scholarly journals Optimization of a complex hydropower development operation using HEC-ResSim

2022 ◽  
Vol 1216 (1) ◽  
pp. 012017
Author(s):  
E I Tică ◽  
K Ahmad-Rashid ◽  
O V Sima ◽  
F Popa ◽  
O Nedelcu ◽  
...  

Abstract In this paper HEC-ResSim is applied for a complex hydropower development formed by five reservoirs and related hydropower plants. There were considered characteristics of five existing hydropower developments in Romania, for which three reservoirs are with annual regulation and two with daily regulation. The objective function was the realization of a planned energy generation for one year (the mean hydrological year). Obtained results are very close to those obtained applying linear programming, a revised simplex algorithm.

2018 ◽  
Vol 77 (22) ◽  
pp. 30035-30050 ◽  
Author(s):  
Lili He ◽  
Hongtao Bai ◽  
Yu Jiang ◽  
Dantong Ouyang ◽  
Shanshan Jiang

2014 ◽  
Vol 6 (2) ◽  
pp. 46-62
Author(s):  
Nikolaos Ploskas ◽  
Nikolaos Samaras ◽  
Jason Papathanasiou

Linear programming algorithms have been widely used in Decision Support Systems. These systems have incorporated linear programming algorithms for the solution of the given problems. Yet, the special structure of each linear problem may take advantage of different linear programming algorithms or different techniques used in these algorithms. This paper proposes a web-based DSS that assists decision makers in the solution of linear programming problems with a variety of linear programming algorithms and techniques. Two linear programming algorithms have been included in the DSS: (i) revised simplex algorithm and (ii) exterior primal simplex algorithm. Furthermore, ten scaling techniques, five basis update methods and eight pivoting rules have been incorporated in the DSS. All linear programming algorithms and methods have been implemented using MATLAB and converted to Java classes using MATLAB Builder JA, while the web interface of the DSS has been designed using Java Server Pages.


Entropy ◽  
2020 ◽  
Vol 22 (1) ◽  
pp. 121
Author(s):  
Marcel-Ioan Boloș ◽  
Ioana-Alexandra Bradea ◽  
Camelia Delcea

This paper studies the problem of tangible assets acquisition within the company by proposing a new hybrid model that uses linear programming and fuzzy numbers. Regarding linear programming, two methods were implemented in the model, namely: the graphical method and the primal simplex algorithm. This hybrid model is proposed for solving investment decision problems, based on decision variables, objective function coefficients, and a matrix of constraints, all of them presented in the form of triangular fuzzy numbers. Solving the primal simplex algorithm using fuzzy numbers and coefficients, allowed the results of the linear programming problem to also be in the form of fuzzy variables. The fuzzy variables compared to the crisp variables allow the determination of optimal intervals for which the objective function has values depending on the fuzzy variables. The major advantage of this model is that the results are presented as value ranges that intervene in the decision-making process. Thus, the company’s decision makers can select any of the result values as they satisfy two basic requirements namely: minimizing/maximizing the objective function and satisfying the basic requirements regarding the constraints resulting from the company’s activity. The paper is accompanied by a practical example.


Author(s):  
Sanjay Jain ◽  
Adarsh Mangal

In this research paper, an effort has been made to solve each linear objective function involved in the Multi-objective Linear Programming Problem (MOLPP) under consideration by AHA simplex algorithm and then the MOLPP is converted into a single LPP by using various techniques and then the solution of LPP thus formed is recovered by Gauss elimination technique. MOLPP is concerned with the linear programming problems of maximizing or minimizing, the linear objective function having more than one objective along with subject to a set of constraints having linear inequalities in nature. Modeling of Gauss elimination technique of inequalities is derived for numerical solution of linear programming problem by using concept of bounds. The method is quite useful because the calculations involved are simple as compared to other existing methods and takes least time. The same has been illustrated by a numerical example for each technique discussed here.


Author(s):  
Nirmal Kumar Mahapatra ◽  
Tuhin Bera

In this chapter, the concept of single valued neutrosophic number (SVN-Number) is presented in a generalized way. Using this notion, a crisp linear programming problem (LP-problem) is extended to a neutrosophic linear programming problem (NLP-problem). The coefficients of the objective function of a crisp LP-problem are considered as generalized single valued neutrosophic number (GSVN-Number). This modified form of LP-problem is here called an NLP-problem. An algorithm is developed to solve NLP-problem by simplex method. Finally, this simplex algorithm is applied to a real-life problem. The problem is illustrated and solved numerically.


