Fuzzy Multi-objective Linear Programming Approach

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Amna Rehmat

2007-07-01

Full Text Available Traveling salesman problem (TSP is one of the challenging real-life problems, attracting researchers of many fields including Artificial Intelligence, Operations Research, and Algorithm Design and Analysis. The problem has been well studied till now under different headings and has been solved with different approaches including genetic algorithms and linear programming. Conventional linear programming is designed to deal with crisp parameters, but information about real life systems is often available in the form of vague descriptions. Fuzzy methods are designed to handle vague terms, and are most suited to finding optimal solutions to problems with vague parameters. Fuzzy multi-objective linear programming, an amalgamation of fuzzy logic and multi-objective linear programming, deals with flexible aspiration levels or goals and fuzzy constraints with acceptable deviations. In this paper, a methodology, for solving a TSP with imprecise parameters, is deployed using fuzzy multi-objective linear programming. An example of TSP with multiple objectives and vague parameters is discussed.

A Kind of Nonlinear Programming Problem Based on Mixed Fuzzy Relation Equations Constraints

Science.gov (United States)

Li, Jinquan; Feng, Shuang; Mi, Honghai

In this work, a kind of nonlinear programming problem with non-differential objective function and under the constraints expressed by a system of mixed fuzzy relation equations is investigated. First, some properties of this kind of optimization problem are obtained. Then, a polynomial-time algorithm for this kind of optimization problem is proposed based on these properties. Furthermore, we show that this algorithm is optimal for the considered optimization problem in this paper. Finally, numerical examples are provided to illustrate our algorithms.

Optimal operating rules definition in complex water resource systems combining fuzzy logic, expert criteria and stochastic programming

Science.gov (United States)

Macian-Sorribes, Hector; Pulido-Velazquez, Manuel

2016-04-01

This contribution presents a methodology for defining optimal seasonal operating rules in multireservoir systems coupling expert criteria and stochastic optimization. Both sources of information are combined using fuzzy logic. The structure of the operating rules is defined based on expert criteria, via a joint expert-technician framework consisting in a series of meetings, workshops and surveys carried out between reservoir managers and modelers. As a result, the decision-making process used by managers can be assessed and expressed using fuzzy logic: fuzzy rule-based systems are employed to represent the operating rules and fuzzy regression procedures are used for forecasting future inflows. Once done that, a stochastic optimization algorithm can be used to define optimal decisions and transform them into fuzzy rules. Finally, the optimal fuzzy rules and the inflow prediction scheme are combined into a Decision Support System for making seasonal forecasts and simulate the effect of different alternatives in response to the initial system state and the foreseen inflows. The approach presented has been applied to the Jucar River Basin (Spain). Reservoir managers explained how the system is operated, taking into account the reservoirs' states at the beginning of the irrigation season and the inflows previewed during that season. According to the information given by them, the Jucar River Basin operating policies were expressed via two fuzzy rule-based (FRB) systems that estimate the amount of water to be allocated to the users and how the reservoir storages should be balanced to guarantee those deliveries. A stochastic optimization model using Stochastic Dual Dynamic Programming (SDDP) was developed to define optimal decisions, which are transformed into optimal operating rules embedding them into the two FRBs previously created. As a benchmark, historical records are used to develop alternative operating rules. A fuzzy linear regression procedure was employed to

Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random Variables

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Hideki Katagiri

2017-10-01

Full Text Available This paper considers linear programming problems (LPPs where the objective functions involve discrete fuzzy random variables (fuzzy set-valued discrete random variables. New decision making models, which are useful in fuzzy stochastic environments, are proposed based on both possibility theory and probability theory. In multi-objective cases, Pareto optimal solutions of the proposed models are newly defined. Computational algorithms for obtaining the Pareto optimal solutions of the proposed models are provided. It is shown that problems involving discrete fuzzy random variables can be transformed into deterministic nonlinear mathematical programming problems which can be solved through a conventional mathematical programming solver under practically reasonable assumptions. A numerical example of agriculture production problems is given to demonstrate the applicability of the proposed models to real-world problems in fuzzy stochastic environments.

Quadratic programming with fuzzy parameters: A membership function approach

International Nuclear Information System (INIS)

Liu, S.-T.

2009-01-01

Quadratic programming has been widely applied to solving real world problems. The conventional quadratic programming model requires the parameters to be known constants. In the real world, however, the parameters are seldom known exactly and have to be estimated. This paper discusses the fuzzy quadratic programming problems where the cost coefficients, constraint coefficients, and right-hand sides are represented by convex fuzzy numbers. Since the parameters in the program are fuzzy numbers, the derived objective value is a fuzzy number as well. Using Zadeh's extension principle, a pair of two-level mathematical programs is formulated to calculate the upper bound and lower bound of the objective values of the fuzzy quadratic program. Based on the duality theorem and by applying the variable transformation technique, the pair of two-level mathematical programs is transformed into a family of conventional one-level quadratic programs. Solving the pair of quadratic programs produces the fuzzy objective values of the problem. An example illustrates method proposed in this paper.

River water quality management considering agricultural return flows: application of a nonlinear two-stage stochastic fuzzy programming.

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Tavakoli, Ali; Nikoo, Mohammad Reza; Kerachian, Reza; Soltani, Maryam

2015-04-01

In this paper, a new fuzzy methodology is developed to optimize water and waste load allocation (WWLA) in rivers under uncertainty. An interactive two-stage stochastic fuzzy programming (ITSFP) method is utilized to handle parameter uncertainties, which are expressed as fuzzy boundary intervals. An iterative linear programming (ILP) is also used for solving the nonlinear optimization model. To accurately consider the impacts of the water and waste load allocation strategies on the river water quality, a calibrated QUAL2Kw model is linked with the WWLA optimization model. The soil, water, atmosphere, and plant (SWAP) simulation model is utilized to determine the quantity and quality of each agricultural return flow. To control pollution loads of agricultural networks, it is assumed that a part of each agricultural return flow can be diverted to an evaporation pond and also another part of it can be stored in a detention pond. In detention ponds, contaminated water is exposed to solar radiation for disinfecting pathogens. Results of applying the proposed methodology to the Dez River system in the southwestern region of Iran illustrate its effectiveness and applicability for water and waste load allocation in rivers. In the planning phase, this methodology can be used for estimating the capacities of return flow diversion system and evaporation and detention ponds.

How Uncertain Information on Service Capacity Influences the Intermodal Routing Decision: A Fuzzy Programming Perspective

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Yan Sun

2018-01-01

Full Text Available Capacity uncertainty is a common issue in the transportation planning field. However, few studies discuss the intermodal routing problem with service capacity uncertainty. Based on our previous study on the intermodal routing under deterministic capacity consideration, we systematically explore how service capacity uncertainty influences the intermodal routing decision. First of all, we adopt trapezoidal fuzzy numbers to describe the uncertain information of the service capacity, and further transform the deterministic capacity constraint into a fuzzy chance constraint based on fuzzy credibility measure. We then integrate such fuzzy chance constraint into the mixed-integer linear programming (MILP model proposed in our previous study to develop a fuzzy chance-constrained programming model. To enable the improved model to be effectively programmed in the standard mathematical programming software and solved by exact solution algorithms, a crisp equivalent linear reformulation of the fuzzy chance constraint is generated. Finally, we modify the empirical case presented in our previous study by replacing the deterministic service capacities with trapezoidal fuzzy ones. Using the modified empirical case, we utilize sensitivity analysis and fuzzy simulation to analyze the influence of service capacity uncertainty on the intermodal routing decision, and summarize some interesting insights that are helpful for decision makers.

A new methodological development for solving linear bilevel integer programming problems in hybrid fuzzy environment

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Animesh Biswas

2016-04-01

Full Text Available This paper deals with fuzzy goal programming approach to solve fuzzy linear bilevel integer programming problems with fuzzy probabilistic constraints following Pareto distribution and Frechet distribution. In the proposed approach a new chance constrained programming methodology is developed from the view point of managing those probabilistic constraints in a hybrid fuzzy environment. A method of defuzzification of fuzzy numbers using ?-cut has been adopted to reduce the problem into a linear bilevel integer programming problem. The individual optimal value of the objective of each DM is found in isolation to construct the fuzzy membership goals. Finally, fuzzy goal programming approach is used to achieve maximum degree of each of the membership goals by minimizing under deviational variables in the decision making environment. To demonstrate the efficiency of the proposed approach, a numerical example is provided.

Method for solving fully fuzzy linear programming problems using deviation degree measure

Institute of Scientific and Technical Information of China (English)

Haifang Cheng; Weilai Huang; Jianhu Cai

2013-01-01

A new ful y fuzzy linear programming (FFLP) prob-lem with fuzzy equality constraints is discussed. Using deviation degree measures, the FFLP problem is transformed into a crispδ-parametric linear programming (LP) problem. Giving the value of deviation degree in each constraint, the δ-fuzzy optimal so-lution of the FFLP problem can be obtained by solving this LP problem. An algorithm is also proposed to find a balance-fuzzy optimal solution between two goals in conflict: to improve the va-lues of the objective function and to decrease the values of the deviation degrees. A numerical example is solved to il ustrate the proposed method.

Fuzzy stochastic multiobjective programming

CERN Document Server

Sakawa, Masatoshi; Katagiri, Hideki

2011-01-01

With a stress on interactive decision-making, this work breaks new ground by covering both the random nature of events related to environments, and the fuzziness of human judgements. The text runs from mathematical preliminaries to future research directions.

Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

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Syed Ali, M.; Balasubramaniam, P.

2008-07-01

In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB.

Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

International Nuclear Information System (INIS)

Syed Ali, M.; Balasubramaniam, P.

2008-01-01

In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB

Optimizing Water Allocation under Uncertain System Conditions for Water and Agriculture Future Scenarios in Alfeios River Basin (Greece—Part B: Fuzzy-Boundary Intervals Combined with Multi-Stage Stochastic Programming Model

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Eleni Bekri

2015-11-01

Full Text Available Optimal water allocation within a river basin still remains a great modeling challenge for engineers due to various hydrosystem complexities, parameter uncertainties and their interactions. Conventional deterministic optimization approaches have given their place to stochastic, fuzzy and interval-parameter programming approaches and their hybrid combinations for overcoming these difficulties. In many countries, including Mediterranean countries, water resources management is characterized by uncertain, imprecise and limited data because of the absence of permanent measuring systems, inefficient river monitoring and fragmentation of authority responsibilities. A fuzzy-boundary-interval linear programming methodology developed by Li et al. (2010 is selected and applied in the Alfeios river basin (Greece for optimal water allocation under uncertain system conditions. This methodology combines an ordinary multi-stage stochastic programming with uncertainties expressed as fuzzy-boundary intervals. Upper- and lower-bound solution intervals for optimized water allocation targets and probabilistic water allocations and shortages are estimated under a baseline scenario and four water and agricultural policy future scenarios for an optimistic and a pessimistic attitude of the decision makers. In this work, the uncertainty of the random water inflows is incorporated through the simultaneous generation of stochastic equal-probability hydrologic scenarios at various inflow positions instead of using a scenario-tree approach in the original methodology.

Dependent-Chance Programming Models for Capital Budgeting in Fuzzy Environments

Institute of Scientific and Technical Information of China (English)

LIANG Rui; GAO Jinwu

2008-01-01

Capital budgeting is concerned with maximizing the total net profit subject to budget constraints by selecting an appropriate combination of projects. This paper presents chance maximizing models for capital budgeting with fuzzy input data and multiple conflicting objectives. When the decision maker sets a prospec-tive profit level and wants to maximize the chances of the total profit achieving the prospective profit level, a fuzzy dependent-chance programming model, a fuzzy multi-objective dependent-chance programming model, and a fuzzy goal dependent-chance programming model are used to formulate the fuzzy capital budgeting problem. A fuzzy simulation based genetic algorithm is used to solve these models. Numerical examples are provided to illustrate the effectiveness of the simulation-based genetic algorithm and the po-tential applications of these models.

A fuzzy-stochastic simulation-optimization model for planning electric power systems with considering peak-electricity demand: A case study of Qingdao, China

International Nuclear Information System (INIS)

Yu, L.; Li, Y.P.; Huang, G.H.

2016-01-01

In this study, a FSSOM (fuzzy-stochastic simulation-optimization model) is developed for planning EPS (electric power systems) with considering peak demand under uncertainty. FSSOM integrates techniques of SVR (support vector regression), Monte Carlo simulation, and FICMP (fractile interval chance-constrained mixed-integer programming). In FSSOM, uncertainties expressed as fuzzy boundary intervals and random variables can be effectively tackled. In addition, SVR coupled Monte Carlo technique is used for predicting the peak-electricity demand. The FSSOM is applied to planning EPS for the City of Qingdao, China. Solutions of electricity generation pattern to satisfy the city's peak demand under different probability levels and p-necessity levels have been generated. Results reveal that the city's electricity supply from renewable energies would be low (only occupying 8.3% of the total electricity generation). Compared with the energy model without considering peak demand, the FSSOM can better guarantee the city's power supply and thus reduce the system failure risk. The findings can help decision makers not only adjust the existing electricity generation/supply pattern but also coordinate the conflict interaction among system cost, energy supply security, pollutant mitigation, as well as constraint-violation risk. - Highlights: • FSSOM (Fuzzy-stochastic simulation-optimization model) is developed for planning EPS. • It can address uncertainties as fuzzy-boundary intervals and random variables. • FSSOM can satisfy peak-electricity demand and optimize power allocation. • Solutions under different probability levels and p-necessity levels are analyzed. • Results create tradeoff among system cost and peak-electricity demand violation risk.

Lot Sizing Based on Stochastic Demand and Service Level Constraint

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hajar shirneshan

2012-06-01

Full Text Available Considering its application, stochastic lot sizing is a significant subject in production planning. Also the concept of service level is more applicable than shortage cost from managers' viewpoint. In this paper, the stochastic multi period multi item capacitated lot sizing problem has been investigated considering service level constraint. First, the single item model has been developed considering service level and with no capacity constraint and then, it has been solved using dynamic programming algorithm and the optimal solution has been derived. Then the model has been generalized to multi item problem with capacity constraint. The stochastic multi period multi item capacitated lot sizing problem is NP-Hard, hence the model could not be solved by exact optimization approaches. Therefore, simulated annealing method has been applied for solving the problem. Finally, in order to evaluate the efficiency of the model, low level criterion has been used .

Fuzzy production planning models for an unreliable production system with fuzzy production rate and stochastic/fuzzy demand rate

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K. A. Halim

2011-01-01

Full Text Available In this article, we consider a single-unit unreliable production system which produces a single item. During a production run, the production process may shift from the in-control state to the out-of-control state at any random time when it produces some defective items. The defective item production rate is assumed to be imprecise and is characterized by a trapezoidal fuzzy number. The production rate is proportional to the demand rate where the proportionality constant is taken to be a fuzzy number. Two production planning models are developed on the basis of fuzzy and stochastic demand patterns. The expected cost per unit time in the fuzzy sense is derived in each model and defuzzified by using the graded mean integration representation method. Numerical examples are provided to illustrate the optimal results of the proposed fuzzy models.

Mehar Methods for Fuzzy Optimal Solution and Sensitivity Analysis of Fuzzy Linear Programming with Symmetric Trapezoidal Fuzzy Numbers

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Sukhpreet Kaur Sidhu

2014-01-01

Full Text Available The drawbacks of the existing methods to obtain the fuzzy optimal solution of such linear programming problems, in which coefficients of the constraints are represented by real numbers and all the other parameters as well as variables are represented by symmetric trapezoidal fuzzy numbers, are pointed out, and to resolve these drawbacks, a new method (named as Mehar method is proposed for the same linear programming problems. Also, with the help of proposed Mehar method, a new method, much easy as compared to the existing methods, is proposed to deal with the sensitivity analysis of the same type of linear programming problems.

Train Repathing in Emergencies Based on Fuzzy Linear Programming

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Xuelei Meng

2014-01-01

Full Text Available Train pathing is a typical problem which is to assign the train trips on the sets of rail segments, such as rail tracks and links. This paper focuses on the train pathing problem, determining the paths of the train trips in emergencies. We analyze the influencing factors of train pathing, such as transferring cost, running cost, and social adverse effect cost. With the overall consideration of the segment and station capability constraints, we build the fuzzy linear programming model to solve the train pathing problem. We design the fuzzy membership function to describe the fuzzy coefficients. Furthermore, the contraction-expansion factors are introduced to contract or expand the value ranges of the fuzzy coefficients, coping with the uncertainty of the value range of the fuzzy coefficients. We propose a method based on triangular fuzzy coefficient and transfer the train pathing (fuzzy linear programming model to a determinate linear model to solve the fuzzy linear programming problem. An emergency is supposed based on the real data of the Beijing-Shanghai Railway. The model in this paper was solved and the computation results prove the availability of the model and efficiency of the algorithm.

Train repathing in emergencies based on fuzzy linear programming.

Science.gov (United States)

Meng, Xuelei; Cui, Bingmou

2014-01-01

Train pathing is a typical problem which is to assign the train trips on the sets of rail segments, such as rail tracks and links. This paper focuses on the train pathing problem, determining the paths of the train trips in emergencies. We analyze the influencing factors of train pathing, such as transferring cost, running cost, and social adverse effect cost. With the overall consideration of the segment and station capability constraints, we build the fuzzy linear programming model to solve the train pathing problem. We design the fuzzy membership function to describe the fuzzy coefficients. Furthermore, the contraction-expansion factors are introduced to contract or expand the value ranges of the fuzzy coefficients, coping with the uncertainty of the value range of the fuzzy coefficients. We propose a method based on triangular fuzzy coefficient and transfer the train pathing (fuzzy linear programming model) to a determinate linear model to solve the fuzzy linear programming problem. An emergency is supposed based on the real data of the Beijing-Shanghai Railway. The model in this paper was solved and the computation results prove the availability of the model and efficiency of the algorithm.

Fuzzy Itand#244; Integral Driven by a Fuzzy Brownian Motion

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Didier Kumwimba Seya

2015-11-01

Full Text Available In this paper we take into account the fuzzy stochastic integral driven by fuzzy Brownian motion. To define the metric between two fuzzy numbers and to take into account the limit of a sequence of fuzzy numbers, we invoke the Hausdorff metric. First this fuzzy stochastic integral is constructed for fuzzy simple stochastic functions, then the construction is done for fuzzy stochastic integrable functions.

Optimization of environmental management strategies through a dynamic stochastic possibilistic multiobjective program

Energy Technology Data Exchange (ETDEWEB)

Zhang, Xiaodong, E-mail: xiaodong.zhang@beg.utexas.edu [Bureau of Economic Geology, Jackson School of Geosciences, The University of Texas at Austin, Austin, TX 78713 (United States); Huang, Gordon [Institute of Energy, Environment and Sustainable Communities, University of Regina, Regina, Saskatchewan S4S 0A2 (Canada)

2013-02-15

Highlights: ► A dynamic stochastic possibilistic multiobjective programming model is developed. ► Greenhouse gas emission control is considered. ► Three planning scenarios are analyzed and compared. ► Optimal decision schemes under three scenarios and different p{sub i} levels are obtained. ► Tradeoffs between economics and environment are reflected. -- Abstract: Greenhouse gas (GHG) emissions from municipal solid waste (MSW) management facilities have become a serious environmental issue. In MSW management, not only economic objectives but also environmental objectives should be considered simultaneously. In this study, a dynamic stochastic possibilistic multiobjective programming (DSPMP) model is developed for supporting MSW management and associated GHG emission control. The DSPMP model improves upon the existing waste management optimization methods through incorporation of fuzzy possibilistic programming and chance-constrained programming into a general mixed-integer multiobjective linear programming (MOP) framework where various uncertainties expressed as fuzzy possibility distributions and probability distributions can be effectively reflected. Two conflicting objectives are integrally considered, including minimization of total system cost and minimization of total GHG emissions from waste management facilities. Three planning scenarios are analyzed and compared, representing different preferences of the decision makers for economic development and environmental-impact (i.e. GHG-emission) issues in integrated MSW management. Optimal decision schemes under three scenarios and different p{sub i} levels (representing the probability that the constraints would be violated) are generated for planning waste flow allocation and facility capacity expansions as well as GHG emission control. The results indicate that economic and environmental tradeoffs can be effectively reflected through the proposed DSPMP model. The generated decision variables can help

Implementation of the - Constraint Method in Special Class of Multi-objective Fuzzy Bi-Level Nonlinear Problems

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Azza Hassan Amer

2017-12-01

Full Text Available Geometric programming problem is a powerful tool for solving some special type nonlinear programming problems. In the last few years we have seen a very rapid development on solving multiobjective geometric programming problem. A few mathematical programming methods namely fuzzy programming, goal programming and weighting methods have been applied in the recent past to find the compromise solution. In this paper, -constraint method has been applied in bi-level multiobjective geometric programming problem to find the Pareto optimal solution at each level. The equivalent mathematical programming problems are formulated to find their corresponding value of the objective function based on the duality theorem at eash level. Here, we have developed a new algorithm for fuzzy programming technique to solve bi-level multiobjective geometric programming problems to find an optimal compromise solution. Finally the solution procedure of the fuzzy technique is illustrated by a numerical example

An Interval Fuzzy-Stochastic Chance-Constrained Programming Based Energy-Water Nexus Model for Planning Electric Power Systems

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Jing Liu

2017-11-01

Full Text Available In this study, an interval fuzzy-stochastic chance-constrained programming based energy-water nexus (IFSCP-WEN model is developed for planning electric power system (EPS. The IFSCP-WEN model can tackle uncertainties expressed as possibility and probability distributions, as well as interval values. Different credibility (i.e., γ levels and probability (i.e., qi levels are set to reflect relationships among water supply, electricity generation, system cost, and constraint-violation risk. Results reveal that different γ and qi levels can lead to a changed system cost, imported electricity, electricity generation, and water supply. Results also disclose that the study EPS would tend to the transition from coal-dominated into clean energy-dominated. Gas-fired would be the main electric utility to supply electricity at the end of the planning horizon, occupying [28.47, 30.34]% (where 28.47% and 30.34% present the lower bound and the upper bound of interval value, respectively of the total electricity generation. Correspondingly, water allocated to gas-fired would reach the highest, occupying [33.92, 34.72]% of total water supply. Surface water would be the main water source, accounting for more than [40.96, 43.44]% of the total water supply. The ratio of recycled water to total water supply would increase by about [11.37, 14.85]%. Results of the IFSCP-WEN model present its potential for sustainable EPS planning by co-optimizing energy and water resources.

Solving the Fully Fuzzy Bilevel Linear Programming Problem through Deviation Degree Measures and a Ranking Function Method

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Aihong Ren

2016-01-01

Full Text Available This paper is concerned with a class of fully fuzzy bilevel linear programming problems where all the coefficients and decision variables of both objective functions and the constraints are fuzzy numbers. A new approach based on deviation degree measures and a ranking function method is proposed to solve these problems. We first introduce concepts of the feasible region and the fuzzy optimal solution of a fully fuzzy bilevel linear programming problem. In order to obtain a fuzzy optimal solution of the problem, we apply deviation degree measures to deal with the fuzzy constraints and use a ranking function method of fuzzy numbers to rank the upper and lower level fuzzy objective functions. Then the fully fuzzy bilevel linear programming problem can be transformed into a deterministic bilevel programming problem. Considering the overall balance between improving objective function values and decreasing allowed deviation degrees, the computational procedure for finding a fuzzy optimal solution is proposed. Finally, a numerical example is provided to illustrate the proposed approach. The results indicate that the proposed approach gives a better optimal solution in comparison with the existing method.

An SDP Approach for Multiperiod Mixed 0–1 Linear Programming Models with Stochastic Dominance Constraints for Risk Management

DEFF Research Database (Denmark)

Escudero, Laureano F.; Monge, Juan Francisco; Morales, Dolores Romero

2015-01-01

In this paper we consider multiperiod mixed 0–1 linear programming models under uncertainty. We propose a risk averse strategy using stochastic dominance constraints (SDC) induced by mixed-integer linear recourse as the risk measure. The SDC strategy extends the existing literature to the multist...

Stochastic linear programming models, theory, and computation

CERN Document Server

Kall, Peter

2011-01-01

This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. … T...

An inexact fuzzy two-stage stochastic model for quantifying the efficiency of nonpoint source effluent trading under uncertainty

International Nuclear Information System (INIS)

Luo, B.; Maqsood, I.; Huang, G.H.; Yin, Y.Y.; Han, D.J.

2005-01-01

Reduction of nonpoint source (NPS) pollution from agricultural lands is a major concern in most countries. One method to reduce NPS pollution is through land retirement programs. This method, however, may result in enormous economic costs especially when large sums of croplands need to be retired. To reduce the cost, effluent trading can be employed to couple with land retirement programs. However, the trading efforts can also become inefficient due to various uncertainties existing in stochastic, interval, and fuzzy formats in agricultural systems. Thus, it is desired to develop improved methods to effectively quantify the efficiency of potential trading efforts by considering those uncertainties. In this respect, this paper presents an inexact fuzzy two-stage stochastic programming model to tackle such problems. The proposed model can facilitate decision-making to implement trading efforts for agricultural NPS pollution reduction through land retirement programs. The applicability of the model is demonstrated through a hypothetical effluent trading program within a subcatchment of the Lake Tai Basin in China. The study results indicate that the efficiency of the trading program is significantly influenced by precipitation amount, agricultural activities, and level of discharge limits of pollutants. The results also show that the trading program will be more effective for low precipitation years and with stricter discharge limits

Fuzzy chance constrained linear programming model for scrap charge optimization in steel production

DEFF Research Database (Denmark)

Rong, Aiying; Lahdelma, Risto

2008-01-01

the uncertainty based on fuzzy set theory and constrain the failure risk based on a possibility measure. Consequently, the scrap charge optimization problem is modeled as a fuzzy chance constrained linear programming problem. Since the constraints of the model mainly address the specification of the product...

Solving the Fully Fuzzy Bilevel Linear Programming Problem through Deviation Degree Measures and a Ranking Function Method

OpenAIRE

Aihong Ren

2016-01-01

This paper is concerned with a class of fully fuzzy bilevel linear programming problems where all the coefficients and decision variables of both objective functions and the constraints are fuzzy numbers. A new approach based on deviation degree measures and a ranking function method is proposed to solve these problems. We first introduce concepts of the feasible region and the fuzzy optimal solution of a fully fuzzy bilevel linear programming problem. In order to obtain a fuzzy optimal solut...

Fuzzy stochastic generalized reliability studies on embankment systems based on first-order approximation theorem

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Wang Yajun

2008-12-01

Full Text Available In order to address the complex uncertainties caused by interfacing between the fuzziness and randomness of the safety problem for embankment engineering projects, and to evaluate the safety of embankment engineering projects more scientifically and reasonably, this study presents the fuzzy logic modeling of the stochastic finite element method (SFEM based on the harmonious finite element (HFE technique using a first-order approximation theorem. Fuzzy mathematical models of safety repertories were introduced into the SFEM to analyze the stability of embankments and foundations in order to describe the fuzzy failure procedure for the random safety performance function. The fuzzy models were developed with membership functions with half depressed gamma distribution, half depressed normal distribution, and half depressed echelon distribution. The fuzzy stochastic mathematical algorithm was used to comprehensively study the local failure mechanism of the main embankment section near Jingnan in the Yangtze River in terms of numerical analysis for the probability integration of reliability on the random field affected by three fuzzy factors. The result shows that the middle region of the embankment is the principal zone of concentrated failure due to local fractures. There is also some local shear failure on the embankment crust. This study provides a referential method for solving complex multi-uncertainty problems in engineering safety analysis.

Optimization of environmental management strategies through a dynamic stochastic possibilistic multiobjective program.

Science.gov (United States)

Zhang, Xiaodong; Huang, Gordon

2013-02-15

Greenhouse gas (GHG) emissions from municipal solid waste (MSW) management facilities have become a serious environmental issue. In MSW management, not only economic objectives but also environmental objectives should be considered simultaneously. In this study, a dynamic stochastic possibilistic multiobjective programming (DSPMP) model is developed for supporting MSW management and associated GHG emission control. The DSPMP model improves upon the existing waste management optimization methods through incorporation of fuzzy possibilistic programming and chance-constrained programming into a general mixed-integer multiobjective linear programming (MOP) framework where various uncertainties expressed as fuzzy possibility distributions and probability distributions can be effectively reflected. Two conflicting objectives are integrally considered, including minimization of total system cost and minimization of total GHG emissions from waste management facilities. Three planning scenarios are analyzed and compared, representing different preferences of the decision makers for economic development and environmental-impact (i.e. GHG-emission) issues in integrated MSW management. Optimal decision schemes under three scenarios and different p(i) levels (representing the probability that the constraints would be violated) are generated for planning waste flow allocation and facility capacity expansions as well as GHG emission control. The results indicate that economic and environmental tradeoffs can be effectively reflected through the proposed DSPMP model. The generated decision variables can help the decision makers justify and/or adjust their waste management strategies based on their implicit knowledge and preferences. Copyright © 2012 Elsevier B.V. All rights reserved.

Prescribed Performance Fuzzy Adaptive Output-Feedback Control for Nonlinear Stochastic Systems

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Lili Zhang

2014-01-01

Full Text Available A prescribed performance fuzzy adaptive output-feedback control approach is proposed for a class of single-input and single-output nonlinear stochastic systems with unmeasured states. Fuzzy logic systems are used to identify the unknown nonlinear system, and a fuzzy state observer is designed for estimating the unmeasured states. Based on the backstepping recursive design technique and the predefined performance technique, a new fuzzy adaptive output-feedback control method is developed. It is shown that all the signals of the resulting closed-loop system are bounded in probability and the tracking error remains an adjustable neighborhood of the origin with the prescribed performance bounds. A simulation example is provided to show the effectiveness of the proposed approach.

FGP Approach for Solving Multi-level Multi-objective Quadratic Fractional Programming Problem with Fuzzy parameters

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m. s. osman

2017-09-01

Full Text Available In this paper, we consider fuzzy goal programming (FGP approach for solving multi-level multi-objective quadratic fractional programming (ML-MOQFP problem with fuzzy parameters in the constraints. Firstly, the concept of the ?-cut approach is applied to transform the set of fuzzy constraints into a common deterministic one. Then, the quadratic fractional objective functions in each level are transformed into quadratic objective functions based on a proposed transformation. Secondly, the FGP approach is utilized to obtain a compromise solution for the ML-MOQFP problem by minimizing the sum of the negative deviational variables. Finally, an illustrative numerical example is given to demonstrate the applicability and performance of the proposed approach.

A fuzzy chance-constrained programming model with type 1 and type 2 fuzzy sets for solid waste management under uncertainty

Science.gov (United States)

Ma, Xiaolin; Ma, Chi; Wan, Zhifang; Wang, Kewei

2017-06-01

Effective management of municipal solid waste (MSW) is critical for urban planning and development. This study aims to develop an integrated type 1 and type 2 fuzzy sets chance-constrained programming (ITFCCP) model for tackling regional MSW management problem under a fuzzy environment, where waste generation amounts are supposed to be type 2 fuzzy variables and treated capacities of facilities are assumed to be type 1 fuzzy variables. The evaluation and expression of uncertainty overcome the drawbacks in describing fuzzy possibility distributions as oversimplified forms. The fuzzy constraints are converted to their crisp equivalents through chance-constrained programming under the same or different confidence levels. Regional waste management of the City of Dalian, China, was used as a case study for demonstration. The solutions under various confidence levels reflect the trade-off between system economy and reliability. It is concluded that the ITFCCP model is capable of helping decision makers to generate reasonable waste-allocation alternatives under uncertainties.

Energy supply planning in Iran by using fuzzy linear programming approach (regarding uncertainties of investment costs)

International Nuclear Information System (INIS)

Sadeghi, Mehdi; Mirshojaeian Hosseini, Hossein

2006-01-01

For many years, energy models have been used in developed or developing countries to satisfy different needs in energy planning. One of major problems against energy planning and consequently energy models is uncertainty, spread in different economic, political and legal dimensions of energy planning. Confronting uncertainty, energy planners have often used two well-known strategies. The first strategy is stochastic programming, in which energy system planners define different scenarios and apply an explicit probability of occurrence to each scenario. The second strategy is Minimax Regret strategy that minimizes regrets of different decisions made in energy planning. Although these strategies have been used extensively, they could not flexibly and effectively deal with the uncertainties caused by fuzziness. 'Fuzzy Linear Programming (FLP)' is a strategy that can take fuzziness into account. This paper tries to demonstrate the method of application of FLP for optimization of supply energy system in Iran, as a case study. The used FLP model comprises fuzzy coefficients for investment costs. Following the mentioned purpose, it is realized that FLP is an easy and flexible approach that can be a serious competitor for other confronting uncertainties approaches, i.e. stochastic and Minimax Regret strategies. (author)

Inexact Multistage Stochastic Chance Constrained Programming Model for Water Resources Management under Uncertainties

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Hong Zhang

2017-01-01

Full Text Available In order to formulate water allocation schemes under uncertainties in the water resources management systems, an inexact multistage stochastic chance constrained programming (IMSCCP model is proposed. The model integrates stochastic chance constrained programming, multistage stochastic programming, and inexact stochastic programming within a general optimization framework to handle the uncertainties occurring in both constraints and objective. These uncertainties are expressed as probability distributions, interval with multiply distributed stochastic boundaries, dynamic features of the long-term water allocation plans, and so on. Compared with the existing inexact multistage stochastic programming, the IMSCCP can be used to assess more system risks and handle more complicated uncertainties in water resources management systems. The IMSCCP model is applied to a hypothetical case study of water resources management. In order to construct an approximate solution for the model, a hybrid algorithm, which incorporates stochastic simulation, back propagation neural network, and genetic algorithm, is proposed. The results show that the optimal value represents the maximal net system benefit achieved with a given confidence level under chance constraints, and the solutions provide optimal water allocation schemes to multiple users over a multiperiod planning horizon.

Optimising multi-product multi-chance-constraint inventory control system with stochastic period lengths and total discount under fuzzy purchasing price and holding costs

Science.gov (United States)

Allah Taleizadeh, Ata; Niaki, Seyed Taghi Akhavan; Aryanezhad, Mir-Bahador

2010-10-01

While the usual assumptions in multi-periodic inventory control problems are that the orders are placed at the beginning of each period (periodic review) or depending on the inventory level they can happen at any time (continuous review), in this article, we relax these assumptions and assume that the periods between two replenishments of the products are independent and identically distributed random variables. Furthermore, assuming that the purchasing price are triangular fuzzy variables, the quantities of the orders are of integer-type and that there are space and service level constraints, total discount are considered to purchase products and a combination of back-order and lost-sales are taken into account for the shortages. We show that the model of this problem is a fuzzy mixed-integer nonlinear programming type and in order to solve it, a hybrid meta-heuristic intelligent algorithm is proposed. At the end, a numerical example is given to demonstrate the applicability of the proposed methodology and to compare its performance with one of the existing algorithms in real world inventory control problems.

Geometric Programming Approach to an Interactive Fuzzy Inventory Problem

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Nirmal Kumar Mandal

2011-01-01

Full Text Available An interactive multiobjective fuzzy inventory problem with two resource constraints is presented in this paper. The cost parameters and index parameters, the storage space, the budgetary cost, and the objective and constraint goals are imprecise in nature. These parameters and objective goals are quantified by linear/nonlinear membership functions. A compromise solution is obtained by geometric programming method. If the decision maker is not satisfied with this result, he/she may try to update the current solution to his/her satisfactory solution. In this way we implement man-machine interactive procedure to solve the problem through geometric programming method.

Exponential stability result for discrete-time stochastic fuzzy uncertain neural networks

International Nuclear Information System (INIS)

Mathiyalagan, K.; Sakthivel, R.; Marshal Anthoni, S.

2012-01-01

This Letter addresses the stability analysis problem for a class of uncertain discrete-time stochastic fuzzy neural networks (DSFNNs) with time-varying delays. By constructing a new Lyapunov–Krasovskii functional combined with the free weighting matrix technique, a new set of delay-dependent sufficient conditions for the robust exponential stability of the considered DSFNNs is established in terms of Linear Matrix Inequalities (LMIs). Finally, numerical examples with simulation results are provided to illustrate the applicability and usefulness of the obtained theory. -- Highlights: ► Applications of neural networks require the knowledge of dynamic behaviors. ► Exponential stability of discrete-time stochastic fuzzy neural networks is studied. ► Linear matrix inequality optimization approach is used to obtain the result. ► Delay-dependent stability criterion is established in terms of LMIs. ► Examples with simulation are provided to show the effectiveness of the result.

Multi-Objective Fuzzy Linear Programming In Agricultural Production Planning

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H.M.I.U. Herath

2015-08-01

Full Text Available Abstract Modern agriculture is characterized by a series of conflicting optimization criteria that obstruct the decision-making process in the planning of agricultural production. Such criteria are usually net profit total cost total production etc. At the same time the decision making process in the agricultural production planning is often conducted with data that accidentally occur in nature or that are fuzzy not deterministic. Such data are the yields of various crops the prices of products and raw materials demand for the product the available quantities of production factors such as water labor etc. In this paper a fuzzy multi-criteria mathematical programming model is presented. This model is applied in a region of 10 districts in Sri Lanka where paddy is cultivated under irrigated and rain fed water in the two main seasons called Yala and Maha and the optimal production plan is achieved. This study was undertaken to find out the optimal allocation of land for paddy to get a better yield while satisfying the two conflicting objectives profit maximizing and cost minimizing subjected to the utilizing of water constraint and the demand constraint. Only the availability of land constraint is considered as a crisp in nature while objectives and other constraints are treated as fuzzy. It is observed that the MOFLP is an effective method to handle more than a single objective occurs in an uncertain vague environment.

Adaptive Fuzzy Output-Constrained Fault-Tolerant Control of Nonlinear Stochastic Large-Scale Systems With Actuator Faults.

Science.gov (United States)

Li, Yongming; Ma, Zhiyao; Tong, Shaocheng

2017-09-01

The problem of adaptive fuzzy output-constrained tracking fault-tolerant control (FTC) is investigated for the large-scale stochastic nonlinear systems of pure-feedback form. The nonlinear systems considered in this paper possess the unstructured uncertainties, unknown interconnected terms and unknown nonaffine nonlinear faults. The fuzzy logic systems are employed to identify the unknown lumped nonlinear functions so that the problems of structured uncertainties can be solved. An adaptive fuzzy state observer is designed to solve the nonmeasurable state problem. By combining the barrier Lyapunov function theory, adaptive decentralized and stochastic control principles, a novel fuzzy adaptive output-constrained FTC approach is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

Intuitionistic Fuzzy Goal Programming Technique for Solving Non-Linear Multi-objective Structural Problem

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Samir Dey

2015-07-01

Full Text Available This paper proposes a new multi-objective intuitionistic fuzzy goal programming approach to solve a multi-objective nonlinear programming problem in context of a structural design. Here we describe some basic properties of intuitionistic fuzzy optimization. We have considered a multi-objective structural optimization problem with several mutually conflicting objectives. The design objective is to minimize weight of the structure and minimize the vertical deflection at loading point of a statistically loaded three-bar planar truss subjected to stress constraints on each of the truss members. This approach is used to solve the above structural optimization model based on arithmetic mean and compare with the solution by intuitionistic fuzzy goal programming approach. A numerical solution is given to illustrate our approach.

Thin and heavy tails in stochastic programming

Czech Academy of Sciences Publication Activity Database

Kaňková, Vlasta; Houda, Michal

2015-01-01

Roč. 51, č. 3 (2015), s. 433-456 ISSN 0023-5954 R&D Projects: GA ČR GA13-14445S Institutional support: RVO:67985556 Keywords : stochastic programming problems * stability * Wasserstein metric * L1 norm * Lipschitz property * empirical estimates * convergence rate * linear and nonlinear dependence * probability and risk constraints * stochastic dominance Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.628, year: 2015 http://library.utia.cas.cz/separaty/2015/E/kankova-0447994.pdf

A Recourse-Based Type-2 Fuzzy Programming Method for Water Pollution Control under Uncertainty

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Jing Liu

2017-11-01

Full Text Available In this study, a recourse-based type-2 fuzzy programming (RTFP method is developed for supporting water pollution control of basin systems under uncertainty. The RTFP method incorporates type-2 fuzzy programming (TFP within a two-stage stochastic programming with recourse (TSP framework to handle uncertainties expressed as type-2 fuzzy sets (i.e., a fuzzy set in which the membership function is also fuzzy and probability distributions, as well as to reflect the trade-offs between conflicting economic benefits and penalties due to violated policies. The RTFP method is then applied to a real case of water pollution control in the Heshui River Basin (a rural area of China, where chemical oxygen demand (COD, total nitrogen (TN, total phosphorus (TP, and soil loss are selected as major indicators to identify the water pollution control strategies. Solutions of optimal production plans of economic activities under each probabilistic pollutant discharge allowance level and membership grades are obtained. The results are helpful for the authorities in exploring the trade-off between economic objective and pollutant discharge decision-making based on river water pollution control.

A pseudo-optimal inexact stochastic interval T2 fuzzy sets approach for energy and environmental systems planning under uncertainty: A case study for Xiamen City of China

International Nuclear Information System (INIS)

Jin, L.; Huang, G.H.; Fan, Y.R.; Wang, L.; Wu, T.

2015-01-01

Highlights: • Propose a new energy PIS-IT2FSLP model for Xiamen City under uncertainties. • Analyze the energy supply, demand, and its flow structure of this city. • Use real energy statistics to prove the superiority of PIS-IT2FSLP method. • Obtain optimal solutions that reflect environmental requirements. • Help local authorities devise an optimal energy strategy for this local area. - Abstract: In this study, a new Pseudo-optimal Inexact Stochastic Interval Type-2 Fuzzy Sets Linear Programming (PIS-IT2FSLP) energy model is developed to support energy system planning and environment requirements under uncertainties for Xiamen City. The PIS-IT2FSLP model is based on an integration of interval Type 2 (T2) Fuzzy Sets (FS) boundary programming and stochastic linear programming techniques, enables it to have robust abilities to the tackle uncertainties expressed as T2 FS intervals and probabilistic distributions within a general optimization framework. This new model can sophisticatedly facilitate system analysis of energy supply and energy conversion processes, and environmental requirements as well as provide capacity expansion options with multiple periods. The PIS-IT2FSLP model was applied to a real case study of Xiamen energy systems. Based on a robust two-step solution algorithm, reasonable solutions have been obtained, which reflect tradeoffs between economic and environmental requirements, and among seasonal volatility energy demands of the right hand side constraints of Xiamen energy system. Thus, the lower and upper solutions of PIS-IT2FSLP would then help local energy authorities adjust current energy patterns, and discover an optimal energy strategy for the development of Xiamen City

Fuzzy Multi Objective Linear Programming Problem with Imprecise Aspiration Level and Parameters

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Zahra Shahraki

2015-07-01

Full Text Available This paper considers the multi-objective linear programming problems with fuzzygoal for each of the objective functions and constraints. Most existing works deal withlinear membership functions for fuzzy goals. In this paper, exponential membershipfunction is used.

Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition

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Malinowski Marek T.

2015-01-01

Full Text Available We analyze the set-valued stochastic integral equations driven by continuous semimartingales and prove the existence and uniqueness of solutions to such equations in the framework of the hyperspace of nonempty, bounded, convex and closed subsets of the Hilbert space L2 (consisting of square integrable random vectors. The coefficients of the equations are assumed to satisfy the Osgood type condition that is a generalization of the Lipschitz condition. Continuous dependence of solutions with respect to data of the equation is also presented. We consider equations driven by semimartingale Z and equations driven by processes A;M from decomposition of Z, where A is a process of finite variation and M is a local martingale. These equations are not equivalent. Finally, we show that the analysis of the set-valued stochastic integral equations can be extended to a case of fuzzy stochastic integral equations driven by semimartingales under Osgood type condition. To obtain our results we use the set-valued and fuzzy Maruyama type approximations and Bihari’s inequality.

Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints

Czech Academy of Sciences Publication Activity Database

Omelchenko, Vadym; Kaňková, Vlasta

2015-01-01

Roč. 84, č. 2 (2015), s. 267-281 ISSN 0862-9544 R&D Projects: GA ČR GA13-14445S Institutional support: RVO:67985556 Keywords : Stochastic programming problems * empirical estimates * light and heavy tailed distributions * quantiles Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2015/E/omelchenko-0454495.pdf

Waste management under multiple complexities: Inexact piecewise-linearization-based fuzzy flexible programming

International Nuclear Information System (INIS)

Sun Wei; Huang, Guo H.; Lv Ying; Li Gongchen

2012-01-01

Highlights: ► Inexact piecewise-linearization-based fuzzy flexible programming is proposed. ► It’s the first application to waste management under multiple complexities. ► It tackles nonlinear economies-of-scale effects in interval-parameter constraints. ► It estimates costs more accurately than the linear-regression-based model. ► Uncertainties are decreased and more satisfactory interval solutions are obtained. - Abstract: To tackle nonlinear economies-of-scale (EOS) effects in interval-parameter constraints for a representative waste management problem, an inexact piecewise-linearization-based fuzzy flexible programming (IPFP) model is developed. In IPFP, interval parameters for waste amounts and transportation/operation costs can be quantified; aspiration levels for net system costs, as well as tolerance intervals for both capacities of waste treatment facilities and waste generation rates can be reflected; and the nonlinear EOS effects transformed from objective function to constraints can be approximated. An interactive algorithm is proposed for solving the IPFP model, which in nature is an interval-parameter mixed-integer quadratically constrained programming model. To demonstrate the IPFP’s advantages, two alternative models are developed to compare their performances. One is a conventional linear-regression-based inexact fuzzy programming model (IPFP2) and the other is an IPFP model with all right-hand-sides of fussy constraints being the corresponding interval numbers (IPFP3). The comparison results between IPFP and IPFP2 indicate that the optimized waste amounts would have the similar patterns in both models. However, when dealing with EOS effects in constraints, the IPFP2 may underestimate the net system costs while the IPFP can estimate the costs more accurately. The comparison results between IPFP and IPFP3 indicate that their solutions would be significantly different. The decreased system uncertainties in IPFP’s solutions demonstrate

A review on fuzzy and stochastic extensions of the multi index transportation problem

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Singh Sungeeta

2017-01-01

Full Text Available The classical transportation problem (having source and destination as indices deals with the objective of minimizing a single criterion, i.e. cost of transporting a commodity. Additional indices such as commodities and modes of transport led to the Multi Index transportation problem. An additional fixed cost, independent of the units transported, led to the Multi Index Fixed Charge transportation problem. Criteria other than cost (such as time, profit etc. led to the Multi Index Bi-criteria transportation problem. The application of fuzzy and stochastic concept in the above transportation problems would enable researchers to not only introduce real life uncertainties but also obtain solutions of these transportation problems. The review article presents an organized study of the Multi Index transportation problem and its fuzzy and stochastic extensions till today, and aims to help researchers working with complex transportation problems.

Multi-criteria multi-stakeholder decision analysis using a fuzzy-stochastic approach for hydrosystem management

Science.gov (United States)

Subagadis, Y. H.; Schütze, N.; Grundmann, J.

2014-09-01

The conventional methods used to solve multi-criteria multi-stakeholder problems are less strongly formulated, as they normally incorporate only homogeneous information at a time and suggest aggregating objectives of different decision-makers avoiding water-society interactions. In this contribution, Multi-Criteria Group Decision Analysis (MCGDA) using a fuzzy-stochastic approach has been proposed to rank a set of alternatives in water management decisions incorporating heterogeneous information under uncertainty. The decision making framework takes hydrologically, environmentally, and socio-economically motivated conflicting objectives into consideration. The criteria related to the performance of the physical system are optimized using multi-criteria simulation-based optimization, and fuzzy linguistic quantifiers have been used to evaluate subjective criteria and to assess stakeholders' degree of optimism. The proposed methodology is applied to find effective and robust intervention strategies for the management of a coastal hydrosystem affected by saltwater intrusion due to excessive groundwater extraction for irrigated agriculture and municipal use. Preliminary results show that the MCGDA based on a fuzzy-stochastic approach gives useful support for robust decision-making and is sensitive to the decision makers' degree of optimism.

Inexact nonlinear improved fuzzy chance-constrained programming model for irrigation water management under uncertainty

Science.gov (United States)

Zhang, Chenglong; Zhang, Fan; Guo, Shanshan; Liu, Xiao; Guo, Ping

2018-01-01

An inexact nonlinear mλ-measure fuzzy chance-constrained programming (INMFCCP) model is developed for irrigation water allocation under uncertainty. Techniques of inexact quadratic programming (IQP), mλ-measure, and fuzzy chance-constrained programming (FCCP) are integrated into a general optimization framework. The INMFCCP model can deal with not only nonlinearities in the objective function, but also uncertainties presented as discrete intervals in the objective function, variables and left-hand side constraints and fuzziness in the right-hand side constraints. Moreover, this model improves upon the conventional fuzzy chance-constrained programming by introducing a linear combination of possibility measure and necessity measure with varying preference parameters. To demonstrate its applicability, the model is then applied to a case study in the middle reaches of Heihe River Basin, northwest China. An interval regression analysis method is used to obtain interval crop water production functions in the whole growth period under uncertainty. Therefore, more flexible solutions can be generated for optimal irrigation water allocation. The variation of results can be examined by giving different confidence levels and preference parameters. Besides, it can reflect interrelationships among system benefits, preference parameters, confidence levels and the corresponding risk levels. Comparison between interval crop water production functions and deterministic ones based on the developed INMFCCP model indicates that the former is capable of reflecting more complexities and uncertainties in practical application. These results can provide more reliable scientific basis for supporting irrigation water management in arid areas.

An Intuitionistic Fuzzy Stochastic Decision-Making Method Based on Case-Based Reasoning and Prospect Theory

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Peng Li

2017-01-01

Full Text Available According to the case-based reasoning method and prospect theory, this paper mainly focuses on finding a way to obtain decision-makers’ preferences and the criterion weights for stochastic multicriteria decision-making problems and classify alternatives. Firstly, we construct a new score function for an intuitionistic fuzzy number (IFN considering the decision-making environment. Then, we aggregate the decision-making information in different natural states according to the prospect theory and test decision-making matrices. A mathematical programming model based on a case-based reasoning method is presented to obtain the criterion weights. Moreover, in the original decision-making problem, we integrate all the intuitionistic fuzzy decision-making matrices into an expectation matrix using the expected utility theory and classify or rank the alternatives by the case-based reasoning method. Finally, two illustrative examples are provided to illustrate the implementation process and applicability of the developed method.

Monomial geometric programming with an arbitrary fuzzy relational inequality

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E. Shivanian

2015-11-01

Full Text Available In this paper, an optimization model with geometric objective function is presented. Geometric programming is widely used; many objective functions in optimization problems can be analyzed by geometric programming. We often encounter these in resource allocation and structure optimization and technology management, etc. On the other hand, fuzzy relation equalities and inequalities are also used in many areas. We here present a geometric programming model with a monomial objective function subject to the fuzzy relation inequality constraints with an arbitrary function. The feasible solution set is determined and compared with some common results in the literature. A necessary and sufficient condition and three other necessary conditions are presented to conceptualize the feasibility of the problem. In general a lower bound is always attainable for the optimal objective value by removing the components having no effect on the solution process. By separating problem to non-decreasing and non-increasing function to prove the optimal solution, we simplify operations to accelerate the resolution of the problem.

Multistage Stochastic Programming via Autoregressive Sequences

Czech Academy of Sciences Publication Activity Database

Kaňková, Vlasta

2007-01-01

Roč. 15, č. 4 (2007), s. 99-110 ISSN 0572-3043 R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/06/0990; GA ČR GD402/03/H057 Institutional research plan: CEZ:AV0Z10750506 Keywords : Economic proceses * Multistage stochastic programming * autoregressive sequences * individual probability constraints Subject RIV: BB - Applied Statistics, Operational Research

Self-scheduling and bidding strategies of thermal units with stochastic emission constraints

International Nuclear Information System (INIS)

Laia, R.; Pousinho, H.M.I.; Melíco, R.; Mendes, V.M.F.

2015-01-01

Highlights: • The management of thermal power plants is considered for different emission allowance levels. • The uncertainty on electricity price is considered by a set of scenarios. • A stochastic MILP approach allows devising the bidding strategies and hedging against price uncertainty and emission allowances. - Abstract: This paper is on the self-scheduling problem for a thermal power producer taking part in a pool-based electricity market as a price-taker, having bilateral contracts and emission-constrained. An approach based on stochastic mixed-integer linear programming approach is proposed for solving the self-scheduling problem. Uncertainty regarding electricity price is considered through a set of scenarios computed by simulation and scenario-reduction. Thermal units are modelled by variable costs, start-up costs and technical operating constraints, such as: forbidden operating zones, ramp up/down limits and minimum up/down time limits. A requirement on emission allowances to mitigate carbon footprint is modelled by a stochastic constraint. Supply functions for different emission allowance levels are accessed in order to establish the optimal bidding strategy. A case study is presented to illustrate the usefulness and the proficiency of the proposed approach in supporting biding strategies

Monthly Optimal Reservoirs Operation for Multicrop Deficit Irrigation under Fuzzy Stochastic Uncertainties

Directory of Open Access Journals (Sweden)

Liudong Zhang

2014-01-01

Full Text Available An uncertain monthly reservoirs operation and multicrop deficit irrigation model was proposed under conjunctive use of underground and surface water for water resources optimization management. The objective is to maximize the total crop yield of the entire irrigation districts. Meanwhile, ecological water remained for the downstream demand. Because of the shortage of water resources, the monthly crop water production function was adopted for multiperiod deficit irrigation management. The model reflects the characteristics of water resources repetitive transformation in typical inland rivers irrigation system. The model was used as an example for water resources optimization management in Shiyang River Basin, China. Uncertainties in reservoir management shown as fuzzy probability were treated through chance-constraint parameter for decision makers. Necessity of dominance (ND was used to analyse the advantages of the method. The optimization results including reservoirs real-time operation policy, deficit irrigation management, and the available water resource allocation could be used to provide decision support for local irrigation management. Besides, the strategies obtained could help with the risk analysis of reservoirs operation stochastically.

Almost sure exponential stability of stochastic fuzzy cellular neural networks with delays

International Nuclear Information System (INIS)

Zhao Hongyong; Ding Nan; Chen Ling

2009-01-01

This paper is concerned with the problem of exponential stability analysis for fuzzy cellular neural network with delays. By constructing suitable Lyapunov functional and using stochastic analysis we present some sufficient conditions ensuring almost sure exponential stability for the network. Moreover, an example is given to demonstrate the advantages of our method.

An efficient computational method for a stochastic dynamic lot-sizing problem under service-level constraints

NARCIS (Netherlands)

Tarim, S.A.; Ozen, U.; Dogru, M.K.; Rossi, R.

2011-01-01

We provide an efficient computational approach to solve the mixed integer programming (MIP) model developed by Tarim and Kingsman [8] for solving a stochastic lot-sizing problem with service level constraints under the static–dynamic uncertainty strategy. The effectiveness of the proposed method

Multi-criteria multi-stakeholder decision analysis using a fuzzy-stochastic approach for hydrosystem management

Directory of Open Access Journals (Sweden)

Y. H. Subagadis

2014-09-01

Full Text Available The conventional methods used to solve multi-criteria multi-stakeholder problems are less strongly formulated, as they normally incorporate only homogeneous information at a time and suggest aggregating objectives of different decision-makers avoiding water–society interactions. In this contribution, Multi-Criteria Group Decision Analysis (MCGDA using a fuzzy-stochastic approach has been proposed to rank a set of alternatives in water management decisions incorporating heterogeneous information under uncertainty. The decision making framework takes hydrologically, environmentally, and socio-economically motivated conflicting objectives into consideration. The criteria related to the performance of the physical system are optimized using multi-criteria simulation-based optimization, and fuzzy linguistic quantifiers have been used to evaluate subjective criteria and to assess stakeholders' degree of optimism. The proposed methodology is applied to find effective and robust intervention strategies for the management of a coastal hydrosystem affected by saltwater intrusion due to excessive groundwater extraction for irrigated agriculture and municipal use. Preliminary results show that the MCGDA based on a fuzzy-stochastic approach gives useful support for robust decision-making and is sensitive to the decision makers' degree of optimism.

Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

International Nuclear Information System (INIS)

Pham, H.

2002-01-01

This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation. This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate our results with several examples of stochastic volatility models popular in the financial literature

Development of a fuzzy-stochastic programming with Green Z-score criterion method for planning water resources systems with a trading mechanism.

Science.gov (United States)

Zeng, X T; Huang, G H; Li, Y P; Zhang, J L; Cai, Y P; Liu, Z P; Liu, L R

2016-12-01

This study developed a fuzzy-stochastic programming with Green Z-score criterion (FSGZ) method for water resources allocation and water quality management with a trading-mechanism (WAQT) under uncertainties. FSGZ can handle uncertainties expressed as probability distributions, and it can also quantify objective/subjective fuzziness in the decision-making process. Risk-averse attitudes and robustness coefficient are joined to express the relationship between the expected target and outcome under various risk preferences of decision makers and systemic robustness. The developed method is applied to a real-world case of WAQT in the Kaidu-Kongque River Basin in northwest China, where an effective mechanism (e.g., market trading) to simultaneously confront severely diminished water availability and degraded water quality is required. Results of water transaction amounts, water allocation patterns, pollution mitigation schemes, and system benefits under various scenarios are analyzed, which indicate that a trading-mechanism is a more sustainable method to manage water-environment crisis in the study region. Additionally, consideration of anthropogenic (e.g., a risk-averse attitude) and systemic factors (e.g., the robustness coefficient) can support the generation of a robust plan associated with risk control for WAQT when uncertainty is present. These findings assist local policy and decision makers to gain insights into water-environment capacity planning to balance the basin's social and economic growth with protecting the region's ecosystems.

Fuzzy Adaptive Compensation Control of Uncertain Stochastic Nonlinear Systems With Actuator Failures and Input Hysteresis.

Science.gov (United States)

Wang, Jianhui; Liu, Zhi; Chen, C L Philip; Zhang, Yun

2017-10-12

Hysteresis exists ubiquitously in physical actuators. Besides, actuator failures/faults may also occur in practice. Both effects would deteriorate the transient tracking performance, and even trigger instability. In this paper, we consider the problem of compensating for actuator failures and input hysteresis by proposing a fuzzy control scheme for stochastic nonlinear systems. Compared with the existing research on stochastic nonlinear uncertain systems, it is found that how to guarantee a prescribed transient tracking performance when taking into account actuator failures and hysteresis simultaneously also remains to be answered. Our proposed control scheme is designed on the basis of the fuzzy logic system and backstepping techniques for this purpose. It is proven that all the signals remain bounded and the tracking error is ensured to be within a preestablished bound with the failures of hysteretic actuator. Finally, simulations are provided to illustrate the effectiveness of the obtained theoretical results.

A cost-emission model for fuel cell/PV/battery hybrid energy system in the presence of demand response program: ε-constraint method and fuzzy satisfying approach

International Nuclear Information System (INIS)

Nojavan, Sayyad; Majidi, Majid; Najafi-Ghalelou, Afshin; Ghahramani, Mehrdad; Zare, Kazem

2017-01-01

Highlights: • Cost-emission performance of PV/battery/fuel cell hybrid energy system is studied. • Multi-objective optimization model for cost-emission performance is proposed. • ε-constraint method is proposed to produce Pareto solutions of multi-objective model. • Fuzzy satisfying approach selected the best optimal solution from Pareto solutions. • Demand response program is proposed to reduce both cost and emission. - Abstract: Optimal operation of hybrid energy systems is a big challenge in power systems. Nowadays, in addition to the optimum performance of energy systems, their pollution issue has been a hot topic between researchers. In this paper, a multi-objective model is proposed for economic and environmental operation of a battery/fuel cell/photovoltaic (PV) hybrid energy system in the presence of demand response program (DRP). In the proposed paper, the first objective function is minimization of total cost of hybrid energy system. The second objective function is minimization of total CO_2 emission which is in conflict with the first objective function. So, a multi-objective optimization model is presented to model the hybrid system’s optimal and environmental performance problem with considering DRP. The proposed multi-objective model is solved by ε-constraint method and then fuzzy satisfying technique is employed to select the best possible solution. Also, positive effects of DRP on the economic and environmental performance of hybrid system are analyzed. A mixed-integer linear program is used to simulate the proposed model and the obtained results are compared with weighted sum approach to show the effectiveness of proposed method.

Stochastic Optimal Estimation with Fuzzy Random Variables and Fuzzy Kalman Filtering

Institute of Scientific and Technical Information of China (English)

FENG Yu-hu

2005-01-01

By constructing a mean-square performance index in the case of fuzzy random variable, the optimal estimation theorem for unknown fuzzy state using the fuzzy observation data are given. The state and output of linear discrete-time dynamic fuzzy system with Gaussian noise are Gaussian fuzzy random variable sequences. An approach to fuzzy Kalman filtering is discussed. Fuzzy Kalman filtering contains two parts: a real-valued non-random recurrence equation and the standard Kalman filtering.

Stochastic population dynamics under resource constraints

Energy Technology Data Exchange (ETDEWEB)

Gavane, Ajinkya S., E-mail: ajinkyagavane@gmail.com; Nigam, Rahul, E-mail: rahul.nigam@hyderabad.bits-pilani.ac.in [BITS Pilani Hyderabad Campus, Shameerpet, Hyd - 500078 (India)

2016-06-02

This paper investigates the population growth of a certain species in which every generation reproduces thrice over a period of predefined time, under certain constraints of resources needed for survival of population. We study the survival period of a species by randomizing the reproduction probabilities within a window at same predefined ages and the resources are being produced by the working force of the population at a variable rate. This randomness in the reproduction rate makes the population growth stochastic in nature and one cannot predict the exact form of evolution. Hence we study the growth by running simulations for such a population and taking an ensemble averaged over 500 to 5000 such simulations as per the need. While the population reproduces in a stochastic manner, we have implemented a constraint on the amount of resources available for the population. This is important to make the simulations more realistic. The rate of resource production then is tuned to find the rate which suits the survival of the species. We also compute the mean life time of the species corresponding to different resource production rate. Study for these outcomes in the parameter space defined by the reproduction probabilities and rate of resource production is carried out.

Interactive Approach for Multi-Level Multi-Objective Fractional Programming Problems with Fuzzy Parameters

Directory of Open Access Journals (Sweden)

M.S. Osman

2018-03-01

Full Text Available In this paper, an interactive approach for solving multi-level multi-objective fractional programming (ML-MOFP problems with fuzzy parameters is presented. The proposed interactive approach makes an extended work of Shi and Xia (1997. In the first phase, the numerical crisp model of the ML-MOFP problem has been developed at a confidence level without changing the fuzzy gist of the problem. Then, the linear model for the ML-MOFP problem is formulated. In the second phase, the interactive approach simplifies the linear multi-level multi-objective model by converting it into separate multi-objective programming problems. Also, each separate multi-objective programming problem of the linear model is solved by the ∊-constraint method and the concept of satisfactoriness. Finally, illustrative examples and comparisons with the previous approaches are utilized to evince the feasibility of the proposed approach.

Stochastic Control of Energy Efficient Buildings: A Semidefinite Programming Approach

Energy Technology Data Exchange (ETDEWEB)

Ma, Xiao [ORNL; Dong, Jin [ORNL; Djouadi, Seddik M [ORNL; Nutaro, James J [ORNL; Kuruganti, Teja [ORNL

2015-01-01

The key goal in energy efficient buildings is to reduce energy consumption of Heating, Ventilation, and Air- Conditioning (HVAC) systems while maintaining a comfortable temperature and humidity in the building. This paper proposes a novel stochastic control approach for achieving joint performance and power control of HVAC. We employ a constrained Stochastic Linear Quadratic Control (cSLQC) by minimizing a quadratic cost function with a disturbance assumed to be Gaussian. The problem is formulated to minimize the expected cost subject to a linear constraint and a probabilistic constraint. By using cSLQC, the problem is reduced to a semidefinite optimization problem, where the optimal control can be computed efficiently by Semidefinite programming (SDP). Simulation results are provided to demonstrate the effectiveness and power efficiency by utilizing the proposed control approach.

Optimal Land Use Management for Soil Erosion Control by Using an Interval-Parameter Fuzzy Two-Stage Stochastic Programming Approach

Science.gov (United States)

Han, Jing-Cheng; Huang, Guo-He; Zhang, Hua; Li, Zhong

2013-09-01

Soil erosion is one of the most serious environmental and public health problems, and such land degradation can be effectively mitigated through performing land use transitions across a watershed. Optimal land use management can thus provide a way to reduce soil erosion while achieving the maximum net benefit. However, optimized land use allocation schemes are not always successful since uncertainties pertaining to soil erosion control are not well presented. This study applied an interval-parameter fuzzy two-stage stochastic programming approach to generate optimal land use planning strategies for soil erosion control based on an inexact optimization framework, in which various uncertainties were reflected. The modeling approach can incorporate predefined soil erosion control policies, and address inherent system uncertainties expressed as discrete intervals, fuzzy sets, and probability distributions. The developed model was demonstrated through a case study in the Xiangxi River watershed, China's Three Gorges Reservoir region. Land use transformations were employed as decision variables, and based on these, the land use change dynamics were yielded for a 15-year planning horizon. Finally, the maximum net economic benefit with an interval value of [1.197, 6.311] × 109 was obtained as well as corresponding land use allocations in the three planning periods. Also, the resulting soil erosion amount was found to be decreased and controlled at a tolerable level over the watershed. Thus, results confirm that the developed model is a useful tool for implementing land use management as not only does it allow local decision makers to optimize land use allocation, but can also help to answer how to accomplish land use changes.

Optimal land use management for soil erosion control by using an interval-parameter fuzzy two-stage stochastic programming approach.

Science.gov (United States)

Han, Jing-Cheng; Huang, Guo-He; Zhang, Hua; Li, Zhong

2013-09-01

Soil erosion is one of the most serious environmental and public health problems, and such land degradation can be effectively mitigated through performing land use transitions across a watershed. Optimal land use management can thus provide a way to reduce soil erosion while achieving the maximum net benefit. However, optimized land use allocation schemes are not always successful since uncertainties pertaining to soil erosion control are not well presented. This study applied an interval-parameter fuzzy two-stage stochastic programming approach to generate optimal land use planning strategies for soil erosion control based on an inexact optimization framework, in which various uncertainties were reflected. The modeling approach can incorporate predefined soil erosion control policies, and address inherent system uncertainties expressed as discrete intervals, fuzzy sets, and probability distributions. The developed model was demonstrated through a case study in the Xiangxi River watershed, China's Three Gorges Reservoir region. Land use transformations were employed as decision variables, and based on these, the land use change dynamics were yielded for a 15-year planning horizon. Finally, the maximum net economic benefit with an interval value of [1.197, 6.311] × 10(9) $ was obtained as well as corresponding land use allocations in the three planning periods. Also, the resulting soil erosion amount was found to be decreased and controlled at a tolerable level over the watershed. Thus, results confirm that the developed model is a useful tool for implementing land use management as not only does it allow local decision makers to optimize land use allocation, but can also help to answer how to accomplish land use changes.

An Efficacious Multi-Objective Fuzzy Linear Programming Approach for Optimal Power Flow Considering Distributed Generation.

Science.gov (United States)

Warid, Warid; Hizam, Hashim; Mariun, Norman; Abdul-Wahab, Noor Izzri

2016-01-01

This paper proposes a new formulation for the multi-objective optimal power flow (MOOPF) problem for meshed power networks considering distributed generation. An efficacious multi-objective fuzzy linear programming optimization (MFLP) algorithm is proposed to solve the aforementioned problem with and without considering the distributed generation (DG) effect. A variant combination of objectives is considered for simultaneous optimization, including power loss, voltage stability, and shunt capacitors MVAR reserve. Fuzzy membership functions for these objectives are designed with extreme targets, whereas the inequality constraints are treated as hard constraints. The multi-objective fuzzy optimal power flow (OPF) formulation was converted into a crisp OPF in a successive linear programming (SLP) framework and solved using an efficient interior point method (IPM). To test the efficacy of the proposed approach, simulations are performed on the IEEE 30-busand IEEE 118-bus test systems. The MFLP optimization is solved for several optimization cases. The obtained results are compared with those presented in the literature. A unique solution with a high satisfaction for the assigned targets is gained. Results demonstrate the effectiveness of the proposed MFLP technique in terms of solution optimality and rapid convergence. Moreover, the results indicate that using the optimal DG location with the MFLP algorithm provides the solution with the highest quality.

ANALYSIS OF FUZZY QUEUES: PARAMETRIC PROGRAMMING APPROACH BASED ON RANDOMNESS - FUZZINESS CONSISTENCY PRINCIPLE

OpenAIRE

Dhruba Das; Hemanta K. Baruah

2015-01-01

In this article, based on Zadeh’s extension principle we have apply the parametric programming approach to construct the membership functions of the performance measures when the interarrival time and the service time are fuzzy numbers based on the Baruah’s Randomness- Fuzziness Consistency Principle. The Randomness-Fuzziness Consistency Principle leads to defining a normal law of fuzziness using two different laws of randomness. In this article, two fuzzy queues FM...

Fuzzy solution of the linear programming problem with interval coefficients in the constraints

OpenAIRE

Dorota Kuchta

2005-01-01

A fuzzy concept of solving the linear programming problem with interval coefficients is proposed. For each optimism level of the decision maker (where the optimism concerns the certainty that no errors have been committed in the estimation of the interval coefficients and the belief that optimistic realisations of the interval coefficients will occur) another interval solution of the problem will be generated and the decision maker will be able to choose the final solution having a complete v...

A fuzzy stochastic framework for managing hydro-environmental and socio-economic interactions under uncertainty

Science.gov (United States)

Subagadis, Yohannes Hagos; Schütze, Niels; Grundmann, Jens

2014-05-01

An amplified interconnectedness between a hydro-environmental and socio-economic system brings about profound challenges of water management decision making. In this contribution, we present a fuzzy stochastic approach to solve a set of decision making problems, which involve hydrologically, environmentally, and socio-economically motivated criteria subjected to uncertainty and ambiguity. The proposed methodological framework combines objective and subjective criteria in a decision making procedure for obtaining an acceptable ranking in water resources management alternatives under different type of uncertainty (subjective/objective) and heterogeneous information (quantitative/qualitative) simultaneously. The first step of the proposed approach involves evaluating the performance of alternatives with respect to different types of criteria. The ratings of alternatives with respect to objective and subjective criteria are evaluated by simulation-based optimization and fuzzy linguistic quantifiers, respectively. Subjective and objective uncertainties related to the input information are handled through linking fuzziness and randomness together. Fuzzy decision making helps entail the linguistic uncertainty and a Monte Carlo simulation process is used to map stochastic uncertainty. With this framework, the overall performance of each alternative is calculated using an Order Weighted Averaging (OWA) aggregation operator accounting for decision makers' experience and opinions. Finally, ranking is achieved by conducting pair-wise comparison of management alternatives. This has been done on the basis of the risk defined by the probability of obtaining an acceptable ranking and mean difference in total performance for the pair of management alternatives. The proposed methodology is tested in a real-world hydrosystem, to find effective and robust intervention strategies for the management of a coastal aquifer system affected by saltwater intrusion due to excessive groundwater

Fuzzy preference based interactive fuzzy physical programming and its application in multi-objective optimization

International Nuclear Information System (INIS)

Zhang, Xu; Huang, Hong Zhong; Yu, Lanfeng

2006-01-01

Interactive Fuzzy Physical Programming (IFPP) developed in this paper is a new efficient multi-objective optimization method, which retains the advantages of physical programming while considering the fuzziness of the designer's preferences. The fuzzy preference function is introduced based on the model of linear physical programming, which is used to guide the search for improved solutions by interactive decision analysis. The example of multi-objective optimization design of the spindle of internal grinder demonstrates that the improved preference conforms to the subjective desires of the designer

Fuzzy Stochastic Optimal Guaranteed Cost Control of Bio-Economic Singular Markovian Jump Systems.

Science.gov (United States)

Li, Li; Zhang, Qingling; Zhu, Baoyan

2015-11-01

This paper establishes a bio-economic singular Markovian jump model by considering the price of the commodity as a Markov chain. The controller is designed for this system such that its biomass achieves the specified range with the least cost in a finite-time. Firstly, this system is described by Takagi-Sugeno fuzzy model. Secondly, a new design method of fuzzy state-feedback controllers is presented to ensure not only the regularity, nonimpulse, and stochastic singular finite-time boundedness of this kind of systems, but also an upper bound achieved for the cost function in the form of strict linear matrix inequalities. Finally, two examples including a practical example of eel seedling breeding are given to illustrate the merit and usability of the approach proposed in this paper.

Generation Expansion Planning with Large Amounts of Wind Power via Decision-Dependent Stochastic Programming

DEFF Research Database (Denmark)

Zhan, Yiduo; Zheng, Qipeng; Wang, Jianhui

2016-01-01

, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming......Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined...

Economic Dispatch of the Low-Carbon Green Certificate with Wind Farms Based on Fuzzy Chance Constraints

Directory of Open Access Journals (Sweden)

Xiuyun Wang

2018-04-01

Full Text Available As the low-carbon economy continues to expand, wind power, as one form of clean energy, promotes the low-carbon power development process. In this paper, a multi-objective environmental economic dispatch (EED model is proposed considering multiple uncertainties of the system. Carbon trading costs and green certificate trading costs are introduced into the economic costs. Meanwhile, the objective function of pollutant emissions is taken into account in the model, which can further promote the reduction of pollutant emissions in the system scheduling. The output of wind turbines is uncertain and volatile, so it brings new challenges to the power system EED once the large-scale wind power accesses the power grid. For the multiple uncertainties of the system, fuzzy chance-constrained programming is introduced, and the output of the wind turbines and the load are regarded as fuzzy variables. We use the clear equivalence forms to clarify the fuzzy chance constraints. The improved multi-objective standard particle swarm optimization (SPSO algorithm is used to solve the optimization problem effectively. The feasibility and effectiveness of the proposed model and algorithm are verified by an example of a 10-unit system with two wind farms.

Uncertain and multi-objective programming models for crop planting structure optimization

Directory of Open Access Journals (Sweden)

Mo LI,Ping GUO,Liudong ZHANG,Chenglong ZHANG

2016-03-01

Full Text Available Crop planting structure optimization is a significant way to increase agricultural economic benefits and improve agricultural water management. The complexities of fluctuating stream conditions, varying economic profits, and uncertainties and errors in estimated modeling parameters, as well as the complexities among economic, social, natural resources and environmental aspects, have led to the necessity of developing optimization models for crop planting structure which consider uncertainty and multi-objectives elements. In this study, three single-objective programming models under uncertainty for crop planting structure optimization were developed, including an interval linear programming model, an inexact fuzzy chance-constrained programming (IFCCP model and an inexact fuzzy linear programming (IFLP model. Each of the three models takes grayness into account. Moreover, the IFCCP model considers fuzzy uncertainty of parameters/variables and stochastic characteristics of constraints, while the IFLP model takes into account the fuzzy uncertainty of both constraints and objective functions. To satisfy the sustainable development of crop planting structure planning, a fuzzy-optimization-theory-based fuzzy linear multi-objective programming model was developed, which is capable of reflecting both uncertainties and multi-objective. In addition, a multi-objective fractional programming model for crop structure optimization was also developed to quantitatively express the multi-objective in one optimization model with the numerator representing maximum economic benefits and the denominator representing minimum crop planting area allocation. These models better reflect actual situations, considering the uncertainties and multi-objectives of crop planting structure optimization systems. The five models developed were then applied to a real case study in Minqin County, north-west China. The advantages, the applicable conditions and the solution methods

Graph-based stochastic control with constraints: A unified approach with perfect and imperfect measurements

KAUST Repository

Agha-mohammadi, Ali-akbar

2013-06-01

This paper is concerned with the problem of stochastic optimal control (possibly with imperfect measurements) in the presence of constraints. We propose a computationally tractable framework to address this problem. The method lends itself to sampling-based methods where we construct a graph in the state space of the problem, on which a Dynamic Programming (DP) is solved and a closed-loop feedback policy is computed. The constraints are seamlessly incorporated to the control policy selection by including their effect on the transition probabilities of the graph edges. We present a unified framework that is applicable both in the state space (with perfect measurements) and in the information space (with imperfect measurements).

Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

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Gianluca Calcagni

2017-10-01

Full Text Available We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

International Nuclear Information System (INIS)

Calcagni, Gianluca; Ronco, Michele

2017-01-01

We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow) and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales) and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

Science.gov (United States)

Calcagni, Gianluca; Ronco, Michele

2017-10-01

We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow) and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales) and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

ANALYSIS OF FUZZY QUEUES: PARAMETRIC PROGRAMMING APPROACH BASED ON RANDOMNESS - FUZZINESS CONSISTENCY PRINCIPLE

Directory of Open Access Journals (Sweden)

Dhruba Das

2015-04-01

Full Text Available In this article, based on Zadeh’s extension principle we have apply the parametric programming approach to construct the membership functions of the performance measures when the interarrival time and the service time are fuzzy numbers based on the Baruah’s Randomness- Fuzziness Consistency Principle. The Randomness-Fuzziness Consistency Principle leads to defining a normal law of fuzziness using two different laws of randomness. In this article, two fuzzy queues FM/M/1 and M/FM/1 has been studied and constructed their membership functions of the system characteristics based on the aforesaid principle. The former represents a queue with fuzzy exponential arrivals and exponential service rate while the latter represents a queue with exponential arrival rate and fuzzy exponential service rate.

Stochastic Fractional Programming Approach to a Mean and Variance Model of a Transportation Problem

Directory of Open Access Journals (Sweden)

V. Charles

2011-01-01

Full Text Available In this paper, we propose a stochastic programming model, which considers a ratio of two nonlinear functions and probabilistic constraints. In the former, only expected model has been proposed without caring variability in the model. On the other hand, in the variance model, the variability played a vital role without concerning its counterpart, namely, the expected model. Further, the expected model optimizes the ratio of two linear cost functions where as variance model optimize the ratio of two non-linear functions, that is, the stochastic nature in the denominator and numerator and considering expectation and variability as well leads to a non-linear fractional program. In this paper, a transportation model with stochastic fractional programming (SFP problem approach is proposed, which strikes the balance between previous models available in the literature.

Make man-machine communication easier: fuzzy programming

Energy Technology Data Exchange (ETDEWEB)

Farreny, H; Prade, H

1982-06-01

Procedures and data used by the human brain are not always accurately specified; fuzzy programming may help in the realisation of languages for the manipulation of such fuzzy entities. After having considered fuzzy instruction and its requirements, arguments, functions, predicates and designations, the authors present the outlines of a fuzzy filtering system. Two applications are given as examples; these are the accessing of a database and an expert system which may be used to solve problems in robotics.

An iterative method for tri-level quadratic fractional programming problems using fuzzy goal programming approach

Science.gov (United States)

Kassa, Semu Mitiku; Tsegay, Teklay Hailay

2017-08-01

Tri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situations in general, and are known to be strongly NP-hard. Existing solution methods lack universality in solving these types of problems. In this paper, we investigate a tri-level programming problem with quadratic fractional objective functions at each of the three levels. A solution algorithm has been proposed by applying fuzzy goal programming approach and by reformulating the fractional constraints to equivalent but non-fractional non-linear constraints. Based on the transformed formulation, an iterative procedure is developed that can yield a satisfactory solution to the tri-level problem. The numerical results on various illustrative examples demonstrated that the proposed algorithm is very much promising and it can also be used to solve larger-sized as well as n-level problems of similar structure.

A Fuzzy Linear Programming Approach for Aggregate Production Planning

DEFF Research Database (Denmark)

Iris, Cagatay; Cevikcan, Emre

2014-01-01

a mathematical programming framework for aggregate production planning problem under imprecise data environment. After providing background information about APP problem, together with fuzzy linear programming, the fuzzy linear programming model of APP is solved on an illustrative example for different a...

Optimizing the Regional Industrial Structure Based on the Environmental Carrying Capacity: An Inexact Fuzzy Multi-Objective Programming Model

Directory of Open Access Journals (Sweden)

Wenyi Wang

2013-12-01

Full Text Available An inexact fuzzy multi-objective programming model (IFMOP based on the environmental carrying capacity is provided for industrial structure optimization problems. In the IFMOP model, both fuzzy linear programming (FLP and inexact linear programming (ILP methods are introduced into a multi-objective programming framework. It allows uncertainties to be directly communicated into the problem solving processing, and it can effectively reflect the complexity and uncertainty of an industrial system without impractical simplification. The two objective functions utilized in the optimization study are the maximum total output value and population size, and the constraints include water environmental capacity, water resource supply, atmospheric environmental capacity and energy supply. The model is subsequently employed in a realistic case for industrial development in the Tongzhou district, Beijing, China. The results demonstrate that the model can help to analyze whether the environmental carrying capacity of Tongzhou can meet the needs of the social economic objectives in the new town plan in the two scenarios and can assist decision makers in generating stable and balanced industrial structure patterns with consideration of the resources, energy and environmental constraints to meet the maximum social economic efficiency.

Introduction to stochastic dynamic programming

CERN Document Server

Ross, Sheldon M; Lukacs, E

1983-01-01

Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the

Fuzzy stochastic analysis of serviceability and ultimate limit states of two-span pedestrian steel bridge

Science.gov (United States)

Kala, Zdeněk; Sandovič, GiedrÄ--

2012-09-01

The paper deals with non-linear analysis of ultimate and serviceability limit states of two-span pedestrian steel bridge. The effects of random material and geometrical characteristics on limit states are analyzed. The Monte Carlo method was applied to stochastic analysis. For the serviceability limit state, also influence of fuzzy uncertainty of the limit deflection value on random characteristics of load capacity of variable action was studied. The results prove that, for the type of structure studied, the serviceability limit state is decisive from the point of view of design. The present paper opens a discussion on the use of stochastic analysis to verify the limit deflections given in the standards EUROCODES.

A METHOD FOR SOLVING LINEAR PROGRAMMING PROBLEMS WITH FUZZY PARAMETERS BASED ON MULTIOBJECTIVE LINEAR PROGRAMMING TECHNIQUE

OpenAIRE

M. ZANGIABADI; H. R. MALEKI

2007-01-01

In the real-world optimization problems, coefficients of the objective function are not known precisely and can be interpreted as fuzzy numbers. In this paper we define the concepts of optimality for linear programming problems with fuzzy parameters based on those for multiobjective linear programming problems. Then by using the concept of comparison of fuzzy numbers, we transform a linear programming problem with fuzzy parameters to a multiobjective linear programming problem. To this end, w...

Multiobjective Two-Stage Stochastic Programming Problems with Interval Discrete Random Variables

Directory of Open Access Journals (Sweden)

S. K. Barik

2012-01-01

Full Text Available Most of the real-life decision-making problems have more than one conflicting and incommensurable objective functions. In this paper, we present a multiobjective two-stage stochastic linear programming problem considering some parameters of the linear constraints as interval type discrete random variables with known probability distribution. Randomness of the discrete intervals are considered for the model parameters. Further, the concepts of best optimum and worst optimum solution are analyzed in two-stage stochastic programming. To solve the stated problem, first we remove the randomness of the problem and formulate an equivalent deterministic linear programming model with multiobjective interval coefficients. Then the deterministic multiobjective model is solved using weighting method, where we apply the solution procedure of interval linear programming technique. We obtain the upper and lower bound of the objective function as the best and the worst value, respectively. It highlights the possible risk involved in the decision-making tool. A numerical example is presented to demonstrate the proposed solution procedure.

Portfolio optimization using fuzzy linear programming

Science.gov (United States)

Pandit, Purnima K.

2013-09-01

Portfolio Optimization (PO) is a problem in Finance, in which investor tries to maximize return and minimize risk by carefully choosing different assets. Expected return and risk are the most important parameters with regard to optimal portfolios. In the simple form PO can be modeled as quadratic programming problem which can be put into equivalent linear form. PO problems with the fuzzy parameters can be solved as multi-objective fuzzy linear programming problem. In this paper we give the solution to such problems with an illustrative example.

Model predictive control using fuzzy decision functions

NARCIS (Netherlands)

Kaymak, U.; Costa Sousa, da J.M.

