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Unit Commitment with Joint Chance Constraints in Multi-area Power Systems with Wind Power Based on Partial Sample Average Approximation 被引量:1
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作者 Jinghua Li Hongyu Zeng Yutian Xie 《Journal of Modern Power Systems and Clean Energy》 2025年第1期241-252,共12页
Joint chance constraints(JCCs)can ensure the consistency and correlation of stochastic variables when participating in decision-making.Sample average approximation(SAA)is the most popular method for solving JCCs in un... Joint chance constraints(JCCs)can ensure the consistency and correlation of stochastic variables when participating in decision-making.Sample average approximation(SAA)is the most popular method for solving JCCs in unit commitment(UC)problems.However,the typical SAA requires large Monte Carlo(MC)samples to ensure the solution accuracy,which results in large-scale mixed-integer programming(MIP)problems.To address this problem,this paper presents the partial sample average approximation(PSAA)to deal with JCCs in UC problems in multi-area power systems with wind power.PSAA partitions the stochastic variables and historical dataset,and the historical dataset is then partitioned into non-sampled and sampled sets.When approximating the expectation of stochastic variables,PSAA replaces the big-M formulation with the cumulative distribution function of the non-sampled set,thus preventing binary variables from being introduced.Finally,PSAA can transform the chance constraints to deterministic constraints with only continuous variables,avoiding the large-scale MIP problem caused by SAA.Simulation results demonstrate that PSAA has significant advantages in solution accuracy and efficiency compared with other existing methods including traditional SAA,SAA with improved big-M,SAA with Latin hypercube sampling(LHS),and the multi-stage robust optimization methods. 展开更多
关键词 Unit commitment joint chance constraint renewable energy multi-area power system wind power sample average approximation partial sample average approximation
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SAMPLE AVERAGE APPROXIMATION METHOD FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS 被引量:7
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作者 Mingzheng WANG Guihua LIN Yuli GAO M. Montaz ALI 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2011年第6期1143-1153,共11页
This paper considers a class of stochastic variational inequality problems. As proposed by Jiang and Xu (2008), by using the so-called regularized gap function, the authors formulate the problems as constrained opti... This paper considers a class of stochastic variational inequality problems. As proposed by Jiang and Xu (2008), by using the so-called regularized gap function, the authors formulate the problems as constrained optimization problems and then propose a sample average approximation method for solving the problems. Under some moderate conditions, the authors investigate the limiting behavior of the optimal values and the optimal solutions of the approximation problems. Finally, some numerical results are reported to show efficiency of the proposed method. 展开更多
关键词 CONVERGENCE gap function sample average approximation method stochastic variational inequality.
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A case study on sample average approximation method for stochastic supply chain network design problem
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作者 Yuan WANG Ruyan SHOU +1 位作者 Loo Hay LEE Ek Peng CHEW 《Frontiers of Engineering Management》 2017年第3期338-347,共10页
This study aims to solve a typical long-term strategic decision problem on supply chain network design with consideration to uncertain demands. Existing methods for these problems are either deterministic or limited i... This study aims to solve a typical long-term strategic decision problem on supply chain network design with consideration to uncertain demands. Existing methods for these problems are either deterministic or limited in scale. We analyze the impact of uncertainty on demand based on actual large data from industrial companies.Deterministic equivalent model with nonanticipativity constraints, branch-and-fix coordination, sample average approximation(SAA) with Bayesian bootstrap, and Latin hypercube sampling were adopted to analyze stochastic demands. A computational study of supply chain network with front-ends in Europe and back-ends in Asia is presented to highlight the importance of stochastic factors in these problems and the efficiency of our proposed solution approach. 展开更多
关键词 supply chain network stochastic demand sampling average approximation Bayesian bootstrap Latin hypercube sampling
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Providing Robust and Low-Cost Edge Computing in Smart Grid:An Energy Harvesting Based Task Scheduling and Resource Management Framework 被引量:1
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作者 Xie Zhigang Song Xin +1 位作者 Xu Siyang Cao Jing 《China Communications》 2025年第2期226-240,共15页
