端同时含有随机参数的情况,还可以方便地推广到非线性模型中。仿真实例说明了模型的有效性。

关键词: 不确定性     鲁棒优化     随机规划     机会约束    

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    

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

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    

Integrated uncertain models for runoff forecasting and crop planting structure optimization of the Shiyang River Basin, north-west China

Fan ZHANG, Mo LI, Shanshan GUO, Chenglong ZHANG, Ping GUO

《农业科学与工程前沿(英文)》 2018年 第5卷 第2期   页码 177-187 doi: 10.15302/J-FASE-2017177

摘要: To improve the accuracy of runoff forecasting, an uncertain multiple linear regression (UMLR) model is presented in this study. The proposed model avoids the transfer of random error generated in the independent variable to the dependent variable, as this affects prediction accuracy. On this basis, an inexact two-stage stochastic programming (ITSP) model is used for crop planting structure optimization (CPSO) with the inputs that are interval flow values under different probabilities obtained from the UMLR model. The developed system, in which the UMLR model for runoff forecasting and the ITSP model for crop planting structure optimization are integrated, is applied to a real case study. The aim of the developed system is to optimize crops planting area with limited available water resources base on the downstream runoff forecasting in order to obtain the maximum system benefit in the future. The solution obtained can demonstrate the feasibility and suitability of the developed system, and help decision makers to identify reasonable crop planting structure under multiple uncertainties.

关键词: crop planting structure optimization     inexact two-stage stochastic programming     runoff forecasting     Shiyang River Basin     uncertain multiple linear regression    

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    

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    

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    

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    

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)    

Smoothing ramp events in wind farm based on dynamic programming in energy internet

Jiang LI, Guodong LIU, Shuo ZHANG

《能源前沿(英文)》 2018年 第12卷 第4期   页码 550-559 doi: 10.1007/s11708-018-0593-8

摘要:

The concept of energy internet has been gradually accepted, which can optimize the consumption of fossil energy and renewable energy resources. When wind power is integrated into the main grid, ramp events caused by stochastic wind power fluctuation may threaten the security of power systems. This paper proposes a dynamic programming method in smoothing ramp events. First, the energy internet model of wind power, pumped storage power station, and gas power station is established. Then, the optimization problem in the energy internet is transformed into a multi-stage dynamic programming problem, and the dynamic programming method proposed is applied to solve the optimization problem. Finally, the evaluation functions are introduced to evaluate pollutant emissions. The results show that the dynamic programming method proposed is effective for smoothing wind power and reducing ramp events in energy internet.

关键词: energy internet     wind power     ramp events     dynamic programming    

标题 作者 时间 类型 操作

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

期刊论文

Unit commitment using dynamic programming–an exhaustive working of both classical and stochastic approach

Balasubramaniyan SARAVANAN, Surbhi SIKRI, K. S. SWARUP, D. P. KOTHARI

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

Fuzzy stochastic long-term model with consideration of uncertainties for deployment of distributed energy

Iraj AHMADIAN,Oveis ABEDINIA,Noradin GHADIMI

期刊论文

一种考虑概率分布的鲁棒优化模型

丁然,李歧强,张元鹏

期刊论文

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

Integrated uncertain models for runoff forecasting and crop planting structure optimization of the Shiyang River Basin, north-west China

Fan ZHANG, Mo LI, Shanshan GUO, Chenglong ZHANG, Ping GUO

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

Smoothing ramp events in wind farm based on dynamic programming in energy internet

Jiang LI, Guodong LIU, Shuo ZHANG

期刊论文