2001-01-01

Fuzzy predictive control integrates conventional model predictive control with techniques from fuzzy multicriteria decision making, translating the goals and the constraints to predictive control in a transparent way. The information regarding the (fuzzy) goals and the (fuzzy) constraints of the

A dynamic multimedia fuzzy-stochastic integrated environmental risk assessment approach for contaminated sites management

Energy Technology Data Exchange (ETDEWEB)

Hu, Yan; Wen, Jing-ya; Li, Xiao-li; Wang, Da-zhou; Li, Yu, E-mail: liyuxx8@hotmail.com

2013-10-15

Highlights: • Using interval mathematics to describe spatial and temporal variability and parameter uncertainty. • Using fuzzy theory to quantify variability of environmental guideline values. • Using probabilistic approach to integrate interval concentrations and fuzzy environmental guideline. • Establishment of dynamic multimedia environmental integrated risk assessment framework. -- Abstract: A dynamic multimedia fuzzy-stochastic integrated environmental risk assessment approach was developed for contaminated sites management. The contaminant concentrations were simulated by a validated interval dynamic multimedia fugacity model, and different guideline values for the same contaminant were represented as a fuzzy environmental guideline. Then, the probability of violating environmental guideline (Pv) can be determined by comparison between the modeled concentrations and the fuzzy environmental guideline, and the constructed relationship between the Pvs and environmental risk levels was used to assess the environmental risk level. The developed approach was applied to assess the integrated environmental risk at a case study site in China, simulated from 1985 to 2020. Four scenarios were analyzed, including “residential land” and “industrial land” environmental guidelines under “strict” and “loose” strictness. It was found that PAH concentrations will increase steadily over time, with soil found to be the dominant sink. Source emission in soil was the leading input and atmospheric sedimentation was the dominant transfer process. The integrated environmental risks primarily resulted from petroleum spills and coke ovens, while the soil environmental risks came from coal combustion. The developed approach offers an effective tool for quantifying variability and uncertainty in the dynamic multimedia integrated environmental risk assessment and the contaminated site management.

A dynamic multimedia fuzzy-stochastic integrated environmental risk assessment approach for contaminated sites management

International Nuclear Information System (INIS)

Hu, Yan; Wen, Jing-ya; Li, Xiao-li; Wang, Da-zhou; Li, Yu

2013-01-01

Highlights: • Using interval mathematics to describe spatial and temporal variability and parameter uncertainty. • Using fuzzy theory to quantify variability of environmental guideline values. • Using probabilistic approach to integrate interval concentrations and fuzzy environmental guideline. • Establishment of dynamic multimedia environmental integrated risk assessment framework. -- Abstract: A dynamic multimedia fuzzy-stochastic integrated environmental risk assessment approach was developed for contaminated sites management. The contaminant concentrations were simulated by a validated interval dynamic multimedia fugacity model, and different guideline values for the same contaminant were represented as a fuzzy environmental guideline. Then, the probability of violating environmental guideline (Pv) can be determined by comparison between the modeled concentrations and the fuzzy environmental guideline, and the constructed relationship between the Pvs and environmental risk levels was used to assess the environmental risk level. The developed approach was applied to assess the integrated environmental risk at a case study site in China, simulated from 1985 to 2020. Four scenarios were analyzed, including “residential land” and “industrial land” environmental guidelines under “strict” and “loose” strictness. It was found that PAH concentrations will increase steadily over time, with soil found to be the dominant sink. Source emission in soil was the leading input and atmospheric sedimentation was the dominant transfer process. The integrated environmental risks primarily resulted from petroleum spills and coke ovens, while the soil environmental risks came from coal combustion. The developed approach offers an effective tool for quantifying variability and uncertainty in the dynamic multimedia integrated environmental risk assessment and the contaminated site management

Hybrid Differential Dynamic Programming with Stochastic Search

Science.gov (United States)

Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob

2016-01-01

Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

Tuning of an optimal fuzzy PID controller with stochastic algorithms for networked control systems with random time delay.

Science.gov (United States)

Pan, Indranil; Das, Saptarshi; Gupta, Amitava

2011-01-01

An optimal PID and an optimal fuzzy PID have been tuned by minimizing the Integral of Time multiplied Absolute Error (ITAE) and squared controller output for a networked control system (NCS). The tuning is attempted for a higher order and a time delay system using two stochastic algorithms viz. the Genetic Algorithm (GA) and two variants of Particle Swarm Optimization (PSO) and the closed loop performances are compared. The paper shows that random variation in network delay can be handled efficiently with fuzzy logic based PID controllers over conventional PID controllers. Copyright © 2010 ISA. Published by Elsevier Ltd. All rights reserved.

Transportation optimization with fuzzy trapezoidal numbers based on possibility theory.

Science.gov (United States)

He, Dayi; Li, Ran; Huang, Qi; Lei, Ping

2014-01-01

In this paper, a parametric method is introduced to solve fuzzy transportation problem. Considering that parameters of transportation problem have uncertainties, this paper develops a generalized fuzzy transportation problem with fuzzy supply, demand and cost. For simplicity, these parameters are assumed to be fuzzy trapezoidal numbers. Based on possibility theory and consistent with decision-makers' subjectiveness and practical requirements, the fuzzy transportation problem is transformed to a crisp linear transportation problem by defuzzifying fuzzy constraints and objectives with application of fractile and modality approach. Finally, a numerical example is provided to exemplify the application of fuzzy transportation programming and to verify the validity of the proposed methods.

Stochastic User Equilibrium Assignment in Schedule-Based Transit Networks with Capacity Constraints

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Wangtu Xu

2012-01-01

Full Text Available This paper proposes a stochastic user equilibrium (SUE assignment model for a schedule-based transit network with capacity constraint. We consider a situation in which passengers do not have the full knowledge about the condition of the network and select paths that minimize a generalized cost function encompassing five components: (1 ride time, which is composed of in-vehicle and waiting times, (2 overload delay, (3 fare, (4 transfer constraints, and (5 departure time difference. We split passenger demands among connections which are the space-time paths between OD pairs of the network. All transit vehicles have a fixed capacity and operate according to some preset timetables. When the capacity constraint of the transit line segment is reached, we show that the Lagrange multipliers of the mathematical programming problem are equivalent to the equilibrium passenger overload delay in the congested transit network. The proposed model can simultaneously predict how passengers choose their transit vehicles to minimize their travel costs and estimate the associated costs in a schedule-based congested transit network. A numerical example is used to illustrate the performance of the proposed model.

An introduction to fuzzy linear programming problems theory, methods and applications

CERN Document Server

Kaur, Jagdeep

2016-01-01

The book presents a snapshot of the state of the art in the field of fully fuzzy linear programming. The main focus is on showing current methods for finding the fuzzy optimal solution of fully fuzzy linear programming problems in which all the parameters and decision variables are represented by non-negative fuzzy numbers. It presents new methods developed by the authors, as well as existing methods developed by others, and their application to real-world problems, including fuzzy transportation problems. Moreover, it compares the outcomes of the different methods and discusses their advantages/disadvantages. As the first work to collect at one place the most important methods for solving fuzzy linear programming problems, the book represents a useful reference guide for students and researchers, providing them with the necessary theoretical and practical knowledge to deal with linear programming problems under uncertainty.

Adaptive fuzzy dynamic surface control of nonlinear systems with input saturation and time-varying output constraints

Science.gov (United States)

Edalati, L.; Khaki Sedigh, A.; Aliyari Shooredeli, M.; Moarefianpour, A.

2018-02-01

This paper deals with the design of adaptive fuzzy dynamic surface control for uncertain strict-feedback nonlinear systems with asymmetric time-varying output constraints in the presence of input saturation. To approximate the unknown nonlinear functions and overcome the problem of explosion of complexity, a Fuzzy logic system is combined with the dynamic surface control in the backstepping design technique. To ensure the output constraints satisfaction, an asymmetric time-varying Barrier Lyapunov Function (BLF) is used. Moreover, by applying the minimal learning parameter technique, the number of the online parameters update for each subsystem is reduced to 2. Hence, the semi-globally uniformly ultimately boundedness (SGUUB) of all the closed-loop signals with appropriate tracking error convergence is guaranteed. The effectiveness of the proposed control is demonstrated by two simulation examples.

Fuzzy Arden Syntax: A fuzzy programming language for medicine.

Science.gov (United States)

Vetterlein, Thomas; Mandl, Harald; Adlassnig, Klaus-Peter

2010-05-01

The programming language Arden Syntax has been optimised for use in clinical decision support systems. We describe an extension of this language named Fuzzy Arden Syntax, whose original version was introduced in S. Tiffe's dissertation on "Fuzzy Arden Syntax: Representation and Interpretation of Vague Medical Knowledge by Fuzzified Arden Syntax" (Vienna University of Technology, 2003). The primary aim is to provide an easy means of processing vague or uncertain data, which frequently appears in medicine. For both propositional and number data types, fuzzy equivalents have been added to Arden Syntax. The Boolean data type was generalised to represent any truth degree between the two extremes 0 (falsity) and 1 (truth); fuzzy data types were introduced to represent fuzzy sets. The operations on truth values and real numbers were generalised accordingly. As the conditions to decide whether a certain programme unit is executed or not may be indeterminate, a Fuzzy Arden Syntax programme may split. The data in the different branches may be optionally aggregated subsequently. Fuzzy Arden Syntax offers the possibility to formulate conveniently Medical Logic Modules (MLMs) based on the principle of a continuously graded applicability of statements. Furthermore, ad hoc decisions about sharp value boundaries can be avoided. As an illustrative example shows, an MLM making use of the features of Fuzzy Arden Syntax is not significantly more complex than its Arden Syntax equivalent; in the ideal case, a programme handling crisp data remains practically unchanged when compared to its fuzzified version. In the latter case, the output data, which can be a set of weighted alternatives, typically depends continuously from the input data. In typical applications an Arden Syntax MLM can produce a different output after only slight changes of the input; discontinuities are in fact unavoidable when the input varies continuously but the output is taken from a discrete set of possibilities

General guidelines solution for linear programming with fuzzy coefficients

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Sergio Gerardo de los Cobos Silva

2013-08-01

Full Text Available This work introduce to the Possibilistic Programming and the Fuzzy Programming as paradigms that allow to resolve problems of linear programming when the coefficients of the model or the restrictions on the same are presented as fuzzy numbers, rather than exact numbers (crisp. This work presents some examples based on [1].

Contribution of Fuzzy Minimal Cost Flow Problem by Possibility Programming

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S. Fanati Rashidi

2010-06-01

Full Text Available Using the concept of possibility proposed by zadeh, luhandjula ([4,8] and buckley ([1] have proposed the possibility programming. The formulation of buckley results in nonlinear programming problems. Negi [6]re-formulated the approach of Buckley by the use of trapezoidal fuzzy numbers and reduced the problem into fuzzy linear programming problem. Shih and Lee ([7] used the Negi approach to solve a minimum cost flow problem, whit fuzzy costs and the upper and lower bound. In this paper we shall consider the general form of this problem where all of the parameters and variables are fuzzy and also a model for solving is proposed

Stochastic programming with integer recourse

NARCIS (Netherlands)

van der Vlerk, Maarten Hendrikus

1995-01-01

In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic

Contribution of Fuzzy Minimal Cost Flow Problem by Possibility Programming

OpenAIRE

S. Fanati Rashidi; A. A. Noora

2010-01-01

Using the concept of possibility proposed by zadeh, luhandjula ([4,8]) and buckley ([1]) have proposed the possibility programming. The formulation of buckley results in nonlinear programming problems. Negi [6]re-formulated the approach of Buckley by the use of trapezoidal fuzzy numbers and reduced the problem into fuzzy linear programming problem. Shih and Lee ([7]) used the Negi approach to solve a minimum cost flow problem, whit fuzzy costs and the upper and lower bound. ...

Mixed H-Infinity and Passive Filtering for Discrete Fuzzy Neural Networks With Stochastic Jumps and Time Delays.

Science.gov (United States)

Shi, Peng; Zhang, Yingqi; Chadli, Mohammed; Agarwal, Ramesh K

2016-04-01

In this brief, the problems of the mixed H-infinity and passivity performance analysis and design are investigated for discrete time-delay neural networks with Markovian jump parameters represented by Takagi-Sugeno fuzzy model. The main purpose of this brief is to design a filter to guarantee that the augmented Markovian jump fuzzy neural networks are stable in mean-square sense and satisfy a prescribed passivity performance index by employing the Lyapunov method and the stochastic analysis technique. Applying the matrix decomposition techniques, sufficient conditions are provided for the solvability of the problems, which can be formulated in terms of linear matrix inequalities. A numerical example is also presented to illustrate the effectiveness of the proposed techniques.

A Fuzzy Linear Programming Model for Improving Productivity of Electrical Energy in Potable Water Supply Facilities (Case study: Sistan Water Supply Project

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Vahid Baradaran

2018-03-01

Full Text Available One of the most important operational issues in urban drinking water production and distribution systems is to assign a plan for running hours of water supplying electric pumps. The cost of consuming electricity in these pumps allocates most of water and wastewater companies operational costs to itself which is dependent to their running hours. In this paper, meanwhile having a field study in Sistan rural water and wastewater company, the constraints for specifying electric pumps operational time in water supplying resources such as restrictions in fulfilling demand, supply potable water with suitable quality and uselessness of electric pumps have been identified. Due to uncertainty and fuzziness of the constraints, a linear programming model with fuzzy restrictions for determining electric pumps running hours per day is submitted with the aim to minimize electricity consumption and cost. After collecting and using required data for model, it proved that using the proposed model could reduce the costs of electrical energy and increase productivity up to 23 percent per month. The proposed mathematical fuzzy programming is able to specify electric pumps scheduling plan for water supply resources with the aim to reduce the costs of consuming energy.

Stochastic goal programming based groundwater remediation management under human-health-risk uncertainty

International Nuclear Information System (INIS)

Li, Jing; He, Li; Lu, Hongwei; Fan, Xing

2014-01-01

Highlights: • We propose an integrated optimal groundwater remediation design approach. • The approach can address stochasticity in carcinogenic risks. • Goal programming is used to make the system approaching to ideal operation and remediation effects. • The uncertainty in slope factor is evaluated under different confidence levels. • Optimal strategies are obtained to support remediation design under uncertainty. - Abstract: An optimal design approach for groundwater remediation is developed through incorporating numerical simulation, health risk assessment, uncertainty analysis and nonlinear optimization within a general framework. Stochastic analysis and goal programming are introduced into the framework to handle uncertainties in real-world groundwater remediation systems. Carcinogenic risks associated with remediation actions are further evaluated at four confidence levels. The differences between ideal and predicted constraints are minimized by goal programming. The approach is then applied to a contaminated site in western Canada for creating a set of optimal remediation strategies. Results from the case study indicate that factors including environmental standards, health risks and technical requirements mutually affected and restricted themselves. Stochastic uncertainty existed in the entire process of remediation optimization, which should to be taken into consideration in groundwater remediation design

Fuzzy randomness uncertainty in civil engineering and computational mechanics

CERN Document Server

Möller, Bernd

2004-01-01

This book, for the first time, provides a coherent, overall concept for taking account of uncertainty in the analysis, the safety assessment, and the design of structures. The reader is introduced to the problem of uncertainty modeling and familiarized with particular uncertainty models. For simultaneously considering stochastic and non-stochastic uncertainty the superordinated uncertainty model fuzzy randomness, which contains real valued random variables as well as fuzzy variables as special cases, is presented. For this purpose basic mathematical knowledge concerning the fuzzy set theory and the theory of fuzzy random variables is imparted. The body of the book comprises the appropriate quantification of uncertain structural parameters, the fuzzy and fuzzy probabilistic structural analysis, the fuzzy probabilistic safety assessment, and the fuzzy cluster structural design. The completely new algorithms are described in detail and illustrated by way of demonstrative examples.

Operational budgeting using fuzzy goal programming

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Saeed Mohammadi

2013-10-01

Full Text Available Having an efficient budget normally has different advantages such as measuring the performance of various organizations, setting appropriate targets and promoting managers based on their achievements. However, any budgeting planning requires prediction of different cost components. There are various methods for budgeting planning such as incremental budgeting, program budgeting, zero based budgeting and performance budgeting. In this paper, we present a fuzzy goal programming to estimate operational budget. The proposed model uses fuzzy triangular as well as interval number to estimate budgeting expenses. The proposed study of this paper is implemented for a real-world case study in province of Qom, Iran and the results are analyzed.

Direct Adaptive Tracking Control for a Class of Pure-Feedback Stochastic Nonlinear Systems Based on Fuzzy-Approximation

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Huanqing Wang

2014-01-01

Full Text Available The problem of fuzzy-based direct adaptive tracking control is considered for a class of pure-feedback stochastic nonlinear systems. During the controller design, fuzzy logic systems are used to approximate the packaged unknown nonlinearities, and then a novel direct adaptive controller is constructed via backstepping technique. It is shown that the proposed controller guarantees that all the signals in the closed-loop system are bounded in probability and the tracking error eventually converges to a small neighborhood around the origin in the sense of mean quartic value. The main advantages lie in that the proposed controller structure is simpler and only one adaptive parameter needs to be updated online. Simulation results are used to illustrate the effectiveness of the proposed approach.

A Two-Stage Maximum Entropy Prior of Location Parameter with a Stochastic Multivariate Interval Constraint and Its Properties

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Hea-Jung Kim

2016-05-01

Full Text Available This paper proposes a two-stage maximum entropy prior to elicit uncertainty regarding a multivariate interval constraint of the location parameter of a scale mixture of normal model. Using Shannon’s entropy, this study demonstrates how the prior, obtained by using two stages of a prior hierarchy, appropriately accounts for the information regarding the stochastic constraint and suggests an objective measure of the degree of belief in the stochastic constraint. The study also verifies that the proposed prior plays the role of bridging the gap between the canonical maximum entropy prior of the parameter with no interval constraint and that with a certain multivariate interval constraint. It is shown that the two-stage maximum entropy prior belongs to the family of rectangle screened normal distributions that is conjugate for samples from a normal distribution. Some properties of the prior density, useful for developing a Bayesian inference of the parameter with the stochastic constraint, are provided. We also propose a hierarchical constrained scale mixture of normal model (HCSMN, which uses the prior density to estimate the constrained location parameter of a scale mixture of normal model and demonstrates the scope of its applicability.

Using heuristic algorithms for capacity leasing and task allocation issues in telecommunication networks under fuzzy quality of service constraints

Science.gov (United States)

Huseyin Turan, Hasan; Kasap, Nihat; Savran, Huseyin

2014-03-01

Nowadays, every firm uses telecommunication networks in different amounts and ways in order to complete their daily operations. In this article, we investigate an optimisation problem that a firm faces when acquiring network capacity from a market in which there exist several network providers offering different pricing and quality of service (QoS) schemes. The QoS level guaranteed by network providers and the minimum quality level of service, which is needed for accomplishing the operations are denoted as fuzzy numbers in order to handle the non-deterministic nature of the telecommunication network environment. Interestingly, the mathematical formulation of the aforementioned problem leads to the special case of a well-known two-dimensional bin packing problem, which is famous for its computational complexity. We propose two different heuristic solution procedures that have the capability of solving the resulting nonlinear mixed integer programming model with fuzzy constraints. In conclusion, the efficiency of each algorithm is tested in several test instances to demonstrate the applicability of the methodology.

Uncertainty analysis of flexible rotors considering fuzzy parameters and fuzzy-random parameters

Directory of Open Access Journals (Sweden)

Fabian Andres Lara-Molina

Full Text Available Abstract The components of flexible rotors are subjected to uncertainties. The main sources of uncertainties include the variation of mechanical properties. This contribution aims at analyzing the dynamics of flexible rotors under uncertain parameters modeled as fuzzy and fuzzy random variables. The uncertainty analysis encompasses the modeling of uncertain parameters and the numerical simulation of the corresponding flexible rotor model by using an approach based on fuzzy dynamic analysis. The numerical simulation is accomplished by mapping the fuzzy parameters of the deterministic flexible rotor model. Thereby, the flexible rotor is modeled by using both the Fuzzy Finite Element Method and the Fuzzy Stochastic Finite Element Method. Numerical simulations illustrate the methodology conveyed in terms of orbits and frequency response functions subject to uncertain parameters.

A stochastic HMM-based forecasting model for fuzzy time series.

Science.gov (United States)

Li, Sheng-Tun; Cheng, Yi-Chung

2010-10-01

Recently, fuzzy time series have attracted more academic attention than traditional time series due to their capability of dealing with the uncertainty and vagueness inherent in the data collected. The formulation of fuzzy relations is one of the key issues affecting forecasting results. Most of the present works adopt IF-THEN rules for relationship representation, which leads to higher computational overhead and rule redundancy. Sullivan and Woodall proposed a Markov-based formulation and a forecasting model to reduce computational overhead; however, its applicability is limited to handling one-factor problems. In this paper, we propose a novel forecasting model based on the hidden Markov model by enhancing Sullivan and Woodall's work to allow handling of two-factor forecasting problems. Moreover, in order to make the nature of conjecture and randomness of forecasting more realistic, the Monte Carlo method is adopted to estimate the outcome. To test the effectiveness of the resulting stochastic model, we conduct two experiments and compare the results with those from other models. The first experiment consists of forecasting the daily average temperature and cloud density in Taipei, Taiwan, and the second experiment is based on the Taiwan Weighted Stock Index by forecasting the exchange rate of the New Taiwan dollar against the U.S. dollar. In addition to improving forecasting accuracy, the proposed model adheres to the central limit theorem, and thus, the result statistically approximates to the real mean of the target value being forecast.

A chance-constrained stochastic approach to intermodal container routing problems.

Science.gov (United States)

Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

APPLYING ROBUST RANKING METHOD IN TWO PHASE FUZZY OPTIMIZATION LINEAR PROGRAMMING PROBLEMS (FOLPP

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Monalisha Pattnaik

2014-12-01

Full Text Available Background: This paper explores the solutions to the fuzzy optimization linear program problems (FOLPP where some parameters are fuzzy numbers. In practice, there are many problems in which all decision parameters are fuzzy numbers, and such problems are usually solved by either probabilistic programming or multi-objective programming methods. Methods: In this paper, using the concept of comparison of fuzzy numbers, a very effective method is introduced for solving these problems. This paper extends linear programming based problem in fuzzy environment. With the problem assumptions, the optimal solution can still be theoretically solved using the two phase simplex based method in fuzzy environment. To handle the fuzzy decision variables can be initially generated and then solved and improved sequentially using the fuzzy decision approach by introducing robust ranking technique. Results and conclusions: The model is illustrated with an application and a post optimal analysis approach is obtained. The proposed procedure was programmed with MATLAB (R2009a version software for plotting the four dimensional slice diagram to the application. Finally, numerical example is presented to illustrate the effectiveness of the theoretical results, and to gain additional managerial insights. 

Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information

NARCIS (Netherlands)

Postek, Krzysztof; Ben-Tal, A.; den Hertog, Dick; Melenberg, Bertrand

2015-01-01

In this paper we consider ambiguous stochastic constraints under partial information consisting of means and dispersion measures of the underlying random parameters. Whereas the past literature used the variance as the dispersion measure, here we use the mean absolute deviation from the mean (MAD).

Fuzzy generation scheduling for a generation company (GenCo) with large scale wind farms

International Nuclear Information System (INIS)

Siahkali, H.; Vakilian, M.

2010-01-01

Wind power is a promising alternative in power generation because of its tremendous environmental and social benefits. Generation scheduling (GS) is more important in a power system integrating wind farms. Unlike conventional power generation sources, wind power generators supply intermittent power because of uncertainty in resource. This paper presents a fuzzy approach to the generation scheduling problem of a GenCo considering uncertainties in parameters or constraints such as load, reserve and available wind power generation. The modeling of constraints is an important issue in power system scheduling. A fuzzy optimization approach is an approach that can be used to obtain the generation scheduling under an uncertain environment. In this paper, a fuzzy optimization-based method is developed to solve power system GS problem with fuzzy objective and constraints. The crisp formulation of this GS problem is firstly defined and is rearranged by introduction of a membership function of some constraints and objective function. Then, this fuzzy optimization problem is converted to a crisp optimization and solved using GAMS software by mixed integer nonlinear programming. Employing the fuzzy optimization GS, it is expected that in practice a higher profit would be achieved in the operation and cost management of a real power system with large scale wind farms in different level of constraints' satisfaction. The proposed approach is applied to a sample system (including six conventional units and two wind farms) and the results are compared with the results of crisp solution. This approach is also applied to a larger test case to demonstrate the robustness of this fuzzy optimization method.

Constraint-based scheduling applying constraint programming to scheduling problems

CERN Document Server

Baptiste, Philippe; Nuijten, Wim

2001-01-01

Constraint Programming is a problem-solving paradigm that establishes a clear distinction between two pivotal aspects of a problem: (1) a precise definition of the constraints that define the problem to be solved and (2) the algorithms and heuristics enabling the selection of decisions to solve the problem. It is because of these capabilities that Constraint Programming is increasingly being employed as a problem-solving tool to solve scheduling problems. Hence the development of Constraint-Based Scheduling as a field of study. The aim of this book is to provide an overview of the most widely used Constraint-Based Scheduling techniques. Following the principles of Constraint Programming, the book consists of three distinct parts: The first chapter introduces the basic principles of Constraint Programming and provides a model of the constraints that are the most often encountered in scheduling problems. Chapters 2, 3, 4, and 5 are focused on the propagation of resource constraints, which usually are responsibl...

Cation Exchange Water Softeners

Science.gov (United States)

WaterSense released a notice of intent to develop a specification for cation exchange water softeners. The program has made the decision not to move forward with a spec at this time, but is making this information available.

Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

International Nuclear Information System (INIS)

Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

1993-01-01

We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevin equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O(N) non-linear σ model and it is shown that singular terms appearing in the improved Langevin equation cancel out the δ n (0) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of independent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalism. (orig.)

Stochastic integer programming by dynamic programming

NARCIS (Netherlands)

Lageweg, B.J.; Lenstra, J.K.; Rinnooy Kan, A.H.G.; Stougie, L.; Ermoliev, Yu.; Wets, R.J.B.

1988-01-01

Stochastic integer programming is a suitable tool for modeling hierarchical decision situations with combinatorial features. In continuation of our work on the design and analysis of heuristics for such problems, we now try to find optimal solutions. Dynamic programming techniques can be used to

Network interdiction and stochastic integer programming

CERN Document Server

2003-01-01

On March 15, 2002 we held a workshop on network interdiction and the more general problem of stochastic mixed integer programming at the University of California, Davis. Jesús De Loera and I co-chaired the event, which included presentations of on-going research and discussion. At the workshop, we decided to produce a volume of timely work on the topics. This volume is the result. Each chapter represents state-of-the-art research and all of them were refereed by leading investigators in the respective fields. Problems - sociated with protecting and attacking computer, transportation, and social networks gain importance as the world becomes more dep- dent on interconnected systems. Optimization models that address the stochastic nature of these problems are an important part of the research agenda. This work relies on recent efforts to provide methods for - dressing stochastic mixed integer programs. The book is organized with interdiction papers first and the stochastic programming papers in the second part....

Fuzzy linear programming based optimal fuel scheduling incorporating blending/transloading facilities

Energy Technology Data Exchange (ETDEWEB)

Djukanovic, M.; Babic, B.; Milosevic, B. [Electrical Engineering Inst. Nikola Tesla, Belgrade (Yugoslavia); Sobajic, D.J. [EPRI, Palo Alto, CA (United States). Power System Control; Pao, Y.H. [Case Western Reserve Univ., Cleveland, OH (United States)]|[AI WARE, Inc., Cleveland, OH (United States)

1996-05-01

In this paper the blending/transloading facilities are modeled using an interactive fuzzy linear programming (FLP), in order to allow the decision-maker to solve the problem of uncertainty of input information within the fuel scheduling optimization. An interactive decision-making process is formulated in which decision-maker can learn to recognize good solutions by considering all possibilities of fuzziness. The application of the fuzzy formulation is accompanied by a careful examination of the definition of fuzziness, appropriateness of the membership function and interpretation of results. The proposed concept provides a decision support system with integration-oriented features, whereby the decision-maker can learn to recognize the relative importance of factors in the specific domain of optimal fuel scheduling (OFS) problem. The formulation of a fuzzy linear programming problem to obtain a reasonable nonfuzzy solution under consideration of the ambiguity of parameters, represented by fuzzy numbers, is introduced. An additional advantage of the FLP formulation is its ability to deal with multi-objective problems.

Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios

Directory of Open Access Journals (Sweden)

Neslihan Fidan Keçeci

2016-10-01

Full Text Available The paper compares portfolio optimization with the Second-Order Stochastic Dominance (SSD constraints with mean-variance and minimum variance portfolio optimization. As a distribution-free decision rule, stochastic dominance takes into account the entire distribution of return rather than some specific characteristic, such as variance. The paper is focused on practical applications of the portfolio optimization and uses the Portfolio Safeguard (PSG package, which has precoded modules for optimization with SSD constraints, mean-variance and minimum variance portfolio optimization. We have done in-sample and out-of-sample simulations for portfolios of stocks from the Dow Jones, S&P 100 and DAX indices. The considered portfolios’ SSD dominate the Dow Jones, S&P 100 and DAX indices. Simulation demonstrated a superior performance of portfolios with SD constraints, versus mean-variance and minimum variance portfolios.

On the mathematics of fuzziness

Energy Technology Data Exchange (ETDEWEB)

Chulichkov, A.I.; Chulichkova, N.M.; Pyt`ev, Y. P.; Smolnik, L.

1994-12-31

The problem of the minimax linear interpretation of stochastic measurements with fuzzy conditions on values of the object`s parameters is considered. The result of a measurement interpretation is the fuzzy element (u, h, alpha, mu(.,.,.)), where u is the object`s parameter estimation, h is the estimation accuracy and alpha is the reliability of interpretation, mu is the characteristic function of a fuzzy element. Reliability is the characteristic of the agreement between fuzzy a priori information and measuring data. The information on the values of the parameters of an object under investigation is interactively submitted to the computer.

Spacecraft reorientation control in presence of attitude constraint considering input saturation and stochastic disturbance

Science.gov (United States)

Cheng, Yu; Ye, Dong; Sun, Zhaowei; Zhang, Shijie

2018-03-01

This paper proposes a novel feedback control law for spacecraft to deal with attitude constraint, input saturation, and stochastic disturbance during the attitude reorientation maneuver process. Applying the parameter selection method to improving the existence conditions for the repulsive potential function, the universality of the potential-function-based algorithm is enhanced. Moreover, utilizing the auxiliary system driven by the difference between saturated torque and command torque, a backstepping control law, which satisfies the input saturation constraint and guarantees the spacecraft stability, is presented. Unlike some methods that passively rely on the inherent characteristic of the existing controller to stabilize the adverse effects of external stochastic disturbance, this paper puts forward a nonlinear disturbance observer to compensate the disturbance in real-time, which achieves a better performance of robustness. The simulation results validate the effectiveness, reliability, and universality of the proposed control law.

Stochastic multiobjective self-scheduling of a power producer in joint energy and reserves markets

International Nuclear Information System (INIS)

Vahidinasab, V.; Jadid, S.

2010-01-01

This paper presents a stochastic multiobjective model for self-scheduling of a power producer which participates in the day-ahead joint energy and reserves markets. The objective of a power producer is to compromise the conflicting objectives of payoff maximization and gaseous emissions minimization when committing its generation of thermal units. The proposed schedule will be used by the power producers to decide on emission quota arbitrage opportunities and for strategic bidding to the energy and reserves market. The paper analyzes a scenario-based multiobjective model in which random distributions, such as price forecasting inaccuracies as well as forced outage of generating units are modeled as scenarios tree using a combined fuzzy c-mean/Monte-Carlo simulation (FCM/MCS) method. With the above procedure the stochastic multiobjective self-scheduling problem is converted into corresponding deterministic problems. Then a multiobjective mathematical programming (MMP) approach based on ε-constraint method is implemented for each deterministic scenario. Piecewise linearized fuel and emission cost functions are applied for computational efficiency and the model is formulated as a mixed-integer programming (MIP) problem. Numerical simulations for a power producer with 21 thermal units are discussed to demonstrate the performance of the proposed approach in increasing expected payoffs by adjusting the emission quota arbitrage opportunities. (author)

Expected value based fuzzy programming approach to solve integrated supplier selection and inventory control problem with fuzzy demand

Science.gov (United States)

Sutrisno; Widowati; Sunarsih; Kartono

2018-01-01

In this paper, a mathematical model in quadratic programming with fuzzy parameter is proposed to determine the optimal strategy for integrated inventory control and supplier selection problem with fuzzy demand. To solve the corresponding optimization problem, we use the expected value based fuzzy programming. Numerical examples are performed to evaluate the model. From the results, the optimal amount of each product that have to be purchased from each supplier for each time period and the optimal amount of each product that have to be stored in the inventory for each time period were determined with minimum total cost and the inventory level was sufficiently closed to the reference level.

Using system dynamics for simulation and optimization of one coal industry system under fuzzy environment

Energy Technology Data Exchange (ETDEWEB)

Xu, J.P.; Li, X.F. [Sichuan University, Chengdu (China)

2011-09-15

In this paper, we have developed a model that integrates system dynamics with fuzzy multiple objective programming (SD-FMOP). This model can be used to study the complex interactions in a industry system. In the process of confirming sensitive parameters and fuzzy variables of the SD model, we made use of fuzzy multi-objective programming to help yield the solution. We adopted the chance-constraint programming model to convert the fuzzy variables into precise values. We use genetic algorithm to solve FMOP model, and obtain the Pareto solution through the programming models. It is evident that FMOP is effective in optimizing the given system to obtain the decision objectives of the SD model. The results recorded from the SD model are in our option, reasonable and credible. These results may help governments to establish more effective policy related to the coal industry development.

Operational budgeting using fuzzy goal programming

OpenAIRE

Saeed Mohammadi; Kamran Feizi; Ali Khatami Firouz Abadi

2013-01-01

Having an efficient budget normally has different advantages such as measuring the performance of various organizations, setting appropriate targets and promoting managers based on their achievements. However, any budgeting planning requires prediction of different cost components. There are various methods for budgeting planning such as incremental budgeting, program budgeting, zero based budgeting and performance budgeting. In this paper, we present a fuzzy goal programming to estimate oper...

use of fuzzy logic to investigate weather parameter impact

African Journals Online (AJOL)

user

2016-07-03

Jul 3, 2016 ... developed in the Simulink environment of a MATLAB software. The model ... smoothing, stochastic process, ARMA (autoregressive integrated moving .... 2.3 Building of Fuzzy Logic Simulation Model. The fuzzy model is ...

Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions

Science.gov (United States)

Tsaur, Ruey-Chyn

2015-02-01

In the finance market, a short-term investment strategy is usually applied in portfolio selection in order to reduce investment risk; however, the economy is uncertain and the investment period is short. Further, an investor has incomplete information for selecting a portfolio with crisp proportions for each chosen security. In this paper we present a new method of constructing fuzzy portfolio model for the parameters of fuzzy-input return rates and fuzzy-output proportions, based on possibilistic mean-standard deviation models. Furthermore, we consider both excess or shortage of investment in different economic periods by using fuzzy constraint for the sum of the fuzzy proportions, and we also refer to risks of securities investment and vagueness of incomplete information during the period of depression economics for the portfolio selection. Finally, we present a numerical example of a portfolio selection problem to illustrate the proposed model and a sensitivity analysis is realised based on the results.

Performance Evaluation for Sustainability of Strong Smart Grid by Using Stochastic AHP and Fuzzy TOPSIS Methods

Directory of Open Access Journals (Sweden)

Huiru Zhao

2016-01-01

Full Text Available As an efficient way to deal with the global climate change and energy shortage problems, a strong, self-healing, compatible, economic and integrative smart gird is under construction in China, which is supported by large amounts of investments and advanced technologies. To promote the construction, operation and sustainable development of Strong Smart Grid (SSG, a novel hybrid framework for evaluating the performance of SSG is proposed from the perspective of sustainability. Based on a literature review, experts’ opinions and the technical characteristics of SSG, the evaluation model involves four sustainability criteria defined as economy, society, environment and technology aspects associated with 12 sub-criteria. Considering the ambiguity and vagueness of the subjective judgments on sub-criteria, fuzzy TOPSIS method is employed to evaluate the performance of SSG. In addition, different from previous research, this paper adopts the stochastic Analytical Hierarchy Process (AHP method to upgrade the traditional Technique for Order Preference by Similarity to Ideal Solution (TOPSIS by addressing the fuzzy and stochastic factors within weights calculation. Finally, four regional smart grids in China are ranked by employing the proposed framework. The results show that the sub-criteria affiliated with environment obtain much more attention than that of economy from experts group. Moreover, the sensitivity analysis indicates the ranking list remains stable no matter how sub-criteria weights are changed, which verifies the robustness and effectiveness of the proposed model and evaluation results. This study provides a comprehensive and effective method for performance evaluation of SSG and also innovates the weights calculation for traditional TOPSIS.

An Integrated Model of Material Supplier Selection and Order Allocation Using Fuzzy Extended AHP and Multiobjective Programming

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Zhi Li

2013-01-01

Full Text Available This paper presents a supplier selection and order allocation (SSOA model to solve the problem of a multiperiod supplier selection and then order allocation in the environment of short product life cycle and frequent material purchasing, for example, fast fashion environment in apparel industry. At the first stage, with consideration of multiple decision criteria and the fuzziness of the data involved in deciding the preferences of multiple decision variables in supplier selection, the fuzzy extent analytic hierarchy process (FEAHP is adopted. In the second stage, supplier ranks are inputted into an order allocation model that aims at minimizing the risk of material purchasing and minimizing the total material purchasing costs using a dynamic programming approach, subject to constraints on deterministic customer demand and deterministic supplier capacity. Numerical examples are presented, and computational results are reported.

Block level energy planning for domestic lighting - a multi-objective fuzzy linear programming approach

Energy Technology Data Exchange (ETDEWEB)

Jana, C. [Indian Inst. of Social Welfare and Business Management, Kolkata (India); Chattopadhyay, R.N. [Indian Inst. of Technology, Kharagpur (India). Rural Development Centre

2004-09-01

Creating provisions for domestic lighting is important for rural development. Its significance in rural economy is unquestionable since some activities, like literacy, education and manufacture of craft items and other cottage products are largely dependent on domestic lighting facilities for their progress and prosperity. Thus, in rural energy planning, domestic lighting remains a key sector for allocation of investments. For rational allocation, decision makers need alternative strategies for identifying adequate and proper investment structure corresponding to appropriate sources and precise devices. The present study aims at designing a model of energy utilisation by developing a decision support frame for an optimised solution to the problem, taking into consideration four sources and six devices suitable for the study area, namely Narayangarh Block of Midnapore District in India. Since the data available from rural and unorganised sectors are often ill-defined and subjective in nature, many coefficients are fuzzy numbers, and hence several constraints appear to be fuzzy expressions. In this study, the energy allocation model is initiated with three separate objectives for optimisation, namely minimising the total cost, minimising the use of non-local sources of energy and maximising the overall efficiency of the system. Since each of the above objective-based solutions has relevance to the needs of the society and economy, it is necessary to build a model that makes a compromise among the three individual solutions. This multi-objective fuzzy linear programming (MOFLP) model, solved in a compromising decision support frame, seems to be a more rational alternative than single objective linear programming model in rural energy planning. (author)

Bayesian Hierarchical Scale Mixtures of Log-Normal Models for Inference in Reliability with Stochastic Constraint

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Hea-Jung Kim

2017-06-01

Full Text Available This paper develops Bayesian inference in reliability of a class of scale mixtures of log-normal failure time (SMLNFT models with stochastic (or uncertain constraint in their reliability measures. The class is comprehensive and includes existing failure time (FT models (such as log-normal, log-Cauchy, and log-logistic FT models as well as new models that are robust in terms of heavy-tailed FT observations. Since classical frequency approaches to reliability analysis based on the SMLNFT model with stochastic constraint are intractable, the Bayesian method is pursued utilizing a Markov chain Monte Carlo (MCMC sampling based approach. This paper introduces a two-stage maximum entropy (MaxEnt prior, which elicits a priori uncertain constraint and develops Bayesian hierarchical SMLNFT model by using the prior. The paper also proposes an MCMC method for Bayesian inference in the SMLNFT model reliability and calls attention to properties of the MaxEnt prior that are useful for method development. Finally, two data sets are used to illustrate how the proposed methodology works.

An integrated supply chain model for new products with imprecise production and supply under scenario dependent fuzzy random demand

Science.gov (United States)

Nagar, Lokesh; Dutta, Pankaj; Jain, Karuna

2014-05-01

In the present day business scenario, instant changes in market demand, different source of materials and manufacturing technologies force many companies to change their supply chain planning in order to tackle the real-world uncertainty. The purpose of this paper is to develop a multi-objective two-stage stochastic programming supply chain model that incorporates imprecise production rate and supplier capacity under scenario dependent fuzzy random demand associated with new product supply chains. The objectives are to maximise the supply chain profit, achieve desired service level and minimise financial risk. The proposed model allows simultaneous determination of optimum supply chain design, procurement and production quantities across the different plants, and trade-offs between inventory and transportation modes for both inbound and outbound logistics. Analogous to chance constraints, we have used the possibility measure to quantify the demand uncertainties and the model is solved using fuzzy linear programming approach. An illustration is presented to demonstrate the effectiveness of the proposed model. Sensitivity analysis is performed for maximisation of the supply chain profit with respect to different confidence level of service, risk and possibility measure. It is found that when one considers the service level and risk as robustness measure the variability in profit reduces.

Fitting PAC spectra with stochastic models: PolyPacFit

Energy Technology Data Exchange (ETDEWEB)

Zacate, M. O., E-mail: zacatem1@nku.edu [Northern Kentucky University, Department of Physics and Geology (United States); Evenson, W. E. [Utah Valley University, College of Science and Health (United States); Newhouse, R.; Collins, G. S. [Washington State University, Department of Physics and Astronomy (United States)

2010-04-15

PolyPacFit is an advanced fitting program for time-differential perturbed angular correlation (PAC) spectroscopy. It incorporates stochastic models and provides robust options for customization of fits. Notable features of the program include platform independence and support for (1) fits to stochastic models of hyperfine interactions, (2) user-defined constraints among model parameters, (3) fits to multiple spectra simultaneously, and (4) any spin nuclear probe.

Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios

OpenAIRE

Keçeci, Neslihan Fidan; Kuzmenko, Viktor; Uryasev, Stan

2016-01-01

The paper compares portfolio optimization with the Second-Order Stochastic Dominance (SSD) constraints with mean-variance and minimum variance portfolio optimization. As a distribution-free decision rule, stochastic dominance takes into account the entire distribution of return rather than some specific characteristic, such as variance. The paper is focused on practical applications of the portfolio optimization and uses the Portfolio Safeguard (PSG) package, which has precoded modules for op...

Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios

OpenAIRE

Neslihan Fidan Keçeci; Viktor Kuzmenko; Stan Uryasev

2016-01-01

The paper compares portfolio optimization with the Second-Order Stochastic Dominance (SSD) constraints with mean-variance and minimum variance portfolio optimization. As a distribution-free decision rule, stochastic dominance takes into account the entire distribution of return rather than some specific characteristic, such as variance. The paper is focused on practical applications of the portfolio optimization and uses the Portfolio Safeguard (PSG) package, which has precoded modules for op...

Resolution of an uncertain closed-loop logistics model: an application to fuzzy linear programs with risk analysis.