Recently,one of the main challenges facing the smart grid is insufficient computing resources and intermittent energy supply for various distributed components(such as monitoring systems for renewable energy power sta... Recently,one of the main challenges facing the smart grid is insufficient computing resources and intermittent energy supply for various distributed components(such as monitoring systems for renewable energy power stations).To solve the problem,we propose an energy harvesting based task scheduling and resource management framework to provide robust and low-cost edge computing services for smart grid.First,we formulate an energy consumption minimization problem with regard to task offloading,time switching,and resource allocation for mobile devices,which can be decoupled and transformed into a typical knapsack problem.Then,solutions are derived by two different algorithms.Furthermore,we deploy renewable energy and energy storage units at edge servers to tackle intermittency and instability problems.Finally,we design an energy management algorithm based on sampling average approximation for edge computing servers to derive the optimal charging/discharging strategies,number of energy storage units,and renewable energy utilization.The simulation results show the efficiency and superiority of our proposed framework. 展开更多
关键词 edge computing energy harvesting energy storage unit renewable energy sampling average approximation task scheduling
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Optimal Recovery of Functions on the Sphere on a Sobolev Spaces with a Gaussian Measure in the Average Case Setting
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作者 Zexia Huang Heping Wang 《Analysis in Theory and Applications》 CSCD 2015年第2期154-166,共13页
In this paper, we study optimal recovery (reconstruction) of functions on the sphere in the average case setting. We obtain the asymptotic orders of average sampling numbers of a Sobolev space on the sphere with a G... In this paper, we study optimal recovery (reconstruction) of functions on the sphere in the average case setting. We obtain the asymptotic orders of average sampling numbers of a Sobolev space on the sphere with a Gaussian measure in the Lq (S^d-1) metric for 1 ≤ q ≤ ∞, and show that some worst-case asymptotically optimal algorithms are also asymptotically optimal in the average case setting in the Lq (S^d-1) metric for 1 ≤ q ≤ ∞. 展开更多
关键词 Optimal recovery on the sphere average sampling numbers optimal algorithm Gaussian measure.
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An Improvement of the Quantitative Stability Analysis for the Two-Stage Stochastic Variational Inequality Problems
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作者 WANG Zhenlong LIN Liqin +1 位作者 WANG Yiting LIU Jianxun 《Wuhan University Journal of Natural Sciences》 CSCD 2024年第6期539-546,共8页
This paper extends the quantitative stability results to a more general class of two-stage stochastic variational inequality problems(TSVIP).The existence of solutions to the TSVIP is discussed,and the quantitative re... This paper extends the quantitative stability results to a more general class of two-stage stochastic variational inequality problems(TSVIP).The existence of solutions to the TSVIP is discussed,and the quantitative relationship between the TSVIP and its distribution perturbed problem is derived. 展开更多
关键词 two-stage stochastic variational inequality problems residual function quantitative stability analysis sample average approximation
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Modified DS np Chart Using Generalized Multiple Dependent State Sampling under Time Truncated Life Test
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作者 Wimonmas Bamrungsetthapong Pramote Charongrattanasakul 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第3期2471-2495,共25页
This study presents the design of a modified attributed control chart based on a double sampling(DS)np chart applied in combination with generalized multiple dependent state(GMDS)sampling to monitor the mean life of t... This study presents the design of a modified attributed control chart based on a double sampling(DS)np chart applied in combination with generalized multiple dependent state(GMDS)sampling to monitor the mean life of the product based on the time truncated life test employing theWeibull distribution.The control chart developed supports the examination of the mean lifespan variation for a particular product in the process of manufacturing.Three control limit levels are used:the warning control limit,inner control limit,and outer control limit.Together,they enhance the capability for variation detection.A genetic algorithm can be used for optimization during the in-control process,whereby the optimal parameters can be established for the proposed control chart.The control chart performance is assessed using the average run length,while the influence of the model parameters upon the control chart solution is assessed via sensitivity analysis based on an orthogonal experimental design withmultiple linear regression.A comparative study was conducted based on the out-of-control average run length,in which the developed control chart offered greater sensitivity in the detection of process shifts while making use of smaller samples on average than is the case for existing control charts.Finally,to exhibit the utility of the developed control chart,this paper presents its application using simulated data with parameters drawn from the real set of data. 展开更多
关键词 Modified DS np chart generalizedmultiple dependent state sampling time truncated life test Weibull distribution average run length average sample size
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Flight Schedule Recovery under Uncertain Airport Capacity 被引量:2
