In this paper,weak optimal inverse problems of interval linear programming(IvLP)are studied based on KKT conditions.Firstly,the problem is precisely defined.Specifically,by adjusting the minimum change of the current ...In this paper,weak optimal inverse problems of interval linear programming(IvLP)are studied based on KKT conditions.Firstly,the problem is precisely defined.Specifically,by adjusting the minimum change of the current cost coefficient,a given weak solution can become optimal.Then,an equivalent characterization of weak optimal inverse IvLP problems is obtained.Finally,the problem is simplified without adjusting the cost coefficient of null variable.展开更多
This paper introduces an interval valued linear fractional programming problem (IVLFP). An IVLFP is a linear frac-tional programming problem with interval coefficients in the objective function. It is proved that we c...This paper introduces an interval valued linear fractional programming problem (IVLFP). An IVLFP is a linear frac-tional programming problem with interval coefficients in the objective function. It is proved that we can convert an IVLFP to an optimization problem with interval valued objective function which its bounds are linear fractional functions. Also there is a discussion for the solutions of this kind of optimization problem.展开更多
An interval linear traffic planning model is developed for supporting vehicle emissions limited under uncertainty. The interval linear traffic planning model can address uncertainties of traffic system and vehicle emi...An interval linear traffic planning model is developed for supporting vehicle emissions limited under uncertainty. The interval linear traffic planning model can address uncertainties of traffic system and vehicle emissions related to system costs and limitation of emission. The interval linear traffic planning model is applicable to complex traffic system. One virtual city as our study object was taken by using the interval linear traffic planning model. In this study, one virtual case and a scenario are provided for three planning periods. The results indicate that the interval linear traffic planning model can effectively reduce the vehicles emission and provide strategies for authorities to deal with problems of transportation system.展开更多
In contrast to most existing works on robust unit commitment(UC),this study proposes a novel big-M-based mixed-integer linear programming(MILP)method to solve security-constrained UC problems considering the allowable...In contrast to most existing works on robust unit commitment(UC),this study proposes a novel big-M-based mixed-integer linear programming(MILP)method to solve security-constrained UC problems considering the allowable wind power output interval and its adjustable conservativeness.The wind power accommodation capability is usually limited by spinning reserve requirements and transmission line capacity in power systems with large-scale wind power integration.Therefore,by employing the big-M method and adding auxiliary 0-1 binary variables to describe the allowable wind power output interval,a bilinear programming problem meeting the security constraints of system operation is presented.Furthermore,an adjustable confidence level was introduced into the proposed robust optimization model to decrease the level of conservatism of the robust solutions.This can establish a trade-off between economy and security.To develop an MILP problem that can be solved by commercial solvers such as CPLEX,the big-M method is utilized again to represent the bilinear formulation as a series of linear inequality constraints and approximately address the nonlinear formulation caused by the adjustable conservativeness.Simulation studies on a modified IEEE 26-generator reliability test system connected to wind farms were performed to confirm the effectiveness and advantages of the proposed method.展开更多
In this paper, a new approach using linear combination property of intervals and discretization is proposed to solve a class of nonlinear optimal control problems, containing a nonlinear system and linear functional, ...In this paper, a new approach using linear combination property of intervals and discretization is proposed to solve a class of nonlinear optimal control problems, containing a nonlinear system and linear functional, in three phases. In the first phase, using linear combination property of intervals, changes nonlinear system to an equivalent linear system, in the second phase, using discretization method, the attained problem is converted to a linear programming problem, and in the third phase, the latter problem will be solved by linear programming methods. In addition, efficiency of our approach is confirmed by some numerical examples.展开更多
To enhance the effectiveness of watershed load reduction decision making, the Risk Explicit Interval Linear Programming (REILP) approach was developed in previous studies to address decision risks and system returns...To enhance the effectiveness of watershed load reduction decision making, the Risk Explicit Interval Linear Programming (REILP) approach was developed in previous studies to address decision risks and system returns. However, REILP lacks the capability to analyze the tradeoff between risks in the objective function and constraints. Therefore, a refined REILP model is proposed in this study to further enhance the decision support capability of the REILP approach for optimal watershed load reduction. By introducing a tradeofffactor (α) into the total risk function, the refined REILP can lead to different compromises between risks associated with the objective functions and the constraints. The proposed model was illustrated using a case study that deals with uncertainty- based optimal load reduction decision making for Lake Qionghai Watershed, China. A risk tradeoff curve with different values of a was presented to decision makers as a more flexible platform to support decision formulation. The results of the standard and refined REILP model were compared under 11 aspiration levels. The results demon- strate that, by applying the refined REILP, it is possible to obtain solutions that preserve the same constraint risk as that in the standard REILP but with lower objective risk, which can provide more effective guidance for decision makers.展开更多
在区间直觉模糊集(Interval-valued intuitionistic fuzzy set,IVIFS)的框架内,重点研究了属性权重在一定约束条件下和属性权重完全未知的多属性群决策问题.首先利用区间直觉模糊集成算子获得方案在属性上的综合区间直觉模糊决策矩阵,...在区间直觉模糊集(Interval-valued intuitionistic fuzzy set,IVIFS)的框架内,重点研究了属性权重在一定约束条件下和属性权重完全未知的多属性群决策问题.首先利用区间直觉模糊集成算子获得方案在属性上的综合区间直觉模糊决策矩阵,进一步依据逼近理想解排序法(Technique for order preference by similarity to an ideal solution,TOPSIS)的思想计算候选方案和理想方案的加权距离,最后确定方案排序.其中针对属性权重在一定约束条件下的决策问题,提出了基于区间直觉模糊集精确度函数的线性规划方法,用以解决属性权重求解问题.针对属性权重完全未知的决策问题,首先定义了区间直觉模糊熵,其次通过熵衡量每一属性所含的信息量来求解属性权重.实验结果验证了决策方法的有效性和可行性.展开更多
基金Supported by the National Natural Science Foundation of China(11971433)First Class Discipline of Zhe-jiang-A(Zhejiang Gongshang University-Statistics,1020JYN4120004G-091),Graduate Scientic Research and Innovation Foundation of Zhejiang Gongshang University.
