A Hybrid Parametric/Stochastic Programming Approach for Mixed-Integer Linear Problems under Uncertainty

1997 ◽  
Vol 36 (6) ◽  
pp. 2262-2270 ◽  
Author(s):  
Joaquín Acevedo ◽  
Efstratios N. Pistikopoulos
Keyword(s):  
Stochastic Programming ◽  
Mixed Integer ◽  
Programming Approach ◽  
Linear Problems

scholarly journals Multi-objective optimization of a power-to-hydrogen system for mobility via two-stage stochastic programming

2021 ◽  
Vol 2042 (1) ◽  
pp. 012034
Author(s):  
Marta Fochesato ◽  
Philipp Heer ◽  
John Lygeros
Keyword(s):  
Stochastic Programming ◽  
Large Scale ◽  
Mixed Integer ◽  
Programming Approach ◽  
Total Annual Cost ◽  
Multi Objective Optimization ◽  
Two Stage ◽  
Mixed Integer Linear Program ◽  
Multi Objective ◽  
Design Variables

Abstract A systematic way for the optimal design of renewable-based hydrogen refuelling stations in the presence of uncertainty in the hydrogen demand is presented. A two-stage stochastic programming approach is used to simultaneously minimize the total annual cost and the CO2 footprint due to the electricity generation sources. The first-stage (design) variables correspond to the sizing of the devices, while the second-stage (operation) variables correspond to the scheduling of the installed system that is affected by uncertainties. The demand of a fleet of fuel cell vehicles is synthesized by means of a Poisson distribution and different scenarios are generated by random sampling. We formulate our problem as a large-scale mixed-integer linear program and we rely on a two-level approximation scheme to keep the problem computationally tractable. A solely deterministic setting which does not take into account uncertainties leads to underestimated device sizes, resulting in a significant fraction of demand remaining unserved with a consequent loss in revenue. The multi-objective optimization produces a convex Pareto front, showing that a reduction in carbon footprint comes with increasing costs and thus diminishing profit.

scholarly journals Contracts in electricity markets under EU ETS: A stochastic programming approach

2021 ◽  
pp. 105309
Author(s):  
Arega Getaneh Abate ◽  
Rossana Riccardi ◽  
Carlos Ruiz
Keyword(s):  
Stochastic Programming ◽  
Electricity Markets ◽  
Programming Approach ◽  
Eu Ets

Modeling and Solution Techniques Used for Hydro Generation Scheduling

Water ◽  
2019 ◽  
Vol 11 (7) ◽  
pp. 1392 ◽  
Author(s):  
Iram Parvez ◽  
JianJian Shen ◽  
Mehran Khan ◽  
Chuntian Cheng
Keyword(s):  
Genetic Algorithm ◽  
Dynamic Programming ◽  
Stochastic Programming ◽  
Short Interval ◽  
Optimization Techniques ◽  
Mixed Integer ◽  
Fuzzy Logics ◽  
Spinning Reserve ◽  
Lagrange Relaxation ◽  
Generation Scheduling

The hydro generation scheduling problem has a unit commitment sub-problem which deals with start-up/shut-down costs related hydropower units. Hydro power is the only renewable energy source for many countries, so there is a need to find better methods which give optimal hydro scheduling. In this paper, the different optimization techniques like lagrange relaxation, augmented lagrange relaxation, mixed integer programming methods, heuristic methods like genetic algorithm, fuzzy logics, nonlinear approach, stochastic programming and dynamic programming techniques are discussed. The lagrange relaxation approach deals with constraints of pumped storage hydro plants and gives efficient results. Dynamic programming handles simple constraints and it is easily adaptable but its major drawback is curse of dimensionality. However, the mixed integer nonlinear programming, mixed integer linear programming, sequential lagrange and non-linear approach deals with network constraints and head sensitive cascaded hydropower plants. The stochastic programming, fuzzy logics and simulated annealing is helpful in satisfying the ramping rate, spinning reserve and power balance constraints. Genetic algorithm has the ability to obtain the results in a short interval. Fuzzy logic never needs a mathematical formulation but it is very complex. Future work is also suggested.

Efficiency Analysis of Agricultural Market Advisory Services: A Nonlinear Mixed-Integer Programming Approach

2004 ◽  
Vol 6 (3) ◽  
pp. 237-252 ◽  
Author(s):  
Silvina M. Cabrini ◽  
Brian G. Stark ◽  
Hayri Önal ◽  
Scott H. Irwin ◽  
Darrel L. Good ◽  
...  
Keyword(s):  
Integer Programming ◽  
Mixed Integer Programming ◽  
Efficiency Analysis ◽  
Mixed Integer ◽  
Programming Approach ◽  
Agricultural Market ◽  
Advisory Services

A Multi-Stage Stochastic Programming Approach to the Optimal Surveillance and Control of Emerald Ash Borer in Cities

2020 ◽  
Author(s):  
Eyyüb Y. Kıbış ◽  
I. Esra Buyuktahtakin ◽  
Robert G. Haight ◽  
Najmaddin Akhundov ◽  
Kathleen Knight ◽  
...  
Keyword(s):  
Stochastic Programming ◽  
Emerald Ash Borer ◽  
Programming Approach ◽  
Multi Stage ◽  
And Control

scholarly journals A mixed integer programming approach for freight railcar distribution

Production ◽  
2017 ◽  
Vol 27 (0) ◽  
Author(s):  
Marcello Calado ◽  
Júlio Barros ◽  
Ernesto Nobre ◽  
Bruno Prata
Keyword(s):  
Integer Programming ◽  
Mixed Integer Programming ◽  
Mixed Integer ◽  
Programming Approach
Sign in / Sign up

Export Citation Format

Share Document