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作者 Zhu Bo Zhu Jinfu 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2016年第4期479-490,共12页
Airlines adjust their flight schedules to satisfy more stringent airport capacity constraints caused by inclement weather or other unexpected disruptions.The problem will be more important and complicated if uncertain... Airlines adjust their flight schedules to satisfy more stringent airport capacity constraints caused by inclement weather or other unexpected disruptions.The problem will be more important and complicated if uncertain disruptions occur in hub airports.A two-stage stochastic programming model was established to deal with the realtime flight schedule recovery and passenger re-accommodation problem.The first-stage model represents the flight re-timing and re-fleeting decision in current time period when capacity information is deterministic,while the second-stage recourse model evaluates the passenger delay given the first-stage solutions when one future scenario is realized.Aiming at the large size of the problem and requirement for quick response,an algorithmic framework combining the sample average approximation and heuristic method was proposed.The computational results indicated of that the proposed method could obtain solutions with around 5% optimal gaps,and the computing time was linearly positive to the sample size. 展开更多
关键词 flight recovery passenger re-accommodation two-stage stochastic model sample average approximation heuristic method
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A Projection and Contraction Method for P-Order Cone Constraint Stochastic Variational Inequality Problem
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作者 Mengdi Zheng Xiaohui Xu Juhe Sun 《Journal of Applied Mathematics and Physics》 2022年第4期1113-1125,共13页
In this paper, we study the p-order cone constraint stochastic variational inequality problem. We first take the sample average approximation method to deal with the expectation and gain an approximation problem, furt... In this paper, we study the p-order cone constraint stochastic variational inequality problem. We first take the sample average approximation method to deal with the expectation and gain an approximation problem, further the rationality is given. When the underlying function is Lipschitz continuous, we acquire a projection and contraction algorithm to solve the approximation problem. In the end, the method is applied to some numerical experiments and the effectiveness of the algorithm is verified. 展开更多
关键词 Stochastic Variational Inequality sample average Approximation Projection and Contraction Method Convergence Analysis Numerical Experiments
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PointPCA:一种三维空间点云的特征提取算法 被引量:1
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作者 季钰林 钟剑丹 +2 位作者 李英祥 傅俊杰 刘家威 《计算机应用研究》 CSCD 北大核心 2023年第1期294-298,共5页
点云是一个庞大点的集合而且拥有重要的几何结构。由于其庞大的数据量,不可避免地就会在某些区域内出现一些相似点,这就使得在进行特征提取时提取到一些重复的信息,造成计算冗余,降低训练的准确率。针对上述问题,提出了一种新的神经网... 点云是一个庞大点的集合而且拥有重要的几何结构。由于其庞大的数据量,不可避免地就会在某些区域内出现一些相似点,这就使得在进行特征提取时提取到一些重复的信息,造成计算冗余,降低训练的准确率。针对上述问题,提出了一种新的神经网络——PointPCA,可以有效地解决上述问题;在PointPCA中,总共分为三个模块:a)采样模块,提出了一种average point sampling(APS)采样方法,可以有效地规避一些相似的点,得到一组近似代表这组点云的新的点集;b)特征提取模块,采用分组中的思想,对这组新的点的集合进行多尺度空间特征提取;c)拼接模块,将每一尺度提取的特征向量拼接到一起组合为一个特征向量。经过实验表明,PointPCA比PointNet在准确率方面提升了4.6%,比PointNet++提升了1.1%;而且在mIoU评估测试中也有不错的效果。 展开更多
关键词 PointPCA average point sampling 多尺度空间特征提取 特征向量
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DETECTION OF INCIPIENT LOCALIZED GEAR FAULTS IN GEARBOX BY COMPLEX CONTINUOUS WAVELET TRANSFORM 被引量:6
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作者 HanZhennan XiongShibo LiJinbao 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2003年第4期363-366,共4页
As far as the vibration signal processing is concerned, composition ofvibration signal resulting from incipient localized faults in gearbox is too weak to be detected bytraditional detecting technology available now. ... As far as the vibration signal processing is concerned, composition ofvibration signal resulting from incipient localized faults in gearbox is too weak to be detected bytraditional detecting technology available now. The method, which includes two steps: vibrationsignal from gearbox is first processed by synchronous average sampling technique and then it isanalyzed by complex continuous wavelet transform to diagnose gear fault, is introduced. Twodifferent kinds of faults in the gearbox, i.e. shaft eccentricity and initial crack in tooth fillet,are detected and distinguished from each other successfully. 展开更多
关键词 Gear transmission Fault diagnosis Synchronous average sampling technique Complex continuous wavelet transform
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Designing Adaptive Multiple Dependent State Sampling Plan for Accelerated Life Tests 被引量:1
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作者 Pramote Charongrattanasakul Wimonmas Bamrungsetthapong Poom Kumam 《Computer Systems Science & Engineering》 SCIE EI 2023年第8期1631-1651,共21页
