This paper presents an adaptive path planner for unmanned aerial vehicles （UAVs） to adapt a real-time path search procedure to variations and fluctuations of UAVs’ relevant performances, with respect to sensory cap...This paper presents an adaptive path planner for unmanned aerial vehicles （UAVs） to adapt a real-time path search procedure to variations and fluctuations of UAVs’ relevant performances, with respect to sensory capability, maneuverability, and flight velocity limit. On the basis of a novel adaptability-involved problem statement, bi-level programming （BLP） and variable planning step techniques are introduced to model the necessary path planning components and then an adaptive path planner is developed for the purpose of adaptation and optimization. Additionally, both probabilistic-risk-based obstacle avoidance and performance limits are described as path search constraints to guarantee path safety and navigability. A discrete-search-based path planning solution, embedded with four optimization strategies, is especially designed for the planner to efficiently generate optimal flight paths in complex operational spaces, within which different surface-to-air missiles （SAMs） are deployed. Simulation results in challenging and stochastic scenarios firstly demonstrate the effectiveness and efficiency of the proposed planner, and then verify its great adaptability and relative stability when planning optimal paths for a UAV with changing or fluctuating performances.展开更多
Considering the decision-making variables of the capacities of branch roads and the optimization targets of lowering the saturation of arterial roads and the reconstruction expense of branch roads, the bi-level progra...Considering the decision-making variables of the capacities of branch roads and the optimization targets of lowering the saturation of arterial roads and the reconstruction expense of branch roads, the bi-level programming model for reconstructing the branch roads was set up. The upper level model was for determining the enlarged capacities of the branch roads, and the lower level model was for calculating the flows of road sections via the user equilibrium traffic assignment method. The genetic algorithm for solving the bi-level model was designed to obtain the reconstruction capacities of the branch roads. The results show that by the bi-level model and its algorithm, the optimum scheme of urban branch roads reconstruction can be gained, which reduces the saturation of arterial roads apparently, and alleviates traffic congestion. In the data analysis the arterial saturation decreases from 1.100 to 0.996, which verifies the micro-circulation transportation's function of urban branch road network.展开更多
An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, ...An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, which eliminate the possibility of cycling and the solution of the problem is reached in a finite number of steps. Example to illustrate the method is also included in the paper.展开更多
The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit a...The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit assignment and improper transit resources distribution.In order to distribute transit passenger flow evenly and efficiently,this paper introduces a new distance-based fare pattern with Euclidean distance.A bi-level programming model is developed for determining the optimal distance-based fare pattern,with the path-based stochastic transit assignment(STA)problem with elastic demand being proposed at the lower level.The upper-level intends to address a principal-agent game between transport authorities and transit enterprises pursing maximization of social welfare and financial interest,respectively.A genetic algorithm(GA)is implemented to solve the bi-level model,which is verified by a numerical example to illustrate that the proposed nonlinear distance-based fare pattern presents a better financial performance and distribution effect than other fare structures.展开更多
In this paper, an innovative Genetic Algorithms (GA)-based inexact non-linear programming (GAINLP) problem solving approach has been proposed for solving non-linear programming optimization problems with inexact infor...In this paper, an innovative Genetic Algorithms (GA)-based inexact non-linear programming (GAINLP) problem solving approach has been proposed for solving non-linear programming optimization problems with inexact information (inexact non-linear operation programming). GAINLP was developed based on a GA-based inexact quadratic solving method. The Genetic Algorithm Solver of the Global Optimization Toolbox (GASGOT) developed by MATLABTM was adopted as the implementation environment of this study. GAINLP was applied to a municipality solid waste management case. The results from different scenarios indicated that the proposed GA-based heuristic optimization approach was able to generate a solution for a complicated nonlinear problem, which also involved uncertainty.展开更多