Science.gov (United States)

Wang, Hsiao-Fan; Hsu, Hsin-Wei

2010-11-01

With the urgency of global warming, green supply chain management, logistics in particular, has drawn the attention of researchers. Although there are closed-loop green logistics models in the literature, most of them do not consider the uncertain environment in general terms. In this study, a generalized model is proposed where the uncertainty is expressed by fuzzy numbers. An interval programming model is proposed by the defined means and mean square imprecision index obtained from the integrated information of all the level cuts of fuzzy numbers. The resolution for interval programming is based on the decision maker (DM)'s preference. The resulting solution provides useful information on the expected solutions under a confidence level containing a degree of risk. The results suggest that the more optimistic the DM is, the better is the resulting solution. However, a higher risk of violation of the resource constraints is also present. By defining this probable risk, a solution procedure was developed with numerical illustrations. This provides a DM trade-off mechanism between logistic cost and the risk. Copyright 2010 Elsevier Ltd. All rights reserved.

An efficient scenario-based stochastic programming framework for multi-objective optimal micro-grid operation

International Nuclear Information System (INIS)

Niknam, Taher; Azizipanah-Abarghooee, Rasoul; Narimani, Mohammad Rasoul

2012-01-01

Highlights: ► Proposes a stochastic model for optimal energy management. ► Consider uncertainties related to the forecasted values for load demand. ► Consider uncertainties of forecasted values of output power of wind and photovoltaic units. ► Consider uncertainties of forecasted values of market price. ► Present an improved multi-objective teaching–learning-based optimization. -- Abstract: This paper proposes a stochastic model for optimal energy management with the goal of cost and emission minimization. In this model, the uncertainties related to the forecasted values for load demand, available output power of wind and photovoltaic units and market price are modeled by a scenario-based stochastic programming. In the presented method, scenarios are generated by a roulette wheel mechanism based on probability distribution functions of the input random variables. Through this method, the inherent stochastic nature of the proposed problem is released and the problem is decomposed into a deterministic problem. An improved multi-objective teaching–learning-based optimization is implemented to yield the best expected Pareto optimal front. In the proposed stochastic optimization method, a novel self adaptive probabilistic modification strategy is offered to improve the performance of the presented algorithm. Also, a set of non-dominated solutions are stored in a repository during the simulation process. Meanwhile, the size of the repository is controlled by usage of a fuzzy-based clustering technique. The best expected compromise solution stored in the repository is selected via the niching mechanism in a way that solutions are encouraged to seek the lesser explored regions. The proposed framework is applied in a typical grid-connected micro grid in order to verify its efficiency and feasibility.

Fuzzy multiobjective models for optimal operation of a hydropower system

Science.gov (United States)

Teegavarapu, Ramesh S. V.; Ferreira, André R.; Simonovic, Slobodan P.

2013-06-01

Optimal operation models for a hydropower system using new fuzzy multiobjective mathematical programming models are developed and evaluated in this study. The models use (i) mixed integer nonlinear programming (MINLP) with binary variables and (ii) integrate a new turbine unit commitment formulation along with water quality constraints used for evaluation of reservoir downstream impairment. Reardon method used in solution of genetic algorithm optimization problems forms the basis for development of a new fuzzy multiobjective hydropower system optimization model with creation of Reardon type fuzzy membership functions. The models are applied to a real-life hydropower reservoir system in Brazil. Genetic Algorithms (GAs) are used to (i) solve the optimization formulations to avoid computational intractability and combinatorial problems associated with binary variables in unit commitment, (ii) efficiently address Reardon method formulations, and (iii) deal with local optimal solutions obtained from the use of traditional gradient-based solvers. Decision maker's preferences are incorporated within fuzzy mathematical programming formulations to obtain compromise operating rules for a multiobjective reservoir operation problem dominated by conflicting goals of energy production, water quality and conservation releases. Results provide insight into compromise operation rules obtained using the new Reardon fuzzy multiobjective optimization framework and confirm its applicability to a variety of multiobjective water resources problems.

Optimizing Multi-Product Multi-Constraint Inventory Control Systems with Stochastic Replenishments

Science.gov (United States)

Allah Taleizadeh, Ata; Aryanezhad, Mir-Bahador; Niaki, Seyed Taghi Akhavan

Multi-periodic inventory control problems are mainly studied employing two assumptions. The first is the continuous review, where depending on the inventory level orders can happen at any time and the other is the periodic review, where orders can only happen at the beginning of each period. In this study, we relax these assumptions and assume that the periodic replenishments are stochastic in nature. Furthermore, we assume that the periods between two replenishments are independent and identically random variables. For the problem at hand, the decision variables are of integer-type and there are two kinds of space and service level constraints for each product. We develop a model of the problem in which a combination of back-order and lost-sales are considered for the shortages. Then, we show that the model is of an integer-nonlinear-programming type and in order to solve it, a search algorithm can be utilized. We employ a simulated annealing approach and provide a numerical example to demonstrate the applicability of the proposed methodology.

Fuzzy Markup language : a new solution for transparent intelligent agents

NARCIS (Netherlands)

Acampora, G.; Loia, V.

2011-01-01

From an industrial and technological point of view, fuzzy control theory deals with the development of a particular system controller on a specific hardware by means of an open or legacy programming language that is useful to address, in a high-level fashion, the hardware constraints. Independently

Interior Point Method for Solving Fuzzy Number Linear Programming Problems Using Linear Ranking Function

Directory of Open Access Journals (Sweden)

Yi-hua Zhong

2013-01-01

Full Text Available Recently, various methods have been developed for solving linear programming problems with fuzzy number, such as simplex method and dual simplex method. But their computational complexities are exponential, which is not satisfactory for solving large-scale fuzzy linear programming problems, especially in the engineering field. A new method which can solve large-scale fuzzy number linear programming problems is presented in this paper, which is named a revised interior point method. Its idea is similar to that of interior point method used for solving linear programming problems in crisp environment before, but its feasible direction and step size are chosen by using trapezoidal fuzzy numbers, linear ranking function, fuzzy vector, and their operations, and its end condition is involved in linear ranking function. Their correctness and rationality are proved. Moreover, choice of the initial interior point and some factors influencing the results of this method are also discussed and analyzed. The result of algorithm analysis and example study that shows proper safety factor parameter, accuracy parameter, and initial interior point of this method may reduce iterations and they can be selected easily according to the actual needs. Finally, the method proposed in this paper is an alternative method for solving fuzzy number linear programming problems.

Kalman filtering state of charge estimation for battery management system based on a stochastic fuzzy neural network battery model

International Nuclear Information System (INIS)

Xu Long; Wang Junping; Chen Quanshi

2012-01-01

Highlights: ► A novel extended Kalman Filtering SOC estimation method based on a stochastic fuzzy neural network (SFNN) battery model is proposed. ► The SFNN which has filtering effect on noisy input can model the battery nonlinear dynamic with high accuracy. ► A robust parameter learning algorithm for SFNN is studied so that the parameters can converge to its true value with noisy data. ► The maximum SOC estimation error based on the proposed method is 0.6%. - Abstract: Extended Kalman filtering is an intelligent and optimal means for estimating the state of a dynamic system. In order to use extended Kalman filtering to estimate the state of charge (SOC), we require a mathematical model that can accurately capture the dynamics of battery pack. In this paper, we propose a stochastic fuzzy neural network (SFNN) instead of the traditional neural network that has filtering effect on noisy input to model the battery nonlinear dynamic. Then, the paper studies the extended Kalman filtering SOC estimation method based on a SFNN model. The modeling test is realized on an 80 Ah Ni/MH battery pack and the Federal Urban Driving Schedule (FUDS) cycle is used to verify the SOC estimation method. The maximum SOC estimation error is 0.6% compared with the real SOC obtained from the discharging test.

Automated Flight Routing Using Stochastic Dynamic Programming

Science.gov (United States)

Ng, Hok K.; Morando, Alex; Grabbe, Shon

2010-01-01

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Robust stability analysis of Takagi—Sugeno uncertain stochastic fuzzy recurrent neural networks with mixed time-varying delays

International Nuclear Information System (INIS)

Ali, M. Syed

2011-01-01

In this paper, the global stability of Takagi—Sugeno (TS) uncertain stochastic fuzzy recurrent neural networks with discrete and distributed time-varying delays (TSUSFRNNs) is considered. A novel LMI-based stability criterion is obtained by using Lyapunov functional theory to guarantee the asymptotic stability of TSUSFRNNs. The proposed stability conditions are demonstrated through numerical examples. Furthermore, the supplementary requirement that the time derivative of time-varying delays must be smaller than one is removed. Comparison results are demonstrated to show that the proposed method is more able to guarantee the widest stability region than the other methods available in the existing literature. (general)

Fuzzy-TLBO optimal reactive power control variables planning for energy loss minimization

International Nuclear Information System (INIS)

Moghadam, Ahmad; Seifi, Ali Reza

2014-01-01

Highlights: • A new approach to the problem of optimal reactive power control variables planning is proposed. • The energy loss minimization problem has been formulated by modeling the load of system as a Load Duration Curve. • To solving the energy loss problem, the classic methods and the evolutionary methods are used. • A new proposed fuzzy teaching–learning based algorithm is applied to energy loss problem. • Simulations are done to show the effectiveness and superiority of the proposed algorithm compared with other methods. - Abstract: This paper offers a new approach to the problem of optimal reactive power control variables planning (ORPVCP). The basic idea is division of Load Duration Curve (LDC) into several time intervals with constant active power demand in each interval and then solving the energy loss minimization (ELM) problem to obtain an optimal initial set of control variables of the system so that is valid for all time intervals and can be used as an initial operating condition of the system. In this paper, the ELM problem has been solved by the linear programming (LP) and fuzzy linear programming (Fuzzy-LP) and evolutionary algorithms i.e. MHBMO and TLBO and the results are compared with the proposed Fuzzy-TLBO method. In the proposed method both objective function and constraints are evaluated by membership functions. The inequality constraints are embedded into the fitness function by the membership function of the fuzzy decision and the problem is modeled by fuzzy set theory. The proposed Fuzzy-TLBO method is performed on the IEEE 30 bus test system by considering two different LDC; and it is shown that using this method has further minimized objective function than original TLBO and other optimization techniques and confirms its potential to solve the ORPCVP problem with considering ELM as the objective function

SLFP: a stochastic linear fractional programming approach for sustainable waste management.

Science.gov (United States)

Zhu, H; Huang, G H

2011-12-01

A stochastic linear fractional programming (SLFP) approach is developed for supporting sustainable municipal solid waste management under uncertainty. The SLFP method can solve ratio optimization problems associated with random information, where chance-constrained programming is integrated into a linear fractional programming framework. It has advantages in: (1) comparing objectives of two aspects, (2) reflecting system efficiency, (3) dealing with uncertainty expressed as probability distributions, and (4) providing optimal-ratio solutions under different system-reliability conditions. The method is applied to a case study of waste flow allocation within a municipal solid waste (MSW) management system. The obtained solutions are useful for identifying sustainable MSW management schemes with maximized system efficiency under various constraint-violation risks. The results indicate that SLFP can support in-depth analysis of the interrelationships among system efficiency, system cost and system-failure risk. Copyright © 2011 Elsevier Ltd. All rights reserved.

Yager’s ranking method for solving the trapezoidal fuzzy number linear programming

Science.gov (United States)

Karyati; Wutsqa, D. U.; Insani, N.

2018-03-01

In the previous research, the authors have studied the fuzzy simplex method for trapezoidal fuzzy number linear programming based on the Maleki’s ranking function. We have found some theories related to the term conditions for the optimum solution of fuzzy simplex method, the fuzzy Big-M method, the fuzzy two-phase method, and the sensitivity analysis. In this research, we study about the fuzzy simplex method based on the other ranking function. It is called Yager's ranking function. In this case, we investigate the optimum term conditions. Based on the result of research, it is found that Yager’s ranking function is not like Maleki’s ranking function. Using the Yager’s function, the simplex method cannot work as well as when using the Maleki’s function. By using the Yager’s function, the value of the subtraction of two equal fuzzy numbers is not equal to zero. This condition makes the optimum table of the fuzzy simplex table is undetected. As a result, the simplified fuzzy simplex table becomes stopped and does not reach the optimum solution.

Hybrid Semantics of Stochastic Programs with Dynamic Reconfiguration

Directory of Open Access Journals (Sweden)

Alberto Policriti

2009-10-01

Full Text Available We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution. In a nutshell, the discrete dynamics is kept stochastic while the continuous evolution is given in terms of ODEs, and the overall technique, therefore, naturally associates a Piecewise Deterministic Markov Process with a stochastic program. The specific contribution in this work consists in an increase of the flexibility of the translation scheme, obtained by allowing a dynamic reconfiguration of the degree of discreteness/continuity of the semantics. We also discuss the relationships of this approach with other hybrid simulation strategies for biochemical systems.

Linear programming models and methods of matrix games with payoffs of triangular fuzzy numbers

CERN Document Server

Li, Deng-Feng

2016-01-01

This book addresses two-person zero-sum finite games in which the payoffs in any situation are expressed with fuzzy numbers. The purpose of this book is to develop a suite of effective and efficient linear programming models and methods for solving matrix games with payoffs in fuzzy numbers. Divided into six chapters, it discusses the concepts of solutions of matrix games with payoffs of intervals, along with their linear programming models and methods. Furthermore, it is directly relevant to the research field of matrix games under uncertain economic management. The book offers a valuable resource for readers involved in theoretical research and practical applications from a range of different fields including game theory, operational research, management science, fuzzy mathematical programming, fuzzy mathematics, industrial engineering, business and social economics. .

Multi-objective unit commitment with wind penetration and emission concerns under stochastic and fuzzy uncertainties

International Nuclear Information System (INIS)

Wang, Bo; Wang, Shuming; Zhou, Xianzhong; Watada, Junzo

2016-01-01

Recent years have witnessed the ever increasing renewable penetration in power generation systems, which entails modern unit commitment problems with modelling and computation burdens. This study aims to simulate the impacts of manifold uncertainties on system operation with emission concerns. First, probability theory and fuzzy set theory are applied to jointly represent the uncertainties such as wind generation, load fluctuation and unit outage that interleaved in unit commitment problems. Second, a Value-at-Risk-based multi-objective approach is developed as a bridge of existing stochastic and robust unit commitment optimizations, which not only captures the inherent conflict between operation cost and supply reliability, but also provides easy-to-adjust robustness against worst-case scenarios. Third, a multi-objective algorithm that integrates fuzzy simulation and particle swarm optimization is developed to achieve approximate Pareto-optimal solutions. The research effectiveness is exemplified by two case studies: The comparison between test systems with and without generation uncertainty demonstrates that this study is practicable and can suggest operational insights of generation mix systems. The sensitivity analysis on Value-at-Risk proves that our method can achieve adequate tradeoff between performance optimality and robustness, thus help system operators in making informed decisions. Finally, the model and algorithm comparisons also justify the superiority of this research. - Highlights: • Probability theory and fuzzy set theory are used to describe different uncertainties. • A Value-at-Risk-based multi-objective unit commitment model is proposed. • An improved multi-objective particle swarm optimization algorithm is developed. • The model achieves adequate trade-off between performance optimality and robustness. • The algorithm can obtain convergent and diversified Pareto fronts.

Fuzzy rule-based model for hydropower reservoirs operation

Energy Technology Data Exchange (ETDEWEB)

Moeini, R.; Afshar, A.; Afshar, M.H. [School of Civil Engineering, Iran University of Science and Technology, Tehran (Iran, Islamic Republic of)

2011-02-15

Real-time hydropower reservoir operation is a continuous decision-making process of determining the water level of a reservoir or the volume of water released from it. The hydropower operation is usually based on operating policies and rules defined and decided upon in strategic planning. This paper presents a fuzzy rule-based model for the operation of hydropower reservoirs. The proposed fuzzy rule-based model presents a set of suitable operating rules for release from the reservoir based on ideal or target storage levels. The model operates on an 'if-then' principle, in which the 'if' is a vector of fuzzy premises and the 'then' is a vector of fuzzy consequences. In this paper, reservoir storage, inflow, and period are used as premises and the release as the consequence. The steps involved in the development of the model include, construction of membership functions for the inflow, storage and the release, formulation of fuzzy rules, implication, aggregation and defuzzification. The required knowledge bases for the formulation of the fuzzy rules is obtained form a stochastic dynamic programming (SDP) model with a steady state policy. The proposed model is applied to the hydropower operation of ''Dez'' reservoir in Iran and the results are presented and compared with those of the SDP model. The results indicate the ability of the method to solve hydropower reservoir operation problems. (author)

Mathematical solution of multilevel fractional programming problem with fuzzy goal programming approach

Science.gov (United States)

Lachhwani, Kailash; Poonia, Mahaveer Prasad

2012-08-01

In this paper, we show a procedure for solving multilevel fractional programming problems in a large hierarchical decentralized organization using fuzzy goal programming approach. In the proposed method, the tolerance membership functions for the fuzzily described numerator and denominator part of the objective functions of all levels as well as the control vectors of the higher level decision makers are respectively defined by determining individual optimal solutions of each of the level decision makers. A possible relaxation of the higher level decision is considered for avoiding decision deadlock due to the conflicting nature of objective functions. Then, fuzzy goal programming approach is used for achieving the highest degree of each of the membership goal by minimizing negative deviational variables. We also provide sensitivity analysis with variation of tolerance values on decision vectors to show how the solution is sensitive to the change of tolerance values with the help of a numerical example.

Chemotherapy appointment scheduling under uncertainty using mean-risk stochastic integer programming.

Science.gov (United States)

Alvarado, Michelle; Ntaimo, Lewis

2018-03-01

Oncology clinics are often burdened with scheduling large volumes of cancer patients for chemotherapy treatments under limited resources such as the number of nurses and chairs. These cancer patients require a series of appointments over several weeks or months and the timing of these appointments is critical to the treatment's effectiveness. Additionally, the appointment duration, the acuity levels of each appointment, and the availability of clinic nurses are uncertain. The timing constraints, stochastic parameters, rising treatment costs, and increased demand of outpatient oncology clinic services motivate the need for efficient appointment schedules and clinic operations. In this paper, we develop three mean-risk stochastic integer programming (SIP) models, referred to as SIP-CHEMO, for the problem of scheduling individual chemotherapy patient appointments and resources. These mean-risk models are presented and an algorithm is devised to improve computational speed. Computational results were conducted using a simulation model and results indicate that the risk-averse SIP-CHEMO model with the expected excess mean-risk measure can decrease patient waiting times and nurse overtime when compared to deterministic scheduling algorithms by 42 % and 27 %, respectively.

Planning under uncertainty solving large-scale stochastic linear programs

Energy Technology Data Exchange (ETDEWEB)

Infanger, G. [Stanford Univ., CA (United States). Dept. of Operations Research]|[Technische Univ., Vienna (Austria). Inst. fuer Energiewirtschaft

1992-12-01

For many practical problems, solutions obtained from deterministic models are unsatisfactory because they fail to hedge against certain contingencies that may occur in the future. Stochastic models address this shortcoming, but up to recently seemed to be intractable due to their size. Recent advances both in solution algorithms and in computer technology now allow us to solve important and general classes of practical stochastic problems. We show how large-scale stochastic linear programs can be efficiently solved by combining classical decomposition and Monte Carlo (importance) sampling techniques. We discuss the methodology for solving two-stage stochastic linear programs with recourse, present numerical results of large problems with numerous stochastic parameters, show how to efficiently implement the methodology on a parallel multi-computer and derive the theory for solving a general class of multi-stage problems with dependency of the stochastic parameters within a stage and between different stages.

Temporal Concurrent Constraint Programming

DEFF Research Database (Denmark)

Nielsen, Mogens; Palamidessi, Catuscia; Valencia, Frank Dan

2002-01-01

The ntcc calculus is a model of non-deterministic temporal concurrent constraint programming. In this paper we study behavioral notions for this calculus. In the underlying computational model, concurrent constraint processes are executed in discrete time intervals. The behavioral notions studied...

Chance-constrained programming models for capital budgeting with NPV as fuzzy parameters

Science.gov (United States)

Huang, Xiaoxia

2007-01-01

In an uncertain economic environment, experts' knowledge about outlays and cash inflows of available projects consists of much vagueness instead of randomness. Investment outlays and annual net cash flows of a project are usually predicted by using experts' knowledge. Fuzzy variables can overcome the difficulties in predicting these parameters. In this paper, capital budgeting problem with fuzzy investment outlays and fuzzy annual net cash flows is studied based on credibility measure. Net present value (NPV) method is employed, and two fuzzy chance-constrained programming models for capital budgeting problem are provided. A fuzzy simulation-based genetic algorithm is provided for solving the proposed model problems. Two numerical examples are also presented to illustrate the modelling idea and the effectiveness of the proposed algorithm.

A goal programming procedure for solving fuzzy multiobjective fractional linear programming problems

Directory of Open Access Journals (Sweden)

Tunjo Perić

2014-12-01

Full Text Available This paper presents a modification of Pal, Moitra and Maulik's goal programming procedure for fuzzy multiobjective linear fractional programming problem solving. The proposed modification of the method allows simpler solving of economic multiple objective fractional linear programming (MOFLP problems, enabling the obtained solutions to express the preferences of the decision maker defined by the objective function weights. The proposed method is tested on the production planning example.

ON Integrated Chance Constraints in ALM for Pension Funds

OpenAIRE

Youssouf A. F. Toukourou; Fran\\c{c}ois Dufresne

2015-01-01

We discuss the role of integrated chance constraints (ICC) as quantitative risk constraints in asset and liability management (ALM) for pension funds. We define two types of ICC: the one period integrated chance constraint (OICC) and the multiperiod integrated chance constraint (MICC). As their names suggest, the OICC covers only one period whereas several periods are taken into account with the MICC. A multistage stochastic linear programming model is therefore developed for this purpose and...

Generalized stochastic target problems for pricing and partial hedging under loss constraints - Application in optimal book liquidation

OpenAIRE

Bouchard , Bruno; Dang , Ngoc Minh

2013-01-01

International audience; We consider a singular with state constraints version of the stochastic target problems studied in Soner and Touzi (2002) and more recently Bouchard, Elie and Touzi (2008), among others. This provides a general framework for the pricing of contingent claims under risk constraints. Our extended version perfectly suits to market models with proportional transaction costs and to order book liquidation issues. Our main result is a PDE characterization of the associated pri...

Generation Expansion Planning With Large Amounts of Wind Power via Decision-Dependent Stochastic Programming

Energy Technology Data Exchange (ETDEWEB)

Zhan, Yiduo; Zheng, Qipeng P.; Wang, Jianhui; Pinson, Pierre

2017-07-01

Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined future uncertainties (i.e., fixed random outcomes with given probabilities). In several recent studies of generation assets' planning (e.g., thermal versus renewable), new findings show that the investment decisions could affect the future uncertainties as well. To this end, this paper proposes a multistage decision-dependent stochastic optimization model for long-term large-scale generation expansion planning, where large amounts of wind power are involved. In the decision-dependent model, the future uncertainties are not only affecting but also affected by the current decisions. In particular, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming model. The wind penetration, investment decisions, and the optimality of the decision-dependent model are evaluated in a series of multistage case studies. The results show that the proposed decision-dependent model provides effective optimization solutions for long-term generation expansion planning.

Ant colony optimization and constraint programming

CERN Document Server

Solnon, Christine

2013-01-01

Ant colony optimization is a metaheuristic which has been successfully applied to a wide range of combinatorial optimization problems. The author describes this metaheuristic and studies its efficiency for solving some hard combinatorial problems, with a specific focus on constraint programming. The text is organized into three parts. The first part introduces constraint programming, which provides high level features to declaratively model problems by means of constraints. It describes the main existing approaches for solving constraint satisfaction problems, including complete tree search

A stochastic programming approach to manufacturing flow control

OpenAIRE

Haurie, Alain; Moresino, Francesco

2012-01-01

This paper proposes and tests an approximation of the solution of a class of piecewise deterministic control problems, typically used in the modeling of manufacturing flow processes. This approximation uses a stochastic programming approach on a suitably discretized and sampled system. The method proceeds through two stages: (i) the Hamilton-Jacobi-Bellman (HJB) dynamic programming equations for the finite horizon continuous time stochastic control problem are discretized over a set of sample...

Classification and Prioritization of Strategic Plans in Balanced Score Card (BSC Model by Fuzzy Quality Function Deployment and Zero-One Goal Programming (ZOGP

Directory of Open Access Journals (Sweden)

mehdi pourmostafa

2012-02-01

Full Text Available Due to continuous changes in organizational environment, there is no warranty for long term survival in the market. Currently, those organizations can succeed that are agile and able to rapidly respond to environmental requirements. In this research a model has been proposed for applying proper strategies for achieving long term organizational success. The proposed model is an integration of Balanced Score Card (BSC approach, Fuzzy Quality Function Development (FQFD and Zero-One Goal Programming (ZOGP. In fact by BSC, appropriate strategic plans can be designed and prioritized by FQFD. Then, based on multiple objectives and existing problem constraints, feasible strategic plans are identified by ZOGP. Findings imply that decision making techniques can be well utilized in designing BSC through a structured methodology make improvement in all aspects and have a positive influence on organization's performance in long term .   Keywords : B alanced Score Card , Fuzzy Quality Function Development, Zero-One Goal Programming, Strategic plans

A fuzzy Bi-linear management model in reverse logistic chains

Directory of Open Access Journals (Sweden)

Tadić Danijela

2016-01-01

Full Text Available The management of the electrical and electronic waste (WEEE problem in the uncertain environment has a critical effect on the economy and environmental protection of each region. The considered problem can be stated as a fuzzy non-convex optimization problem with linear objective function and a set of linear and non-linear constraints. The original problem is reformulated by using linear relaxation into a fuzzy linear programming problem. The fuzzy rating of collecting point capacities and fix costs of recycling centers are modeled by triangular fuzzy numbers. The optimal solution of the reformulation model is found by using optimality concept. The proposed model is verified through an illustrative example with real-life data. The obtained results represent an input for future research which should include a good benchmark base for tested reverse logistic chains and their continuous improvement. [Projekat Ministarstva nauke Republike Srbije, br. 035033: Sustainable development technology and equipment for the recycling of motor vehicles

Fuzzy control with random delays using invariant cones and its application to control of energy processes in microelectromechanical motion devices

Energy Technology Data Exchange (ETDEWEB)

Sinha, A.S.C. [Purdue Univ., Indianapolis, IN (United States). Dept. of Electrical Engineering; Lyshevski, S. [Rochester Inst. of Technology, NY (United States)

2005-05-01

In this paper, a class of microelectromechanical systems described by nonlinear differential equations with random delays is examined. Robust fuzzy controllers are designed to control the energy conversion processes with the ultimate objective to guarantee optimal achievable performance. The fuzzy rule base used consists of a collection of r fuzzy IF-THEN rules defined as a function of the conditional variable. The method of the theory of cones and Lyapunov functionals is used to design a class of local fuzzy control laws. A verifiably sufficient condition for stochastic stability of fuzzy stochastic microelectromechanical systems is given. As an example, we have considered the design of a fuzzy control law for an electrostatic micromotor. (author)

Fuzzy control with random delays using invariant cones and its application to control of energy processes in microelectromechanical motion devices

International Nuclear Information System (INIS)

Sinha, A.S.C.; Lyshevski, S.

2005-01-01

In this paper, a class of microelectromechanical systems described by nonlinear differential equations with random delays is examined. Robust fuzzy controllers are designed to control the energy conversion processes with the ultimate objective to guarantee optimal achievable performance. The fuzzy rule base used consists of a collection of r fuzzy IF-THEN rules defined as a function of the conditional variable. The method of the theory of cones and Lyapunov functionals is used to design a class of local fuzzy control laws. A verifiably sufficient condition for stochastic stability of fuzzy stochastic microelectromechanical systems is given. As an example, we have considered the design of a fuzzy control law for an electrostatic micromotor

The role of demand response in single and multi-objective wind-thermal generation scheduling: A stochastic programming

International Nuclear Information System (INIS)

Falsafi, Hananeh; Zakariazadeh, Alireza; Jadid, Shahram

2014-01-01

This paper focuses on using DR (Demand Response) as a means to provide reserve in order to cover uncertainty in wind power forecasting in SG (Smart Grid) environment. The proposed stochastic model schedules energy and reserves provided by both of generating units and responsive loads in power systems with high penetration of wind power. This model is formulated as a two-stage stochastic programming, where first-stage is associated with electricity market, its rules and constraints and the second-stage is related to actual operation of the power system and its physical limitations in each scenario. The discrete retail customer responses to incentive-based DR programs are aggregated by DRPs (Demand Response Providers) and are submitted as a load change price and amount offer package to ISO (Independent System Operator). Also, price-based DR program behavior and random nature of wind power are modeled by price elasticity concept of the demand and normal probability distribution function, respectively. In the proposed model, DRPs can participate in energy market as well as reserve market and submit their offers to the wholesale electricity market. This approach is implemented on a modified IEEE 30-bus test system over a daily time horizon. The simulation results are analyzed in six different case studies. The cost, emission and multiobjective functions are optimized in both without and with DR cases. The multiobjective generation scheduling model is solved using augmented epsilon constraint method and the best solution can be chosen by Entropy and TOPSIS (Technique for Order Preference by Similarity to Ideal Solution) methods. The results indicate demand side participation in energy and reserve scheduling reduces the total operation costs and emissions. - Highlights: • Simultaneous participation of loads in both energy and reserve scheduling. • Environmental/economical scheduling of energy and reserve. • Using demand response for covering wind generation forecast

Notes on Timed Concurrent Constraint Programming

DEFF Research Database (Denmark)

Nielsen, Mogens; Valencia, Frank D.

2004-01-01

and program reactive systems. This note provides a comprehensive introduction to the background for and central notions from the theory of tccp. Furthermore, it surveys recent results on a particular tccp calculus, ntcc, and it provides a classification of the expressive power of various tccp languages.......A constraint is a piece of (partial) information on the values of the variables of a system. Concurrent constraint programming (ccp) is a model of concurrency in which agents (also called processes) interact by telling and asking information (constraints) to and from a shared store (a constraint...

A fuzzy compromise programming approach for the Black-Litterman portfolio selection model

Directory of Open Access Journals (Sweden)

Mohsen Gharakhani

2013-01-01

Full Text Available In this paper, we examine advanced optimization approach for portfolio problem introduced by Black and Litterman to consider the shortcomings of Markowitz standard Mean-Variance optimization. Black and Litterman propose a new approach to estimate asset return. They present a way to incorporate the investor’s views into asset pricing process. Since the investor’s view about future asset return is always subjective and imprecise, we can represent it by using fuzzy numbers and the resulting model is multi-objective linear programming. Therefore, the proposed model is analyzed through fuzzy compromise programming approach using appropriate membership function. For this purpose, we introduce the fuzzy ideal solution concept based on investor preference and indifference relationships using canonical representation of proposed fuzzy numbers by means of their correspondingα-cuts. A real world numerical example is presented in which MSCI (Morgan Stanley Capital International Index is chosen as the target index. The results are reported for a portfolio consisting of the six national indices. The performance of the proposed models is compared using several financial criteria.

Temporal Concurrent Constraint Programming

DEFF Research Database (Denmark)

Nielsen, Mogens; Valencia Posso, Frank Dan

2002-01-01

The ntcc calculus is a model of non-deterministic temporal concurrent constraint programming. In this paper we study behavioral notions for this calculus. In the underlying computational model, concurrent constraint processes are executed in discrete time intervals. The behavioral notions studied...... reflect the reactive interactions between concurrent constraint processes and their environment, as well as internal interactions between individual processes. Relationships between the suggested notions are studied, and they are all proved to be decidable for a substantial fragment of the calculus...

Evolutionary Computation and Its Applications in Neural and Fuzzy Systems

Directory of Open Access Journals (Sweden)

Biaobiao Zhang

2011-01-01

Full Text Available Neural networks and fuzzy systems are two soft-computing paradigms for system modelling. Adapting a neural or fuzzy system requires to solve two optimization problems: structural optimization and parametric optimization. Structural optimization is a discrete optimization problem which is very hard to solve using conventional optimization techniques. Parametric optimization can be solved using conventional optimization techniques, but the solution may be easily trapped at a bad local optimum. Evolutionary computation is a general-purpose stochastic global optimization approach under the universally accepted neo-Darwinian paradigm, which is a combination of the classical Darwinian evolutionary theory, the selectionism of Weismann, and the genetics of Mendel. Evolutionary algorithms are a major approach to adaptation and optimization. In this paper, we first introduce evolutionary algorithms with emphasis on genetic algorithms and evolutionary strategies. Other evolutionary algorithms such as genetic programming, evolutionary programming, particle swarm optimization, immune algorithm, and ant colony optimization are also described. Some topics pertaining to evolutionary algorithms are also discussed, and a comparison between evolutionary algorithms and simulated annealing is made. Finally, the application of EAs to the learning of neural networks as well as to the structural and parametric adaptations of fuzzy systems is also detailed.

Stochastic fuzzy environmental risk characterization of uncertainty and variability in risk assessments: A case study of polycyclic aromatic hydrocarbons in soil at a petroleum-contaminated site in China

International Nuclear Information System (INIS)

Hu, Yan; Wang, Zesen; Wen, Jingya; Li, Yu

2016-01-01

Highlights: • Deal with environmental quality guidelines absence in risk characterization. • Quantitative represention of uncertainty from environmental quality guidelines. • Quantitative represention of variability from contaminant exposure concentrations. • Establishment of stochastic-fuzzy environmental risk characterization approach framework. - Abstract: Better decisions are made using risk assessment models when uncertainty and variability are explicitly acknowledged. Uncertainty caused by a lack of uniform and scientifically supported environmental quality guidelines and variability in the degree of exposure of environmental systems to contaminants are here incorporated in a stochastic fuzzy environmental risk characterization (SFERC) approach. The approach is based on quotient probability distribution and environmental risk level fuzzy membership function methods. The SFERC framework was used to characterize the environmental risks posed by 16 priority polycyclic aromatic hydrocarbons (PAHs) in soil at a typical petroleum-contaminated site in China. This relied on integrating data from the literature and field and laboratory experiments. The environmental risk levels posed by the PAHs under four risk scenarios were determined using the SFERC approach, using “residential land” and “industrial land” environmental quality guidelines under “loose” and “strict” strictness parameters. The results showed that environmental risks posed by PAHs in soil are primarily caused by oil exploitation, traffic emissions, and coal combustion. The SFERC approach is an effective tool for characterizing uncertainty and variability in environmental risk assessments and for managing contaminated sites.

Stochastic fuzzy environmental risk characterization of uncertainty and variability in risk assessments: A case study of polycyclic aromatic hydrocarbons in soil at a petroleum-contaminated site in China

Energy Technology Data Exchange (ETDEWEB)

Hu, Yan [MOE Key Laboratory of Regional Energy Systems Optimization, Resources and Environmental Research Academy, North China Electric Power University, Beijing 102206 (China); State Key Laboratory of Environmental Criteria and Risk Assessment, Chinese Research Academy of Environment Sciences, Beijing 100012 (China); Wang, Zesen [MOE Key Laboratory of Regional Energy Systems Optimization, Resources and Environmental Research Academy, North China Electric Power University, Beijing 102206 (China); Wen, Jingya [MOE Key Laboratory of Regional Energy Systems Optimization, Resources and Environmental Research Academy, North China Electric Power University, Beijing 102206 (China); Institute of Hydropower and Environment Research, Beijing 100012 (China); Li, Yu, E-mail: liyuxx8@hotmail.com [MOE Key Laboratory of Regional Energy Systems Optimization, Resources and Environmental Research Academy, North China Electric Power University, Beijing 102206 (China)

2016-10-05

Highlights: • Deal with environmental quality guidelines absence in risk characterization. • Quantitative represention of uncertainty from environmental quality guidelines. • Quantitative represention of variability from contaminant exposure concentrations. • Establishment of stochastic-fuzzy environmental risk characterization approach framework. - Abstract: Better decisions are made using risk assessment models when uncertainty and variability are explicitly acknowledged. Uncertainty caused by a lack of uniform and scientifically supported environmental quality guidelines and variability in the degree of exposure of environmental systems to contaminants are here incorporated in a stochastic fuzzy environmental risk characterization (SFERC) approach. The approach is based on quotient probability distribution and environmental risk level fuzzy membership function methods. The SFERC framework was used to characterize the environmental risks posed by 16 priority polycyclic aromatic hydrocarbons (PAHs) in soil at a typical petroleum-contaminated site in China. This relied on integrating data from the literature and field and laboratory experiments. The environmental risk levels posed by the PAHs under four risk scenarios were determined using the SFERC approach, using “residential land” and “industrial land” environmental quality guidelines under “loose” and “strict” strictness parameters. The results showed that environmental risks posed by PAHs in soil are primarily caused by oil exploitation, traffic emissions, and coal combustion. The SFERC approach is an effective tool for characterizing uncertainty and variability in environmental risk assessments and for managing contaminated sites.

A Comparison of Fuzzy and Annotated Logic Programming

Czech Academy of Sciences Publication Activity Database

Krajči, S.; Lencses, R.; Vojtáš, Peter

2004-01-01

Roč. 144, - (2004), s. 173-192 ISSN 0165-0114 R&D Projects: GA ČR GA201/00/1489 Grant - others:VEGA(SK) 1/7557/20; VEGA(SK) 1/7555/20; VEGA(SK) 1/0385/03 Institutional research plan: CEZ:AV0Z1030915 Keywords : fuzzy logic programming * generalized annotated programs * declarative and procedural semantics * continuous semantics and computable fixpoint * soundness and completeness Subject RIV: BA - General Mathematics Impact factor: 0.734, year: 2004

Application of Fuzzy Optimization to the Orienteering Problem

Directory of Open Access Journals (Sweden)

Madhushi Verma

2015-01-01

Full Text Available This paper deals with the orienteering problem (OP which is a combination of two well-known problems (i.e., travelling salesman problem and the knapsack problem. OP is an NP-hard problem and is useful in appropriately modeling several challenging applications. As the parameters involved in these applications cannot be measured precisely, depicting them using crisp numbers is unrealistic. Further, the decision maker may be satisfied with graded satisfaction levels of solutions, which cannot be formulated using a crisp program. To deal with the above-stated two issues, we formulate the fuzzy orienteering problem (FOP and provide a method to solve it. Here we state the two necessary conditions of OP of maximizing the total collected score and minimizing the time taken to traverse a path (within the specified time bound as fuzzy goals and the remaining necessary conditions as crisp constraints. Using the max-min formulation of the fuzzy sets obtained from the fuzzy goals, we calculate the fuzzy decision sets (Z and Z∗ that contain the feasible paths and the desirable paths, respectively, along with the degrees to which they are acceptable. To efficiently solve large instances of FOP, we also present a parallel algorithm on CREW PRAM model.

A Temporal Concurrent Constraint Programming Calculus

DEFF Research Database (Denmark)

Palamidessi, Catuscia; Valencia Posso, Frank Darwin

2001-01-01

The tcc model is a formalism for reactive concurrent constraint programming. In this paper we propose a model of temporal concurrent constraint programming which adds to tcc the capability of modeling asynchronous and non-deterministic timed behavior. We call this tcc extension the ntcc calculus...

Green supplier development program selection using NGT and VIKOR under fuzzy environment

DEFF Research Database (Denmark)

Awasthi, Anjali; Govindan, Kannan

2016-01-01

Developing environmental performance of suppliers is critical for green supply chain management. Organizations are nowadays investing in various green supplier development programs to enhance their supplier performances. The decision to select the right program for green supplier development...... is often a challenging decision due to lack of prior experience, limited quantitative information, specific context of the organization, and varying supplier backgrounds. This paper addresses the problem of evaluating green supplier development programs and proposes a fuzzy NGT (Nominal Group Technique......)-VIKOR (VlseKriterijumska Optimizacija I Kompromisno Resenje) based solution approach. NGT is used to identify criteria for evaluating green supplier development programs. Fuzzy theory is used to address qualitative (linguistic) ratings for the alternatives and the selected criteria used under lack...

Energy management in microgrid based on the multi objective stochastic programming incorporating portable renewable energy resource as demand response option

International Nuclear Information System (INIS)

Tabar, Vahid Sohrabi; Jirdehi, Mehdi Ahmadi; Hemmati, Reza

2017-01-01

Renewable energy resources are often known as cost-effective and lucrative resources and have been widely developed due to environmental-economic issues. Renewable energy utilization even in small scale (e.g., microgrid networks) has attracted significant attention. Energy management in microgrid can be carried out based on the generating side management or demand side management. In this paper, portable renewable energy resource are modeled and included in microgrid energy management as a demand response option. Utilizing such resources could supply the load when microgrid cannot serve the demand. This paper addresses energy management and scheduling in microgrid including thermal and electrical loads, renewable energy sources (solar and wind), CHP, conventional energy sources (boiler and micro turbine), energy storage systems (thermal and electrical ones), and portable renewable energy resource (PRER). Operational cost of microgrid and air pollution are considered as objective functions. Uncertainties related to the parameters are incorporated to make a stochastic programming. The proposed problem is expressed as a constrained, multi-objective, linear, and mixed-integer programing. Augmented Epsilon-constraint method is used to solve the problem. Final results and calculations are achieved using GAMS24.1.3/CPLEX12.5.1. Simulation results demonstrate the viability and effectiveness of the proposed method in microgrid energy management. - Highlights: • Introducing portable renewable energy resource (PRER) and considering effect of them. • Considering reserve margin and sensitivity analysis for validate robustness. • Multi objective and stochastic management with considering various loads and sources. • Using augmented Epsilon-constraint method to solve multi objective program. • Highly decreasing total cost and pollution with PRER in stochastic state.

Fuzzy Goal Programming Approach in Selective Maintenance Reliability Model

Directory of Open Access Journals (Sweden)

Neha Gupta

2013-12-01

Full Text Available 800x600 In the present paper, we have considered the allocation problem of repairable components for a parallel-series system as a multi-objective optimization problem and have discussed two different models. In first model the reliability of subsystems are considered as different objectives. In second model the cost and time spent on repairing the components are considered as two different objectives. These two models is formulated as multi-objective Nonlinear Programming Problem (MONLPP and a Fuzzy goal programming method is used to work out the compromise allocation in multi-objective selective maintenance reliability model in which we define the membership functions of each objective function and then transform membership functions into equivalent linear membership functions by first order Taylor series and finally by forming a fuzzy goal programming model obtain a desired compromise allocation of maintenance components. A numerical example is also worked out to illustrate the computational details of the method.  Normal 0 false false false EN-US X-NONE X-NONE MicrosoftInternetExplorer4

Optimal selection for shielding materials by fuzzy linear programming

International Nuclear Information System (INIS)

Kanai, Y.; Miura, N.; Sugasawa, S.