A novel adaptive multiple dependent state sampling plan(AMDSSP)was designed to inspect products from a continuous manufacturing process under the accelerated life test(ALT)using both double sampling plan(DSP)and multi... A novel adaptive multiple dependent state sampling plan(AMDSSP)was designed to inspect products from a continuous manufacturing process under the accelerated life test(ALT)using both double sampling plan(DSP)and multiple dependent state sampling plan(MDSSP)concepts.Under accelerated conditions,the lifetime of a product follows the Weibull distribution with a known shape parameter,while the scale parameter can be determined using the acceleration factor(AF).The Arrhenius model is used to estimate AF when the damaging process is temperature-sensitive.An economic design of the proposed sampling plan was also considered for the ALT.A genetic algorithm with nonlinear optimization was used to estimate optimal plan parameters to minimize the average sample number(ASN)and total cost of inspection(TC)under both producer’s and consumer’s risks.Numerical results are presented to support the AMDSSP for the ALT,while performance comparisons between the AMDSSP,the MDSSP and a single sampling plan(SSP)for the ALT are discussed.Results indicated that the AMDSSP was more flexible and efficient for ASN and TC than the MDSSP and SSP plans under accelerated conditions.The AMDSSP also had a higher operating characteristic(OC)curve than both the existing sampling plans.Two real datasets of electronic devices for the ALT at high temperatures demonstrated the practicality and usefulness of the proposed sampling plan. 展开更多
关键词 Accelerated life test acceleration factor adaptive of multiple dependent state sampling plan average sample number total cost of inspection weibull distribution
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Dynamical intricacy and average sample complexity of amenable group actions
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作者 Jie Li Siming Tu 《Science China Mathematics》 SCIE CSCD 2022年第6期1247-1266,共20页
In 2018,Petersen and Wilson introduced the notion of dynamical intricacy and average sample complexity for dynamical systems of Z-action,based on the past works on the notion of intricacy in the research of brain netw... In 2018,Petersen and Wilson introduced the notion of dynamical intricacy and average sample complexity for dynamical systems of Z-action,based on the past works on the notion of intricacy in the research of brain network and probability theory.If one wants to take into account underlying system geometry in applications,more general group actions may need to be taken into consideration.In this paper,we consider this notion in the case of amenable group actions.We show that many basic properties in the Z-action case remain true.We also show that their suprema over covers or partitions are equal to the amenable topological entropy and the measure entropy,using the quasitiling technique in the theory of the amenable group. 展开更多
关键词 intricacy average sample complexity topological entropy amenable group
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Joint Chance-constrained Economic Dispatch Involving Joint Optimization of Frequency-related Inverter Control and Regulation Reserve Allocation
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作者 Ye Tian Zhengshuo Li +1 位作者 Wenchuan Wu Miao Fan 《CSEE Journal of Power and Energy Systems》 2025年第3期1030-1044,共15页
The issues of uncertainty and frequency security become significantly serious in power systems with the high penetration of volatile inverter-based renewables(IBRs),which makes it necessary to consider the uncertainty... The issues of uncertainty and frequency security become significantly serious in power systems with the high penetration of volatile inverter-based renewables(IBRs),which makes it necessary to consider the uncertainty and frequency-related constraints in the economic dispatch(ED)programs.However,existing ED studies rarely proactively optimize the control parameters of inverter-based resources related to fast regulation(e.g.,virtual inertia and droop coefficients)in cooperation with other dispatchable resources to improve the system frequency security and dispatch reliability.This paper proposes a joint chance-constrained economic dispatch model that jointly optimizes the frequency-related inverter control,the system up/down reserves,and base-point power for the minimal total operational cost.In the proposed model,multiple dispatchable resources,including thermal units,dispatchable IBRs,and energy storage,are considered,and the(virtual)inertias,the regulation reserve allocations,and base-point power are coordinated.To ensure the system reliability,the joint chance-constraint formulation is also adopted.Additionally,since the traditional sample average approximation(SAA)method imposes a huge computational burden,a novel mix-SAA(MSAA)method is proposed to transform the original intractable model into a linear model that can be efficiently solved via commercial solvers.The case studies validate the satisfactory efficacy of the proposed ED model and demonstrate that the MSAA can save nearly 90%calculation time compared with the traditional SAA. 展开更多
关键词 Economic dispatch joint chance constraint RESERVES sample average approximation
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Approximation of weak sense stationary stochastic processes from local averages 被引量:7
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作者 Zhan-jie SONG Wen-chang SUN +1 位作者 Shou-yuan YANG Guang-wen ZHU 《Science China Mathematics》 SCIE 2007年第4期457-463,共7页
We show that a weak sense stationary stochastic process can be approximated by local averages. Explicit error bounds are given. Our result improves an early one from Splettst?sser.