In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of ...In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of arrival and departure flights is studied systematically.According to the matching degree of capacity and flow,it is determined that the traffic state of arrival/departure operation in a certain period is peak or off-peak.The demands of all parties in each traffic state are analyzed,and the mathematical models of arrival/departure flight scheduling in each traffic state are established.Aiming at the four kinds of joint operation traffic scenarios of arrival and departure,the corresponding bi-level programming models for joint scheduling of arrival and departure flights are established,respectively,and the elitism genetic algorithm is designed to solve the models.The results show that:Compared with the first-come-firstserved method,in the scenarios of arrival peak&departure off-peak and arrival peak&departure peak,the departure flight equilibrium satisfaction is improved,and the runway occupation time of departure flight flow is reduced by 38.8%.In the scenarios of arrival off-peak&departure off-peak and departure peak&arrival off-peak,the arrival flight equilibrium delay time is significantly reduced,the departure flight equilibrium satisfaction is improved by 77.6%,and the runway occupation time of departure flight flow is reduced by 46.6%.Compared with other four kinds of strategies,the optimal scheduling method can better balance fairness and efficiency,so the scheduling results are more reasonable.展开更多
An evolutionary nature-inspired Firefly Algorithm (FA) is employed to set the optimal osmotic dehydration parameters in a case study of papaya. In the case, the functional form of the dehydration model is established ...An evolutionary nature-inspired Firefly Algorithm (FA) is employed to set the optimal osmotic dehydration parameters in a case study of papaya. In the case, the functional form of the dehydration model is established via a response surface technique with the resulting optimization formulation being a non-linear goal programming model. For optimization, a computationally efficient, FA-driven method is employed and the resulting solution is shown to be superior to those from previous approaches for determining the osmotic process parameters. The final component of this study provides a computational experimentation performed on the FA to illustrate the relative sensitivity of this evolutionary metaheuristic approach over a range of the two key parameters that most influence its running time-the number of iterations and the number of fireflies. This sensitivity analysis revealed that for intermediate-to-high values of either of these two key parameters, the FA would always determine overall optimal solutions, while lower values of either parameter would generate greater variability in solution quality. Since the running time complexity of the FA is polynomial in the number of fireflies but linear in the number of iterations, this experimentation shows that it is more computationally practical to run the FA using a “reasonably small” number of fireflies together with a relatively larger number of iterations than the converse.展开更多
In the context of the“dual carbon”goals,to address issues such as high energy consumption,high costs,and low power quality in the rapid development of electrified railways,this study focused on the China Railways Hi...In the context of the“dual carbon”goals,to address issues such as high energy consumption,high costs,and low power quality in the rapid development of electrified railways,this study focused on the China Railways High-Speed 5 Electric Multiple Unit and proposed a mathematical model and capacity optimization method for an onboard energy storage system using lithium batteries and supercapacitors as storage media.Firstly,considering the electrical characteristics,weight,and volume of the storage media,a mathematical model of the energy storage system was established.Secondly,to tackle problems related to energy consumption and power quality,an energy management strategy was proposed that comprehensively considers peak shaving and valley filling and power quality by controlling the charge/discharge thresholds of the storage system.Thecapacity optimization adopted a bilevel programming model,with the series/parallel number of storage modules as variables,considering constraints imposed by the Direct Current to Direct Current converter,train load,and space.An improved Particle Swarm Optimization algorithm and linear programming solver were used to solve specific cases.The results show that the proposed onboard energy storage system can effectively achieve energy savings,reduce consumption,and improve power qualitywhile meeting the load and space limitations of the train.展开更多
Investors are always willing to receive more data.This has become especially true for the application of modern portfolio theory to the institutional asset allocation process,which requires quantitative estimates of r...Investors are always willing to receive more data.This has become especially true for the application of modern portfolio theory to the institutional asset allocation process,which requires quantitative estimates of risk and return.When long-term data series are unavailable for analysis,it has become common practice to use recent data only.The danger is that these data may not be representative of future performance.Although longer data series are of poorer quality,are difficult to obtain,and may reflect various political and economic regimes,they often paint a very different picture of emerging market performance.This paper presents an application of a stochastic non-linear optimization model of portfolios including transaction costs in the Brazilian financial market.In order to have that,portfolio theory and optimal control were used as theoretical basis.The first strategy tries to allocate the whole available wealth,not considering the risk associated to portfolio(deterministic result).In this case the investor obtained profits of 7.23%a month,taking into account the three risk aversion levels during the whole planning period.On the contrary,the results from the stochastic algorithm obtain profits of 1.34%a month and 18.06%a year,if the investor has low risk aversion.The profits would be 0.88%a month and 11.02%a year for a medium risk aversion investor.And with high risk aversion,the investor obtains 0.62%a month and 7.68%a year.展开更多