Author(s):  
Chandra Sen

An excellent research contribution was made by Sanjay and Adarsh in using Gauss Elimination Technique and AHA simplex method for solving multi-objective optimization (MOO) problems. The method was applied for solving MOO problems using Chandra Sen's technique and several other averaging techniques. The formulation of multi-objective function in the averaging techniques was not perfect. The example was also not appropriate.


2012 ◽  
Vol 60 (2) ◽  
pp. 223-230
Author(s):  
H.K. Das ◽  
M. Babul Hasan

In this paper, a new method is proposed for solving the problem in which the objective function is a linear fractional Bounded Variable (LFBV) function, where the constraints functions are in the form of linear inequalities and the variables are bounded. The proposed method mainly based upon the primal dual simplex algorithm. The Linear Programming Bounded Variables (LPBV) algorithm is extended to solve Linear Fractional Bounded Variables (LFBV).The advantages of LFBV algorithm are simplicity of implementation and less computational effort. We also compare our result with programming language MATHEMATICA.DOI: http://dx.doi.org/10.3329/dujs.v60i2.11522 Dhaka Univ. J. Sci. 60(2): 223-230, 2012 (July) 


2020 ◽  
Vol 4 (02) ◽  
pp. 34-45
Author(s):  
Naufal Dzikri Afifi ◽  
Ika Arum Puspita ◽  
Mohammad Deni Akbar

Shift to The Front II Komplek Sukamukti Banjaran Project is one of the projects implemented by one of the companies engaged in telecommunications. In its implementation, each project including Shift to The Front II Komplek Sukamukti Banjaran has a time limit specified in the contract. Project scheduling is an important role in predicting both the cost and time in a project. Every project should be able to complete the project before or just in the time specified in the contract. Delay in a project can be anticipated by accelerating the duration of completion by using the crashing method with the application of linear programming. Linear programming will help iteration in the calculation of crashing because if linear programming not used, iteration will be repeated. The objective function in this scheduling is to minimize the cost. This study aims to find a trade-off between the costs and the minimum time expected to complete this project. The acceleration of the duration of this study was carried out using the addition of 4 hours of overtime work, 3 hours of overtime work, 2 hours of overtime work, and 1 hour of overtime work. The normal time for this project is 35 days with a service fee of Rp. 52,335,690. From the results of the crashing analysis, the alternative chosen is to add 1 hour of overtime to 34 days with a total service cost of Rp. 52,375,492. This acceleration will affect the entire project because there are 33 different locations worked on Shift to The Front II and if all these locations can be accelerated then the duration of completion of the entire project will be effective


2014 ◽  
Vol 9 (4) ◽  
pp. 30-35
Author(s):  
S Datta ◽  
S Maiti ◽  
G Das ◽  
A Chatterjee ◽  
P Ghosh

Background The diagnosis of classical Kawasaki Disease was based on clinical criteria. The conventional criteria is particularly useful in preventing over diagnosis, but at the same time it may result in failure to recognize the incomplete form of Kawasaki Disease. Objective To suspect incomplete Kawasaki Disease, because early diagnosis and proper treatment may reduce substantial risk of developing coronary artery abnormality which is one of the leading causes of acquired heart disease in children. Method Nine cases of incomplete Kawasaki Disease were diagnosed over a period of one year. The diagnosis of incomplete Kawasaki Disease was based on fever for five days with less than four classical clinical features and cardiac abnormality detected by 2D- echocardiography. A repeat echocardiography was done after 6 weeks of onset of illness. The patients were treated with Intravenous Immunoglobulin and/or aspirin. Result The mean age of the patients was 3.83 years and the mean duration of symptoms before diagnosis was 12.1 days. Apart from other criteria all of our patients had edema and extreme irritability. All the patients had abnormal echocardiographic finding. Five patients received only aspirin due to nonaffordability of Intravenous Immunoglobulin and four patients received both aspirin and Intravenous Immunoglobulin, but the outcome was excellent in all the cases. Conclusion Incomplete Kawasaki Disease can be diagnosed with more awareness and aspirin alone may be used as a second line therapy in case of non affordability of Intravenous Immunoglobulin. Journal of College of Medical Sciences-Nepal, 2013, Vol-9, No-4, 30-35 DOI: http://dx.doi.org/10.3126/jcmsn.v9i4.10234


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