1996-01-01

An application of fuzzy linear programming methods to optimization of a radiation shield is presented. The main purpose of the present study is the choice of materials and the search of the ratio of mixture-component as the first stage of the methodology on optimum shielding design according to individual requirements of nuclear reactor, reprocessing facility, shipping cask installing spent fuel, ect. The characteristic values for the shield optimization may be considered their cost, spatial space, weight and some shielding qualities such as activation rate and total dose rate for neutron and gamma ray (includes secondary gamma ray). This new approach can reduce huge combination calculations for conventional two-valued logic approaches to representative single shielding calculation by group-wised optimization parameters determined in advance. Using the fuzzy linear programming method, possibilities for reducing radiation effects attainable in optimal compositions hydrated, lead- and boron-contained materials are investigated

Multi-Objective Stochastic Optimization Programs for a Non-Life Insurance Company under Solvency Constraints

Directory of Open Access Journals (Sweden)

Massimiliano Kaucic

2015-09-01

Full Text Available In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constrained portfolio selection problems. More specifically, a modified version of the normal constraint method is implemented with a global solver in order to generate a dotted approximation of the Pareto frontier for bi- and tri-objective programming problems. Numerical experiments are carried out on a set of portfolios to be optimized for an EU-based non-life insurance company. Both performance indicators and risk measures are managed as objectives. Results show that this procedure is effective and readily applicable to achieve suitable risk-reward tradeoff analysis.

NEURO-FUZZY MODELING APPLIED IN PROGRAM MANAGEMENT TO INCREASE LOCAL PUBLIC ADMINISTRATION PERFORMANCE

Directory of Open Access Journals (Sweden)

Adrian-Mihai Zaharia-Radulescu

2016-07-01

Full Text Available One of the challenges in local public administration is dealing with an increasing number of competing requests coming from the communities they serve. The traditional approach would be to handle each request as a standalone project and be prioritized according to benefits and budget available. More and more nowadays program management is becoming a standard approach in managing the initiatives of local public administration. Program management approach is itself an enabler for performance in public sector organizations by allowing an organization to better coordinate its efforts and resources in managing a portfolio of projects. This paper aims to present how neuro-fuzzy modeling applied in program management can help an organization to increase its performance. Neuro-fuzzy modeling would lead organizations one step further by allowing them to simulate different scenarios and manage better the risks accompanying their initiatives. The research done by the authors is theoretical and combines knowledge from different areas and a neuro-fuzzy model is proposed and discussed.

An inexact fuzzy-chance-constrained air quality management model.

Science.gov (United States)

Xu, Ye; Huang, Guohe; Qin, Xiaosheng

2010-07-01

Regional air pollution is a major concern for almost every country because it not only directly relates to economic development, but also poses significant threats to environment and public health. In this study, an inexact fuzzy-chance-constrained air quality management model (IFAMM) was developed for regional air quality management under uncertainty. IFAMM was formulated through integrating interval linear programming (ILP) within a fuzzy-chance-constrained programming (FCCP) framework and could deal with uncertainties expressed as not only possibilistic distributions but also discrete intervals in air quality management systems. Moreover, the constraints with fuzzy variables could be satisfied at different confidence levels such that various solutions with different risk and cost considerations could be obtained. The developed model was applied to a hypothetical case of regional air quality management. Six abatement technologies and sulfur dioxide (SO2) emission trading under uncertainty were taken into consideration. The results demonstrated that IFAMM could help decision-makers generate cost-effective air quality management patterns, gain in-depth insights into effects of the uncertainties, and analyze tradeoffs between system economy and reliability. The results also implied that the trading scheme could achieve lower total abatement cost than a nontrading one.

Portfolio management of hydropower producer via stochastic programming

International Nuclear Information System (INIS)

Liu, Hongling; Jiang, Chuanwen; Zhang, Yan

2009-01-01

This paper presents a stochastic linear programming framework for the hydropower portfolio management problem with uncertainty in market prices and inflows on medium term. The uncertainty is modeled as a scenario tree using the Monte Carlo simulation method, and the objective is to maximize the expected revenue over the entire scenario tree. The portfolio decisions of the stochastic model are formulated as a tradeoff involving different scenarios. Numerical results illustrate the impact of uncertainty on the portfolio management decisions, and indicate the significant value of stochastic solution. (author)

Constraint Programming for Context Comprehension

DEFF Research Database (Denmark)

Christiansen, Henning

2014-01-01

A close similarity is demonstrated between context comprehension, such as discourse analysis, and constraint programming. The constraint store takes the role of a growing knowledge base learned throughout the discourse, and a suitable con- straint solver does the job of incorporating new pieces...

A combined stochastic programming and optimal control approach to personal finance and pensions

DEFF Research Database (Denmark)

Konicz, Agnieszka Karolina; Pisinger, David; Rasmussen, Kourosh Marjani

2015-01-01

The paper presents a model that combines a dynamic programming (stochastic optimal control) approach and a multi-stage stochastic linear programming approach (SLP), integrated into one SLP formulation. Stochastic optimal control produces an optimal policy that is easy to understand and implement....

Comparison between genetic fuzzy system and neuro fuzzy system to select oil wells for hydraulic fracturing; Comparacao entre genetic fuzzy system e neuro fuzzy system para selecao de pocos de petroleo para fraturamento hidraulico

Energy Technology Data Exchange (ETDEWEB)

Castro, Antonio Orestes de Salvo [PETROBRAS, Rio de Janeiro, RJ (Brazil); Ferreira Filho, Virgilio Jose Martins [Universidade Federal do Rio de Janeiro (UFRJ), RJ (Brazil)

2004-07-01

The hydraulic fracture operation is wide used to increase the oil wells production and to reduce formation damage. Reservoir studies and engineer analysis are made to select the wells for this kind of operation. As the reservoir parameters have some diffuses characteristics, Fuzzy Inference Systems (SIF) have been tested for this selection processes in the last few years. This paper compares the performance of a neuro fuzzy system and a genetic fuzzy system used for hydraulic Fracture well selection, with knowledge acquisition from an operational data base to set the SIF membership functions. The training data and the validation data used were the same for both systems. We concluded that, in despite of the genetic fuzzy system would be a younger process, it got better results than the neuro fuzzy system. Another conclusion was that, as the genetic fuzzy system can work with constraints, the membership functions setting kept the consistency of variables linguistic values. (author)

Fuzzy multinomial logistic regression analysis: A multi-objective programming approach

Science.gov (United States)

Abdalla, Hesham A.; El-Sayed, Amany A.; Hamed, Ramadan

2017-05-01

Parameter estimation for multinomial logistic regression is usually based on maximizing the likelihood function. For large well-balanced datasets, Maximum Likelihood (ML) estimation is a satisfactory approach. Unfortunately, ML can fail completely or at least produce poor results in terms of estimated probabilities and confidence intervals of parameters, specially for small datasets. In this study, a new approach based on fuzzy concepts is proposed to estimate parameters of the multinomial logistic regression. The study assumes that the parameters of multinomial logistic regression are fuzzy. Based on the extension principle stated by Zadeh and Bárdossy's proposition, a multi-objective programming approach is suggested to estimate these fuzzy parameters. A simulation study is used to evaluate the performance of the new approach versus Maximum likelihood (ML) approach. Results show that the new proposed model outperforms ML in cases of small datasets.

Effect of softening function on the cohesive crack fracture ...

Indian Academy of Sciences (India)

The cohesive crack model with linear softening yields the fracture process zones lower by ..... ignored during numerical simulation. In the crack band ..... performed with developed computer program using MATLAB for the following numerical.

Separable programming theory and methods

CERN Document Server

Stefanov, Stefan M

2001-01-01

In this book, the author considers separable programming and, in particular, one of its important cases - convex separable programming Some general results are presented, techniques of approximating the separable problem by linear programming and dynamic programming are considered Convex separable programs subject to inequality equality constraint(s) and bounds on variables are also studied and iterative algorithms of polynomial complexity are proposed As an application, these algorithms are used in the implementation of stochastic quasigradient methods to some separable stochastic programs Numerical approximation with respect to I1 and I4 norms, as a convex separable nonsmooth unconstrained minimization problem, is considered as well Audience Advanced undergraduate and graduate students, mathematical programming operations research specialists

Stochastic PSO-based heat and power dispatch under environmental constraints incorporating CHP and wind power units

Energy Technology Data Exchange (ETDEWEB)

Piperagkas, G.S.; Anastasiadis, A.G.; Hatziargyriou, N.D. [National Technical University of Athens, School of Electrical and Computer Engineering, Electric Power Division, 9, Iroon Polytechneiou Str., GR-15773 Zografou, Athens (Greece)

2011-01-15

In this paper an extended stochastic multi-objective model for economic dispatch (ED) is proposed, that incorporates in the optimization process heat and power from CHP units and expected wind power. Stochastic restrictions for the CO{sub 2}, SO{sub 2} and NO{sub x} emissions are used as inequality constraints. The ED problem is solved using a multi-objective particle swarm optimization technique. The available wind power is estimated from a transformation of the wind speed considered as a random variable to wind power. Simulations are performed on the modified IEEE 30 bus network with 2 cogeneration units and actual wind data. Results concerning minimum cost and emissions reduction options are finally drawn. (author)

A Fuzzy Max–Min Decision Bi-Level Fuzzy Programming Model for Water Resources Optimization Allocation under Uncertainty

Directory of Open Access Journals (Sweden)

Chongfeng Ren

2018-04-01

Full Text Available Water competing conflict among water competing sectors from different levels should be taken under consideration during the optimization allocation of water resources. Furthermore, uncertainties are inevitable in the optimization allocation of water resources. In order to deal with the above problems, this study developed a fuzzy max–min decision bi-level fuzzy programming model. The developed model was then applied to a case study in Wuwei, Gansu Province, China. In this study, the net benefit and yield were regarded as the upper-level and lower-level objectives, respectively. Optimal water resource plans were obtained under different possibility levels of fuzzy parameters, which could deal with water competing conflict between the upper level and the lower level effectively. The obtained results are expected to make great contribution in helping local decision-makers to make decisions on dealing with the water competing conflict between the upper and lower level and the optimal use of water resources under uncertainty.

The Obstacle Version of the Geometric Dynamic Programming Principle: Application to the Pricing of American Options Under Constraints

International Nuclear Information System (INIS)

Bouchard, Bruno; Vu, Thanh Nam

2010-01-01

We provide an obstacle version of the Geometric Dynamic Programming Principle of Soner and Touzi (J. Eur. Math. Soc. 4:201-236, 2002) for stochastic target problems. This opens the doors to a wide range of applications, particularly in risk control in finance and insurance, in which a controlled stochastic process has to be maintained in a given set on a time interval [0,T]. As an example of application, we show how it can be used to provide a viscosity characterization of the super-hedging cost of American options under portfolio constraints, without appealing to the standard dual formulation from mathematical finance. In particular, we allow for a degenerate volatility, a case which does not seem to have been studied so far in this context.

Constraint Programming versus Mathematical Programming

DEFF Research Database (Denmark)

Hansen, Jesper

2003-01-01

Constraint Logic Programming (CLP) is a relatively new technique from the 80's with origins in Computer Science and Artificial Intelligence. Lately, much research have been focused on ways of using CLP within the paradigm of Operations Research (OR) and vice versa. The purpose of this paper...

Using Fuzzy Gaussian Inference and Genetic Programming to Classify 3D Human Motions

Science.gov (United States)

Khoury, Mehdi; Liu, Honghai

This research introduces and builds on the concept of Fuzzy Gaussian Inference (FGI) (Khoury and Liu in Proceedings of UKCI, 2008 and IEEE Workshop on Robotic Intelligence in Informationally Structured Space (RiiSS 2009), 2009) as a novel way to build Fuzzy Membership Functions that map to hidden Probability Distributions underlying human motions. This method is now combined with a Genetic Programming Fuzzy rule-based system in order to classify boxing moves from natural human Motion Capture data. In this experiment, FGI alone is able to recognise seven different boxing stances simultaneously with an accuracy superior to a GMM-based classifier. Results seem to indicate that adding an evolutionary Fuzzy Inference Engine on top of FGI improves the accuracy of the classifier in a consistent way.

FFLP problem with symmetric trapezoidal fuzzy numbers

Directory of Open Access Journals (Sweden)

Reza Daneshrad

2015-04-01

Full Text Available The most popular approach for solving fully fuzzy linear programming (FFLP problems is to convert them into the corresponding deterministic linear programs. Khan et al. (2013 [Khan, I. U., Ahmad, T., & Maan, N. (2013. A simplified novel technique for solving fully fuzzy linear programming problems. Journal of Optimization Theory and Applications, 159(2, 536-546.] claimed that there had been no method in the literature to find the fuzzy optimal solution of a FFLP problem without converting it into crisp linear programming problem, and proposed a technique for the same. Others showed that the fuzzy arithmetic operation used by Khan et al. (2013 had some problems in subtraction and division operations, which could lead to misleading results. Recently, Ezzati et al. (2014 [Ezzati, R., Khorram, E., & Enayati, R. (2014. A particular simplex algorithm to solve fuzzy lexicographic multi-objective linear programming problems and their sensitivity analysis on the priority of the fuzzy objective functions. Journal of Intelligent and Fuzzy Systems, 26(5, 2333-2358.] defined a new operation on symmetric trapezoidal fuzzy numbers and proposed a new algorithm to find directly a lexicographic/preemptive fuzzy optimal solution of a fuzzy lexicographic multi-objective linear programming problem by using new fuzzy arithmetic operations, but their model was not fully fuzzy optimization. In this paper, a new method, by using Ezzati et al. (2014’s fuzzy arithmetic operation and a fuzzy version of simplex algorithm, is proposed for solving FFLP problem whose parameters are represented by symmetric trapezoidal fuzzy number without converting the given problem into crisp equivalent problem. By using the proposed method, the fuzzy optimal solution of FFLP problem can be easily obtained. A numerical example is provided to illustrate the proposed method.

Optimizing Concurrent M3-Transactions: A Fuzzy Constraint Satisfaction Approach

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Peng LI

2004-10-01

Full Text Available Due to the high connectivity and great convenience, many E-commerce application systems have a high transaction volume. Consequently, the system state changes rapidly and it is likely that customers issue transactions based on out-of-date state information. Thus, the potential of transaction abortion increases greatly. To address this problem, we proposed an M3-transaction model. An M3-transaction is a generalized transaction where users can issue their preferences in a request by specifying multiple criteria and optional data resources simultaneously within one transaction. In this paper, we introduce the transaction grouping and group evaluation techniques. We consider evaluating a group of M3-transactions arrived to the system within a short duration together. The system makes optimal decisions in allocating data to transactions to achieve better customer satisfaction and lower transaction failure rate. We apply the fuzzy constraint satisfaction approach for decision-making. We also conduct experimental studies to evaluate the performance of our approach. The results show that the M3-transaction with group evaluation is more resilient to failure and yields much better performance than the traditional transaction model.

Using Stochastic Spiking Neural Networks on SpiNNaker to Solve Constraint Satisfaction Problems

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Gabriel A. Fonseca Guerra

2017-12-01

Full Text Available Constraint satisfaction problems (CSP are at the core of numerous scientific and technological applications. However, CSPs belong to the NP-complete complexity class, for which the existence (or not of efficient algorithms remains a major unsolved question in computational complexity theory. In the face of this fundamental difficulty heuristics and approximation methods are used to approach instances of NP (e.g., decision and hard optimization problems. The human brain efficiently handles CSPs both in perception and behavior using spiking neural networks (SNNs, and recent studies have demonstrated that the noise embedded within an SNN can be used as a computational resource to solve CSPs. Here, we provide a software framework for the implementation of such noisy neural solvers on the SpiNNaker massively parallel neuromorphic hardware, further demonstrating their potential to implement a stochastic search that solves instances of P and NP problems expressed as CSPs. This facilitates the exploration of new optimization strategies and the understanding of the computational abilities of SNNs. We demonstrate the basic principles of the framework by solving difficult instances of the Sudoku puzzle and of the map color problem, and explore its application to spin glasses. The solver works as a stochastic dynamical system, which is attracted by the configuration that solves the CSP. The noise allows an optimal exploration of the space of configurations, looking for the satisfiability of all the constraints; if applied discontinuously, it can also force the system to leap to a new random configuration effectively causing a restart.

Using Stochastic Spiking Neural Networks on SpiNNaker to Solve Constraint Satisfaction Problems.

Science.gov (United States)

Fonseca Guerra, Gabriel A; Furber, Steve B

2017-01-01

Constraint satisfaction problems (CSP) are at the core of numerous scientific and technological applications. However, CSPs belong to the NP-complete complexity class, for which the existence (or not) of efficient algorithms remains a major unsolved question in computational complexity theory. In the face of this fundamental difficulty heuristics and approximation methods are used to approach instances of NP (e.g., decision and hard optimization problems). The human brain efficiently handles CSPs both in perception and behavior using spiking neural networks (SNNs), and recent studies have demonstrated that the noise embedded within an SNN can be used as a computational resource to solve CSPs. Here, we provide a software framework for the implementation of such noisy neural solvers on the SpiNNaker massively parallel neuromorphic hardware, further demonstrating their potential to implement a stochastic search that solves instances of P and NP problems expressed as CSPs. This facilitates the exploration of new optimization strategies and the understanding of the computational abilities of SNNs. We demonstrate the basic principles of the framework by solving difficult instances of the Sudoku puzzle and of the map color problem, and explore its application to spin glasses. The solver works as a stochastic dynamical system, which is attracted by the configuration that solves the CSP. The noise allows an optimal exploration of the space of configurations, looking for the satisfiability of all the constraints; if applied discontinuously, it can also force the system to leap to a new random configuration effectively causing a restart.

Constraints on the Primordial Black Hole Abundance from the First Advanced LIGO Observation Run Using the Stochastic Gravitational-Wave Background

Science.gov (United States)

Wang, Sai; Wang, Yi-Fan; Huang, Qing-Guo; Li, Tjonnie G. F.

2018-05-01

Advanced LIGO's discovery of gravitational-wave events is stimulating extensive studies on the origin of binary black holes. Assuming that the gravitational-wave events can be explained by binary primordial black hole mergers, we utilize the upper limits on the stochastic gravitational-wave background given by Advanced LIGO as a new observational window to independently constrain the abundance of primordial black holes in dark matter. We show that Advanced LIGO's first observation run gives the best constraint on the primordial black hole abundance in the mass range 1 M⊙≲MPBH≲100 M⊙, pushing the previous microlensing and dwarf galaxy dynamics constraints tighter by 1 order of magnitude. Moreover, we discuss the possibility to detect the stochastic gravitational-wave background from primordial black holes, in particular from subsolar mass primordial black holes, by Advanced LIGO in the near future.

Constraints on the Primordial Black Hole Abundance from the First Advanced LIGO Observation Run Using the Stochastic Gravitational-Wave Background.

Science.gov (United States)

Wang, Sai; Wang, Yi-Fan; Huang, Qing-Guo; Li, Tjonnie G F

2018-05-11

Advanced LIGO's discovery of gravitational-wave events is stimulating extensive studies on the origin of binary black holes. Assuming that the gravitational-wave events can be explained by binary primordial black hole mergers, we utilize the upper limits on the stochastic gravitational-wave background given by Advanced LIGO as a new observational window to independently constrain the abundance of primordial black holes in dark matter. We show that Advanced LIGO's first observation run gives the best constraint on the primordial black hole abundance in the mass range 1M_{⊙}≲M_{PBH}≲100M_{⊙}, pushing the previous microlensing and dwarf galaxy dynamics constraints tighter by 1 order of magnitude. Moreover, we discuss the possibility to detect the stochastic gravitational-wave background from primordial black holes, in particular from subsolar mass primordial black holes, by Advanced LIGO in the near future.

The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

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Shaolin Ji

2013-01-01

Full Text Available This paper is devoted to a stochastic differential game (SDG of decoupled functional forward-backward stochastic differential equation (FBSDE. For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs. Applying the Girsanov transformation method introduced by Buckdahn and Li (2008, the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI equations to the path-dependent ones. By establishing the dynamic programming principal (DPP, we derive that the upper and the lower value functions are the viscosity solutions of the corresponding upper and the lower path-dependent HJBI equations, respectively.

A duality approach for solving bounded linear programming problems with fuzzy variables based on ranking functions and its application in bounded transportation problems

Science.gov (United States)

Ebrahimnejad, Ali

2015-08-01

There are several methods, in the literature, for solving fuzzy variable linear programming problems (fuzzy linear programming in which the right-hand-side vectors and decision variables are represented by trapezoidal fuzzy numbers). In this paper, the shortcomings of some existing methods are pointed out and to overcome these shortcomings a new method based on the bounded dual simplex method is proposed to determine the fuzzy optimal solution of that kind of fuzzy variable linear programming problems in which some or all variables are restricted to lie within lower and upper bounds. To illustrate the proposed method, an application example is solved and the obtained results are given. The advantages of the proposed method over existing methods are discussed. Also, one application of this algorithm in solving bounded transportation problems with fuzzy supplies and demands is dealt with. The proposed method is easy to understand and to apply for determining the fuzzy optimal solution of bounded fuzzy variable linear programming problems occurring in real-life situations.

Constraint Logic Programming approach to protein structure prediction

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Fogolari Federico

2004-11-01

Full Text Available Abstract Background The protein structure prediction problem is one of the most challenging problems in biological sciences. Many approaches have been proposed using database information and/or simplified protein models. The protein structure prediction problem can be cast in the form of an optimization problem. Notwithstanding its importance, the problem has very seldom been tackled by Constraint Logic Programming, a declarative programming paradigm suitable for solving combinatorial optimization problems. Results Constraint Logic Programming techniques have been applied to the protein structure prediction problem on the face-centered cube lattice model. Molecular dynamics techniques, endowed with the notion of constraint, have been also exploited. Even using a very simplified model, Constraint Logic Programming on the face-centered cube lattice model allowed us to obtain acceptable results for a few small proteins. As a test implementation their (known secondary structure and the presence of disulfide bridges are used as constraints. Simplified structures obtained in this way have been converted to all atom models with plausible structure. Results have been compared with a similar approach using a well-established technique as molecular dynamics. Conclusions The results obtained on small proteins show that Constraint Logic Programming techniques can be employed for studying protein simplified models, which can be converted into realistic all atom models. The advantage of Constraint Logic Programming over other, much more explored, methodologies, resides in the rapid software prototyping, in the easy way of encoding heuristics, and in exploiting all the advances made in this research area, e.g. in constraint propagation and its use for pruning the huge search space.

Constraint Logic Programming approach to protein structure prediction.

Science.gov (United States)

Dal Palù, Alessandro; Dovier, Agostino; Fogolari, Federico

2004-11-30

The protein structure prediction problem is one of the most challenging problems in biological sciences. Many approaches have been proposed using database information and/or simplified protein models. The protein structure prediction problem can be cast in the form of an optimization problem. Notwithstanding its importance, the problem has very seldom been tackled by Constraint Logic Programming, a declarative programming paradigm suitable for solving combinatorial optimization problems. Constraint Logic Programming techniques have been applied to the protein structure prediction problem on the face-centered cube lattice model. Molecular dynamics techniques, endowed with the notion of constraint, have been also exploited. Even using a very simplified model, Constraint Logic Programming on the face-centered cube lattice model allowed us to obtain acceptable results for a few small proteins. As a test implementation their (known) secondary structure and the presence of disulfide bridges are used as constraints. Simplified structures obtained in this way have been converted to all atom models with plausible structure. Results have been compared with a similar approach using a well-established technique as molecular dynamics. The results obtained on small proteins show that Constraint Logic Programming techniques can be employed for studying protein simplified models, which can be converted into realistic all atom models. The advantage of Constraint Logic Programming over other, much more explored, methodologies, resides in the rapid software prototyping, in the easy way of encoding heuristics, and in exploiting all the advances made in this research area, e.g. in constraint propagation and its use for pruning the huge search space.

Stochastic control theory dynamic programming principle

CERN Document Server

Nisio, Makiko

2015-01-01

This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the Hamilton–Jacobi–Bellman (HJB) equation, and we characterize the value function via the nonlinear semigroup, besides the viscosity solution theory. When we control not only the dynamics of a system but also the terminal time of its evolution, control-stopping problems arise. This problem is treated in the same frameworks, via the nonlinear semigroup. Its results are applicable to the American option price problem. Zero-sum two-player time-homogeneous stochastic differential games and viscosity solutions of the Isaacs equations arising from such games are studied via a nonlinear semigroup related to DPP (the min-ma...

Group Evidential Reasoning Approach for MADA under Fuzziness and Uncertainties

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Mi Zhou

2013-05-01

Full Text Available Multiple attribute decision analysis (MADA problems often include both qualitative and quantitative attributes which may be either precise or inaccurate. The evidential reasoning (ER approach is one of reliable and rational methods for dealing with MADA problems and can generate aggregated assessments from a variety of attributes. In many real world decision situations, accurate assessments are difficult to provide such as in group decision situations. Extensive research in dealing with imprecise or uncertain belief structures has been conducted on the basis of the ER approach, such as interval belief degrees, interval weights and interval uncertainty. In this paper, the weights of attributes and utilities of evaluation grades are considered to be fuzzy numbers for the ER approach. Fuzzy analytic hierarchy process (FAHP is used for generating triangular fuzzy weights for attributes from a triangular fuzzy judgment matrix provided by an expert. The weighted arithmetic mean method is proposed to aggregate the triangular fuzzy weights of attributes from a group of experts. -cut is then used to transform the combined triangular fuzzy weights to interval weights for the purpose of dealing with the fuzzy type of weight and utility in a consistent way. Several pairs of group evidential reasoning based nonlinear programming models are then designed to calculate the global fuzzy belief degrees and the overall expected interval utilities of each alternative with interval weights and interval utilities as constraints. A case study is conducted to show the validity and effectiveness of the proposed approach and sensitivity analysis is also conducted on interval weights generated by different -cuts.

A stochastic self-scheduling program for compressed air energy storage (CAES) of renewable energy sources (RESs) based on a demand response mechanism

International Nuclear Information System (INIS)

Ghalelou, Afshin Najafi; Fakhri, Alireza Pashaei; Nojavan, Sayyad; Majidi, Majid; Hatami, Hojat

2016-01-01

Highlights: • Optimal stochastic energy management of renewable energy sources (RESs) is proposed. • The compressed air energy storage (CAES) besides RESs is used in the presence of DRP. • Determination charge and discharge of CAES in order to reduce the expected operation cost. • Moreover, demand response program (DRP) is proposed to minimize the operation cost. • The uncertainty modeling of input data are considered in the proposed stochastic framework. - Abstract: In this paper, a stochastic self-scheduling of renewable energy sources (RESs) considering compressed air energy storage (CAES) in the presence of a demand response program (DRP) is proposed. RESs include wind turbine (WT) and photovoltaic (PV) system. Other energy sources are thermal units and CAES. The time-of-use (TOU) rate of DRP is considered in this paper. This DRP shifts the percentage of load from the expensive period to the cheap one in order to flatten the load curve and minimize the operation cost, consequently. The proposed objective function includes minimizing the operation costs of thermal unit and CAES, considering technical and physical constraints. The proposed model is formulated as mixed integer linear programming (MILP) and it is been solved using General Algebraic Modeling System (GAMS) optimization package. Furthermore, CAES and DRP are incorporated in the stochastic self-scheduling problem by a decision maker to reduce the expected operation cost. Meanwhile, the uncertainty models of market price, load, wind speed, temperature and irradiance are considered in the formulation. Finally, to assess the effects of DRP and CAES on self-scheduling problem, four case studies are utilized, and significant results were obtained, which indicate the validity of the proposed stochastic program.

Optimal timing of joint replacement using mathematical programming and stochastic programming models.

Science.gov (United States)

Keren, Baruch; Pliskin, Joseph S

2011-12-01

The optimal timing for performing radical medical procedures as joint (e.g., hip) replacement must be seriously considered. In this paper we show that under deterministic assumptions the optimal timing for joint replacement is a solution of a mathematical programming problem, and under stochastic assumptions the optimal timing can be formulated as a stochastic programming problem. We formulate deterministic and stochastic models that can serve as decision support tools. The results show that the benefit from joint replacement surgery is heavily dependent on timing. Moreover, for a special case where the patient's remaining life is normally distributed along with a normally distributed survival of the new joint, the expected benefit function from surgery is completely solved. This enables practitioners to draw the expected benefit graph, to find the optimal timing, to evaluate the benefit for each patient, to set priorities among patients and to decide if joint replacement should be performed and when.

Complementary programs for stochastic analysis of radionuclide transport

International Nuclear Information System (INIS)

Gomez Hernandez, J.J.

1993-01-01

The present programs will permit to analyze the risks using parametric and non parametric technic. The programs are presented in two groups: 1) variable estimation through indicator krigeaje and variable estimation by Cokrigeaje 2) variable simulation with multi gassiness stochastic model and non gassiness. This report includes new programs for the non parametric geostatistics

Probabilistic Quadratic Programming Problems with Some Fuzzy Parameters

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S. K. Barik

2012-01-01

making problem by using some specified random variables and fuzzy numbers. In the present paper, randomness is characterized by Weibull random variables and fuzziness is characterized by triangular and trapezoidal fuzzy number. A defuzzification method has been introduced for finding the crisp values of the fuzzy numbers using the proportional probability density function associated with the membership functions of these fuzzy numbers. An equivalent deterministic crisp model has been established in order to solve the proposed model. Finally, a numerical example is presented to illustrate the solution procedure.

Fuzzy algorithmic and knowledge-based decision support in nuclear engineering

International Nuclear Information System (INIS)

Zimmermann, H. J.

1996-01-01

Fuzzy Set Theory was originally conceived as a means to model non- stochastic uncertainty. In the meantime it has matured to Fuzzy Technology and - together with Neural Nets and Genetic Algorithms - to Computational Intelligence. The goals have expanded considerably. In addition to uncertainty modeling, relaxation, compactification and meaning preserving reasoning have become major objectives. Nuclear engineering is one of the areas with a large potential for applications of Fuzzy Technologies, in which, however, the development is still at the beginning. This paper tries to survey applications and point to some potential applications which have not yet been realized

Diffusion Processes Satisfying a Conservation Law Constraint

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J. Bakosi

2014-01-01

Full Text Available We investigate coupled stochastic differential equations governing N nonnegative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires a set of fluctuating variables to be nonnegative and (if appropriately normalized sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the nonnegativity and the unit-sum conservation law constraints are satisfied as the variables evolve in time. We investigate the consequences of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.

A novel two-stage stochastic programming model for uncertainty characterization in short-term optimal strategy for a distribution company

International Nuclear Information System (INIS)

Ahmadi, Abdollah; Charwand, Mansour; Siano, Pierluigi; Nezhad, Ali Esmaeel; Sarno, Debora; Gitizadeh, Mohsen; Raeisi, Fatima

2016-01-01

In order to supply the demands of the end users in a competitive market, a distribution company purchases energy from the wholesale market while other options would be in access in the case of possessing distributed generation units and interruptible loads. In this regard, this study presents a two-stage stochastic programming model for a distribution company energy acquisition market model to manage the involvement of different electric energy resources characterized by uncertainties with the minimum cost. In particular, the distribution company operations planning over a day-ahead horizon is modeled as a stochastic mathematical optimization, with the objective of minimizing costs. By this, distribution company decisions on grid purchase, owned distributed generation units and interruptible load scheduling are determined. Then, these decisions are considered as boundary constraints to a second step, which deals with distribution company's operations in the hour-ahead market with the objective of minimizing the short-term cost. The uncertainties in spot market prices and wind speed are modeled by means of probability distribution functions of their forecast errors and the roulette wheel mechanism and lattice Monte Carlo simulation are used to generate scenarios. Numerical results show the capability of the proposed method. - Highlights: • Proposing a new a stochastic-based two-stage operations framework in retail competitive markets. • Proposing a Mixed Integer Non-Linear stochastic programming. • Employing roulette wheel mechanism and Lattice Monte Carlo Simulation.

APPLICATION OF FUZZY ENSEMBLES FOR OPTIMAL DISTRIBUTION OF POWER IN ELECTRICAL NETWORKS

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A. Guediri

2015-07-01

Full Text Available Optimal power flow calculation (OPF, used to optimize specific aspects of power system operations, usually employ standard mathematical programming techniques. These techniques are not suitable to handle many practical considerations encountered in power systems, including the uncertainty of the operational constraints. They can be relaxed temporarily, if necessary, to obtain feasible solutions. For taking well into account this type of constraints, one proposes in this work the application of a method based on fuzzy sets to the OPF problem. The developed method has been tested on standard scale power systems (IEEE30bus.

Multi-period fuzzy mean-semi variance portfolio selection problem with transaction cost and minimum transaction lots using genetic algorithm

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Mohammad Ali Barati

2016-04-01

Full Text Available Multi-period models of portfolio selection have been developed in the literature with respect to certain assumptions. In this study, for the first time, the portfolio selection problem has been modeled based on mean-semi variance with transaction cost and minimum transaction lots considering functional constraints and fuzzy parameters. Functional constraints such as transaction cost and minimum transaction lots were included. In addition, the returns on assets parameters were considered as trapezoidal fuzzy numbers. An efficient genetic algorithm (GA was designed, results were analyzed using numerical instances and sensitivity analysis were executed. In the numerical study, the problem was solved based on the presence or absence of each mode of constraints including transaction costs and minimum transaction lots. In addition, with the use of sensitivity analysis, the results of the model were presented with the variations of minimum expected rate of programming periods.

Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming

Science.gov (United States)

Vercher, Enriqueta

2008-08-01

This paper provides new models for portfolio selection in which the returns on securities are considered fuzzy numbers rather than random variables. The investor's problem is to find the portfolio that minimizes the risk of achieving a return that is not less than the return of a riskless asset. The corresponding optimal portfolio is derived using semi-infinite programming in a soft framework. The return on each asset and their membership functions are described using historical data. The investment risk is approximated by mean intervals which evaluate the downside risk for a given fuzzy portfolio. This approach is illustrated with a numerical example.

Controlador fuzzy de código aberto para uso em controladores programáveis.

OpenAIRE

Edinei Peres Legaspe

2012-01-01

Sistemas de controle fuzzy são amplamente empregados na indústria de controle de processos. Normalmente controlando variáveis analógicas, tais como pressão, temperatura, vazão, posição e velocidade. Hoje existem diversas soluções de mercado que permitem o uso da lógica fuzzy em CPs (Controladores programáveis). Porém essas soluções são proprietárias e de custo elevado. Adicionalmente existe a norma IEC 61131-7, introduzida no ano de 2000, que especifica sistemas fuzzy em CPs, onde a mesma def...

Pricing for a basket of LCDS under fuzzy environments.

Science.gov (United States)

Wu, Liang; Liu, Jie-Fang; Wang, Jun-Tao; Zhuang, Ya-Ming

2016-01-01

This paper looks at both the prepayment risks of housing mortgage loan credit default swaps (LCDS) as well as the fuzziness and hesitation of investors as regards prepayments by borrowers. It further discusses the first default pricing of a basket of LCDS in a fuzzy environment by using stochastic analysis and triangular intuition-based fuzzy set theory. Through the 'fuzzification' of the sensitivity coefficient in the prepayment intensity, this paper describes the dynamic features of mortgage housing values using the One-factor copula function and concludes with a formula for 'fuzzy' pricing the first default of a basket of LCDS. Using analog simulation to analyze the sensitivity of hesitation, we derive a model that considers what the LCDS fair premium is in a fuzzy environment, including a pure random environment. In addition, the model also shows that a suitable pricing range will give investors more flexible choices and make the predictions of the model closer to real market values.

Economic-environmental energy and reserve scheduling of smart distribution systems: A multiobjective mathematical programming approach

International Nuclear Information System (INIS)

Zakariazadeh, Alireza; Jadid, Shahram; Siano, Pierluigi

2014-01-01

Highlights: • Environmental/economical scheduling of energy and reserve. • Simultaneous participation of loads in both energy and reserve scheduling. • Aggregate wind generation and demand uncertainties in a stochastic model. • Stochastic scheduling of energy and reserve in a distribution system. • Demand response providers’ participation in energy and reserve scheduling. - Abstract: In this paper a stochastic multi-objective economical/environmental operational scheduling method is proposed to schedule energy and reserve in a smart distribution system with high penetration of wind generation. The proposed multi-objective framework, based on augmented ε-constraint method, is used to minimize the total operational costs and emissions and to generate Pareto-optimal solutions for the energy and reserve scheduling problem. Moreover, fuzzy decision making process is employed to extract one of the Pareto-optimal solutions as the best compromise non-dominated solution. The wind power and demand forecast errors are considered in this approach and the reserve can be furnished by the main grid as well as distributed generators and responsive loads. The consumers participate in both energy and reserve markets using various demand response programs. In order to facilitate small and medium loads participation in demand response programs, a Demand Response Provider (DRP) aggregates offers for load reduction. In order to solve the proposed optimization model, the Benders decomposition technique is used to convert the large scale mixed integer non-linear problem into mixed-integer linear programming and non-linear programming problems. The effectiveness of the proposed scheduling approach is verified on a 41-bus distribution test system over a 24-h period

Approximation in two-stage stochastic integer programming

NARCIS (Netherlands)

W. Romeijnders; L. Stougie (Leen); M. van der Vlerk

2014-01-01

htmlabstractApproximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate the optimal solution value.

Approximation in two-stage stochastic integer programming

NARCIS (Netherlands)

Romeijnders, W.; Stougie, L.; van der Vlerk, M.H.

2014-01-01

Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate the optimal solution value. However,

Stochastic and epistemic uncertainty propagation in LCA

DEFF Research Database (Denmark)

Clavreul, Julie; Guyonnet, Dominique; Tonini, Davide

2013-01-01

of epistemic uncertainty representation using fuzzy intervals. The propagation methods used are the Monte Carlo analysis for probability distribution and an optimisation on alpha-cuts for fuzzy intervals. The proposed method (noted as Independent Random Set, IRS) generalizes the process of random sampling...... to probability distributions as well as fuzzy intervals, thus making the simultaneous use of both representations possible.The results highlight the fundamental difference between the probabilistic and possibilistic representations: while the Monte Carlo analysis generates a single probability distribution...... or expert judgement (epistemic uncertainty). The possibility theory has been developed over the last decades to address this problem. The objective of this study is to present a methodology that combines probability and possibility theories to represent stochastic and epistemic uncertainties in a consistent...

Evaluation and prioritization of rice production practices and constraints under temperate climatic conditions using Fuzzy Analytical Hierarchy Process (FAHP)

International Nuclear Information System (INIS)

Mir, S.A.; Padma, T.

2016-01-01

Due to overwhelming complex and vague nature of interactions between multiple factors describing agriculture, Multi-Criteria Decision Making (MCDM) methods are widely used from farm to fork to facilitate systematic and transparent decision support, figure out multiple decision outcomes and equip decision maker with confident decision choices in order to choose best alternative. This research proposes a Fuzzy Analytical Hierarchy Process (FAHP) based decision support to evaluate and prioritize important factors of rice production practices and constraints under temperate climatic conditions and provides estimate of weightings, which measure relative importance of critical factors of the crop under biotic, abiotic, socio-economic and technological settings. The results envisage that flood, drought, water logging, late sali, temperature and rainfall are important constraints. However, regulating transplantation time; maintaining planting density; providing training to the educated farmers; introducing high productive varieties like Shalimar Rice-1 and Jhelum; better management of nutrients, weeds and diseases are most important opportunities to enhance rice production in the region. Therefore, the proposed system supplements farmers with precise decision information about important rice production practices, opportunities and constraints.

Evaluation and prioritization of rice production practices and constraints under temperate climatic conditions using Fuzzy Analytical Hierarchy Process (FAHP

Directory of Open Access Journals (Sweden)

Shabir A. Mir

2016-12-01

Full Text Available Due to overwhelming complex and vague nature of interactions between multiple factors describing agriculture, Multi-Criteria Decision Making (MCDM methods are widely used from farm to fork to facilitate systematic and transparent decision support, figure out multiple decision outcomes and equip decision maker with confident decision choices in order to choose best alternative. This research proposes a Fuzzy Analytical Hierarchy Process (FAHP based decision support to evaluate and prioritize important factors of rice production practices and constraints under temperate climatic conditions and provides estimate of weightings, which measure relative importance of critical factors of the crop under biotic, abiotic, socio-economic and technological settings. The results envisage that flood, drought, water logging, late sali, temperature and rainfall are important constraints. However, regulating transplantation time; maintaining planting density; providing training to the educated farmers; introducing high productive varieties like Shalimar Rice-1 and Jhelum; better management of nutrients, weeds and diseases are most important opportunities to enhance rice production in the region. Therefore, the proposed system supplements farmers with precise decision information about important rice production practices, opportunities and constraints.

Evaluation and prioritization of rice production practices and constraints under temperate climatic conditions using Fuzzy Analytical Hierarchy Process (FAHP)

Energy Technology Data Exchange (ETDEWEB)

Mir, S.A.; Padma, T.

2016-07-01

Due to overwhelming complex and vague nature of interactions between multiple factors describing agriculture, Multi-Criteria Decision Making (MCDM) methods are widely used from farm to fork to facilitate systematic and transparent decision support, figure out multiple decision outcomes and equip decision maker with confident decision choices in order to choose best alternative. This research proposes a Fuzzy Analytical Hierarchy Process (FAHP) based decision support to evaluate and prioritize important factors of rice production practices and constraints under temperate climatic conditions and provides estimate of weightings, which measure relative importance of critical factors of the crop under biotic, abiotic, socio-economic and technological settings. The results envisage that flood, drought, water logging, late sali, temperature and rainfall are important constraints. However, regulating transplantation time; maintaining planting density; providing training to the educated farmers; introducing high productive varieties like Shalimar Rice-1 and Jhelum; better management of nutrients, weeds and diseases are most important opportunities to enhance rice production in the region. Therefore, the proposed system supplements farmers with precise decision information about important rice production practices, opportunities and constraints.

Rapid sampling of stochastic displacements in Brownian dynamics simulations with stresslet constraints

Science.gov (United States)

Fiore, Andrew M.; Swan, James W.