Oxygen consumption is an important index of coal oxidation.In order to explore the coal-oxygen reaction,we developed an experimental system of coal spontaneous combustion and tested oxygen consumption of differently r...Oxygen consumption is an important index of coal oxidation.In order to explore the coal-oxygen reaction,we developed an experimental system of coal spontaneous combustion and tested oxygen consumption of differently ranked coals at programmed temperatures.The size of coal samples ranged from 0.18~0.42 mm and the system heat-rate was 0.8℃/min.The results show that, for high ranked coals,oxygen consumption rises with coal temperature as a piecewise non-linear process.The critical coal temperature is about 50℃.Below this temperature,oxygen consumption decreases with rising coal temperatures and reached a minimum at 50℃,approximately.Subsequently,it begins to increase and the rate of growth clearly increased with temperature.For low ranked coals,this characteristic is inconspicuous or even non-existent.The difference in oxygen consumption at the same temperatures varies for differently ranked coals.The results show the difference in oxygen consumption of the coals tested in our study reached 78.6%at 100℃.Based on the theory of coal-oxygen reaction,these phenomena were analyzed from the point of view of physical and chemical characteristics,as well as the appearance of the coal-oxygen complex.From theoretical analyses and our experiments,we conclude that the oxygen consumption at programmed temperatures reflects the oxidation ability of coals perfectly.展开更多
In order to improve the performance of time difference of arrival(TDOA)localization,a nonlinear least squares algorithm is proposed in this paper.Firstly,based on the criterion of the minimized sum of square error of ...In order to improve the performance of time difference of arrival(TDOA)localization,a nonlinear least squares algorithm is proposed in this paper.Firstly,based on the criterion of the minimized sum of square error of time difference of arrival,the location estimation is expressed as an optimal problem of a non-linear programming.Then,an initial point is obtained using the semi-definite programming.And finally,the location is extracted from the local optimal solution acquired by Newton iterations.Simulation results show that when the number of anchor nodes is large,the performance of the proposed algorithm will be significantly better than that of semi-definite programming approach with the increase of measurement noise.展开更多
In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programmi...In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs.展开更多
Home health care(HHC)includes a wide range of healthcare services that are performed in customers'homes to help them recover.With the constantly increasing demand for health care,HHC policymakers are eager to addr...Home health care(HHC)includes a wide range of healthcare services that are performed in customers'homes to help them recover.With the constantly increasing demand for health care,HHC policymakers are eager to address routing and scheduling problems from the perspective of optimization.In this paper,a bi-level programming model for HHC routing and scheduling problems with stochastic travel times is proposed,in which the degree of satisfaction with the visit time is simultaneously considered.The upper-level model is formulated for customer assignment with the aim of minimizing the total operating cost,and the lower-level model is formulated as a routing problem to maximize the degree of satisfaction with the visit time.Consistent with Stackelberg game decision-making,the trade-off relationship between these two objectives can be achieved spontaneously so as to reach an equilibrium state.A three-stage hybrid algorithm combining an iterated local search framework,which uses a large neighborhood search procedure as a sub-heuristic,a set-partitioning model,and a post-optimization method is developed to solve the proposed model.Numerical experiments on a set of instances including 10 to 100 customers verify the effectiveness of the proposed model and algorithm.展开更多
In this paper, a new class of three term memory gradient method with non-monotone line search technique for unconstrained optimization is presented. Global convergence properties of the new methods are discussed. Comb...In this paper, a new class of three term memory gradient method with non-monotone line search technique for unconstrained optimization is presented. Global convergence properties of the new methods are discussed. Combining the quasi-Newton method with the new method, the former is modified to have global convergence property. Numerical results show that the new algorithm is efficient.展开更多
In order to study supply chain of the telecom value-added service,a multi-leaders and multi-followers Stackelberg game model with multiple telecom operators and multiple service providers whose income is composed of i...In order to study supply chain of the telecom value-added service,a multi-leaders and multi-followers Stackelberg game model with multiple telecom operators and multiple service providers whose income is composed of information fee division and advertisement was constructed.Then a demonstration was simulated,and the results were compared with the situation of service providers' income only from information fee division.The simulated and compared results indicate that,the enterprises in the supply chain have the nature of pursuing the maximum profits in capital markets;meanwhile,first-mover advantages and some enterprise can get more profits with the information asymmetry.展开更多
