A Stochastic Mixed-integer Programming Model for Regions Facing Uncertainty

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Publisher :
ISBN 13 :
Total Pages : 192 pages
Book Rating : 4.:/5 (434 download)

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Book Synopsis A Stochastic Mixed-integer Programming Model for Regions Facing Uncertainty by : Roger D. Hansen

Download or read book A Stochastic Mixed-integer Programming Model for Regions Facing Uncertainty written by Roger D. Hansen and published by . This book was released on 1978 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Risk Management in Stochastic Integer Programming

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Publisher : Springer Science & Business Media
ISBN 13 : 3834895369
Total Pages : 107 pages
Book Rating : 4.8/5 (348 download)

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Book Synopsis Risk Management in Stochastic Integer Programming by : Frederike Neise

Download or read book Risk Management in Stochastic Integer Programming written by Frederike Neise and published by Springer Science & Business Media. This book was released on 2008-09-25 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem. She describes mean-risk modeling and stochastic programming with first order dominance constraints. Both approaches are applied to optimize the operation of a dispersed generation system.

Applications of Stochastic Programming

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Publisher : SIAM
ISBN 13 : 0898715555
Total Pages : 701 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Applications of Stochastic Programming by : Stein W. Wallace

Download or read book Applications of Stochastic Programming written by Stein W. Wallace and published by SIAM. This book was released on 2005-06-01 with total page 701 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.

Shape Optimization under Uncertainty from a Stochastic Programming Point of View

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Publisher : Springer Science & Business Media
ISBN 13 : 383489396X
Total Pages : 140 pages
Book Rating : 4.8/5 (348 download)

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Book Synopsis Shape Optimization under Uncertainty from a Stochastic Programming Point of View by : Harald Held

Download or read book Shape Optimization under Uncertainty from a Stochastic Programming Point of View written by Harald Held and published by Springer Science & Business Media. This book was released on 2010-05-30 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems are relevant in many areas of technical, industrial, and economic applications. At the same time, they pose challenging mathematical research problems in numerical analysis and optimization. Harald Held considers an elastic body subjected to uncertain internal and external forces. Since simply averaging the possible loadings will result in a structure that might not be robust for the individual loadings, he uses techniques from level set based shape optimization and two-stage stochastic programming. Taking advantage of the PDE’s linearity, he is able to compute solutions for an arbitrary number of scenarios without significantly increasing the computational effort. The author applies a gradient method using the shape derivative and the topological gradient to minimize, e.g., the compliance and shows that the obtained solutions strongly depend on the initial guess, in particular its topology. The stochastic programming perspective also allows incorporating risk measures into the model which might be a more appropriate objective in many practical applications.

Masters Theses in the Pure and Applied Sciences

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Publisher : Springer Science & Business Media
ISBN 13 : 1475757859
Total Pages : 307 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Masters Theses in the Pure and Applied Sciences by : W. H. Shafer

Download or read book Masters Theses in the Pure and Applied Sciences written by W. H. Shafer and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: Masters Theses in the Pure and Applied Sciences was first conceived, published, and dis seminated by the Center for Information and Numerical Data Analysis and Synthesis (CINDAS) * at Purdue University in 1957, starting its coverage of theses with the academic year 1955. Beginning with Volume 13, the printing and dissemination phases of the ac tivity were transferred to University Microfilms/Xerox of Ann Arbor, Michigan, with the thought that such an arrangement would be more beneficial to the academic and general scientific and technical community. After five years of this joint undertaking we had concluded that it was in the interest of all concerned if the printing and distribution of the volume were handled by an international publishing house to assure improved service and broader dissemination. Hence, starting with Volume 18, Masters Theses in the Pure and Applied Sciences has been disseminated on a worldwide basis by Plenum Publishing Corporation of New York, and in the same year the coverage was broadened to include Canadian universities. All back issues can also be ordered from Plenum. We have reported in Volume 24 (thesis year 1979) a total of 10,033 theses titles from 26 Canadian and 215 United States universities. We are sure that this broader base for theses titles reported will greatly enhance the value of this important annual reference work. While Volume 24 reports these submitted in 1979, on occasion, certain universities do report theses submitted in previous years but not reported at the time.