文摘In this paper,weak optimal inverse problems of interval linear programming(IvLP)are studied based on KKT conditions.Firstly,the problem is precisely defined.Specifically,by adjusting the minimum change of the current cost coefficient,a given weak solution can become optimal.Then,an equivalent characterization of weak optimal inverse IvLP problems is obtained.Finally,the problem is simplified without adjusting the cost coefficient of null variable.
文摘This paper introduces an interval valued linear fractional programming problem (IVLFP). An IVLFP is a linear frac-tional programming problem with interval coefficients in the objective function. It is proved that we can convert an IVLFP to an optimization problem with interval valued objective function which its bounds are linear fractional functions. Also there is a discussion for the solutions of this kind of optimization problem.
文摘An interval linear traffic planning model is developed for supporting vehicle emissions limited under uncertainty. The interval linear traffic planning model can address uncertainties of traffic system and vehicle emissions related to system costs and limitation of emission. The interval linear traffic planning model is applicable to complex traffic system. One virtual city as our study object was taken by using the interval linear traffic planning model. In this study, one virtual case and a scenario are provided for three planning periods. The results indicate that the interval linear traffic planning model can effectively reduce the vehicles emission and provide strategies for authorities to deal with problems of transportation system.
基金State Grid Jiangsu Electric Power Co.,Ltd(JF2020001)National Key Technology R&D Program of China(2017YFB0903300)State Grid Corporation of China(521OEF17001C).
文摘In contrast to most existing works on robust unit commitment(UC),this study proposes a novel big-M-based mixed-integer linear programming(MILP)method to solve security-constrained UC problems considering the allowable wind power output interval and its adjustable conservativeness.The wind power accommodation capability is usually limited by spinning reserve requirements and transmission line capacity in power systems with large-scale wind power integration.Therefore,by employing the big-M method and adding auxiliary 0-1 binary variables to describe the allowable wind power output interval,a bilinear programming problem meeting the security constraints of system operation is presented.Furthermore,an adjustable confidence level was introduced into the proposed robust optimization model to decrease the level of conservatism of the robust solutions.This can establish a trade-off between economy and security.To develop an MILP problem that can be solved by commercial solvers such as CPLEX,the big-M method is utilized again to represent the bilinear formulation as a series of linear inequality constraints and approximately address the nonlinear formulation caused by the adjustable conservativeness.Simulation studies on a modified IEEE 26-generator reliability test system connected to wind farms were performed to confirm the effectiveness and advantages of the proposed method.
文摘In this paper, a new approach using linear combination property of intervals and discretization is proposed to solve a class of nonlinear optimal control problems, containing a nonlinear system and linear functional, in three phases. In the first phase, using linear combination property of intervals, changes nonlinear system to an equivalent linear system, in the second phase, using discretization method, the attained problem is converted to a linear programming problem, and in the third phase, the latter problem will be solved by linear programming methods. In addition, efficiency of our approach is confirmed by some numerical examples.
基金This paper was supported by the National Natural Science Foundation of China (Grant No. 41222002), Research Fund for the Doctoral Program of Higher Education of China (20100001120020) and "China National Water Pollution Control Program" (2013ZX07102-006). Special thanks to Dr. Daniel Obenour in University of Michigan.
文摘To enhance the effectiveness of watershed load reduction decision making, the Risk Explicit Interval Linear Programming (REILP) approach was developed in previous studies to address decision risks and system returns. However, REILP lacks the capability to analyze the tradeoff between risks in the objective function and constraints. Therefore, a refined REILP model is proposed in this study to further enhance the decision support capability of the REILP approach for optimal watershed load reduction. By introducing a tradeofffactor (α) into the total risk function, the refined REILP can lead to different compromises between risks associated with the objective functions and the constraints. The proposed model was illustrated using a case study that deals with uncertainty- based optimal load reduction decision making for Lake Qionghai Watershed, China. A risk tradeoff curve with different values of a was presented to decision makers as a more flexible platform to support decision formulation. The results of the standard and refined REILP model were compared under 11 aspiration levels. The results demon- strate that, by applying the refined REILP, it is possible to obtain solutions that preserve the same constraint risk as that in the standard REILP but with lower objective risk, which can provide more effective guidance for decision makers.
文摘在区间直觉模糊集(Interval-valued intuitionistic fuzzy set,IVIFS)的框架内,重点研究了属性权重在一定约束条件下和属性权重完全未知的多属性群决策问题.首先利用区间直觉模糊集成算子获得方案在属性上的综合区间直觉模糊决策矩阵,进一步依据逼近理想解排序法(Technique for order preference by similarity to an ideal solution,TOPSIS)的思想计算候选方案和理想方案的加权距离,最后确定方案排序.其中针对属性权重在一定约束条件下的决策问题,提出了基于区间直觉模糊集精确度函数的线性规划方法,用以解决属性权重求解问题.针对属性权重完全未知的决策问题,首先定义了区间直觉模糊熵,其次通过熵衡量每一属性所含的信息量来求解属性权重.实验结果验证了决策方法的有效性和可行性.