In order to reduce the resistance and improve the hydrodynamic performance of a ship, two hull form design methods are proposed based on the potential flow theory and viscous flow theory. The flow fields are meshed us...In order to reduce the resistance and improve the hydrodynamic performance of a ship, two hull form design methods are proposed based on the potential flow theory and viscous flow theory. The flow fields are meshed using body-fitted mesh and structured grids. The parameters of the hull modification function are the design variables. A three-dimensional modeling method is used to alter the geometry. The Non-Linear Programming(NLP) method is utilized to optimize a David Taylor Model Basin(DTMB) model 5415 ship under the constraints, including the displacement constraint. The optimization results show an effective reduction of the resistance. The two hull form design methods developed in this study can provide technical support and theoretical basis for designing green ships.展开更多
In order to evaluate and integrate travel time reliability and capacity reliability of a road network subjected to ice and snowfall conditions,the conceptions of travel time reliability and capacity reliability were d...In order to evaluate and integrate travel time reliability and capacity reliability of a road network subjected to ice and snowfall conditions,the conceptions of travel time reliability and capacity reliability were defined under special conditions.The link travel time model(ice and snowfall based-bureau public road,ISB-BPR) and the path choice decision model(elastic demand user equilibrium,EDUE) were proposed.The integrated reliability was defined and the model was set up.Monte Carlo simulation was used to calculate the model and a numerical example was provided to demonstrate the application of the model and efficiency of the solution algorithm.The results show that the intensity of ice and snowfall,the traffic demand and supply,and the requirements for level of service(LOS) have great influence on the reliability of a road network.For example,the reliability drops from 65% to 5% when the traffic demand increases by 30%.The comprehensive performance index may be used for network planning,design and maintenance.展开更多
Air route network is the carrier of air traffic flow,and traffic assignment is a method to verify the rationality of air route network structure.Therefore,air route network generation based on traffic assignment has b...Air route network is the carrier of air traffic flow,and traffic assignment is a method to verify the rationality of air route network structure.Therefore,air route network generation based on traffic assignment has been becoming the research focus of airspace programming technology.Based on link prediction technology and optimization theory,a bi-level programming model is established in the paper.The model includes an upper level of air route network generation model and a lower level of traffic assignment model.The air route network structure generation incorporates network topology generation algorithm based on link prediction technology and optimal path search algorithm based on preference,and the traffic assignment adopts NSGA-Ⅲalgorithm.Based on the Python platform NetworkX complex network analysis library,a network of 57 airports,383 nodes,and 635 segments within China Airspace Beijing and Shanghai Flight Information Regions and 187975 sorties of traffic are used to simulate the bilevel model.Compared with the existing air route network,the proposed air route network can decrease the cost by 50.624%,lower the flight conflict coefficient by 33.564%,and reduce dynamic non-linear coefficient by 7.830%.展开更多
Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is...Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is proposed and analyzed in this study.In this scheme,the interactions between selfish users and an operator are characterized as a Stackelberg game.Operator holds a large-scale ESS that is shared among users in the form of energy transactions.It sells energy to users and sets the selling price first.It maximizes its profit through optimal pricing and ESS dispatching.Users purchase some energy from operator for the reduction of their demand charges after operator's selling price is announced.This game-theoretic ESS sharing scheme is characterized and analyzed by formulating and solving a bi-level optimization model.The upper-level optimization maximizes operator's profit and the lower-level optimization minimizes users'costs.The bi-level model is transformed and linearized into a mixed-integer linear programming(MILP)model using the mathematical programming with equilibrium constraints(MPEC)method and model linearizing techniques.Case studies with actual data are carried out to explore the economic performances of the proposed ESS sharing scheme.展开更多