Planning Under Uncertainty

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Publisher : Boyd & Fraser Publishing Company
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Planning Under Uncertainty by : Gerd Infanger

Download or read book Planning Under Uncertainty written by Gerd Infanger and published by Boyd & Fraser Publishing Company. This book was released on 1994 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Fuzzy Stochastic Multiobjective Programming

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Publisher : Springer Science & Business Media
ISBN 13 : 144198402X
Total Pages : 268 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Fuzzy Stochastic Multiobjective Programming by : Masatoshi Sakawa

Download or read book Fuzzy Stochastic Multiobjective Programming written by Masatoshi Sakawa and published by Springer Science & Business Media. This book was released on 2011-02-03 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although studies on multiobjective mathematical programming under uncertainty have been accumulated and several books on multiobjective mathematical programming under uncertainty have been published (e.g., Stancu-Minasian (1984); Slowinski and Teghem (1990); Sakawa (1993); Lai and Hwang (1994); Sakawa (2000)), there seems to be no book which concerns both randomness of events related to environments and fuzziness of human judgments simultaneously in multiobjective decision making problems. In this book, the authors are concerned with introducing the latest advances in the field of multiobjective optimization under both fuzziness and randomness on the basis of the authors’ continuing research works. Special stress is placed on interactive decision making aspects of fuzzy stochastic multiobjective programming for human-centered systems under uncertainty in most realistic situations when dealing with both fuzziness and randomness. Organization of each chapter is briefly summarized as follows: Chapter 2 is devoted to mathematical preliminaries, which will be used throughout the remainder of the book. Starting with basic notions and methods of multiobjective programming, interactive fuzzy multiobjective programming as well as fuzzy multiobjective programming is outlined. In Chapter 3, by considering the imprecision of decision maker’s (DM’s) judgment for stochastic objective functions and/or constraints in multiobjective problems, fuzzy multiobjective stochastic programming is developed. In Chapter 4, through the consideration of not only the randomness of parameters involved in objective functions and/or constraints but also the experts’ ambiguous understanding of the realized values of the random parameters, multiobjective programming problems with fuzzy random variables are formulated. In Chapter 5, for resolving conflict of decision making problems in hierarchical managerial or public organizations where there exist two DMs who have different priorities in making decisions, two-level programming problems are discussed. Finally, Chapter 6 outlines some future research directions.

Journal of the Water Resources Planning and Management Division

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Publisher :
ISBN 13 :
Total Pages : 1258 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Journal of the Water Resources Planning and Management Division by : American Society of Civil Engineers. Water Resources Planning and Management Division

Download or read book Journal of the Water Resources Planning and Management Division written by American Society of Civil Engineers. Water Resources Planning and Management Division and published by . This book was released on 1980 with total page 1258 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

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Publisher : Springer Science & Business Media
ISBN 13 : 3834898295
Total Pages : 194 pages
Book Rating : 4.8/5 (348 download)

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Book Synopsis A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs by : Debora Mahlke

Download or read book A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs written by Debora Mahlke and published by Springer Science & Business Media. This book was released on 2011-01-30 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic mixed-integer models. For their solution, the author proposes a novel decomposition approach which relies on the concept of splitting the underlying scenario tree into subtrees. Based on the formulated models from energy production, the algorithm is computationally investigated and the numerical results are discussed.

Pairing Inequalities and Stochastic Lot-sizing Problems

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (618 download)

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Book Synopsis Pairing Inequalities and Stochastic Lot-sizing Problems by : Yongpei Guan

Download or read book Pairing Inequalities and Stochastic Lot-sizing Problems written by Yongpei Guan and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on the recent successes in stochastic linear programming and mixed integer programming, in this thesis we combine these two important areas of mathematical programming; specifically we study stochastic integer programming. We first study a simple and important stochastic integer programming problem, called stochastic uncapacitated lot-sizing (SLS), which is motivated by production planning under uncertainty. We describe a multi-stage stochastic integer programming formulation of the problem and develop a family of valid inequalities, called the (Q, S) inequalities. We establish facet-defining conditions and show that these inequalities are sufficient to describe the convex hull of integral solutions for two-period instances. A separation heuristic for (Q, S) inequalities is developed and incorporated into a branch-and-cut algorithm. A computational study verifies the usefulness of the inequalities as cuts. Then, motivated by the polyhedral study of (Q, S) inequalities for SLS, we analyze the underlying integer programming scheme for general stochastic integer programming problems. We present a scheme for generating new valid inequalities for mixed integer programs by taking pair-wise combinations of existing valid inequalities. The scheme is in general sequence-dependent and therefore leads to an exponential number of inequalities. For some special cases, we identify combination sequences that lead to a manageable set of all non-dominated inequalities. For the general scenario tree case, we identify combination sequences that lead to non-dominated inequalities. We also analyze the conditions such that the inequalities generated by our approach are facet-defining and describe the convex hull of integral solutions. We illustrate the framework for some deterministic and stochastic integer programs and we present computational results which show the efficiency of adding the new generated inequalities as cuts.