2018-01-01

Brownian Dynamics simulations are an important tool for modeling the dynamics of soft matter. However, accurate and rapid computations of the hydrodynamic interactions between suspended, microscopic components in a soft material are a significant computational challenge. Here, we present a new method for Brownian dynamics simulations of suspended colloidal scale particles such as colloids, polymers, surfactants, and proteins subject to a particular and important class of hydrodynamic constraints. The total computational cost of the algorithm is practically linear with the number of particles modeled and can be further optimized when the characteristic mass fractal dimension of the suspended particles is known. Specifically, we consider the so-called "stresslet" constraint for which suspended particles resist local deformation. This acts to produce a symmetric force dipole in the fluid and imparts rigidity to the particles. The presented method is an extension of the recently reported positively split formulation for Ewald summation of the Rotne-Prager-Yamakawa mobility tensor to higher order terms in the hydrodynamic scattering series accounting for force dipoles [A. M. Fiore et al., J. Chem. Phys. 146(12), 124116 (2017)]. The hydrodynamic mobility tensor, which is proportional to the covariance of particle Brownian displacements, is constructed as an Ewald sum in a novel way which guarantees that the real-space and wave-space contributions to the sum are independently symmetric and positive-definite for all possible particle configurations. This property of the Ewald sum is leveraged to rapidly sample the Brownian displacements from a superposition of statistically independent processes with the wave-space and real-space contributions as respective covariances. The cost of computing the Brownian displacements in this way is comparable to the cost of computing the deterministic displacements. The addition of a stresslet constraint to the over-damped particle

Gas contract portfolio management: a stochastic programming approach

International Nuclear Information System (INIS)

Haurie, A.; Smeers, Y.; Zaccour, G.

1991-01-01

This paper deals with a stochastic programming model which complements long range market simulation models generating scenarios concerning the evolution of demand and prices for gas in different market segments. Agas company has to negociate contracts with lengths going from one to twenty years. This stochastic model is designed to assess the risk associated with committing the gas production capacity of the company to these market segments. Different approaches are presented to overcome the difficulties associated with the very large size of the resulting optimization problem

Stochastic programming and market equilibrium analysis of microgrids energy management systems

International Nuclear Information System (INIS)

Hu, Ming-Che; Lu, Su-Ying; Chen, Yen-Haw

2016-01-01

Microgrids facilitate optimum utilization of distributed renewable energy, provides better local energy supply, and reduces transmission loss and greenhouse gas emission. Because the uncertainty in energy demand affects the energy demand and supply system, the aim of this research is to develop a stochastic optimization and its market equilibrium for microgrids in the electricity market. Therefore, a two-stage stochastic programming model for microgrids and the market competition model are derived in this paper. In the stochastic model, energy demand and supply uncertainties are considered. Furthermore, a case study of the stochastic model is conducted to simulate the uncertainties on the INER microgrids in Taiwanese market. The optimal investment of the generators and batteries installation and operating strategies are determined under energy demand and supply uncertainties for the INER microgrids. The results show optimal investment and operating strategies for the current INER microgrids are also determined by the proposed two-stage stochastic model in the market. In addition, trade-off between the battery capacity and microgrids performance is investigated. Battery usage and power trading between the microgrids and main grid systems are the functions of battery capacity. - Highlights: • A two-stage stochastic programming model is developed for microgrids. • Market equilibrium analysis of microgrids is conducted. • A case study of the stochastic model is conducted for INER microgrids.

Game theory and fuzzy programming approaches for bi-objective optimization of reservoir watershed management: a case study in Namazgah reservoir.

Science.gov (United States)

Üçler, N; Engin, G Onkal; Köçken, H G; Öncel, M S

2015-05-01

In this study, game theory and fuzzy programming approaches were used to balance economic and environmental impacts in the Namazgah reservoir, Turkey. The main goals identified were to maximize economic benefits of land use and to protect water quality of reservoir and land resources. Total phosphorous load (kg ha(-1) year(-1)) and economic income (USD ha(-1) year(-1)) from land use were determined as environmental value and economic value, respectively. The surface area of existing land use types, which are grouped under 10 headings according to the investigations on the watershed area, and the constraint values for the watershed were calculated using aerial photos, master plans, and basin slope map. The results of fuzzy programming approach were found to be very close to the results of the game theory model. It was concluded that the amount of fertilizer used in the current situation presents a danger to the reservoir and, therefore, unnecessary fertilizer use should be prevented. Additionally, nuts, fruit, and vegetable cultivation, instead of wheat and corn cultivation, was found to be more suitable due to their high economic income and low total phosphorus (TP) load. Apart from agricultural activities, livestock farming should also be considered in the area as a second source of income. It is believed that the results obtained in this study will help decision makers to identify possible problems of the watershed.

Design of operating rules in complex water resources systems using historical records, expert criteria and fuzzy logic

Science.gov (United States)

Pulido-Velazquez, Manuel; Macian-Sorribes, Hector; María Benlliure-Moreno, Jose; Fullana-Montoro, Juan

2015-04-01

. The methodology proposed has been applied to the Jucar River Basin (Spain). This basin has 3 reservoirs, 4 headwaters, 11 demands and 5 environmental flows; which form together a complex constraint set. After the preliminary meetings, one 81-rule FRB was created, using as inputs the system state variables at the start of the hydrologic year, and as outputs the target reservoir release schedule. The inputs' fuzzy numbers were estimated jointly using surveys. Fifteen years of historical records were used to train the system's outputs. The obtained FRB was then refined during additional expert-technician meetings. After that, the resulting FRB was introduced into a DSS simulating the effect of those management rules for different hydrological conditions. Three additional FRB's were created using: 1) exclusively the historical records; 2) a stochastic optimization model; and 3) a deterministic optimization model. The results proved to be consistent with the expectations, with the stakeholder's FRB performance located between the data-driven simulation and the stochastic optimization FRB's; and reflect the stakeholders' major goals and concerns about the river management. ACKNOWLEDGEMENT: This study has been partially supported by the IMPADAPT project (CGL2013-48424-C2-1-R) with Spanish MINECO (Ministerio de Economía y Competitividad) funds.

Exact penalty results for mathematical programs with vanishing constraints

Czech Academy of Sciences Publication Activity Database

Hoheisel, T.; Kanzow, Ch.; Outrata, Jiří

2010-01-01

Roč. 72, č. 5 (2010), s. 2514-2526 ISSN 0362-546X R&D Projects: GA AV ČR IAA100750802 Institutional research plan: CEZ:AV0Z10750506 Keywords : Mathematical programs with vanishing constraints * Mathematical programs with equilibrium constraints * Exact penalization * Calmness * Subdifferential calculus * Limiting normal cone Subject RIV: BA - General Mathematics Impact factor: 1.279, year: 2010 http://library.utia.cas.cz/separaty/2010/MTR/outrata-exact penalty results for mathematical programs with vanishing constraints.pdf

Where do we stand with fuzzy project scheduling?

CERN Document Server

Bonnal, Pierre; Lacoste, Germain

2004-01-01

Fuzzy project scheduling has interested several researchers in the past two decades; about 20 articles have been written on this issue. Contrary to stochastic project-scheduling approaches that are used by many project schedulers, and even if the axiomatic associated to the theory of probabilities is not always compatible with decision-making situations, fuzzy project-scheduling approaches that are most suited to these situations have been kept in the academic sphere. This paper starts by recalling the differences one can observe between uncertainty and imprecision. Then most of the published research works that have been done in this field are summarized. Finally, a framework for addressing the resource-constrained fuzzy project- scheduling problem is proposed. This framework uses temporal linguistic descriptors, which might become very interesting features to the project-scheduling practitioners.

Dynamic electricity pricing for electric vehicles using stochastic programming

International Nuclear Information System (INIS)

Soares, João; Ghazvini, Mohammad Ali Fotouhi; Borges, Nuno; Vale, Zita

2017-01-01

Electric Vehicles (EVs) are an important source of uncertainty, due to their variable demand, departure time and location. In smart grids, the electricity demand can be controlled via Demand Response (DR) programs. Smart charging and vehicle-to-grid seem highly promising methods for EVs control. However, high capital costs remain a barrier to implementation. Meanwhile, incentive and price-based schemes that do not require high level of control can be implemented to influence the EVs' demand. Having effective tools to deal with the increasing level of uncertainty is increasingly important for players, such as energy aggregators. This paper formulates a stochastic model for day-ahead energy resource scheduling, integrated with the dynamic electricity pricing for EVs, to address the challenges brought by the demand and renewable sources uncertainty. The two-stage stochastic programming approach is used to obtain the optimal electricity pricing for EVs. A realistic case study projected for 2030 is presented based on Zaragoza network. The results demonstrate that it is more effective than the deterministic model and that the optimal pricing is preferable. This study indicates that adequate DR schemes like the proposed one are promising to increase the customers' satisfaction in addition to improve the profitability of the energy aggregation business. - Highlights: • A stochastic model for energy scheduling tackling several uncertainty sources. • A two-stage stochastic programming is used to tackle the developed model. • Optimal EV electricity pricing seems to improve the profits. • The propose results suggest to increase the customers' satisfaction.

Fuzzy Genetic Algorithm Based on Principal Operation and Inequity Degree

Science.gov (United States)

Li, Fachao; Jin, Chenxia

In this paper, starting from the structure of fuzzy information, by distinguishing principal indexes and assistant indexes, give comparison of fuzzy information on synthesizing effect and operation of fuzzy optimization on principal indexes transformation, further, propose axiom system of fuzzy inequity degree from essence of constraint, and give an instructive metric method; Then, combining genetic algorithm, give fuzzy optimization methods based on principal operation and inequity degree (denoted by BPO&ID-FGA, for short); Finally, consider its convergence using Markov chain theory and analyze its performance through an example. All these indicate, BPO&ID-FGA can not only effectively merge decision consciousness into the optimization process, but possess better global convergence, so it can be applied to many fuzzy optimization problems.

A Partial Backlogging Inventory Model for Deteriorating Item under Fuzzy Inflation and Discounting over Random Planning Horizon: A Fuzzy Genetic Algorithm Approach

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Dipak Kumar Jana

2013-01-01

Full Text Available An inventory model for deteriorating item is considered in a random planning horizon under inflation and time value money. The model is described in two different environments: random and fuzzy random. The proposed model allows stock-dependent consumption rate and shortages with partial backlogging. In the fuzzy stochastic model, possibility chance constraints are used for defuzzification of imprecise expected total profit. Finally, genetic algorithm (GA and fuzzy simulation-based genetic algorithm (FSGA are used to make decisions for the above inventory models. The models are illustrated with some numerical data. Sensitivity analysis on expected profit function is also presented. Scope and Purpose. The traditional inventory model considers the ideal case in which depletion of inventory is caused by a constant demand rate. However, to keep sales higher, the inventory level would need to remain high. Of course, this would also result in higher holding or procurement cost. Also, in many real situations, during a longer-shortage period some of the customers may refuse the management. For instance, for fashionable commodities and high-tech products with short product life cycle, the willingness for a customer to wait for backlogging is diminishing with the length of the waiting time. Most of the classical inventory models did not take into account the effects of inflation and time value of money. But in the past, the economic situation of most of the countries has changed to such an extent due to large-scale inflation and consequent sharp decline in the purchasing power of money. So, it has not been possible to ignore the effects of inflation and time value of money any more. The purpose of this paper is to maximize the expected profit in the random planning horizon.

Direct prediction of the solute softening-to-hardening transition in W–Re alloys using stochastic simulations of screw dislocation motion

Science.gov (United States)

Zhao, Yue; Marian, Jaime

2018-06-01

Interactions among dislocations and solute atoms are the basis of several important processes in metal plasticity. In body-centered cubic (bcc) metals and alloys, low-temperature plastic flow is controlled by screw dislocation glide, which is known to take place by the nucleation and sideward relaxation of kink pairs across two consecutive Peierls valleys. In alloys, dislocations and solutes affect each other’s kinetics via long-range stress field coupling and short-range inelastic interactions. It is known that in certain substitutional bcc alloys a transition from solute softening to solute hardening is observed at a critical concentration. In this paper, we develop a kinetic Monte Carlo model of screw dislocation glide and solute diffusion in substitutional W–Re alloys. We find that dislocation kinetics is governed by two competing mechanisms. At low solute concentrations, nucleation is enhanced by the softening of the Peierls stress, which dominates over the elastic repulsion of Re atoms on kinks. This trend is reversed at higher concentrations, resulting in a minimum in the flow stress that is concentration and temperature dependent. This minimum marks the transition from solute softening to hardening, which is found to be in reasonable agreement with experiments.

A generalized fuzzy credibility-constrained linear fractional programming approach for optimal irrigation water allocation under uncertainty

Science.gov (United States)

Zhang, Chenglong; Guo, Ping

2017-10-01

The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.

Constraints, BRST-Cohomology and stochastic quantization

International Nuclear Information System (INIS)

Hueffel, H.

1989-01-01

After presenting a pedagogical introduction to the Becchi-Rouet-Stora-formalism we introduce stochastic quantization in extended configuration space. The appearance of a specific projection operator and its relationship to the BRST-cohomology is pointed out. 20 refs. (Author)

Design of supply chain in fuzzy environment

Science.gov (United States)

Rao, Kandukuri Narayana; Subbaiah, Kambagowni Venkata; Singh, Ganja Veera Pratap

2013-05-01

Nowadays, customer expectations are increasing and organizations are prone to operate in an uncertain environment. Under this uncertain environment, the ultimate success of the firm depends on its ability to integrate business processes among supply chain partners. Supply chain management emphasizes cross-functional links to improve the competitive strategy of organizations. Now, companies are moving from decoupled decision processes towards more integrated design and control of their components to achieve the strategic fit. In this paper, a new approach is developed to design a multi-echelon, multi-facility, and multi-product supply chain in fuzzy environment. In fuzzy environment, mixed integer programming problem is formulated through fuzzy goal programming in strategic level with supply chain cost and volume flexibility as fuzzy goals. These fuzzy goals are aggregated using minimum operator. In tactical level, continuous review policy for controlling raw material inventories in supplier echelon and controlling finished product inventories in plant as well as distribution center echelon is considered as fuzzy goals. A non-linear programming model is formulated through fuzzy goal programming using minimum operator in the tactical level. The proposed approach is illustrated with a numerical example.

Location Discovery Based on Fuzzy Geometry in Passive Sensor Networks

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Rui Wang

2011-01-01

Full Text Available Location discovery with uncertainty using passive sensor networks in the nation's power grid is known to be challenging, due to the massive scale and inherent complexity. For bearings-only target localization in passive sensor networks, the approach of fuzzy geometry is introduced to investigate the fuzzy measurability for a moving target in R2 space. The fuzzy analytical bias expressions and the geometrical constraints are derived for bearings-only target localization. The interplay between fuzzy geometry of target localization and the fuzzy estimation bias for the case of fuzzy linear observer trajectory is analyzed in detail in sensor networks, which can realize the 3-dimensional localization including fuzzy estimate position and velocity of the target by measuring the fuzzy azimuth angles at intervals of fixed time. Simulation results show that the resulting estimate position outperforms the traditional least squares approach for localization with uncertainty.

Farm Planning by Fuzzy Multi Objective Programming Model

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m Raei Jadidi

2010-05-01

Full Text Available In current study, Fuzzy Goal Programming (FGP model by considering a set of social and economic goals, was applied to optimal land allocation in Koshksaray district, Marand city, East Azarbaijan province, Iran. Farmer goals including total cultivable area, factor of production, production levels of various crops and total expected profit were considered fuzzily in establishment of the model. The goals were considered by 16 scenarios in the form of single objective, compound and priority structures. Results showed that, cost minimization in single objective and compound scenario is the best as compared with current conditions. In priority structure, scenario 10 with priorities of profit maximization, cost minimization, satisfying of production goals considering cost minimization and production goals, and scenario 13 with priorities of profit maximization, satisfying factor of production goals, cost minimization and fulfilling production goals, had minimum Euclidean Distance and satisfied the fuzzy objectives. Moreover, dry barley, irrigated and dry wheat and irrigated barely had maximum and minimum cultivated area, respectively. According to the findings, by reallocation of resources, farmers can achieve their better goals and objectives.

Fuzzy Control Teaching Models

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Klaus-Dietrich Kramer

2016-05-01

Full Text Available Many degree courses at technical universities include the subject of control systems engineering. As an addition to conventional approaches Fuzzy Control can be used to easily find control solutions for systems, even if they include nonlinearities. To support further educational training, models which represent a technical system to be controlled are required. These models have to represent the system in a transparent and easy cognizable manner. Furthermore, a programming tool is required that supports an easy Fuzzy Control development process, including the option to verify the results and tune the system behavior. In order to support the development process a graphical user interface is needed to display the fuzzy terms under real time conditions, especially with a debug system and trace functionality. The experiences with such a programming tool, the Fuzzy Control Design Tool (FHFCE Tool, and four fuzzy teaching models will be presented in this paper. The methodical and didactical objective in the utilization of these teaching models is to develop solution strategies using Computational Intelligence (CI applications for Fuzzy Controllers in order to analyze different algorithms of inference or defuzzyfication and to verify and tune those systems efficiently.

Linear programming model for solution of matrix game with payoffs trapezoidal intuitionistic fuzzy number

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Darunee Hunwisai

2017-01-01

Full Text Available In this work, we considered two-person zero-sum games with fuzzy payoffs and matrix games with payoffs of trapezoidal intuitionistic fuzzy numbers (TrIFNs. The concepts of TrIFNs and their arithmetic operations were used. The cut-set based method for matrix game with payoffs of TrIFNs was also considered. Compute the interval-type value of any alfa-constrategies by simplex method for linear programming. The proposed method is illustrated with a numerical example.

Quantum hall fluid on fuzzy two dimensional sphere

International Nuclear Information System (INIS)

Luo Xudong; Peng Dantao

2004-01-01

After reviewing the Haldane's description about the quantum Hall effect on the fuzzy two-sphere S 2 , authors construct the noncommutative algebra on the fuzzy sphere S 2 and the Moyal structure of the Hilbert space. By constructing noncommutative Chern-Simons theory of the incompressible Hall fluid on the fuzzy sphere and solving the Gaussian constraint with quasiparticle source, authors find the Calogero matrix on S 2 and the complete set of the Laughlin wave function for the lowest Landau level, and this wave function is expressed by the generalized Jack polynomials in terms of spinor coordinates. (author)

Clinical signs of pneumonia in children: association with and prediction of diagnosis by fuzzy sets theory

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Pereira J.C.R.

2004-01-01

Full Text Available The present study compares the performance of stochastic and fuzzy models for the analysis of the relationship between clinical signs and diagnosis. Data obtained for 153 children concerning diagnosis (pneumonia, other non-pneumonia diseases, absence of disease and seven clinical signs were divided into two samples, one for analysis and other for validation. The former was used to derive relations by multi-discriminant analysis (MDA and by fuzzy max-min compositions (fuzzy, and the latter was used to assess the predictions drawn from each type of relation. MDA and fuzzy were closely similar in terms of prediction, with correct allocation of 75.7 to 78.3% of patients in the validation sample, and displaying only a single instance of disagreement: a patient with low level of toxemia was mistaken as not diseased by MDA and correctly taken as somehow ill by fuzzy. Concerning relations, each method provided different information, each revealing different aspects of the relations between clinical signs and diagnoses. Both methods agreed on pointing X-ray, dyspnea, and auscultation as better related with pneumonia, but only fuzzy was able to detect relations of heart rate, body temperature, toxemia and respiratory rate with pneumonia. Moreover, only fuzzy was able to detect a relationship between heart rate and absence of disease, which allowed the detection of six malnourished children whose diagnoses as healthy are, indeed, disputable. The conclusion is that even though fuzzy sets theory might not improve prediction, it certainly does enhance clinical knowledge since it detects relationships not visible to stochastic models.

Design of problem-specific evolutionary algorithm/mixed-integer programming hybrids: two-stage stochastic integer programming applied to chemical batch scheduling

Science.gov (United States)

Urselmann, Maren; Emmerich, Michael T. M.; Till, Jochen; Sand, Guido; Engell, Sebastian

2007-07-01

Engineering optimization often deals with large, mixed-integer search spaces with a rigid structure due to the presence of a large number of constraints. Metaheuristics, such as evolutionary algorithms (EAs), are frequently suggested as solution algorithms in such cases. In order to exploit the full potential of these algorithms, it is important to choose an adequate representation of the search space and to integrate expert-knowledge into the stochastic search operators, without adding unnecessary bias to the search. Moreover, hybridisation with mathematical programming techniques such as mixed-integer programming (MIP) based on a problem decomposition can be considered for improving algorithmic performance. In order to design problem-specific EAs it is desirable to have a set of design guidelines that specify properties of search operators and representations. Recently, a set of guidelines has been proposed that gives rise to so-called Metric-based EAs (MBEAs). Extended by the minimal moves mutation they allow for a generalization of EA with self-adaptive mutation strength in discrete search spaces. In this article, a problem-specific EA for process engineering task is designed, following the MBEA guidelines and minimal moves mutation. On the background of the application, the usefulness of the design framework is discussed, and further extensions and corrections proposed. As a case-study, a two-stage stochastic programming problem in chemical batch process scheduling is considered. The algorithm design problem can be viewed as the choice of a hierarchical decision structure, where on different layers of the decision process symmetries and similarities can be exploited for the design of minimal moves. After a discussion of the design approach and its instantiation for the case-study, the resulting problem-specific EA/MIP is compared to a straightforward application of a canonical EA/MIP and to a monolithic mathematical programming algorithm. In view of the

On the implicit programming approach in a class of mathematical programs with equilibrium constraints

Czech Academy of Sciences Publication Activity Database

Outrata, Jiří; Červinka, Michal

2009-01-01

Roč. 38, 4B (2009), s. 1557-1574 ISSN 0324-8569 R&D Projects: GA ČR GA201/09/1957 Institutional research plan: CEZ:AV0Z10750506 Keywords : mathematical problem with equilibrium constraint * state constraints * implicit programming * calmness * exact penalization Subject RIV: BA - General Mathematics Impact factor: 0.378, year: 2009 http://library.utia.cas.cz/separaty/2010/MTR/outrata-on the implicit programming approach in a class of mathematical programs with equilibrium constraints.pdf

Multicriteria optimization in a fuzzy environment: The fuzzy analytic hierarchy process

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Gardašević-Filipović Milanka

2010-01-01

Full Text Available In the paper the fuzzy extension of the Analytic Hierarchy Process (AHP based on fuzzy numbers, and its application in solving a practical problem, are considered. The paper advocates the use of contradictory test to check the fuzzy user preferences during fuzzy AHP decision-making process. We also propose consistency check and deriving priorities from inconsistent fuzzy judgment matrices to be included in the process, in order to check if the fuzzy approach can be applied in the AHP for the problem considered. An aggregation of local priorities obtained at different levels into composite global priorities for the alternatives based on weighted-sum method is also discussed. The contradictory fuzzy judgment matrix is analyzed. Our theoretical consideration has been verified by an application of commercially available Super Decisions program (developed for solving multi-criteria optimization problems using AHP approach on the problem previously treated in the literature. The obtained results are compared with those from the literature. The conclusions are given and the possibilities for further work in the field are pointed out.

Dissipativity-Based Reliable Control for Fuzzy Markov Jump Systems With Actuator Faults.

Science.gov (United States)

Tao, Jie; Lu, Renquan; Shi, Peng; Su, Hongye; Wu, Zheng-Guang

2017-09-01

This paper is concerned with the problem of reliable dissipative control for Takagi-Sugeno fuzzy systems with Markov jumping parameters. Considering the influence of actuator faults, a sufficient condition is developed to ensure that the resultant closed-loop system is stochastically stable and strictly ( Q, S,R )-dissipative based on a relaxed approach in which mode-dependent and fuzzy-basis-dependent Lyapunov functions are employed. Then a reliable dissipative control for fuzzy Markov jump systems is designed, with sufficient condition proposed for the existence of guaranteed stability and dissipativity controller. The effectiveness and potential of the obtained design method is verified by two simulation examples.

Fuzzy methods and design; Fuzzy shuho to sekkei

Energy Technology Data Exchange (ETDEWEB)

Furuta, H. [Kwansei Gakuin Univ., Hyogo (Japan)

1996-03-05

This paper explains the application of the fuzzy theory to a design. A rational decision in design with only an objective logic requires conditions such that a set of selectable alternative plans and the results of executing them are known, and that a rule or a sequential relation exists to decide the order of preference of the alternative plans. In a case where the optimum anti-earthquake design was applied, for example, the seismic motion, subsoil and properties of materials or the like used to be treated stochastically and statistically as being of random nature. However, elements of uncertainty are actually involved other than the randomness, in consideration of cost effectiveness, safety and such. In the problems of anti-earthquake design by the fuzzy theory, the restrictive conditions are stipulated with a membership function respectively, such that the design earthquake motion is in a range larger than the maximum motion, and that the stress or displacement is each in the range smaller than the allowable stress or displacement of members; in addition, the weight is expressed to be the minimum as the objective function. 9 refs., 1 fig.

Irradiation softening in pure iron single crystals

International Nuclear Information System (INIS)

Meshii, M.

1975-01-01

The characteristics of irradiation softening in Fe were studied. Results show that irradiation softening effect can be explained by the intrinsic mechanism, namely, the interaction of screw dislocations with randomly dispersed interstitials. At least some of the solid solution softening phenomena observed in alloys can be explained by the same mechanism. However, the alloying may be accompanied by an additional effect such as solute segregation to dislocations which may also strongly affect the yield stress. This effect may mask the softening effect partially or totally. Changes in the dislocation structure of deformed specimens caused by alloying, which are often reported in electron microscopic investigations, support this contention. The alloying, therefore, may not be as good as the low temperature irradiation in studying the effect of random solutes on dislocation motion and yield stress

Mathematical Modeling for Water Quality Management under Interval and Fuzzy Uncertainties

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J. Liu

2013-01-01

Full Text Available In this study, an interval fuzzy credibility-constrained programming (IFCP method is developed for river water quality management. IFCP is derived from incorporating techniques of fuzzy credibility-constrained programming (FCP and interval-parameter programming (IPP within a general optimization framework. IFCP is capable of tackling uncertainties presented as interval numbers and possibility distributions as well as analyzing the reliability of satisfying (or the risk of violating system’s constraints. A real-world case for water quality management planning of the Xiangxi River in the Three Gorges Reservoir Region (which faces severe water quality problems due to pollution from point and nonpoint sources is then conducted for demonstrating the applicability of the developed method. The results demonstrate that high biological oxygen demand (BOD discharge is observed at the Baishahe chemical plant and Gufu wastewater treatment plant. For nonpoint sources, crop farming generates large amounts of total phosphorus (TP and total nitrogen (TN. The results are helpful for managers in not only making decisions of effluent discharges from point and nonpoint sources but also gaining insight into the tradeoff between system benefit and environmental requirement.

Maximum principle for a stochastic delayed system involving terminal state constraints.

Science.gov (United States)

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

Fuzzy Control Model and Simulation for Nonlinear Supply Chain System with Lead Times

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Songtao Zhang

2017-01-01

Full Text Available A new fuzzy robust control strategy for the nonlinear supply chain system in the presence of lead times is proposed. Based on Takagi-Sugeno fuzzy control system, the fuzzy control model of the nonlinear supply chain system with lead times is constructed. Additionally, we design a fuzzy robust H∞ control strategy taking the definition of maximal overlapped-rules group into consideration to restrain the impacts such as those caused by lead times, switching actions among submodels, and customers’ stochastic demands. This control strategy can not only guarantee that the nonlinear supply chain system is robustly asymptotically stable but also realize soft switching among subsystems of the nonlinear supply chain to make the less fluctuation of the system variables by introducing the membership function of fuzzy system. The comparisons between the proposed fuzzy robust H∞ control strategy and the robust H∞ control strategy are finally illustrated through numerical simulations on a two-stage nonlinear supply chain with lead times.

T-S Fuzzy Model-Based Approximation and Filter Design for Stochastic Time-Delay Systems with Hankel Norm Criterion

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Yanhui Li

2014-01-01

Full Text Available This paper investigates the Hankel norm filter design problem for stochastic time-delay systems, which are represented by Takagi-Sugeno (T-S fuzzy model. Motivated by the parallel distributed compensation (PDC technique, a novel filtering error system is established. The objective is to design a suitable filter that guarantees the corresponding filtering error system to be mean-square asymptotically stable and to have a specified Hankel norm performance level γ. Based on the Lyapunov stability theory and the Itô differential rule, the Hankel norm criterion is first established by adopting the integral inequality method, which can make some useful efforts in reducing conservativeness. The Hankel norm filtering problem is casted into a convex optimization problem with a convex linearization approach, which expresses all the conditions for the existence of admissible Hankel norm filter as standard linear matrix inequalities (LMIs. The effectiveness of the proposed method is demonstrated via a numerical example.

Water pollution control in river basin by interactive fuzzy interval multiobjective programming

Energy Technology Data Exchange (ETDEWEB)

Chang, N.B.; Chen, H.W. [National Cheng-Kung Univ., Tainan (Taiwan, Province of China). Dept. of Environmental Engineering; Shaw, D.G.; Yang, C.H. [Academia Sinica, Taipei (Taiwan, Province of China). Inst. of Economics

1997-12-01

The potential conflict between protection of water quality and economic development by different uses of land within river basins is a common problem in regional planning. Many studies have applied multiobjective decision analysis under uncertainty to problems of this kind. This paper presents the interactive fuzzy interval multiobjective mixed integer programming (IFIMOMIP) model to evaluate optimal strategies of wastewater treatment levels within a river system by considering the uncertainties in decision analysis. The interactive fuzzy interval multiobjective mixed integer programming approach is illustrated in a case study for the evaluation of optimal wastewater treatment strategies for water pollution control in a river basin. In particular, it demonstrates how different types of uncertainty in a water pollution control system can be quantified and combined through the use of interval numbers and membership functions. The results indicate that such an approach is useful for handling system complexity and generating more flexible policies for water quality management in river basins.

Signal Timing Optimization Based on Fuzzy Compromise Programming for Isolated Signalized Intersection

Directory of Open Access Journals (Sweden)

Dexin Yu

2016-01-01

Full Text Available In order to optimize the signal timing for isolated intersection, a new method based on fuzzy programming approach is proposed in this paper. Considering the whole operation efficiency of the intersection comprehensively, traffic capacity, vehicle cycle delay, cycle stops, and exhaust emission are chosen as optimization goals to establish a multiobjective function first. Then fuzzy compromise programming approach is employed to give different weight coefficients to various optimization objectives for different traffic flow ratios states. And then the multiobjective function is converted to a single objective function. By using genetic algorithm, the optimized signal cycle and effective green time can be obtained. Finally, the performance of the traditional method and new method proposed in this paper is compared and analyzed through VISSIM software. It can be concluded that the signal timing optimized in this paper can effectively reduce vehicle delays and stops, which can improve traffic capacity of the intersection as well.

Environmental and Economic Optimization Model for Electric System Planning in Ningxia, China: Inexact Stochastic Risk-Aversion Programming Approach

Directory of Open Access Journals (Sweden)

L. Ji

2015-01-01

Full Text Available The main goal of this paper is to provide a novel risk aversion model for long-term electric power system planning from the manager’s perspective with the consideration of various uncertainties. In the proposed method, interval parameter programming and two-stage stochastic programming are integrated to deal with the technical, economics, and policy uncertainties. Moreover, downside risk theory is introduced to balance the trade-off between the profit and risk according to the decision-maker’s risk aversion attitude. To verify the effectiveness and practical application of this approach, an inexact stochastic risk aversion model is developed for regional electric system planning and management in Ningxia Hui Autonomous Region, China. The series of solutions provide the decision-maker with the optimal investment strategy and operation management under different future emission reduction scenarios and risk-aversion levels. The results indicated that pollution control devices are still the main measures to achieve the current mitigation goal and the adjustment of generation structure would play an important role in the future cleaner electricity system with the stricter environmental policy. In addition, the model can be used for generating decision alternatives and helping decision-makers identify desired energy structure adjustment and pollutants/carbon mitigation abatement policies under various economic and system-reliability constraints.

Convergence of Sample Path Optimal Policies for Stochastic Dynamic Programming

National Research Council Canada - National Science Library

Fu, Michael C; Jin, Xing

2005-01-01

.... These results have practical implications for Monte Carlo simulation-based solution approaches to stochastic dynamic programming problems where it is impractical to extract the explicit transition...

Using metrics in stability of stochastic programming problems

Czech Academy of Sciences Publication Activity Database

Houda, Michal

2005-01-01

Roč. 13, č. 1 (2005), s. 128-134 ISSN 0572-3043 R&D Projects: GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : stochastic programming * quantitative stability * Wasserstein metrics * Kolmogorov metrics * simulation study Subject RIV: BB - Applied Statistics, Operational Research

Logical Characterisation of Ontology Construction using Fuzzy Description Logics

DEFF Research Database (Denmark)

Badie, Farshad; Götzsche, Hans

had the extension of ontologies with Fuzzy Logic capabilities which plan to make proper backgrounds for ontology driven reasoning and argumentation on vague and imprecise domains. This presentation conceptualises learning from fuzzy classes using the Inductive Logic Programming framework. Then......, employs Description Logics in characterising and analysing fuzzy statements. And finally, provides a conceptual framework describing fuzzy concept learning in ontologies using the Inductive Logic Programming....

Model-based control strategies for systems with constraints of the program type

Science.gov (United States)

Jarzębowska, Elżbieta

2006-08-01

The paper presents a model-based tracking control strategy for constrained mechanical systems. Constraints we consider can be material and non-material ones referred to as program constraints. The program constraint equations represent tasks put upon system motions and they can be differential equations of orders higher than one or two, and be non-integrable. The tracking control strategy relies upon two dynamic models: a reference model, which is a dynamic model of a system with arbitrary order differential constraints and a dynamic control model. The reference model serves as a motion planner, which generates inputs to the dynamic control model. It is based upon a generalized program motion equations (GPME) method. The method enables to combine material and program constraints and merge them both into the motion equations. Lagrange's equations with multipliers are the peculiar case of the GPME, since they can be applied to systems with constraints of first orders. Our tracking strategy referred to as a model reference program motion tracking control strategy enables tracking of any program motion predefined by the program constraints. It extends the "trajectory tracking" to the "program motion tracking". We also demonstrate that our tracking strategy can be extended to a hybrid program motion/force tracking.

Comparison of Traditional Design Nonlinear Programming Optimization and Stochastic Methods for Structural Design

Science.gov (United States)

Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.

2010-01-01

Structural design generated by traditional method, optimization method and the stochastic design concept are compared. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the merit function with constraints imposed on failure modes and an optimization algorithm is used to generate the solution. Stochastic design concept accounts for uncertainties in loads, material properties, and other parameters and solution is obtained by solving a design optimization problem for a specified reliability. Acceptable solutions were produced by all the three methods. The variation in the weight calculated by the methods was modest. Some variation was noticed in designs calculated by the methods. The variation may be attributed to structural indeterminacy. It is prudent to develop design by all three methods prior to its fabrication. The traditional design method can be improved when the simplified sensitivities of the behavior constraint is used. Such sensitivity can reduce design calculations and may have a potential to unify the traditional and optimization methods. Weight versus reliabilitytraced out an inverted-S-shaped graph. The center of the graph corresponded to mean valued design. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure. Weight can be reduced to a small value for a most failure-prone design. Probabilistic modeling of load and material properties remained a challenge.

Comparison of Anti-Virus Programs using Fuzzy Logic

Directory of Open Access Journals (Sweden)

Vaclav Bezdek

2013-07-01

Full Text Available This work follows the previous author´s paper: Possible use of Fuzzy Logic in Database. It tries to show application of Fuzzy Logic in selecting the best anti-virus software based on testing made by AV-Comparatives.

Fuzzy bilevel programming with multiple non-cooperative followers: model, algorithm and application

Science.gov (United States)

Ke, Hua; Huang, Hu; Ralescu, Dan A.; Wang, Lei

2016-04-01

In centralized decision problems, it is not complicated for decision-makers to make modelling technique selections under uncertainty. When a decentralized decision problem is considered, however, choosing appropriate models is no longer easy due to the difficulty in estimating the other decision-makers' inconclusive decision criteria. These decision criteria may vary with different decision-makers because of their special risk tolerances and management requirements. Considering the general differences among the decision-makers in decentralized systems, we propose a general framework of fuzzy bilevel programming including hybrid models (integrated with different modelling methods in different levels). Specially, we discuss two of these models which may have wide applications in many fields. Furthermore, we apply the proposed two models to formulate a pricing decision problem in a decentralized supply chain with fuzzy coefficients. In order to solve these models, a hybrid intelligent algorithm integrating fuzzy simulation, neural network and particle swarm optimization based on penalty function approach is designed. Some suggestions on the applications of these models are also presented.

Implementing fuzzy polynomial interpolation (FPI and fuzzy linear regression (LFR

Directory of Open Access Journals (Sweden)

Maria Cristina Floreno

1996-05-01

Full Text Available This paper presents some preliminary results arising within a general framework concerning the development of software tools for fuzzy arithmetic. The program is in a preliminary stage. What has been already implemented consists of a set of routines for elementary operations, optimized functions evaluation, interpolation and regression. Some of these have been applied to real problems.This paper describes a prototype of a library in C++ for polynomial interpolation of fuzzifying functions, a set of routines in FORTRAN for fuzzy linear regression and a program with graphical user interface allowing the use of such routines.

Hesitant Probabilistic Fuzzy Linguistic Sets with Applications in Multi-Criteria Group Decision Making Problems

Directory of Open Access Journals (Sweden)

Dheeraj Kumar Joshi

2018-03-01

Full Text Available Uncertainties due to randomness and fuzziness comprehensively exist in control and decision support systems. In the present study, we introduce notion of occurring probability of possible values into hesitant fuzzy linguistic element (HFLE and define hesitant probabilistic fuzzy linguistic set (HPFLS for ill structured and complex decision making problem. HPFLS provides a single framework where both stochastic and non-stochastic uncertainties can be efficiently handled along with hesitation. We have also proposed expected mean, variance, score and accuracy function and basic operations for HPFLS. Weighted and ordered weighted aggregation operators for HPFLS are also defined in the present study for its applications in multi-criteria group decision making (MCGDM problems. We propose a MCGDM method with HPFL information which is illustrated by an example. A real case study is also taken in the present study to rank State Bank of India, InfoTech Enterprises, I.T.C., H.D.F.C. Bank, Tata Steel, Tata Motors and Bajaj Finance using real data. Proposed HPFLS-based MCGDM method is also compared with two HFL-based decision making methods.

Introduction to fuzzy logic using Matlab

CERN Document Server

Sivanandam, SN; Deepa, S N

2006-01-01

Fuzzy Logic, at present is a hot topic, among academicians as well various programmers. This book is provided to give a broad, in-depth overview of the field of Fuzzy Logic. The basic principles of Fuzzy Logic are discussed in detail with various solved examples. The different approaches and solutions to the problems given in the book are well balanced and pertinent to the Fuzzy Logic research projects. The applications of Fuzzy Logic are also dealt to make the readers understand the concept of Fuzzy Logic. The solutions to the problems are programmed using MATLAB 6.0 and the simulated results are given. The MATLAB Fuzzy Logic toolbox is provided for easy reference.

Bonus algorithm for large scale stochastic nonlinear programming problems

CERN Document Server

Diwekar, Urmila

2015-01-01

This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stochastic optimization problems are difficult to solve since they involve dealing with optimization and uncertainty loops. There are two fundamental approaches used to solve such problems. The first being the decomposition techniques and the second method identifies problem specific structures and transforms the problem into a deterministic nonlinear programming problem. These techniques have significant limitations on either the objective function type or the underlying distributions for the uncertain variables. Moreover, these ...

University Course Timetabling using Constraint Programming

Directory of Open Access Journals (Sweden)

Hadi Shahmoradi

2017-03-01

Full Text Available University course timetabling problem is a challenging and time-consuming task on the overall structure of timetable in every academic environment. The problem deals with many factors such as the number of lessons, classes, teachers, students and working time, and these are influenced by some hard and soft constraints. The aim of solving this problem is to assign courses and classes to teachers and students, so that the restrictions are held. In this paper, a constraint programming method is proposed to satisfy maximum constraints and expectation, in order to address university timetabling problem. For minimizing the penalty of soft constraints, a cost function is introduced and AHP method is used for calculating its coefficients. The proposed model is tested on department of management, University of Isfahan dataset using OPL on the IBM ILOG CPLEX Optimization Studio platform. A statistical analysis has been conducted and shows the performance of the proposed approach in satisfying all hard constraints and also the satisfying degree of the soft constraints is on maximum desirable level. The running time of the model is less than 20 minutes that is significantly better than the non-automated ones.

Constraint programming and decision making

CERN Document Server

Kreinovich, Vladik

2014-01-01

In many application areas, it is necessary to make effective decisions under constraints. Several area-specific techniques are known for such decision problems; however, because these techniques are area-specific, it is not easy to apply each technique to other applications areas. Cross-fertilization between different application areas is one of the main objectives of the annual International Workshops on Constraint Programming and Decision Making. Those workshops, held in the US (El Paso, Texas), in Europe (Lyon, France), and in Asia (Novosibirsk, Russia), from 2008 to 2012, have attracted researchers and practitioners from all over the world. This volume presents extended versions of selected papers from those workshops. These papers deal with all stages of decision making under constraints: (1) formulating the problem of multi-criteria decision making in precise terms, (2) determining when the corresponding decision problem is algorithmically solvable; (3) finding the corresponding algorithms, and making...

Stochastic learning in oxide binary synaptic device for neuromorphic computing.

Science.gov (United States)

Yu, Shimeng; Gao, Bin; Fang, Zheng; Yu, Hongyu; Kang, Jinfeng; Wong, H-S Philip

2013-01-01

Hardware implementation of neuromorphic computing is attractive as a computing paradigm beyond the conventional digital computing. In this work, we show that the SET (off-to-on) transition of metal oxide resistive switching memory becomes probabilistic under a weak programming condition. The switching variability of the binary synaptic device implements a stochastic learning rule. Such stochastic SET transition was statistically measured and modeled for a simulation of a winner-take-all network for competitive learning. The simulation illustrates that with such stochastic learning, the orientation classification function of input patterns can be effectively realized. The system performance metrics were compared between the conventional approach using the analog synapse and the approach in this work that employs the binary synapse utilizing the stochastic learning. The feasibility of using binary synapse in the neurormorphic computing may relax the constraints to engineer continuous multilevel intermediate states and widens the material choice for the synaptic device design.

Stochastic Model Checking of the Stochastic Quality Calculus

DEFF Research Database (Denmark)

Nielson, Flemming; Nielson, Hanne Riis; Zeng, Kebin

2015-01-01

The Quality Calculus uses quality binders for input to express strategies for continuing the computation even when the desired input has not been received. The Stochastic Quality Calculus adds generally distributed delays for output actions and real-time constraints on the quality binders for input....... This gives rise to Generalised Semi-Markov Decision Processes for which few analytical techniques are available. We restrict delays on output actions to be exponentially distributed while still admitting real-time constraints on the quality binders. This facilitates developing analytical techniques based...