This paper reviews alternative market equilibrium models for policy analysis. The origin of spatial equilibrium models and their application to wood and wood-processing industries are described. Three mathematical pro...This paper reviews alternative market equilibrium models for policy analysis. The origin of spatial equilibrium models and their application to wood and wood-processing industries are described. Three mathematical programming models commonly applied to solve spatial problems - namely linear programming, non-linear programming and mixed complementary programming - are reviewed in terms of forms of objective functions and constraint equalities and inequalities. These programming are illustrated with numerical examples. Linear programming is only applied in transportation problems to solve quantities trans, ported between regions when quantities supplied and demanded in each region are already known. It is argued that linear programming can be applied in broader context to transportation problems where supply and demand quantities are unknown and are linear. In this context, linear programming is seen as a more convenient method for modelers because it has a simpler objective function and does not require as strict conditions, for instance the equal numbers of variables and equations required in mixed complementary programming. Finally, some critical insights are provided on the interpretation of optimal solutions generated by solving spatial equilibrium models.展开更多
基金the National Natural Science Foundation of China(No.60904066)
文摘This paper presents an adaptive path planner for unmanned aerial vehicles （UAVs） to adapt a real-time path search procedure to variations and fluctuations of UAVs’ relevant performances, with respect to sensory capability, maneuverability, and flight velocity limit. On the basis of a novel adaptability-involved problem statement, bi-level programming （BLP） and variable planning step techniques are introduced to model the necessary path planning components and then an adaptive path planner is developed for the purpose of adaptation and optimization. Additionally, both probabilistic-risk-based obstacle avoidance and performance limits are described as path search constraints to guarantee path safety and navigability. A discrete-search-based path planning solution, embedded with four optimization strategies, is especially designed for the planner to efficiently generate optimal flight paths in complex operational spaces, within which different surface-to-air missiles （SAMs） are deployed. Simulation results in challenging and stochastic scenarios firstly demonstrate the effectiveness and efficiency of the proposed planner, and then verify its great adaptability and relative stability when planning optimal paths for a UAV with changing or fluctuating performances.
基金Project(2006CB705507) supported by the National Basic Research and Development Program of ChinaProject(20060533036) supported by the Specialized Research Foundation for the Doctoral Program of Higher Education of China
文摘Considering the decision-making variables of the capacities of branch roads and the optimization targets of lowering the saturation of arterial roads and the reconstruction expense of branch roads, the bi-level programming model for reconstructing the branch roads was set up. The upper level model was for determining the enlarged capacities of the branch roads, and the lower level model was for calculating the flows of road sections via the user equilibrium traffic assignment method. The genetic algorithm for solving the bi-level model was designed to obtain the reconstruction capacities of the branch roads. The results show that by the bi-level model and its algorithm, the optimum scheme of urban branch roads reconstruction can be gained, which reduces the saturation of arterial roads apparently, and alleviates traffic congestion. In the data analysis the arterial saturation decreases from 1.100 to 0.996, which verifies the micro-circulation transportation's function of urban branch road network.
文摘An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, which eliminate the possibility of cycling and the solution of the problem is reached in a finite number of steps. Example to illustrate the method is also included in the paper.
基金the Humanities and Social Science Foundation of the Ministry of Education of China(Grant No.20YJCZH121).
文摘The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit assignment and improper transit resources distribution.In order to distribute transit passenger flow evenly and efficiently,this paper introduces a new distance-based fare pattern with Euclidean distance.A bi-level programming model is developed for determining the optimal distance-based fare pattern,with the path-based stochastic transit assignment(STA)problem with elastic demand being proposed at the lower level.The upper-level intends to address a principal-agent game between transport authorities and transit enterprises pursing maximization of social welfare and financial interest,respectively.A genetic algorithm(GA)is implemented to solve the bi-level model,which is verified by a numerical example to illustrate that the proposed nonlinear distance-based fare pattern presents a better financial performance and distribution effect than other fare structures.
文摘In this paper, an innovative Genetic Algorithms (GA)-based inexact non-linear programming (GAINLP) problem solving approach has been proposed for solving non-linear programming optimization problems with inexact information (inexact non-linear operation programming). GAINLP was developed based on a GA-based inexact quadratic solving method. The Genetic Algorithm Solver of the Global Optimization Toolbox (GASGOT) developed by MATLABTM was adopted as the implementation environment of this study. GAINLP was applied to a municipality solid waste management case. The results from different scenarios indicated that the proposed GA-based heuristic optimization approach was able to generate a solution for a complicated nonlinear problem, which also involved uncertainty.
基金supported by Nanjing University of Aeronautics and Astronautics Graduate Innovation Base(Laboratory)Open Fund(No.kfjj20200717).