关键词 sampling theorem weak sense stationary stochastic processes local averages average sampling 42C15 60G10 94A20
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A joint stochastic programming approach for aircraft landing and terminal traffic flow problem under weather scenarios
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作者 T.C.Yeung Chenliang Zhang +1 位作者 Zhongyi Jin Kam K.H.Ng 《Journal of the Air Transport Research Society》 2024年第2期255-264,共10页
A stochastic programming model on the combination of aircraft landing problem and terminal traffic flow management under uncertainty is proposed in this work.In reality,various kinds of uncertainties,including adverse... A stochastic programming model on the combination of aircraft landing problem and terminal traffic flow management under uncertainty is proposed in this work.In reality,various kinds of uncertainties,including adverse weather events,occur more frequently and interrupt air traffic operations.Some of these uncertain events can appear and disappear in a short period.Furthermore,the occurrence of these events affects the flights significantly,delaying the flights or event harming the safety of passengers.Thus,it is essential to respond to these uncertainties to ensure the level of safety at runtime.Runway operation may cease due to strong wind shear,turbulence,microburst or other extreme weather scenarios,is limited due to the restricted airspace capacity,and we extend the problem covering the terminal airspace.The proposed model can significantly reduce the total delay time of aircraft in the computations. 展开更多
关键词 Stochastic programming model Aircraft landing problem Terminal traffic flow problem sample average Approximation
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A two-stage skilled manpower planning model with demand uncertainty
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作者 Mohsen Sadeghi-Dastaki Abbas Afrazeh 《International Journal of Intelligent Computing and Cybernetics》 EI 2018年第4期526-551,共26页
Purpose-Human resources are one of the most important and effective elements for companies.In other words,employees are a competitive advantage.This issue is more vital in the supply chains and production systems,beca... Purpose-Human resources are one of the most important and effective elements for companies.In other words,employees are a competitive advantage.This issue is more vital in the supply chains and production systems,because of high need for manpower in the different specification.Therefore,manpower planning is an important,essential and complex task.The purpose of this paper is to present a manpower planning model for production departments.The authors consider workforce with individual and hierarchical skills with skill substitution in the planning.Assuming workforce demand as a factor of uncertainty,a two-stage stochastic model is proposed.Design/methodology/approach–To solve the proposed mixed-integer model in the real-world cases and large-scale problems,a Benders’decomposition algorithm is introduced.Some test instances are solved,with scenarios generated by Monte Carlo method.For some test instances,to find the number of suitable scenarios,the authors use the sample average approximation method and to generate scenarios,the authors use Latin hypercube sampling method.Findings–The results show a reasonable performance in terms of both quality and solution time.Finally,the paper concludes with some analysis of the results and suggestions for further research.Originality/value–Researchers have attracted to other uncertainty factors such as costs and products demand in the literature,and have little attention to workforce demand as an uncertainty factor.Furthermore,most of the time,researchers assume that there is no difference between the education level and skill,while they are not necessarily equivalent.Hence,this paper enters these elements into decision making. 展开更多
关键词 Workforce planning Supply chain Benders’decomposition algorithm Latin hypercube sampling sample average approximation Two-stage stochastic programming
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