New approach for solving intuitionistic fuzzy multi-objective ...

Indian Academy of Sciences (India)

SANKAR KUMAR ROY

2018-02-07

Feb 7, 2018 ... Transportation problem; multi-objective decision making; intuitionistic fuzzy programming; interval programming ... MOTP under multi-choice environment using utility func- ... theory is an intuitionistic fuzzy set (IFS), which was.

Stochastic optimal control in infinite dimension dynamic programming and HJB equations

CERN Document Server

Fabbri, Giorgio; Święch, Andrzej

2017-01-01

Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite ...

Possibility-based robust design optimization for the structural-acoustic system with fuzzy parameters

Science.gov (United States)

Yin, Hui; Yu, Dejie; Yin, Shengwen; Xia, Baizhan

2018-03-01

The conventional engineering optimization problems considering uncertainties are based on the probabilistic model. However, the probabilistic model may be unavailable because of the lack of sufficient objective information to construct the precise probability distribution of uncertainties. This paper proposes a possibility-based robust design optimization (PBRDO) framework for the uncertain structural-acoustic system based on the fuzzy set model, which can be constructed by expert opinions. The objective of robust design is to optimize the expectation and variability of system performance with respect to uncertainties simultaneously. In the proposed PBRDO, the entropy of the fuzzy system response is used as the variability index; the weighted sum of the entropy and expectation of the fuzzy response is used as the objective function, and the constraints are established in the possibility context. The computations for the constraints and objective function of PBRDO are a triple-loop and a double-loop nested problem, respectively, whose computational costs are considerable. To improve the computational efficiency, the target performance approach is introduced to transform the calculation of the constraints into a double-loop nested problem. To further improve the computational efficiency, a Chebyshev fuzzy method (CFM) based on the Chebyshev polynomials is proposed to estimate the objective function, and the Chebyshev interval method (CIM) is introduced to estimate the constraints, thereby the optimization problem is transformed into a single-loop one. Numerical results on a shell structural-acoustic system verify the effectiveness and feasibility of the proposed methods.

Mathematical Modelling for EOQ Inventory System with Advance Payment and Fuzzy Parameters

Directory of Open Access Journals (Sweden)

S Priyan

2014-11-01

Full Text Available This study considers an EOQ inventory model with advance payment policy in a fuzzy situation by employing two types of fuzzy numbers that are trapezoidal and triangular. Two fuzzy models are developed here. In the first model the cost parameters are fuzzified, but the demand rate is treated as crisp constant. In the second model, the demand rate is fuzzified but the cost parameters are treated as crisp constants. For each fuzzy model, we use signed distance method to defuzzify the fuzzy total cost and obtain an estimate of the total cost in the fuzzy sense. Numerical example is provided to ascertain the sensitiveness in the decision variables about fuzziness in the components. In practical situations, costs may be dependent on some foreign monetary unit. In such a case, due to a change in the exchange rates, the costs are often not known precisely. The first model can be used in this situation. In actual applications, demand is uncertain and must be predicted. Accordingly, the decision maker faces a fuzzy environment rather than a stochastic one in these cases. The second model can be used in this situation. Moreover, the proposed models can be expended for imperfect production process.

Power generation capacity planning under budget constraint in developing countries

International Nuclear Information System (INIS)

Afful-Dadzie, Anthony; Afful-Dadzie, Eric; Awudu, Iddrisu; Banuro, Joseph Kwaku

2017-01-01

Highlights: • A long term stochastic GEP model with budget constraint is developed. • Model suitable for analyzing GEP problems in developing countries. • Model determines optimal mix, size and timing of future generation capacity needs. • A real case study of the Ghana GEP problem was employed. • Insufficient budget leads to costly generation capacity expansion plans. - Abstract: This paper presents a novel multi-period stochastic optimization model for studying long-term power generation capacity planning in developing countries. A stylized model is developed to achieve three objectives: (1) to serve as a tool for determining optimal mix, size and timing of power generation types in the face of budget constraint, (2) to help decision makers appreciate the consequences of capacity expansion decisions on level of unserved electricity demand and its attendant impact on the national economy, and (3) to encourage the habit of periodic savings towards new generation capacity financing. The problem is modeled using a stochastic mixed-integer linear programming (MILP) technique under demand uncertainty. The effectiveness of the model, together with valuable insights derived from considering different levels of budget constraints are demonstrated using Ghana as a case study. The results indicate that at an annual savings equivalent to 0.75% of GDP, Ghana could finance the needed generation capacity to meet approximately 95% of its annual electricity demand between 2016 and 2035. Additionally, it is observed that as financial constraint becomes tighter, decisions on the mix of new generation capacities tend to be more costly compared to when sufficient funds are available.

TIME-DEPENDENT STOCHASTIC ACCELERATION MODEL FOR FERMI BUBBLES

Energy Technology Data Exchange (ETDEWEB)

Sasaki, Kento; Asano, Katsuaki; Terasawa, Toshio, E-mail: kentos@icrr.u-tokyo.ac.jp, E-mail: asanok@icrr.u-tokyo.ac.jp, E-mail: terasawa@icrr.u-tokyo.ac.jp [Institute for Cosmic Ray Research, The University of Tokyo, 5-1-5 Kashiwanoha, Kashiwa, Chiba 277-8582 (Japan)

2015-12-01

We study stochastic acceleration models for the Fermi bubbles. Turbulence is excited just behind the shock front via Kelvin–Helmholtz, Rayleigh–Taylor, or Richtmyer–Meshkov instabilities, and plasma particles are continuously accelerated by the interaction with the turbulence. The turbulence gradually decays as it goes away from the shock fronts. Adopting a phenomenological model for the stochastic acceleration, we explicitly solve the temporal evolution of the particle energy distribution in the turbulence. Our results show that the spatial distribution of high-energy particles is different from those for a steady solution. We also show that the contribution of electrons that escaped from the acceleration regions significantly softens the photon spectrum. The photon spectrum and surface brightness profile are reproduced by our models. If the escape efficiency is very high, the radio flux from the escaped low-energy electrons can be comparable to that of the WMAP haze. We also demonstrate hadronic models with the stochastic acceleration, but they are unlikely in the viewpoint of the energy budget.

Using genetic algorithm to solve a new multi-period stochastic optimization model

Science.gov (United States)

Zhang, Xin-Li; Zhang, Ke-Cun

2009-09-01

This paper presents a new asset allocation model based on the CVaR risk measure and transaction costs. Institutional investors manage their strategic asset mix over time to achieve favorable returns subject to various uncertainties, policy and legal constraints, and other requirements. One may use a multi-period portfolio optimization model in order to determine an optimal asset mix. Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed.) The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89-119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer (Ed.), Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269-294], which was called a hybrid model. However, the transaction costs weren't considered in that paper. In this paper, we improve Hibiki's model in the following aspects: (1) The risk measure CVaR is introduced to control the wealth loss risk while maximizing the expected utility; (2) Typical market imperfections such as short sale constraints, proportional transaction costs are considered simultaneously. (3) Applying a genetic algorithm to solve the resulting model is discussed in detail. Numerical results show the suitability and feasibility of our methodology.

THE STUDY OF SPECTRUM RECONSTRUCTION BASED ON FUZZY SET FULL CONSTRAINT AND MULTIENDMEMBER DECOMPOSITION

Directory of Open Access Journals (Sweden)

Y. Sun

2017-09-01

Full Text Available Hyperspectral imaging system can obtain spectral and spatial information simultaneously with bandwidth to the level of 10 nm or even less. Therefore, hyperspectral remote sensing has the ability to detect some kinds of objects which can not be detected in wide-band remote sensing, making it becoming one of the hottest spots in remote sensing. In this study, under conditions with a fuzzy set of full constraints, Normalized Multi-Endmember Decomposition Method (NMEDM for vegetation, water, and soil was proposed to reconstruct hyperspectral data using a large number of high-quality multispectral data and auxiliary spectral library data. This study considered spatial and temporal variation and decreased the calculation time required to reconstruct the hyper-spectral data. The results of spectral reconstruction based on NMEDM showed that the reconstructed data has good qualities and certain applications, which makes it possible to carry out spectral features identification. This method also extends the application of depth and breadth of remote sensing data, helping to explore the law between multispectral and hyperspectral data.

Fuzzy Random Walkers with Second Order Bounds: An Asymmetric Analysis

Directory of Open Access Journals (Sweden)

Georgios Drakopoulos

2017-03-01

Full Text Available Edge-fuzzy graphs constitute an essential modeling paradigm across a broad spectrum of domains ranging from artificial intelligence to computational neuroscience and social network analysis. Under this model, fundamental graph properties such as edge length and graph diameter become stochastic and as such they are consequently expressed in probabilistic terms. Thus, algorithms for fuzzy graph analysis must rely on non-deterministic design principles. One such principle is Random Walker, which is based on a virtual entity and selects either edges or, like in this case, vertices of a fuzzy graph to visit. This allows the estimation of global graph properties through a long sequence of local decisions, making it a viable strategy candidate for graph processing software relying on native graph databases such as Neo4j. As a concrete example, Chebyshev Walktrap, a heuristic fuzzy community discovery algorithm relying on second order statistics and on the teleportation of the Random Walker, is proposed and its performance, expressed in terms of community coherence and number of vertex visits, is compared to the previously proposed algorithms of Markov Walktrap, Fuzzy Walktrap, and Fuzzy Newman–Girvan. In order to facilitate this comparison, a metric based on the asymmetric metrics of Tversky index and Kullback–Leibler divergence is used.

Nonlinear Fuzzy Model Predictive Control for a PWR Nuclear Power Plant

Directory of Open Access Journals (Sweden)

Xiangjie Liu

2014-01-01

Full Text Available Reliable power and temperature control in pressurized water reactor (PWR nuclear power plant is necessary to guarantee high efficiency and plant safety. Since the nuclear plants are quite nonlinear, the paper presents nonlinear fuzzy model predictive control (MPC, by incorporating the realistic constraints, to realize the plant optimization. T-S fuzzy modeling on nuclear power plant is utilized to approximate the nonlinear plant, based on which the nonlinear MPC controller is devised via parallel distributed compensation (PDC scheme in order to solve the nonlinear constraint optimization problem. Improved performance compared to the traditional PID controller for a TMI-type PWR is obtained in the simulation.

Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

DEFF Research Database (Denmark)

Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte

2010-01-01

This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...

New approach to solve symmetric fully fuzzy linear systems

Indian Academy of Sciences (India)

concepts of fuzzy set theory and then define a fully fuzzy linear system of equations. .... To represent the above problem as fully fuzzy linear system, we represent x .... Fully fuzzy linear systems can be solved by Linear programming approach, ...

Fuzzy Models to Deal with Sensory Data in Food Industry

Institute of Scientific and Technical Information of China (English)

Serge Guillaume; Brigitte Charnomordic

2004-01-01

Sensory data are, due to the lack of an absolute reference, imprecise and uncertain data. Fuzzy logic can handle uncertainty and can be used in approximate reasoning. Automatic learning procedures allow to generate fuzzy reasoning rules from data including numerical and symbolic or sensory variables. We briefly present an induction method that was developed to extract qualitative knowledge from data samples. The induction process is run under interpretability constraints to ensure the fuzzy rules have a meaning for the human expert. We then study two applied problems in the food industry: sensory evaluation and process modeling.

Decomposition of fuzzy continuity and fuzzy ideal continuity via fuzzy idealization

International Nuclear Information System (INIS)

Zahran, A.M.; Abbas, S.E.; Abd El-baki, S.A.; Saber, Y.M.

2009-01-01

Recently, El-Naschie has shown that the notion of fuzzy topology may be relevant to quantum paretical physics in connection with string theory and E-infinity space time theory. In this paper, we study the concepts of r-fuzzy semi-I-open, r-fuzzy pre-I-open, r-fuzzy α-I-open and r-fuzzy β-I-open sets, which is properly placed between r-fuzzy openness and r-fuzzy α-I-openness (r-fuzzy pre-I-openness) sets regardless the fuzzy ideal topological space in Sostak sense. Moreover, we give a decomposition of fuzzy continuity, fuzzy ideal continuity and fuzzy ideal α-continuity, and obtain several characterization and some properties of these functions. Also, we investigate their relationship with other types of function.

On the Langevin equation for stochastic quantization of gravity

International Nuclear Information System (INIS)

Nakazawa, Naohito.

1989-10-01

We study the Langevin equation for stochastic quantization of gravity. By introducing two independent variables with a second-class constraint for the gravitational field, we formulate a pair of the Langevin equations for gravity which couples with white noises. After eliminating the multiplier field for the second-class constraint, we show that the equations leads to stochastic quantization of gravity including an unique superspace metric. (author)

An efficient scenario-based and fuzzy self-adaptive learning particle swarm optimization approach for dynamic economic emission dispatch considering load and wind power uncertainties

International Nuclear Information System (INIS)

Bahmani-Firouzi, Bahman; Farjah, Ebrahim; Azizipanah-Abarghooee, Rasoul

2013-01-01

Renewable energy resources such as wind power plants are playing an ever-increasing role in power generation. This paper extends the dynamic economic emission dispatch problem by incorporating wind power plant. This problem is a multi-objective optimization approach in which total electrical power generation costs and combustion emissions are simultaneously minimized over a short-term time span. A stochastic approach based on scenarios is suggested to model the uncertainty associated with hourly load and wind power forecasts. A roulette wheel technique on the basis of probability distribution functions of load and wind power is implemented to generate scenarios. As a result, the stochastic nature of the suggested problem is emancipated by decomposing it into a set of equivalent deterministic problem. An improved multi-objective particle swarm optimization algorithm is applied to obtain the best expected solutions for the proposed stochastic programming framework. To enhance the overall performance and effectiveness of the particle swarm optimization, a fuzzy adaptive technique, θ-search and self-adaptive learning strategy for velocity updating are used to tune the inertia weight factor and to escape from local optima, respectively. The suggested algorithm goes through the search space in the polar coordinates instead of the Cartesian one; whereby the feasible space is more compact. In order to evaluate the efficiency and feasibility of the suggested framework, it is applied to two test systems with small and large scale characteristics. - Highlights: ► Formulates multi-objective DEED problem under a stochastic programming framework. ► Considers uncertainties related to forecasted values of load demand and wind power. ► Proposes an interactive fuzzy satisfying method based on the novel FSALPSO. ► Presents a new self-adaptive learning strategy to improve original PSO algorithm

An intutionistic fuzzy optimization approach to vendor selection problem

Directory of Open Access Journals (Sweden)

Prabjot Kaur

2016-09-01

Full Text Available Selecting the right vendor is an important business decision made by any organization. The decision involves multiple criteria and if the objectives vary in preference and scope, then nature of decision becomes multiobjective. In this paper, a vendor selection problem has been formulated as an intutionistic fuzzy multiobjective optimization where appropriate number of vendors is to be selected and order allocated to them. The multiobjective problem includes three objectives: minimizing the net price, maximizing the quality, and maximizing the on time deliveries subject to supplier's constraints. The objection function and the demand are treated as intutionistic fuzzy sets. An intutionistic fuzzy set has its ability to handle uncertainty with additional degrees of freedom. The Intutionistic fuzzy optimization (IFO problem is converted into a crisp linear form and solved using optimization software Tora. The advantage of IFO is that they give better results than fuzzy/crisp optimization. The proposed approach is explained by a numerical example.

A fuzzy multi-regional input–output optimization model for biomass production and trade under resource and footprint constraints

International Nuclear Information System (INIS)

Tan, Raymond R.; Aviso, Kathleen B.; Barilea, Ivan U.; Culaba, Alvin B.; Cruz, Jose B.

2012-01-01

Interest in bioenergy in recent years has been stimulated by both energy security and climate change concerns. Fuels derived from agricultural crops offer the promise of reducing energy dependence for countries that have traditionally been dependent on imported energy. Nevertheless, it is evident that the potential for biomass production is heavily dependent on the availability of land and water resources. Furthermore, capacity expansion through land conversion is now known to incur a significant carbon debt that may offset any benefits in greenhouse gas reductions arising from the biofuel life cycle. Because of such constraints, there is increasing use of non-local biomass through regional trading. The main challenge in the analysis of such arrangements is that individual geographic regions have their own respective goals. This work presents a multi-region, fuzzy input–output optimization model that reflects production and consumption of bioenergy under land, water and carbon footprint constraints. To offset any local production deficits or surpluses, the model allows for trade to occur among different regions within a defined system; furthermore, importation of additional biofuel from external sources is also allowed. Two illustrative case studies are given to demonstrate the key features of the model.

Microgrid Reliability Modeling and Battery Scheduling Using Stochastic Linear Programming

Energy Technology Data Exchange (ETDEWEB)

Cardoso, Goncalo; Stadler, Michael; Siddiqui, Afzal; Marnay, Chris; DeForest, Nicholas; Barbosa-Povoa, Ana; Ferrao, Paulo

2013-05-23

This paper describes the introduction of stochastic linear programming into Operations DER-CAM, a tool used to obtain optimal operating schedules for a given microgrid under local economic and environmental conditions. This application follows previous work on optimal scheduling of a lithium-iron-phosphate battery given the output uncertainty of a 1 MW molten carbonate fuel cell. Both are in the Santa Rita Jail microgrid, located in Dublin, California. This fuel cell has proven unreliable, partially justifying the consideration of storage options. Several stochastic DER-CAM runs are executed to compare different scenarios to values obtained by a deterministic approach. Results indicate that using a stochastic approach provides a conservative yet more lucrative battery schedule. Lower expected energy bills result, given fuel cell outages, in potential savings exceeding 6percent.

A stochastic-programming approach to integrated asset and liability ...

African Journals Online (AJOL)

This increase in complexity has provided an impetus for the investigation into integrated asset- and liability-management frameworks that could realistically address dynamic portfolio allocation in a risk-controlled way. In this paper the authors propose a multi-stage dynamic stochastic-programming model for the integrated ...

Curvature Effect and the Spectral Softening Phenomenon Detected ...

Indian Academy of Sciences (India)

soft spectral evolution, indicating that this spectral softening is not a rare phenomenon .... of time, there exists a temporal steep decay phase accompanied by spectral softening. (d) In most cases, the temporal power law index α and the spectral.

STUDI SIMULASI MENGGUNAKAN FUZZY C-MEANS DALAM MENGKLASIFIKASI KONSTRUK TES

Directory of Open Access Journals (Sweden)

Rukli Rukli

2013-01-01

Full Text Available Tulisan ini memperkenalkan metode fuzzy c-means dalam mengklasifikasi konstruk tes. Untuk memverifikasi sifat unidimensional suatu tes biasanya menggunakan analisis faktor sebagai bagian dari statistik parametrik dengan beberapa persyaratan yang ketat sedangkan metode fuzzy c-means termasuk metode heuristik yang tidak memerlukan persyaratan yang ketat. Studi simulasi penelitian ini menggunakan dua metode yakni analisis faktor menggunakan program SPSS dan fuzzy c-means menggunakan program Matlab. Data simulasi menggunakan tipe data dikotomi dan politomi yang dibangkitkan lewat prog-ram Microsoft Office Excel dengan desain 2 kategori, yakni: tiga butir soal dengan banyak peserta tes 10, dan 30 butir soal dengan banyak peserta tes 100. Hasil simulasi menunjukkan bahwa metode fuzzy c-means lebih memberikan gambaran pengelompokan secara deskriptif dan dinamis pada semua desain yang telah dibuat dalam memverifikasi unidimensional pada suatu tes. Kata kunci: fuzzy c-means, analisis faktor, unidimensional _____________________________________________________________ SIMULATION STUDY USING FUZZY C-MEANS FOR CLASIFYING TEST CONSTRUCTION Abstract This paper introduces the fuzzy c-means method for classifying the test constructs. To verify the unidimensional a test typically uses factor analysis as part of parametric statistics with some strict requirements, while fuzzy c-means methods including method heuristic that do not require strict require-ments. Simulation comparison between the method of factor analysis using SPSS program and fuzzy c-means methods using Matlab. Simulation data using data type dichotomy and politomus generated through Microsoft Office Excel programs each with a number of 3 items using the number of participants 10 tests, while the number of 30 test items using the number as many as 100 participants. The simulation results show that the fuzzy c-means method provides a more descriptive and dyna-mic grouping of all the designs that

An inexact mixed risk-aversion two-stage stochastic programming model for water resources management under uncertainty.

Science.gov (United States)

Li, W; Wang, B; Xie, Y L; Huang, G H; Liu, L

2015-02-01

Uncertainties exist in the water resources system, while traditional two-stage stochastic programming is risk-neutral and compares the random variables (e.g., total benefit) to identify the best decisions. To deal with the risk issues, a risk-aversion inexact two-stage stochastic programming model is developed for water resources management under uncertainty. The model was a hybrid methodology of interval-parameter programming, conditional value-at-risk measure, and a general two-stage stochastic programming framework. The method extends on the traditional two-stage stochastic programming method by enabling uncertainties presented as probability density functions and discrete intervals to be effectively incorporated within the optimization framework. It could not only provide information on the benefits of the allocation plan to the decision makers but also measure the extreme expected loss on the second-stage penalty cost. The developed model was applied to a hypothetical case of water resources management. Results showed that that could help managers generate feasible and balanced risk-aversion allocation plans, and analyze the trade-offs between system stability and economy.

Regional Management of an Aquifer for Mining Under Fuzzy Environmental Objectives

Science.gov (United States)

BogáRdi, IstváN.; BáRdossy, AndráS.; Duckstein, Lucien

1983-12-01

A methodology is developed for the dynamic multiobjective management of a multipurpose regional aquifer. In a case study of bauxite mining in Western Hungary, ore deposits are often under the piezometric level of a karstic aquifer, while this same aquifer also provides recharge flows for thermal springs. N + 1 objectives are to be minimized, the first one being total discounted cost of control by dewatering or grouting; the other N objectives consist of the flow of thermal springs at N control points. However, there is no agreement among experts as to a set of numerical values that would constitute a "sound environment"; for this reason a fuzzy set analysis is used, and the N environmental objectives are combined into a single fuzzy membership function. The constraints include ore availability, various capacities, and the state transition function that describes the behavior of both piezometric head and underground flow. The model is linearized and solved as a biobjective dynamic program by using multiobjective compromise programming. A numerical example with N = 2 appears to lead to realistic control policies. Extension of the model to the nonlinear case is discussed.

Decomposition and (importance) sampling techniques for multi-stage stochastic linear programs

Energy Technology Data Exchange (ETDEWEB)

Infanger, G.

1993-11-01

The difficulty of solving large-scale multi-stage stochastic linear programs arises from the sheer number of scenarios associated with numerous stochastic parameters. The number of scenarios grows exponentially with the number of stages and problems get easily out of hand even for very moderate numbers of stochastic parameters per stage. Our method combines dual (Benders) decomposition with Monte Carlo sampling techniques. We employ importance sampling to efficiently obtain accurate estimates of both expected future costs and gradients and right-hand sides of cuts. The method enables us to solve practical large-scale problems with many stages and numerous stochastic parameters per stage. We discuss the theory of sharing and adjusting cuts between different scenarios in a stage. We derive probabilistic lower and upper bounds, where we use importance path sampling for the upper bound estimation. Initial numerical results turned out to be promising.

An Intuitionistic Fuzzy Methodology for Component-Based Software Reliability Optimization

DEFF Research Database (Denmark)

Madsen, Henrik; Grigore, Albeanu; Popenţiuvlǎdicescu, Florin

2012-01-01

Component-based software development is the current methodology facilitating agility in project management, software reuse in design and implementation, promoting quality and productivity, and increasing the reliability and performability. This paper illustrates the usage of intuitionistic fuzzy...... degree approach in modelling the quality of entities in imprecise software reliability computing in order to optimize management results. Intuitionistic fuzzy optimization algorithms are proposed to be used for complex software systems reliability optimization under various constraints....

A practical introduction to fuzzy logic using LISP

CERN Document Server

Argüelles Mendez, Luis

2016-01-01

This book makes use of the LISP programming language to provide readers with the necessary background to understand and use fuzzy logic to solve simple to medium-complexity real-world problems. It introduces the basics of LISP required to use a Fuzzy LISP programming toolbox, which was specifically implemented by the author to “teach” the theory behind fuzzy logic and at the same time equip readers to use their newly-acquired knowledge to build fuzzy models of increasing complexity. The book fills an important gap in the literature, providing readers with a practice-oriented reference guide to fuzzy logic that offers more complexity than popular books yet is more accessible than other mathematical treatises on the topic. As such, students in first-year university courses with a basic tertiary mathematical background and no previous experience with programming should be able to easily follow the content. The book is intended for students and professionals in the fields of computer science and engineering, ...

Mortgage Loan Portfolio Optimization Using Multi-Stage Stochastic Programming

DEFF Research Database (Denmark)

Rasmussen, Kourosh Marjani; Clausen, Jens

2007-01-01

We consider the dynamics of the Danish mortgage loan system and propose several models to reflect the choices of a mortgagor as well as his attitude towards risk. The models are formulated as multi stage stochastic integer programs, which are difficult to solve for more than 10 stages. Scenario...

Interactive Fuzzy Goal Programming approach in multi-response stratified sample surveys

Directory of Open Access Journals (Sweden)

Gupta Neha

2016-01-01

Full Text Available In this paper, we applied an Interactive Fuzzy Goal Programming (IFGP approach with linear, exponential and hyperbolic membership functions, which focuses on maximizing the minimum membership values to determine the preferred compromise solution for the multi-response stratified surveys problem, formulated as a Multi- Objective Non Linear Programming Problem (MONLPP, and by linearizing the nonlinear objective functions at their individual optimum solution, the problem is approximated to an Integer Linear Programming Problem (ILPP. A numerical example based on real data is given, and comparison with some existing allocations viz. Cochran’s compromise allocation, Chatterjee’s compromise allocation and Khowaja’s compromise allocation is made to demonstrate the utility of the approach.

Fuzzy attitude control of solar sail via linear matrix inequalities

Science.gov (United States)

Baculi, Joshua; Ayoubi, Mohammad A.

2017-09-01

This study presents a fuzzy tracking controller based on the Takagi-Sugeno (T-S) fuzzy model of the solar sail. First, the T-S fuzzy model is constructed by linearizing the existing nonlinear equations of motion of the solar sail. Then, the T-S fuzzy model is used to derive the state feedback controller gains for the Twin Parallel Distributed Compensation (TPDC) technique. The TPDC tracks and stabilizes the attitude of the solar sail to any desired state in the presence of parameter uncertainties and external disturbances while satisfying actuator constraints. The performance of the TPDC is compared to a PID controller that is tuned using the Ziegler-Nichols method. Numerical simulation shows the TPDC outperforms the PID controller when stabilizing the solar sail to a desired state.

A Global Chance-Constraint for Stochastic Inventory Systems under Service Level Constraints

NARCIS (Netherlands)

Rossi, R.; Tarim, S.A.; Hnich, B.; Prestwich, S.

2008-01-01

We consider a class of production/inventory control problems that has a single product and a single stocking location, for which a stochastic demand with a known non-stationary probability distribution is given. Under the widely-known replenishment cycle policy the problem of computing policy

Constraints and Logic Programming in Grammars and Language Analysis

DEFF Research Database (Denmark)

Christiansen, Henning

2014-01-01

Constraints are an important notion in grammars and language analysis, and constraint programming techniques have been developed concurrently for solving a variety of complex problems. In this chapter we consider the synthesis of these branches into practical and effective methods for language...... methods that combine constraints with logic grammars such as Definite Clause Grammars and CHR Grammars, and show also a direct relationship to abductive reasoning....

Stress-Softening Formulae of Polymer Bearings

Directory of Open Access Journals (Sweden)

M. H. B. M. Shariff

2015-01-01

Full Text Available The motivation for this work was the absence of closed form solutions that can reasonably describe the axial deformation behaviour of stress-softening polymer bearings. In this paper, new closed form solutions that exhibit Mullins phenomenon are developed. We show that the apparent Young modulus depends on the shape factor and the minimal infinitesimal strain. We furthermore found that, in a nonlinear deformation, the shape factor plays an important role in stress softening. The solutions are design friendly and are consistent with expected results.

Designing time-of-use program based on stochastic security constrained unit commitment considering reliability index

International Nuclear Information System (INIS)

Nikzad, Mehdi; Mozafari, Babak; Bashirvand, Mahdi; Solaymani, Soodabeh; Ranjbar, Ali Mohamad

2012-01-01

Recently in electricity markets, a massive focus has been made on setting up opportunities for participating demand side. Such opportunities, also known as demand response (DR) options, are triggered by either a grid reliability problem or high electricity prices. Two important challenges that market operators are facing are appropriate designing and reasonable pricing of DR options. In this paper, time-of-use program (TOU) as a prevalent time-varying program is modeled linearly based on own and cross elasticity definition. In order to decide on TOU rates, a stochastic model is proposed in which the optimum TOU rates are determined based on grid reliability index set by the operator. Expected Load Not Supplied (ELNS) is used to evaluate reliability of the power system in each hour. The proposed stochastic model is formulated as a two-stage stochastic mixed-integer linear programming (SMILP) problem and solved using CPLEX solver. The validity of the method is tested over the IEEE 24-bus test system. In this regard, the impact of the proposed pricing method on system load profile; operational costs and required capacity of up- and down-spinning reserve as well as improvement of load factor is demonstrated. Also the sensitivity of the results to elasticity coefficients is investigated. -- Highlights: ► Time-of-use demand response program is linearly modeled. ► A stochastic model is proposed to determine the optimum TOU rates based on ELNS index set by the operator. ► The model is formulated as a short-term two-stage stochastic mixed-integer linear programming problem.

Supply chain management under fuzziness recent developments and techniques

CERN Document Server

Öztayşi, Başar

2014-01-01

Supply Chain Management Under Fuzziness presents recently developed fuzzy models and techniques for supply chain management. These include: fuzzy PROMETHEE, fuzzy AHP, fuzzy ANP, fuzzy VIKOR, fuzzy DEMATEL, fuzzy clustering, fuzzy linear programming, and fuzzy inference systems. The book covers both practical applications and new developments concerning these methods. This book offers an excellent resource for researchers and practitioners in supply chain management and logistics, and will provide them with new suggestions and directions for future research. Moreover, it will support graduate students in their university courses, such as specialized courses on supply chains and logistics, as well as related courses in the fields of industrial engineering, engineering management and business administration.

A hybrid credibility-based fuzzy multiple objective optimisation to differential pricing and inventory policies with arbitrage consideration

Science.gov (United States)

Ghasemy Yaghin, R.; Fatemi Ghomi, S. M. T.; Torabi, S. A.

2015-10-01

In most markets, price differentiation mechanisms enable manufacturers to offer different prices for their products or services in different customer segments; however, the perfect price discrimination is usually impossible for manufacturers. The importance of accounting for uncertainty in such environments spurs an interest to develop appropriate decision-making tools to deal with uncertain and ill-defined parameters in joint pricing and lot-sizing problems. This paper proposes a hybrid bi-objective credibility-based fuzzy optimisation model including both quantitative and qualitative objectives to cope with these issues. Taking marketing and lot-sizing decisions into account simultaneously, the model aims to maximise the total profit of manufacturer and to improve service aspects of retailing simultaneously to set different prices with arbitrage consideration. After applying appropriate strategies to defuzzify the original model, the resulting non-linear multi-objective crisp model is then solved by a fuzzy goal programming method. An efficient stochastic search procedure using particle swarm optimisation is also proposed to solve the non-linear crisp model.

Evaluation of students' perceptions on game based learning program using fuzzy set conjoint analysis

Science.gov (United States)

Sofian, Siti Siryani; Rambely, Azmin Sham

2017-04-01

An effectiveness of a game based learning (GBL) can be determined from an application of fuzzy set conjoint analysis. The analysis was used due to the fuzziness in determining individual perceptions. This study involved a survey collected from 36 students aged 16 years old of SMK Mersing, Johor who participated in a Mathematics Discovery Camp organized by UKM research group called PRISMatik. The aim of this research was to determine the effectiveness of the module delivered to cultivate interest in mathematics subject in the form of game based learning through different values. There were 11 games conducted for the participants and students' perceptions based on the evaluation of six criteria were measured. A seven-point Likert scale method was used to collect students' preferences and perceptions. This scale represented seven linguistic terms to indicate their perceptions on each module of GBLs. Score of perceptions were transformed into degree of similarity using fuzzy set conjoint analysis. It was found that Geometric Analysis Recreation (GEAR) module was able to increase participant preference corresponded to the six attributes generated. The computations were also made for the other 10 games conducted during the camp. Results found that interest, passion and team work were the strongest values obtained from GBL activities in this camp as participants stated very strongly agreed that these attributes fulfilled their preferences in every module. This was an indicator of efficiency for the program. The evaluation using fuzzy conjoint analysis implicated the successfulness of a fuzzy approach to evaluate students' perceptions toward GBL.

Properties of Fuzzy Entropy Based on the Shape Change of Membership Function

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

Modification of a fuzzy partition often leads to the change of fuzziness of a fuzzy system. Researches on the change of fuzzy entropy of a fuzzy set, responding to shape alteration of membership function, therefore, play a significant role in analysis of the change of fuzziness of a fuzzy system because a fuzzy partition consists of a set of fuzzy sets which satisfy some special constraints. This paper has shown several results about entropy changes of a fuzzy set. First, the entropies of two same type of fuzzy sets have a constant proportional relationship which depends on the ratio of the sizes of their support intervals. Second, as for Triangular Fuzzy Numbers (TFNs), the entropies of any two TFNs which can not be always the same type, also,have a constant proportional relationship which depends on the ratio of the sizes of their support intervals. Hence, any two TFNs with the same sizes of support intervals have the same entropies. Third, concerning two Triangular Fuzzy Sets (TFSs) with same sizes of support intervals and different heights, the relationship of their entropies lies on their height.Finally, we point it out a mistake that Chen's assertion that the entropy of resultant fuzzy set of elevation operation is directly proportional to that of the original one while elevation factor just acts as a proportional factor. These results should contribute to the analysis and design of a fuzzy system.

Prediction of residual stress for dissimilar metals welding at nuclear power plants using fuzzy neural network models

International Nuclear Information System (INIS)

Na, Man Gyun; Kim, Jin Weon; Lim, Dong Hyuk

2007-01-01

A fuzzy neural network model is presented to predict residual stress for dissimilar metal welding under various welding conditions. The fuzzy neural network model, which consists of a fuzzy inference system and a neuronal training system, is optimized by a hybrid learning method that combines a genetic algorithm to optimize the membership function parameters and a least squares method to solve the consequent parameters. The data of finite element analysis are divided into four data groups, which are split according to two end-section constraints and two prediction paths. Four fuzzy neural network models were therefore applied to the numerical data obtained from the finite element analysis for the two end-section constraints and the two prediction paths. The fuzzy neural network models were trained with the aid of a data set prepared for training (training data), optimized by means of an optimization data set and verified by means of a test data set that was different (independent) from the training data and the optimization data. The accuracy of fuzzy neural network models is known to be sufficiently accurate for use in an integrity evaluation by predicting the residual stress of dissimilar metal welding zones

A Microkernel Architecture for Constraint Programming

OpenAIRE

Michel, Laurent; Van Hentenryck, Pascal

2014-01-01

This paper presents a microkernel architecture for constraint programming organized around a number of small number of core functionalities and minimal interfaces. The architecture contrasts with the monolithic nature of many implementations. Experimental results indicate that the software engineering benefits are not incompatible with runtime efficiency.

Chance-Constrained Guidance With Non-Convex Constraints

Science.gov (United States)

Ono, Masahiro

2011-01-01

Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of

Using Logarithmic Fuzzy Preference Programming To Prioritization Social Media Utilization Based On Tourists’ Perspective

Directory of Open Access Journals (Sweden)

Balouchi Mina

2015-06-01

Full Text Available The advent of Web 2.0 or social media technologies gives travelers a chance to access quickly and conveniently to a mass of travel-related information. This study investigates the importance of social media in travel process in three different phases (pre-visit, on site, post-visit from the perspective of Iranian travelers. It is worthwhile to know the level of influence of social media on respondents’ travel behavior. Logarithmic fuzzy preference programming methodology is used in this article to determine the importance of social media usage in each phase of travel process and its subcategories. Fuzzy analytic hierarchy process methodology, based on Chang’s Fuzzy Extent Analysis is also used for the data analysis, then the results of these two methods are presented for comparison and better understanding. The results of this study suggest that the most usage of social media is on pre-visit phase while post-visit has the least usage. This study shows that Iranian travelers use social media mainly to share experiences (post-visit phase, get help in different circumstances and gain travel advice.

Application of fuzzy system theory in addressing the presence of uncertainties

Energy Technology Data Exchange (ETDEWEB)

Yusmye, A. Y. N. [Institute of Engineering Mathematics, Universiti Malaysia Perlis Kampus Pauh Putra, 02600, Arau, Perlis (Malaysia); Goh, B. Y.; Adnan, N. F.; Ariffin, A. K. [Department of Mechanical and Materials, Faculty of Engineering and Built Environment Universiti Kebangsaan Malaysia 43600 UKM Bangi, Selangor (Malaysia)

2015-02-03

In this paper, the combinations of fuzzy system theory with the finite element methods are present and discuss to deal with the uncertainties. The present of uncertainties is needed to avoid for prevent the failure of the material in engineering. There are three types of uncertainties, which are stochastic, epistemic and error uncertainties. In this paper, the epistemic uncertainties have been considered. For the epistemic uncertainty, it exists as a result of incomplete information and lack of knowledge or data. Fuzzy system theory is a non-probabilistic method, and this method is most appropriate to interpret the uncertainty compared to statistical approach when the deal with the lack of data. Fuzzy system theory contains a number of processes started from converting the crisp input to fuzzy input through fuzzification process and followed by the main process known as mapping process. The term mapping here means that the logical relationship between two or more entities. In this study, the fuzzy inputs are numerically integrated based on extension principle method. In the final stage, the defuzzification process is implemented. Defuzzification is an important process to allow the conversion of the fuzzy output to crisp outputs. Several illustrative examples are given and from the simulation, the result showed that propose the method produces more conservative results comparing with the conventional finite element method.

Application of fuzzy system theory in addressing the presence of uncertainties

International Nuclear Information System (INIS)

Yusmye, A. Y. N.; Goh, B. Y.; Adnan, N. F.; Ariffin, A. K.

2015-01-01

In this paper, the combinations of fuzzy system theory with the finite element methods are present and discuss to deal with the uncertainties. The present of uncertainties is needed to avoid for prevent the failure of the material in engineering. There are three types of uncertainties, which are stochastic, epistemic and error uncertainties. In this paper, the epistemic uncertainties have been considered. For the epistemic uncertainty, it exists as a result of incomplete information and lack of knowledge or data. Fuzzy system theory is a non-probabilistic method, and this method is most appropriate to interpret the uncertainty compared to statistical approach when the deal with the lack of data. Fuzzy system theory contains a number of processes started from converting the crisp input to fuzzy input through fuzzification process and followed by the main process known as mapping process. The term mapping here means that the logical relationship between two or more entities. In this study, the fuzzy inputs are numerically integrated based on extension principle method. In the final stage, the defuzzification process is implemented. Defuzzification is an important process to allow the conversion of the fuzzy output to crisp outputs. Several illustrative examples are given and from the simulation, the result showed that propose the method produces more conservative results comparing with the conventional finite element method

A Hybrid Programming Framework for Modeling and Solving Constraint Satisfaction and Optimization Problems

OpenAIRE

Sitek, Paweł; Wikarek, Jarosław

2016-01-01

This paper proposes a hybrid programming framework for modeling and solving of constraint satisfaction problems (CSPs) and constraint optimization problems (COPs). Two paradigms, CLP (constraint logic programming) and MP (mathematical programming), are integrated in the framework. The integration is supplemented with the original method of problem transformation, used in the framework as a presolving method. The transformation substantially reduces the feasible solution space. The framework a...

Using linear programming to analyze and optimize stochastic flow lines

DEFF Research Database (Denmark)

Helber, Stefan; Schimmelpfeng, Katja; Stolletz, Raik

2011-01-01

This paper presents a linear programming approach to analyze and optimize flow lines with limited buffer capacities and stochastic processing times. The basic idea is to solve a huge but simple linear program that models an entire simulation run of a multi-stage production process in discrete time...... programming and hence allows us to solve buffer allocation problems. We show under which conditions our method works well by comparing its results to exact values for two-machine models and approximate simulation results for longer lines....

Construction of fuzzy spaces and their applications to matrix models

Science.gov (United States)

Abe, Yasuhiro

Quantization of spacetime by means of finite dimensional matrices is the basic idea of fuzzy spaces. There remains an issue of quantizing time, however, the idea is simple and it provides an interesting interplay of various ideas in mathematics and physics. Shedding some light on such an interplay is the main theme of this dissertation. The dissertation roughly separates into two parts. In the first part, we consider rather mathematical aspects of fuzzy spaces, namely, their construction. We begin with a review of construction of fuzzy complex projective spaces CP k (k = 1, 2, · · ·) in relation to geometric quantization. This construction facilitates defining symbols and star products on fuzzy CPk. Algebraic construction of fuzzy CPk is also discussed. We then present construction of fuzzy S 4, utilizing the fact that CP3 is an S2 bundle over S4. Fuzzy S4 is obtained by imposing an additional algebraic constraint on fuzzy CP3. Consequently it is proposed that coordinates on fuzzy S4 are described by certain block-diagonal matrices. It is also found that fuzzy S8 can analogously be constructed. In the second part of this dissertation, we consider applications of fuzzy spaces to physics. We first consider theories of gravity on fuzzy spaces, anticipating that they may offer a novel way of regularizing spacetime dynamics. We obtain actions for gravity on fuzzy S2 and on fuzzy CP3 in terms of finite dimensional matrices. Application to M(atrix) theory is also discussed. With an introduction of extra potentials to the theory, we show that it also has new brane solutions whose transverse directions are described by fuzzy S 4 and fuzzy CP3. The extra potentials can be considered as fuzzy versions of differential forms or fluxes, which enable us to discuss compactification models of M(atrix) theory. In particular, compactification down to fuzzy S4 is discussed and a realistic matrix model of M-theory in four-dimensions is proposed.