文摘In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of arrival and departure flights is studied systematically.According to the matching degree of capacity and flow,it is determined that the traffic state of arrival/departure operation in a certain period is peak or off-peak.The demands of all parties in each traffic state are analyzed,and the mathematical models of arrival/departure flight scheduling in each traffic state are established.Aiming at the four kinds of joint operation traffic scenarios of arrival and departure,the corresponding bi-level programming models for joint scheduling of arrival and departure flights are established,respectively,and the elitism genetic algorithm is designed to solve the models.The results show that:Compared with the first-come-firstserved method,in the scenarios of arrival peak&departure off-peak and arrival peak&departure peak,the departure flight equilibrium satisfaction is improved,and the runway occupation time of departure flight flow is reduced by 38.8%.In the scenarios of arrival off-peak&departure off-peak and departure peak&arrival off-peak,the arrival flight equilibrium delay time is significantly reduced,the departure flight equilibrium satisfaction is improved by 77.6%,and the runway occupation time of departure flight flow is reduced by 46.6%.Compared with other four kinds of strategies,the optimal scheduling method can better balance fairness and efficiency,so the scheduling results are more reasonable.
文摘An evolutionary nature-inspired Firefly Algorithm (FA) is employed to set the optimal osmotic dehydration parameters in a case study of papaya. In the case, the functional form of the dehydration model is established via a response surface technique with the resulting optimization formulation being a non-linear goal programming model. For optimization, a computationally efficient, FA-driven method is employed and the resulting solution is shown to be superior to those from previous approaches for determining the osmotic process parameters. The final component of this study provides a computational experimentation performed on the FA to illustrate the relative sensitivity of this evolutionary metaheuristic approach over a range of the two key parameters that most influence its running time-the number of iterations and the number of fireflies. This sensitivity analysis revealed that for intermediate-to-high values of either of these two key parameters, the FA would always determine overall optimal solutions, while lower values of either parameter would generate greater variability in solution quality. Since the running time complexity of the FA is polynomial in the number of fireflies but linear in the number of iterations, this experimentation shows that it is more computationally practical to run the FA using a “reasonably small” number of fireflies together with a relatively larger number of iterations than the converse.
基金funded by the National Natural Science Foundation of China(52167013)the Key Program of Natural Science Foundation of Gansu Province(24JRRA225)Natural Science Foundation of Gansu Province(23JRRA891).
文摘In the context of the“dual carbon”goals,to address issues such as high energy consumption,high costs,and low power quality in the rapid development of electrified railways,this study focused on the China Railways High-Speed 5 Electric Multiple Unit and proposed a mathematical model and capacity optimization method for an onboard energy storage system using lithium batteries and supercapacitors as storage media.Firstly,considering the electrical characteristics,weight,and volume of the storage media,a mathematical model of the energy storage system was established.Secondly,to tackle problems related to energy consumption and power quality,an energy management strategy was proposed that comprehensively considers peak shaving and valley filling and power quality by controlling the charge/discharge thresholds of the storage system.Thecapacity optimization adopted a bilevel programming model,with the series/parallel number of storage modules as variables,considering constraints imposed by the Direct Current to Direct Current converter,train load,and space.An improved Particle Swarm Optimization algorithm and linear programming solver were used to solve specific cases.The results show that the proposed onboard energy storage system can effectively achieve energy savings,reduce consumption,and improve power qualitywhile meeting the load and space limitations of the train.
文摘Investors are always willing to receive more data.This has become especially true for the application of modern portfolio theory to the institutional asset allocation process,which requires quantitative estimates of risk and return.When long-term data series are unavailable for analysis,it has become common practice to use recent data only.The danger is that these data may not be representative of future performance.Although longer data series are of poorer quality,are difficult to obtain,and may reflect various political and economic regimes,they often paint a very different picture of emerging market performance.This paper presents an application of a stochastic non-linear optimization model of portfolios including transaction costs in the Brazilian financial market.In order to have that,portfolio theory and optimal control were used as theoretical basis.The first strategy tries to allocate the whole available wealth,not considering the risk associated to portfolio(deterministic result).In this case the investor obtained profits of 7.23%a month,taking into account the three risk aversion levels during the whole planning period.On the contrary,the results from the stochastic algorithm obtain profits of 1.34%a month and 18.06%a year,if the investor has low risk aversion.The profits would be 0.88%a month and 11.02%a year for a medium risk aversion investor.And with high risk aversion,the investor obtains 0.62%a month and 7.68%a year.
