Allocating Shadow Prices in a Multi-objective Chance Constrained Problem of Biodiesel Blending

Author(s):  
Carla Caldeira ◽  
Luis Dias ◽  
Fausto Freire ◽  
Dimitris Kremmydas ◽  
Stelios Rozakis
2018 ◽  
Vol 4 (3) ◽  
pp. 316-325 ◽  
Author(s):  
Yan Xu ◽  
◽  
Tianyang Zhao ◽  
Shuqiang Zhao ◽  
Jianhua Zhang ◽  
...  

2014 ◽  
Vol 1 (1) ◽  
pp. 991526 ◽  
Author(s):  
Seyed Hossein Nikokalam-Mozafar ◽  
Behzad Ashjari ◽  
Reza Tavakkoli-Moghaddam ◽  
Aida Omidvar ◽  
Zude Zhou

In this chapter, fuzzy goal programming (FGP) technique is presented to solve fuzzy multi-objective chance constrained programming (CCP) problems having parameters associated with the system constrains following different continuous probability distributions. Also, the parameters of the models are presented in the form of crisp numbers or fuzzy numbers (FNs) or fuzzy random variables (FRVs). In model formulation process, the imprecise probabilistic problem is converted into an equivalent fuzzy programming model by applying CCP methodology and the concept of cuts of FNs, successively. If the parameters of the objectives are in the form of FRVs then expectation model of the objectives are employed to remove the probabilistic nature from multiple objectives. Afterwards, considering the fuzzy nature of the parameters involved with the problem, the model is converted into an equivalent crisp model using two different approaches. The problem can either be decomposed on the basis of tolerance values of the parameters; alternatively, an equivalent deterministic model can be obtained by applying different defuzzification techniques of FNs. In the solution process, the individual optimal value of each objective is found in isolation to construct the fuzzy goals of the objectives. Then the fuzzy goals are transformed into membership goals on the basis of optimum values of each objective. Then priority-based FGP under different priority structures or weighted FGP is used for achievement of the highest membership degree to the extent possible to achieve the ideal point dependent solution in the decision-making context. Finally, several numerical examples considering different types of probability distributions and different forms of FNs are considered to illustrate the developed methodologies elaborately.


2020 ◽  
Vol 24 (6) ◽  
pp. 3189-3209
Author(s):  
Céline Monteil ◽  
Fabrice Zaoui ◽  
Nicolas Le Moine ◽  
Frédéric Hendrickx

Abstract. Environmental modelling is complex, and models often require the calibration of several parameters that are not able to be directly evaluated from a physical quantity or field measurement. Multi-objective calibration has many advantages such as adding constraints in a poorly constrained problem or finding a compromise between different objectives by defining a set of optimal parameters. The caRamel optimizer has been developed to meet the requirement for an automatic calibration procedure that delivers not just one but a family of parameter sets that are optimal with regard to a multi-objective target. The idea behind caRamel is to rely on stochastic rules while also allowing more “local” mechanisms, such as the extrapolation along vectors in the parameter space. The caRamel algorithm is a hybrid of the multi-objective evolutionary annealing simplex (MEAS) method and the non-dominated sorting genetic algorithm II (ε-NSGA-II). It was initially developed for calibrating hydrological models but can be used for any environmental model. The caRamel algorithm is well adapted to complex modelling. The comparison with other optimizers in hydrological case studies (i.e. NSGA-II and MEAS) confirms the quality of the algorithm. An R package, caRamel, has been designed to easily implement this multi-objective algorithm optimizer in the R environment.


Sign in / Sign up

Export Citation Format

Share Document