scholarly journals Pricing Multiple Exercise American Options by Linear Programming

2016 ◽  
pp. 137-150
Author(s):  
Monia Giandomenico ◽  
Mustafa Ç. Pınar
Keyword(s):  
Linear Programming ◽  
American Options

Elementary Linear Programming (2nd edition)

1997 ◽  
Vol 48 (7) ◽  
pp. 757-758
Author(s):  
B Kolman ◽  
R E Beck ◽  
M J Panik
Keyword(s):  
Linear Programming

Robust state estimation in power systems using sparse linear programming

1985 ◽  
Vol 132 (3) ◽  
pp. 123 ◽  
Author(s):  
B.C. Clewer ◽  
M.R. Irving ◽  
M.J.H. Sterling
Keyword(s):  
Linear Programming ◽  
Power Systems ◽  
State Estimation

Optimal approaches to manage power system decarbonation

2020 ◽  
Vol 64 (1-4) ◽  
pp. 1447-1452
Author(s):  
Vincent Mazauric ◽  
Ariane Millot ◽  
Claude Le Pape-Gardeux ◽  
Nadia Maïzi
Keyword(s):  
Free Energy ◽  
Linear Programming ◽  
Phase Transitions ◽  
Power System ◽  
Energy System ◽  
Energy Sources ◽  
Low Carbon ◽  
Faraday’S Law ◽  
Optimal Description ◽  
Low Carbon Technologies

To overcome the negative environemental impact of the actual power system, an optimal description of quasi-static electromagnetics relying on a reversible interpretation of the Faraday’s law is given. Due to the overabundance of carbon-free energy sources, this description makes it possible to consider an evolution towards an energy system favoring low-carbon technologies. The management for changing is then explored through a simplified linear-programming problem and an analogy with phase transitions in physics is drawn.

Optimal design of a high homogeneous and small-size shim coil for atomic spin gyroscope based on 0-1 linear programming

2020 ◽  
Vol 64 (1-4) ◽  
pp. 165-172
Author(s):  
Dongge Deng ◽  
Mingzhi Zhu ◽  
Qiang Shu ◽  
Baoxu Wang ◽  
Fei Yang
Keyword(s):  
Linear Programming ◽  
Power Consumption ◽  
Low Power ◽  
Optimization Design ◽  
Structural Parameters ◽  
Axial Position ◽  
Low Power Consumption ◽  
Optimal Method ◽  
Atomic Spin ◽  
Shim Coil

It is necessary to develop a high homogeneous, low power consumption, high frequency and small-size shim coil for high precision and low-cost atomic spin gyroscope (ASG). To provide the shim coil, a multi-objective optimization design method is proposed. All structural parameters including the wire diameter are optimized. In addition to the homogeneity, the size of optimized coil, especially the axial position and winding number, is restricted to develop the small-size shim coil with low power consumption. The 0-1 linear programming is adopted in the optimal model to conveniently describe winding distributions. The branch and bound algorithm is used to solve this model. Theoretical optimization results show that the homogeneity of the optimized shim coil is several orders of magnitudes better than the same-size solenoid. A simulation experiment is also conducted. Experimental results show that optimization results are verified, and power consumption of the optimized coil is about half of the solenoid when providing the same uniform magnetic field. This indicates that the proposed optimal method is feasible to develop shim coil for ASG.

Fuzzy multi-objective decision making approach for nuclear power plant installation

2020 ◽  
Vol 39 (5) ◽  
pp. 6339-6350
Author(s):  
Esra Çakır ◽  
Ziya Ulukan
Keyword(s):  
Linear Programming ◽  
Power Plant ◽  
Nuclear Power Plant ◽  
Energy Supply ◽  
Energy Demand ◽  
Nuclear Power ◽  
Power Plants ◽  
Total Duration ◽  
Objective Functions ◽  
Multi Objective

Due to the increase in energy demand, many countries suffer from energy poverty because of insufficient and expensive energy supply. Plans to use alternative power like nuclear power for electricity generation are being revived among developing countries. Decisions for installation of power plants need to be based on careful assessment of future energy supply and demand, economic and financial implications and requirements for technology transfer. Since the problem involves many vague parameters, a fuzzy model should be an appropriate approach for dealing with this problem. This study develops a Fuzzy Multi-Objective Linear Programming (FMOLP) model for solving the nuclear power plant installation problem in fuzzy environment. FMOLP approach is recommended for cases where the objective functions are imprecise and can only be stated within a certain threshold level. The proposed model attempts to minimize total duration time, total cost and maximize the total crash time of the installation project. By using FMOLP, the weighted additive technique can also be applied in order to transform the model into Fuzzy Multiple Weighted-Objective Linear Programming (FMWOLP) to control the objective values such that all decision makers target on each criterion can be met. The optimum solution with the achievement level for both of the models (FMOLP and FMWOLP) are compared with each other. FMWOLP results in better performance as the overall degree of satisfaction depends on the weight given to the objective functions. A numerical example demonstrates the feasibility of applying the proposed models to nuclear power plant installation problem.

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