基金Financial support for this research from the National Natural Science Foundation of China(Nos. 50674088 and 50927403)
文摘Oxygen consumption is an important index of coal oxidation.In order to explore the coal-oxygen reaction,we developed an experimental system of coal spontaneous combustion and tested oxygen consumption of differently ranked coals at programmed temperatures.The size of coal samples ranged from 0.18~0.42 mm and the system heat-rate was 0.8℃/min.The results show that, for high ranked coals,oxygen consumption rises with coal temperature as a piecewise non-linear process.The critical coal temperature is about 50℃.Below this temperature,oxygen consumption decreases with rising coal temperatures and reached a minimum at 50℃,approximately.Subsequently,it begins to increase and the rate of growth clearly increased with temperature.For low ranked coals,this characteristic is inconspicuous or even non-existent.The difference in oxygen consumption at the same temperatures varies for differently ranked coals.The results show the difference in oxygen consumption of the coals tested in our study reached 78.6%at 100℃.Based on the theory of coal-oxygen reaction,these phenomena were analyzed from the point of view of physical and chemical characteristics,as well as the appearance of the coal-oxygen complex.From theoretical analyses and our experiments,we conclude that the oxygen consumption at programmed temperatures reflects the oxidation ability of coals perfectly.
基金This study was supported by the“High level research and training project for professional leaders of teachers in Higher Vocational Colleges in Jiangsu Province”.
文摘In order to improve the performance of time difference of arrival(TDOA)localization,a nonlinear least squares algorithm is proposed in this paper.Firstly,based on the criterion of the minimized sum of square error of time difference of arrival,the location estimation is expressed as an optimal problem of a non-linear programming.Then,an initial point is obtained using the semi-definite programming.And finally,the location is extracted from the local optimal solution acquired by Newton iterations.Simulation results show that when the number of anchor nodes is large,the performance of the proposed algorithm will be significantly better than that of semi-definite programming approach with the increase of measurement noise.
文摘In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs.
基金funded by the National Natural Science Foundation of China under Grant NSFCProj.71771070,71831006,71801065 and 71932005.
文摘Home health care(HHC)includes a wide range of healthcare services that are performed in customers'homes to help them recover.With the constantly increasing demand for health care,HHC policymakers are eager to address routing and scheduling problems from the perspective of optimization.In this paper,a bi-level programming model for HHC routing and scheduling problems with stochastic travel times is proposed,in which the degree of satisfaction with the visit time is simultaneously considered.The upper-level model is formulated for customer assignment with the aim of minimizing the total operating cost,and the lower-level model is formulated as a routing problem to maximize the degree of satisfaction with the visit time.Consistent with Stackelberg game decision-making,the trade-off relationship between these two objectives can be achieved spontaneously so as to reach an equilibrium state.A three-stage hybrid algorithm combining an iterated local search framework,which uses a large neighborhood search procedure as a sub-heuristic,a set-partitioning model,and a post-optimization method is developed to solve the proposed model.Numerical experiments on a set of instances including 10 to 100 customers verify the effectiveness of the proposed model and algorithm.
文摘In this paper, a new class of three term memory gradient method with non-monotone line search technique for unconstrained optimization is presented. Global convergence properties of the new methods are discussed. Combining the quasi-Newton method with the new method, the former is modified to have global convergence property. Numerical results show that the new algorithm is efficient.
基金supported by Research Start Fund of Northwest A&F University and Youth Fund of Communication University of China under Grant No.XNG1035partly performed in the project"On-line Multi-attribute Procurement Auction Mechanism Design and Multi-agent System Implementation"supported by National Natural Science Foundation of China under Grant No.71001009
文摘In order to study supply chain of the telecom value-added service,a multi-leaders and multi-followers Stackelberg game model with multiple telecom operators and multiple service providers whose income is composed of information fee division and advertisement was constructed.Then a demonstration was simulated,and the results were compared with the situation of service providers' income only from information fee division.The simulated and compared results indicate that,the enterprises in the supply chain have the nature of pursuing the maximum profits in capital markets;meanwhile,first-mover advantages and some enterprise can get more profits with the information asymmetry.