Handbook of Bioenergy

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Publisher : Springer
ISBN 13 : 3319200925
Total Pages : 346 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Handbook of Bioenergy by : Sandra D. Eksioglu

Download or read book Handbook of Bioenergy written by Sandra D. Eksioglu and published by Springer. This book was released on 2015-08-11 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook brings together recent advances in the areas of supply chain optimization, supply chain management, and life-cycle cost analysis of bioenergy. These topics are important for the development and long-term sustainability of the bioenergy industry. The increasing interest in bioenergy has been motivated by its potential to become a key future energy source. The opportunities and challenges that this industry has been facing have been the motivation for a number of optimization-related works on bioenergy. Practitioners and academicians agree that the two major barriers of further investments in this industry are biomass supply uncertainty and costs. The goal of this handbook is to present several cutting-edge developments and tools to help the industry overcome these supply chain and economic challenges. Case studies highlighting the problems faced by investors in the US and Europe illustrate the impact of certain tools in making bioenergy an economically viable energy option.

Stochastic Integer Programming

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Stochastic Integer Programming by : Cheng (Marshal) Wang

Download or read book Stochastic Integer Programming written by Cheng (Marshal) Wang and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Fuzzy Logic in Its 50th Year

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Publisher : Springer
ISBN 13 : 3319310933
Total Pages : 406 pages
Book Rating : 4.3/5 (193 download)

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Book Synopsis Fuzzy Logic in Its 50th Year by : Cengiz Kahraman

Download or read book Fuzzy Logic in Its 50th Year written by Cengiz Kahraman and published by Springer. This book was released on 2016-05-17 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a multifaceted perspective on fuzzy set theory, discussing its developments over the last 50 years. It reports on all types of fuzzy sets, from ordinary to hesitant fuzzy sets, with each one explained by its own developers, authoritative scientists well known for their previous works. Highlighting recent theorems and proofs, the book also explores how fuzzy set theory has come to be extensively used in almost all branches of science, including the health sciences, decision science, earth science and the social sciences alike. It presents a wealth of real-world sample applications, from routing problem to robotics, and from agriculture to engineering. By offering a comprehensive, timely and detailed portrait of the field, the book represents an excellent reference guide for researchers, lecturers and postgraduate students pursuing research on new fuzzy set extensions.

Lectures on Stochastic Programming

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Publisher : SIAM
ISBN 13 : 0898718759
Total Pages : 447 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Lectures on Stochastic Programming by : Alexander Shapiro

Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2009-01-01 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.

Transactions of the American Society of Civil Engineers

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Publisher :
ISBN 13 :
Total Pages : 1092 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Transactions of the American Society of Civil Engineers by : American Society of Civil Engineers

Download or read book Transactions of the American Society of Civil Engineers written by American Society of Civil Engineers and published by . This book was released on 1980 with total page 1092 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vols. 29-30 contain papers of the International Engineering Congress, Chicago, 1893; v. 54, pts. A-F, papers of the International Engineering Congress, St. Louis, 1904.

Energy Research Abstracts

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Publisher :
ISBN 13 :
Total Pages : 1064 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis Energy Research Abstracts by :

Download or read book Energy Research Abstracts written by and published by . This book was released on 1978 with total page 1064 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robust Optimization

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Publisher : Princeton University Press
ISBN 13 : 1400831059
Total Pages : 565 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Robust Optimization by : Aharon Ben-Tal

Download or read book Robust Optimization written by Aharon Ben-Tal and published by Princeton University Press. This book was released on 2009-08-10 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.