基金financially supported by the National P&D Program of China(Grant No.2016YFB0300700)the National Natural Science Foundation of China(Grant Nos.51779135 and 51009087)the Natural Science Foundation of Shanghai(Grant No.14ZR1419500)
文摘In order to reduce the resistance and improve the hydrodynamic performance of a ship, two hull form design methods are proposed based on the potential flow theory and viscous flow theory. The flow fields are meshed using body-fitted mesh and structured grids. The parameters of the hull modification function are the design variables. A three-dimensional modeling method is used to alter the geometry. The Non-Linear Programming(NLP) method is utilized to optimize a David Taylor Model Basin(DTMB) model 5415 ship under the constraints, including the displacement constraint. The optimization results show an effective reduction of the resistance. The two hull form design methods developed in this study can provide technical support and theoretical basis for designing green ships.
基金Project(E200940) supported by the Natural Science Foundation of Heilongjiang Province, ChinaProject(2009GC20008020) supported by the Technology Research and Development Program of Shandong Province, China
文摘In order to evaluate and integrate travel time reliability and capacity reliability of a road network subjected to ice and snowfall conditions,the conceptions of travel time reliability and capacity reliability were defined under special conditions.The link travel time model(ice and snowfall based-bureau public road,ISB-BPR) and the path choice decision model(elastic demand user equilibrium,EDUE) were proposed.The integrated reliability was defined and the model was set up.Monte Carlo simulation was used to calculate the model and a numerical example was provided to demonstrate the application of the model and efficiency of the solution algorithm.The results show that the intensity of ice and snowfall,the traffic demand and supply,and the requirements for level of service(LOS) have great influence on the reliability of a road network.For example,the reliability drops from 65% to 5% when the traffic demand increases by 30%.The comprehensive performance index may be used for network planning,design and maintenance.
文摘Air route network is the carrier of air traffic flow,and traffic assignment is a method to verify the rationality of air route network structure.Therefore,air route network generation based on traffic assignment has been becoming the research focus of airspace programming technology.Based on link prediction technology and optimization theory,a bi-level programming model is established in the paper.The model includes an upper level of air route network generation model and a lower level of traffic assignment model.The air route network structure generation incorporates network topology generation algorithm based on link prediction technology and optimal path search algorithm based on preference,and the traffic assignment adopts NSGA-Ⅲalgorithm.Based on the Python platform NetworkX complex network analysis library,a network of 57 airports,383 nodes,and 635 segments within China Airspace Beijing and Shanghai Flight Information Regions and 187975 sorties of traffic are used to simulate the bilevel model.Compared with the existing air route network,the proposed air route network can decrease the cost by 50.624%,lower the flight conflict coefficient by 33.564%,and reduce dynamic non-linear coefficient by 7.830%.
基金supported by the National Natural Science Foundation of China(U21A20478)Zhejiang Provincial Nature Science Foundation of China(LZ21F030004)Key-Area Research and Development Program of Guangdong Province(2018B010107002)。
文摘Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is proposed and analyzed in this study.In this scheme,the interactions between selfish users and an operator are characterized as a Stackelberg game.Operator holds a large-scale ESS that is shared among users in the form of energy transactions.It sells energy to users and sets the selling price first.It maximizes its profit through optimal pricing and ESS dispatching.Users purchase some energy from operator for the reduction of their demand charges after operator's selling price is announced.This game-theoretic ESS sharing scheme is characterized and analyzed by formulating and solving a bi-level optimization model.The upper-level optimization maximizes operator's profit and the lower-level optimization minimizes users'costs.The bi-level model is transformed and linearized into a mixed-integer linear programming(MILP)model using the mathematical programming with equilibrium constraints(MPEC)method and model linearizing techniques.Case studies with actual data are carried out to explore the economic performances of the proposed ESS sharing scheme.
文摘This paper reviews alternative market equilibrium models for policy analysis. The origin of spatial equilibrium models and their application to wood and wood-processing industries are described. Three mathematical programming models commonly applied to solve spatial problems - namely linear programming, non-linear programming and mixed complementary programming - are reviewed in terms of forms of objective functions and constraint equalities and inequalities. These programming are illustrated with numerical examples. Linear programming is only applied in transportation problems to solve quantities trans, ported between regions when quantities supplied and demanded in each region are already known. It is argued that linear programming can be applied in broader context to transportation problems where supply and demand quantities are unknown and are linear. In this context, linear programming is seen as a more convenient method for modelers because it has a simpler objective function and does not require as strict conditions, for instance the equal numbers of variables and equations required in mixed complementary programming. Finally, some critical insights are provided on the interpretation of optimal solutions generated by solving spatial equilibrium models.