A new neuro-fuzzy training algorithm for identifying dynamic characteristics of smart dampers

International Nuclear Information System (INIS)

Nguyen, Sy Dzung; Choi, Seung-Bok

2012-01-01

This paper proposes a new algorithm, named establishing neuro-fuzzy system (ENFS), to identify dynamic characteristics of smart dampers such as magnetorheological (MR) and electrorheological (ER) dampers. In the ENFS, data clustering is performed based on the proposed algorithm named partitioning data space (PDS). Firstly, the PDS builds data clusters in joint input–output data space with appropriate constraints. The role of these constraints is to create reasonable data distribution in clusters. The ENFS then uses these clusters to perform the following tasks. Firstly, the fuzzy sets expressing characteristics of data clusters are established. The structure of the fuzzy sets is adjusted to be suitable for features of the data set. Secondly, an appropriate structure of neuro-fuzzy (NF) expressed by an optimal number of labeled data clusters and the fuzzy-set groups is determined. After the ENFS is introduced, its effectiveness is evaluated by a prediction-error-comparative work between the proposed method and some other methods in identifying numerical data sets such as ‘daily data of stock A’, or in identifying a function. The ENFS is then applied to identify damping force characteristics of the smart dampers. In order to evaluate the effectiveness of the ENFS in identifying the damping forces of the smart dampers, the prediction errors are presented by comparing with experimental results. (paper)

A new neuro-fuzzy training algorithm for identifying dynamic characteristics of smart dampers

Science.gov (United States)

Dzung Nguyen, Sy; Choi, Seung-Bok

2012-08-01

This paper proposes a new algorithm, named establishing neuro-fuzzy system (ENFS), to identify dynamic characteristics of smart dampers such as magnetorheological (MR) and electrorheological (ER) dampers. In the ENFS, data clustering is performed based on the proposed algorithm named partitioning data space (PDS). Firstly, the PDS builds data clusters in joint input-output data space with appropriate constraints. The role of these constraints is to create reasonable data distribution in clusters. The ENFS then uses these clusters to perform the following tasks. Firstly, the fuzzy sets expressing characteristics of data clusters are established. The structure of the fuzzy sets is adjusted to be suitable for features of the data set. Secondly, an appropriate structure of neuro-fuzzy (NF) expressed by an optimal number of labeled data clusters and the fuzzy-set groups is determined. After the ENFS is introduced, its effectiveness is evaluated by a prediction-error-comparative work between the proposed method and some other methods in identifying numerical data sets such as ‘daily data of stock A’, or in identifying a function. The ENFS is then applied to identify damping force characteristics of the smart dampers. In order to evaluate the effectiveness of the ENFS in identifying the damping forces of the smart dampers, the prediction errors are presented by comparing with experimental results.

MASALAH PROGRAMA LINIER FUZZY DENGAN FUNGSI KEANGGOTAAN LINIER

Directory of Open Access Journals (Sweden)

Nyoman Sutapa

2000-01-01

Full Text Available In practice, the certainess assumption for parameters in linear programming are difficult to pullfiled. The uncertainties are sometimes coming from subjective and intuitive policies. To solve and accommodate these problems, will be approximated by fuzzy set theory. In this article, modeling of linear programming with fuzzy set will be discussed, followed by two cases with membership function are trapezoidal and triangular. Abstract in Bahasa Indonesia : Asumsi kepastian nilai-nilai parameter, dalam pengambilan keputusan yang dimodelkan dengan programa linier, dalam praktek sering sulit dipenuhi. Ketidakpastian yang muncul kadang diakibatkan oleh suatu kebijakan yang intuitif dan subjektif. Untuk memecahkan dan mengakomodasi ketidakpastian seperti tersebut, akan didekati dengan teori himpunan fuzzy. Dalam makalah ini, pemodelan programa linier dengan teori himpunan fuzzy tersebut, akan didiskusikan dengan dua kasus, masing-masing dengan menggunakan fungsi keanggotaan linier, yaitu trapezoida dan triangular. Kata kunci: programa linier, himpunan fuzzy.

Control of Angra 1' PZR by a fuzzy rule base build through genetic programming

International Nuclear Information System (INIS)

Caldas, Gustavo Henrique Flores; Schirru, Roberto

2002-01-01

There is an optimum pressure for the normal operation of nuclear power plant reactors and thresholds that must be respected during transients, what make the pressurizer an important control mechanism. Inside a pressurizer there are heaters and a shower. From their actuation levels, they control the vapor pressure inside the pressurizer and, consequently, inside the primary circuit. Therefore, the control of the pressurizer consists in controlling the actuation levels of the heaters and of the shower. In the present work this function is implemented through a fuzzy controller. Besides the efficient way of exerting control, this approach presents the possibility of extracting knowledge of how this control is been made. A fuzzy controller consists basically in an inference machine and a rule base, the later been constructed with specialized knowledge. In some circumstances, however, this knowledge is not accurate, and may lead to non-efficient results. With the development of artificial intelligence techniques, there wore found methods to substitute specialists, simulating its knowledge. Genetic programming is an evolutionary algorithm particularly efficient in manipulating rule base structures. In this work genetic programming was used as a substitute for the specialist. The goal is to test if an irrational object, a computer, is capable, by it self, to find out a rule base reproducing a pre-established actuation levels profile. The result is positive, with the discovery of a fuzzy rule base presenting an insignificant error. A remarkable result that proves the efficiency of the approach. (author)

Influence of softening sequencing on electrocoagulation treatment of produced water.

Science.gov (United States)

Esmaeilirad, Nasim; Carlson, Ken; Omur Ozbek, Pinar

2015-01-01

Electrocoagulation has been used to remove solids and some metals from both water and wastewater sources for decades. Additionally, chemical softening is commonly employed in water treatment systems to remove hardness. This paper assesses the combination and sequence of softening and EC methods to treat hydraulic fracturing flowback and produced water from shale oil and gas operations. EC is one of the available technologies to treat produced water for reuse in frac fluids, eliminating not only the need to transport more water but also the costs of providing fresh water. In this paper, the influence of chemical softening on EC was studied. In the softening process, pH was raised to 9.5 and 10.2 before and after EC, respectively. Softening, when practiced before EC was more effective for removing turbidity with samples from wells older than one month (99% versus 88%). However, neither method was successful in treating samples collected from early flowback (1-day and 2-day samples), likely due to the high concentration of organic matter. For total organic carbon, hardness, Ba, Sr, and B removal, application of softening before EC appeared to be the most efficient approach, likely due to the formation of solids before the coagulation process. Copyright © 2014 Elsevier B.V. All rights reserved.

Creating Clinical Fuzzy Automata with Fuzzy Arden Syntax.

Science.gov (United States)

de Bruin, Jeroen S; Steltzer, Heinz; Rappelsberger, Andrea; Adlassnig, Klaus-Peter

2017-01-01

Formal constructs for fuzzy sets and fuzzy logic are incorporated into Arden Syntax version 2.9 (Fuzzy Arden Syntax). With fuzzy sets, the relationships between measured or observed data and linguistic terms are expressed as degrees of compatibility that model the unsharpness of the boundaries of linguistic terms. Propositional uncertainty due to incomplete knowledge of relationships between clinical linguistic concepts is modeled with fuzzy logic. Fuzzy Arden Syntax also supports the construction of fuzzy state monitors. The latter are defined as monitors that employ fuzzy automata to observe gradual transitions between different stages of disease. As a use case, we re-implemented FuzzyARDS, a previously published clinical monitoring system for patients suffering from acute respiratory distress syndrome (ARDS). Using the re-implementation as an example, we show how key concepts of fuzzy automata, i.e., fuzzy states and parallel fuzzy state transitions, can be implemented in Fuzzy Arden Syntax. The results showed that fuzzy state monitors can be implemented in a straightforward manner.

Genetic algorithms and fuzzy multiobjective optimization

CERN Document Server

Sakawa, Masatoshi

2002-01-01

Since the introduction of genetic algorithms in the 1970s, an enormous number of articles together with several significant monographs and books have been published on this methodology. As a result, genetic algorithms have made a major contribution to optimization, adaptation, and learning in a wide variety of unexpected fields. Over the years, many excellent books in genetic algorithm optimization have been published; however, they focus mainly on single-objective discrete or other hard optimization problems under certainty. There appears to be no book that is designed to present genetic algorithms for solving not only single-objective but also fuzzy and multiobjective optimization problems in a unified way. Genetic Algorithms And Fuzzy Multiobjective Optimization introduces the latest advances in the field of genetic algorithm optimization for 0-1 programming, integer programming, nonconvex programming, and job-shop scheduling problems under multiobjectiveness and fuzziness. In addition, the book treats a w...

Life cycle assessment of central softening of very hard drinking water

DEFF Research Database (Denmark)

Godskesen, Berit; Hauschild, Michael Zwicky; Rygaard, Martin

2012-01-01

Life Cycle Assessment (LCA) to quantify the environmental impacts of central softening of drinking water considering both the negative effects at the waterworks and the positive effects imposed by the changed water quality in the households. The LCA modeling considered central softening of drinking......Many consumers prefer softened water due to convenience issues such as avoidance of removing limescale deposits from household appliances and surfaces, and to reduce consumption of cleaning agents and laundry detergents leading to lower household expenses. Even though central softening of drinking...... water entailed an increased use of energy, sand and chemicals at the waterworks, the distributed and softened drinking water supported a decrease in consumption of energy and chemical agents in the households along with a prolonged service life of household appliances which heat water. This study used...

The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate

Czech Academy of Sciences Publication Activity Database

Šmíd, Martin

2009-01-01

Roč. 165, č. 1 (2009), s. 29-45 ISSN 0254-5330 R&D Projects: GA ČR GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : multistage stochastic programming problems * approximation * discretization * Monte Carlo Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.961, year: 2009 http://library.utia.cas.cz/separaty/2008/E/smid-the expected loss in the discretization of multistage stochastic programming problems - estimation and convergence rate.pdf

Life cycle assessment of central softening of very hard drinking water.

Science.gov (United States)

Godskesen, B; Hauschild, M; Rygaard, M; Zambrano, K; Albrechtsen, H-J

2012-08-30

Many consumers prefer softened water due to convenience issues such as avoidance of removing limescale deposits from household appliances and surfaces, and to reduce consumption of cleaning agents and laundry detergents leading to lower household expenses. Even though central softening of drinking water entailed an increased use of energy, sand and chemicals at the waterworks, the distributed and softened drinking water supported a decrease in consumption of energy and chemical agents in the households along with a prolonged service life of household appliances which heat water. This study used Life Cycle Assessment (LCA) to quantify the environmental impacts of central softening of drinking water considering both the negative effects at the waterworks and the positive effects imposed by the changed water quality in the households. The LCA modeling considered central softening of drinking water from the initial hardness of the region of study (Copenhagen, Denmark) which is 362 mg/L as CaCO(3) to a final hardness as CaCO(3) of 254 (a softening depth of 108) mg/L or 145 (a softening depth of 217) mg/L. Our study showed that the consumer preference can be met together with reducing the impact on the environment and the resource consumption. Environmental impacts decreased by up to 3 mPET (milli Personal Equivalent Targeted) and the break-even point from where central softening becomes environmentally beneficial was reached at a softening depth of only 22 mg/L as CaCO(3). Both energy-related and chemically related environmental impacts were reduced as well as the consumption of resources. Based on scarcity criteria, nickel was identified as the most problematic non-renewable resource in the system, and savings of up to 8 mPR (milli Person Reserve) were found. Copyright © 2012 Elsevier Ltd. All rights reserved.

A Fuzzy Optimization Model for High-Speed Railway Timetable Rescheduling

Directory of Open Access Journals (Sweden)

Li Wang

2012-01-01

Full Text Available A fuzzy optimization model based on improved symmetric tolerance approach is introduced, which allows for rescheduling high-speed railway timetable under unexpected interferences. The model nests different parameters of the soft constraints with uncertainty margin to describe their importance to the optimization purpose and treats the objective in the same manner. Thus a new optimal instrument is expected to achieve a new timetable subject to little slack of constraints. The section between Nanjing and Shanghai, which is the busiest, of Beijing-Shanghai high-speed rail line in China is used as the simulated measurement. The fuzzy optimization model provides an accurate approximation on train running time and headway time, and hence the results suggest that the number of seriously impacted trains and total delay time can be reduced significantly subject to little cost and risk.

A remark on empirical estimates in multistage stochastic programming

Czech Academy of Sciences Publication Activity Database

Kaňková, Vlasta

2002-01-01

Roč. 9, č. 17 (2002), s. 31-50 ISSN 1212-074X R&D Projects: GA ČR GA402/01/0539; GA ČR GA402/02/1015; GA ČR GA402/01/0034 Institutional research plan: CEZ:AV0Z1075907 Keywords : multistage stochastic programming * empirical estimates * Markov dependence Subject RIV: BB - Applied Statistics, Operational Research

Stochastic optimization: beyond mathematical programming

CERN Multimedia

CERN. Geneva

2015-01-01

Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.

Noise-induced chaos and basin erosion in softening Duffing oscillator

International Nuclear Information System (INIS)

Gan Chunbiao

2005-01-01

It is common for many dynamical systems to have two or more attractors coexist and in such cases the basin boundary is fractal. The purpose of this paper is to study the noise-induced chaos and discuss the effect of noises on erosion of safe basin in the softening Duffing oscillator. The Melnikov approach is used to obtain the necessary condition for the rising of chaos, and the largest Lyapunov exponent is computed to identify the chaotic nature of the sample time series from the system. According to the Melnikov condition, the safe basins are simulated for both the deterministic and the stochastic cases of the system. It is shown that the external Gaussian white noise excitation is robust for inducing the chaos, while the external bounded noise is weak. Moreover, the erosion of the safe basin can be aggravated by both the Gaussian white and the bounded noise excitations, and fractal boundary can appear when the system is only excited by the random processes, which means noise-induced chaotic response is induced

Fuzzy Versions of Epistemic and Deontic Logic

Science.gov (United States)

Gounder, Ramasamy S.; Esterline, Albert C.

1998-01-01

Epistemic and deontic logics are modal logics, respectively, of knowledge and of the normative concepts of obligation, permission, and prohibition. Epistemic logic is useful in formalizing systems of communicating processes and knowledge and belief in AI (Artificial Intelligence). Deontic logic is useful in computer science wherever we must distinguish between actual and ideal behavior, as in fault tolerance and database integrity constraints. We here discuss fuzzy versions of these logics. In the crisp versions, various axioms correspond to various properties of the structures used in defining the semantics of the logics. Thus, any axiomatic theory will be characterized not only by its axioms but also by the set of properties holding of the corresponding semantic structures. Fuzzy logic does not proceed with axiomatic systems, but fuzzy versions of the semantic properties exist and can be shown to correspond to some of the axioms for the crisp systems in special ways that support dependency networks among assertions in a modal domain. This in turn allows one to implement truth maintenance systems. For the technical development of epistemic logic, and for that of deontic logic. To our knowledge, we are the first to address fuzzy epistemic and fuzzy deontic logic explicitly and to consider the different systems and semantic properties available. We give the syntax and semantics of epistemic logic and discuss the correspondence between axioms of epistemic logic and properties of semantic structures. The same topics are covered for deontic logic. Fuzzy epistemic and fuzzy deontic logic discusses the relationship between axioms and semantic properties for these logics. Our results can be exploited in truth maintenance systems.

A neuro-fuzzy controlling algorithm for wind turbine

Energy Technology Data Exchange (ETDEWEB)

Lin, Li [Tampere Univ. of Technology (Finland); Eriksson, J T [Tampere Univ. of Technology (Finland)

1996-12-31

The wind turbine control system is stochastic and nonlinear, offering a demanding field for different control methods. An improved and efficient controller will have great impact on the cost-effectiveness of the technology. In this article, a design method for a self-organizing fuzzy controller is discussed, which combines two popular computational intelligence techniques, neural networks and fuzzy logic. Based on acquisited dynamic parameters of the wind, it can effectively predict wind changes in speed and direction. Maximum power can always be extracted from the kinetic energy of the wind. Based on the stimulating experiments applying nonlinear dynamics to a `Variable Speed Fixed Angle` wind turbine, it is demonstrated that the proposed control model 3rd learning algorithm provide a predictable, stable and accurate performance. The robustness of the controller to system parameter variations and measurement disturbances is also discussed. (author)

A neuro-fuzzy controlling algorithm for wind turbine

Energy Technology Data Exchange (ETDEWEB)

Li Lin [Tampere Univ. of Technology (Finland); Eriksson, J.T. [Tampere Univ. of Technology (Finland)

1995-12-31

The wind turbine control system is stochastic and nonlinear, offering a demanding field for different control methods. An improved and efficient controller will have great impact on the cost-effectiveness of the technology. In this article, a design method for a self-organizing fuzzy controller is discussed, which combines two popular computational intelligence techniques, neural networks and fuzzy logic. Based on acquisited dynamic parameters of the wind, it can effectively predict wind changes in speed and direction. Maximum power can always be extracted from the kinetic energy of the wind. Based on the stimulating experiments applying nonlinear dynamics to a `Variable Speed Fixed Angle` wind turbine, it is demonstrated that the proposed control model 3rd learning algorithm provide a predictable, stable and accurate performance. The robustness of the controller to system parameter variations and measurement disturbances is also discussed. (author)

Stochastic programming framework for Lithuanian pension payout modelling

Directory of Open Access Journals (Sweden)

Audrius Kabašinskas

2014-12-01

Full Text Available The paper provides a scientific approach to the problem of selecting a pension fund by taking into account some specific characteristics of the Lithuanian Republic (LR pension accumulation system. The decision making model, which can be used to plan a long-term pension accrual of the Lithuanian Republic (LR citizens, in an optimal way is presented. This model focuses on factors that influence the sustainability of the pension system selection under macroeconomic, social and demographic uncertainty. The model is formalized as a single stage stochastic optimization problem where the long-term optimal strategy can be obtained based on the possible scenarios generated for a particular participant. Stochastic programming methods allow including the pension fund rebalancing moment and direction of investment, and taking into account possible changes of personal income, changes of society and the global financial market. The collection of methods used to generate scenario trees was found useful to solve strategic planning problems.

Genetic Learning of Fuzzy Expert Systems for Decision Support in the Automated Process of Wooden Boards Cutting

Directory of Open Access Journals (Sweden)

Yaroslav MATSYSHYN

2014-03-01

Full Text Available Sawing solid wood (lumber, wooden boards into blanks is an important technological operation, which has significant influence on the efficiency of the woodworking industry as a whole. Selecting a rational variant of lumber cutting is a complex multicriteria problem with many stochastic factors, characterized by incomplete information and fuzzy attributes. About this property by currently used automatic optimizing cross-cut saw is not always rational use of wood raw material. And since the optimization algorithms of these saw functions as a “black box”, their improvement is not possible. Therefore topical the task of developing a new approach to the optimal cross-cutting that takes into account stochastic properties of wood as a material from biological origin. Here we propose a new approach to the problem of lumber optimal cutting in the conditions of uncertainty of lumber quantity and fuzziness lengths of defect-free areas. To account for these conditions, we applied the methods of fuzzy sets theory and used a genetic algorithm to simulate the process of human learning in the implementation the technological operation. Thus, the rules of behavior with yet another defect-free area is defined in fuzzy expert system that can be configured to perform specific production tasks using genetic algorithm. The author's implementation of the genetic algorithm is used to set up the parameters of fuzzy expert system. Working capacity of the developed system verified on simulated and real-world data. Implementation of this approach will make it suitable for the control of automated or fully automatic optimizing cross cutting of solid wood.

Fuzzy control in environmental engineering

CERN Document Server

Chmielowski, Wojciech Z

2016-01-01

This book is intended for engineers, technicians and people who plan to use fuzzy control in more or less developed and advanced control systems for manufacturing processes, or directly for executive equipment. Assuming that the reader possesses elementary knowledge regarding fuzzy sets and fuzzy control, by way of a reminder, the first parts of the book contain a reminder of the theoretical foundations as well as a description of the tools to be found in the Matlab/Simulink environment in the form of a toolbox. The major part of the book presents applications for fuzzy controllers in control systems for various manufacturing and engineering processes. It presents seven processes and problems which have been programmed using fuzzy controllers. The issues discussed concern the field of Environmental Engineering. Examples are the control of a flood wave passing through a hypothetical, and then the real Dobczyce reservoir in the Raba River, which is located in the upper Vistula River basin in Southern Poland, th...

SISTEM PENGEMBANGAN KENDALI FUZZY LOGIC BERBASIS MIKROKONTROLER KELUARGA MCS51 (PetraFuz

Directory of Open Access Journals (Sweden)

Thiang Thiang

1999-01-01

Full Text Available This paper presents a Fuzzy Logic Development Tool called PetraFuz which has been developed at Control System Laboratory, Electrical Engineering Department, Petra Christian University. The system consists of a hardware target based on MCS51 microcontroller and a software support running under PC Windows. The system is targeted for developing fuzzy logic based systems. It supports fuzzy logic design, evaluation, assembly language generator and downloading process to the target hardware to perform on-line fuzzy process. Process action and fuzzy parameters could be transferred to PC monitor via RS-232 serial communication, this on-line process parameters is used for fuzzy tuning, i.e. fuzzy if-then rules and fuzzy membership functions. The PetraFuz tool helps very much for Fuzzy system developments, it could reduce development time significantly. The tool could spur the development of fuzzy systems based on microcontroller systems such as fuzzy control systems, fuzzy information processing, etc. Abstract in Bahasa Indonesia : Makalah ini menyajikan sebuah sistem pengembangan kendali fuzzy logic (PetraFuz, Petra Fuzzy Development System yang dikembangkan oleh laboratorium Sistem Kontrol, Jurusan Teknik Elektro, Universitas Kristen Petra Surabaya. Sistem ini terdiri dari perangkat keras sistem mikrokontroler MCS51 dan perangkat lunak pendukung yang berjalan pada PC. Sistem PetraFuz digunakan untuk mengembangkan sistem berbasis fuzzy logic utamanya pada bidang kendali. Kemampuan sistem meliputi pengembangan pada fase perancangan kendali, evaluasi kendali, pembentukan program bahasa assembly MCS51 dan proses downloading program menuju target sistem mikrokontroler MCS51 untuk dieksekusi melakukan kendali pada plant yang nyata. Aksi kendali dapat diakuisi oleh program PC melalui komunikasi serial RS232 sehingga respon kendali dapat digambarkan pada layar monitor untuk dilakukan analisis lebih lanjut yang diperlukan pada proses tuning if-then fuzzy rules

Stress-Softening and Residual Strain Effects in Suture Materials

Directory of Open Access Journals (Sweden)

Alex Elías-Zúñiga

2013-01-01

Full Text Available This work focuses on the experimental characterization of suture material samples of MonoPlus, Monosyn, polyglycolic acid, polydioxanone 2–0, polydioxanone 4–0, poly(glycolide-co-epsilon-caprolactone, nylon, and polypropylene when subjected to cyclic loading and unloading conditions. It is found that all tested suture materials exhibit stress-softening and residual strain effects related to the microstructural material damage upon deformation from the natural, undistorted state of the virgin suture material. To predict experimental observations, a new constitutive material model that takes into account stress-softening and residual strain effects is developed. The basis of this model is the inclusion of a phenomenological nonmonotonous softening function that depends on the strain intensity between loading and unloading cycles. The theory is illustrated by modifying the non-Gaussian average-stretch, full-network model to capture stress-softening and residual strains by using pseudoelasticity concepts. It is shown that results obtained from theoretical simulations compare well with suture material experimental data.

Stochastic reactive power dispatch in hybrid power system with intermittent wind power generation

International Nuclear Information System (INIS)

Taghavi, Reza; Seifi, Ali Reza; Samet, Haidar

2015-01-01

Environmental concerns besides fuel costs are the predominant reasons for unprecedented escalating integration of wind turbine on power systems. Operation and planning of power systems are affected by this type of energy due to the intermittent nature of wind speed inputs with high uncertainty in the optimization output variables. Consequently, in order to model this high inherent uncertainty, a PRPO (probabilistic reactive power optimization) framework should be devised. Although MC (Monte-Carlo) techniques can solve the PRPO with high precision, PEMs (point estimate methods) can preserve the accuracy to attain reasonable results when diminishing the computational effort. Also, this paper introduces a methodology for optimally dispatching the reactive power in the transmission system, while minimizing the active power losses. The optimization problem is formulated as a LFP (linear fuzzy programing). The core of the problem lay on generation of 2m + 1 point estimates for solving PRPO, where n is the number of input stochastic variables. The proposed methodology is investigated using the IEEE-14 bus test system equipped with HVDC (high voltage direct current), UPFC (unified power flow controller) and DFIG (doubly fed induction generator) devices. The accuracy of the method is demonstrated in the case study. - Highlights: • This paper uses stochastic loads in optimization process. • AC–DC load flow is modified to use some advantages of DC part in optimization process. • UPFC and DFIG are simulated in a way that could be effective in optimization process. • Fuzzy set has been used as an uncertainty analysis tool in the optimization

Chaos Synchronization Based on Unknown Input Proportional Multiple-Integral Fuzzy Observer

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T. Youssef

2013-01-01

Full Text Available This paper presents an unknown input Proportional Multiple-Integral Observer (PIO for synchronization of chaotic systems based on Takagi-Sugeno (TS fuzzy chaotic models subject to unmeasurable decision variables and unknown input. In a secure communication configuration, this unknown input is regarded as a message encoded in the chaotic system and recovered by the proposed PIO. Both states and outputs of the fuzzy chaotic models are subject to polynomial unknown input with kth derivative zero. Using Lyapunov stability theory, sufficient design conditions for synchronization are proposed. The PIO gains matrices are obtained by resolving linear matrix inequalities (LMIs constraints. Simulation results show through two TS fuzzy chaotic models the validity of the proposed method.

Stochastic optimal control of single neuron spike trains

DEFF Research Database (Denmark)

Iolov, Alexandre; Ditlevsen, Susanne; Longtin, Andrë

2014-01-01

stimulation of a neuron to achieve a target spike train under the physiological constraint to not damage tissue. Approach. We pose a stochastic optimal control problem to precisely specify the spike times in a leaky integrate-and-fire (LIF) model of a neuron with noise assumed to be of intrinsic or synaptic...... origin. In particular, we allow for the noise to be of arbitrary intensity. The optimal control problem is solved using dynamic programming when the controller has access to the voltage (closed-loop control), and using a maximum principle for the transition density when the controller only has access...... to the spike times (open-loop control). Main results. We have developed a stochastic optimal control algorithm to obtain precise spike times. It is applicable in both the supra-threshold and sub-threshold regimes, under open-loop and closed-loop conditions and with an arbitrary noise intensity; the accuracy...

Bimodal fuzzy analytic hierarchy process (BFAHP) for coronary heart disease risk assessment.

Science.gov (United States)

Sabahi, Farnaz

2018-04-04

Rooted deeply in medical multiple criteria decision-making (MCDM), risk assessment is very important especially when applied to the risk of being affected by deadly diseases such as coronary heart disease (CHD). CHD risk assessment is a stochastic, uncertain, and highly dynamic process influenced by various known and unknown variables. In recent years, there has been a great interest in fuzzy analytic hierarchy process (FAHP), a popular methodology for dealing with uncertainty in MCDM. This paper proposes a new FAHP, bimodal fuzzy analytic hierarchy process (BFAHP) that augments two aspects of knowledge, probability and validity, to fuzzy numbers to better deal with uncertainty. In BFAHP, fuzzy validity is computed by aggregating the validities of relevant risk factors based on expert knowledge and collective intelligence. By considering both soft and statistical data, we compute the fuzzy probability of risk factors using the Bayesian formulation. In BFAHP approach, these fuzzy validities and fuzzy probabilities are used to construct a reciprocal comparison matrix. We then aggregate fuzzy probabilities and fuzzy validities in a pairwise manner for each risk factor and each alternative. BFAHP decides about being affected and not being affected by ranking of high and low risks. For evaluation, the proposed approach is applied to the risk of being affected by CHD using a real dataset of 152 patients of Iranian hospitals. Simulation results confirm that adding validity in a fuzzy manner can accrue more confidence of results and clinically useful especially in the face of incomplete information when compared with actual results. Applying the proposed BFAHP on CHD risk assessment of the dataset, it yields high accuracy rate above 85% for correct prediction. In addition, this paper recognizes that the risk factors of diastolic blood pressure in men and high-density lipoprotein in women are more important in CHD than other risk factors. Copyright © 2018 Elsevier Inc. All

Using the hybrid fuzzy goal programming model and hybrid genetic algorithm to solve a multi-objective location routing problem for infectious waste disposaL

Energy Technology Data Exchange (ETDEWEB)

Wichapa, Narong; Khokhajaikiat, Porntep

2017-07-01

Disposal of infectious waste remains one of the most serious problems in the social and environmental domains of almost every nation. Selection of new suitable locations and finding the optimal set of transport routes to transport infectious waste, namely location routing problem for infectious waste disposal, is one of the major problems in hazardous waste management. Design/methodology/approach: Due to the complexity of this problem, location routing problem for a case study, forty hospitals and three candidate municipalities in sub-Northeastern Thailand, was divided into two phases. The first phase is to choose suitable municipalities using hybrid fuzzy goal programming model which hybridizes the fuzzy analytic hierarchy process and fuzzy goal programming. The second phase is to find the optimal routes for each selected municipality using hybrid genetic algorithm which hybridizes the genetic algorithm and local searches including 2-Opt-move, Insertion-move and ?-interchange-move. Findings: The results indicate that the hybrid fuzzy goal programming model can guide the selection of new suitable municipalities, and the hybrid genetic algorithm can provide the optimal routes for a fleet of vehicles effectively. Originality/value: The novelty of the proposed methodologies, hybrid fuzzy goal programming model, is the simultaneous combination of both intangible and tangible factors in order to choose new suitable locations, and the hybrid genetic algorithm can be used to determine the optimal routes which provide a minimum number of vehicles and minimum transportation cost under the actual situation, efficiently.

Using the hybrid fuzzy goal programming model and hybrid genetic algorithm to solve a multi-objective location routing problem for infectious waste disposaL

International Nuclear Information System (INIS)

Wichapa, Narong; Khokhajaikiat, Porntep

2017-01-01

Disposal of infectious waste remains one of the most serious problems in the social and environmental domains of almost every nation. Selection of new suitable locations and finding the optimal set of transport routes to transport infectious waste, namely location routing problem for infectious waste disposal, is one of the major problems in hazardous waste management. Design/methodology/approach: Due to the complexity of this problem, location routing problem for a case study, forty hospitals and three candidate municipalities in sub-Northeastern Thailand, was divided into two phases. The first phase is to choose suitable municipalities using hybrid fuzzy goal programming model which hybridizes the fuzzy analytic hierarchy process and fuzzy goal programming. The second phase is to find the optimal routes for each selected municipality using hybrid genetic algorithm which hybridizes the genetic algorithm and local searches including 2-Opt-move, Insertion-move and ?-interchange-move. Findings: The results indicate that the hybrid fuzzy goal programming model can guide the selection of new suitable municipalities, and the hybrid genetic algorithm can provide the optimal routes for a fleet of vehicles effectively. Originality/value: The novelty of the proposed methodologies, hybrid fuzzy goal programming model, is the simultaneous combination of both intangible and tangible factors in order to choose new suitable locations, and the hybrid genetic algorithm can be used to determine the optimal routes which provide a minimum number of vehicles and minimum transportation cost under the actual situation, efficiently.

Takagi-Sugeno fuzzy model identification for turbofan aero-engines with guaranteed stability

Directory of Open Access Journals (Sweden)

Ruichao LI

2018-06-01

Full Text Available This paper is concerned with identifying a Takagi-Sugeno (TS fuzzy model for turbofan aero-engines working under the maximum power status (non-afterburning. To establish the fuzzy system, theoretical contributions are made as follows. First, by fixing antecedent parameters, the estimation of consequent parameters in state-space representations is formulated as minimizing a quadratic cost function. Second, to avoid obtaining unstable identified models, a new theorem is proposed to transform the prior-knowledge of stability into constraints. Then based on the aforementioned work, the identification problem is synthesized as a constrained quadratic optimization. By solving the constrained optimization, a TS fuzzy system is identified with guaranteed stability. Finally, the proposed method is applied to the turbofan aero-engine using simulation data generated from an aerothermodynamics component-level model. Results show the identified fuzzy model achieves a high fitting accuracy while stabilities of the overall fuzzy system and all its local models are also guaranteed. Keywords: Constrained optimization, Fuzzy system, Stability, System identification, Turbofan engine

Depandent samples in empirical estimation of stochastic programming problems

Czech Academy of Sciences Publication Activity Database

Kaňková, Vlasta; Houda, Michal

2006-01-01

Roč. 35, 2/3 (2006), s. 271-279 ISSN 1026-597X R&D Projects: GA ČR GA402/04/1294; GA ČR GD402/03/H057; GA ČR GA402/05/0115 Institutional research plan: CEZ:AV0Z10750506 Keywords : stochastic programming * stability * probability metrics * Wasserstein metric * Kolmogorov metric * simulations Subject RIV: BB - Applied Statistics , Operational Research

Conditioning of high voltage radio frequency cavities by using fuzzy logic in connection with rule based programming

CERN Document Server

Perréard, S

1993-01-01

Many processes are controlled by experts using some kind of mental model to decide actions and make conclusions. This model, based on heuristic knowledge, can often be conveniently represented in rules and has not to be particularly accurate. This is the case for the problem of conditioning high voltage radio-frequency cavities: the expert has to decide, by observing some criteria, if he can increase or if he has to decrease the voltage and by how much. A program has been implemented which can be applied to a class of similar problems. The kernel of the program is a small rule base, which is independent of the kind of cavity. To model a specific cavity, we use fuzzy logic which is implemented as a separate routine called by the rule base. We use fuzzy logic to translate from numeric to symbolic information. The example we chose for applying this kind of technique can be implemented by sequential programming. The two versions exist for comparison. However, we believe that this kind of programming can be powerf...

A Recommender System for Programming Online Judges Using Fuzzy Information Modeling

Directory of Open Access Journals (Sweden)

Raciel Yera Toledo

2018-04-01

Full Text Available Programming online judges (POJs are an emerging application scenario in e-learning recommendation areas. Specifically, they are e-learning tools usually used in programming practices for the automatic evaluation of source code developed by students when they are solving programming problems. Usually, they contain a large collection of such problems, to be solved by students at their own personalized pace. The more problems in the POJ the harder the selection of the right problem to solve according to previous users performance, causing information overload and a widespread discouragement. This paper presents a recommendation framework to mitigate this issue by suggesting problems to solve in programming online judges, through the use of fuzzy tools which manage the uncertainty related to this scenario. The evaluation of the proposal uses real data obtained from a programming online judge, and shows that the new approach improves previous recommendation strategies which do not consider uncertainty management in the programming online judge scenarios. Specifically, the best results were obtained for short recommendation lists.

Evolving fuzzy rules for relaxed-criteria negotiation.

Science.gov (United States)

Sim, Kwang Mong

2008-12-01

In the literature on automated negotiation, very few negotiation agents are designed with the flexibility to slightly relax their negotiation criteria to reach a consensus more rapidly and with more certainty. Furthermore, these relaxed-criteria negotiation agents were not equipped with the ability to enhance their performance by learning and evolving their relaxed-criteria negotiation rules. The impetus of this work is designing market-driven negotiation agents (MDAs) that not only have the flexibility of relaxing bargaining criteria using fuzzy rules, but can also evolve their structures by learning new relaxed-criteria fuzzy rules to improve their negotiation outcomes as they participate in negotiations in more e-markets. To this end, an evolutionary algorithm for adapting and evolving relaxed-criteria fuzzy rules was developed. Implementing the idea in a testbed, two kinds of experiments for evaluating and comparing EvEMDAs (MDAs with relaxed-criteria rules that are evolved using the evolutionary algorithm) and EMDAs (MDAs with relaxed-criteria rules that are manually constructed) were carried out through stochastic simulations. Empirical results show that: 1) EvEMDAs generally outperformed EMDAs in different types of e-markets and 2) the negotiation outcomes of EvEMDAs generally improved as they negotiated in more e-markets.

Optimizing decentralized production-distribution planning problem in a multi-period supply chain network under uncertainty

Science.gov (United States)

Nourifar, Raheleh; Mahdavi, Iraj; Mahdavi-Amiri, Nezam; Paydar, Mohammad Mahdi

2017-09-01

Decentralized supply chain management is found to be significantly relevant in today's competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final product is appropriated with stochastic and fuzzy numbers. We provide mathematical formulation of the problem as a bi-level mixed integer linear programming model. Due to problem's convolution, a structure to solve is developed that incorporates a novel heuristic algorithm based on Kth-best algorithm, fuzzy approach and chance constraint approach. Ultimately, a numerical example is constructed and worked through to demonstrate applicability of the optimization model. A sensitivity analysis is also made.

New approach to solve fully fuzzy system of linear equations using ...

Indian Academy of Sciences (India)

Known example problems are solved to illustrate the efficacy and ... The concept of fuzzy set and fuzzy number were first introduced by Zadeh .... (iii) Fully fuzzy linear systems can be solved by linear programming approach, Gauss elim-.

Optimization Settings in the Fuzzy Combined Mamdani PID Controller

Science.gov (United States)

Kudinov, Y. I.; Pashchenko, F. F.; Pashchenko, A. F.; Kelina, A. Y.; Kolesnikov, V. A.

2017-11-01

In the present work the actual problem of determining the optimal settings of fuzzy parallel proportional-integral-derivative (PID) controller is considered to control nonlinear plants that is not always possible to perform with classical linear PID controllers. In contrast to the linear fuzzy PID controllers there are no analytical methods of settings calculation. In this paper, we develop a numerical optimization approach to determining the coefficients of a fuzzy PID controller. Decomposition method of optimization is proposed, the essence of which was as follows. All homogeneous coefficients were distributed to the relevant groups, for example, three error coefficients, the three coefficients of the changes of errors and the three coefficients of the outputs P, I and D components. Consistently in each of such groups the search algorithm was selected that has determined the coefficients under which we receive the schedule of the transition process satisfying all the applicable constraints. Thus, with the help of Matlab and Simulink in a reasonable time were found the factors of a fuzzy PID controller, which meet the accepted limitations on the transition process.

Constraint Solver Techniques for Implementing Precise and Scalable Static Program Analysis

DEFF Research Database (Denmark)

Zhang, Ye

solver using unification we could make a program analysis easier to design and implement, much more scalable, and still as precise as expected. We present an inclusion constraint language with the explicit equality constructs for specifying program analysis problems, and a parameterized framework...... developers to build reliable software systems more quickly and with fewer bugs or security defects. While designing and implementing a program analysis remains a hard work, making it both scalable and precise is even more challenging. In this dissertation, we show that with a general inclusion constraint...... data flow analyses for C language, we demonstrate a large amount of equivalences could be detected by off-line analyses, and they could then be used by a constraint solver to significantly improve the scalability of an analysis without sacrificing any precision....

Global exponential stability of fuzzy cellular neural networks with delays and reaction-diffusion terms

International Nuclear Information System (INIS)

Wang Jian; Lu Junguo

2008-01-01

In this paper, we study the global exponential stability of fuzzy cellular neural networks with delays and reaction-diffusion terms. By constructing a suitable Lyapunov functional and utilizing some inequality techniques, we obtain a sufficient condition for the uniqueness and global exponential stability of the equilibrium solution for a class of fuzzy cellular neural networks with delays and reaction-diffusion terms. The result imposes constraint conditions on the network parameters independently of the delay parameter. The result is also easy to check and plays an important role in the design and application of globally exponentially stable fuzzy neural circuits

Fuzziness and randomness in an optimization framework

International Nuclear Information System (INIS)

Luhandjula, M.K.

1994-03-01

This paper presents a semi-infinite approach for linear programming in the presence of fuzzy random variable coefficients. As a byproduct a way for dealing with optimization problems including both fuzzy and random data is obtained. Numerical examples are provided for the sake of illustration. (author). 13 refs

On Intuitionistic Fuzzy Filters of Intuitionistic Fuzzy Coframes

Directory of Open Access Journals (Sweden)

Rajesh K. Thumbakara

2013-01-01

Full Text Available Frame theory is the study of topology based on its open set lattice, and it was studied extensively by various authors. In this paper, we study quotients of intuitionistic fuzzy filters of an intuitionistic fuzzy coframe. The quotients of intuitionistic fuzzy filters are shown to be filters of the given intuitionistic fuzzy coframe. It is shown that the collection of all intuitionistic fuzzy filters of a coframe and the collection of all intutionistic fuzzy quotient filters of an intuitionistic fuzzy filter are coframes.

A fuzzy multi-objective model for capacity allocation and pricing policy of provider in data communication service with different QoS levels

Science.gov (United States)

Pan, Wei; Wang, Xianjia; Zhong, Yong-guang; Yu, Lean; Jie, Cao; Ran, Lun; Qiao, Han; Wang, Shouyang; Xu, Xianhao

2012-06-01

Data communication service has an important influence on e-commerce. The key challenge for the users is, ultimately, to select a suitable provider. However, in this article, we do not focus on this aspect but the viewpoint and decision-making of providers for order allocation and pricing policy when orders exceed service capacity. It is a multiple criteria decision-making problem such as profit and cancellation ratio. Meanwhile, we know realistic situations in which much of the input information is uncertain. Thus, it becomes very complex in a real-life environment. In this situation, fuzzy sets theory is the best tool for solving this problem. Our fuzzy model is formulated in such a way as to simultaneously consider the imprecision of information, price sensitive demand, stochastic variables, cancellation fee and the general membership function. For solving the problem, a new fuzzy programming is developed. Finally, a numerical example is presented to illustrate the proposed method. The results show that it is effective for determining the suitable order set and pricing policy of provider in data communication service with different quality of service (QoS) levels.

A two-stage stochastic programming approach for operating multi-energy systems

DEFF Research Database (Denmark)

Zeng, Qing; Fang, Jiakun; Chen, Zhe

2017-01-01

This paper provides a two-stage stochastic programming approach for joint operating multi-energy systems under uncertainty. Simulation is carried out in a test system to demonstrate the feasibility and efficiency of the proposed approach. The test energy system includes a gas subsystem with a gas...

Why fuzzy controllers should be fuzzy

International Nuclear Information System (INIS)

Nowe, A.

1996-01-01

Fuzzy controllers are usually looked at as crisp valued mappings especially when artificial intelligence learning techniques are used to build up the controller. By doing so the semantics of a fuzzy conclusion being a fuzzy restriction on the viable control actions is non-existing. In this paper the authors criticise from an approximation point of view using a fuzzy controller to express a crisp mapping does not seem the right way to go. Secondly it is illustrated that interesting information is contained in a fuzzy conclusion when indeed this conclusion is considered as a fuzzy restriction. This information turns out to be very valuable when viability problems are concerned, i.e. problems where the objective is to keep a system within predefined boundaries

Static softening following multistage hot deformation of 7150 aluminum alloy: Experiment and modeling

International Nuclear Information System (INIS)

Jiang, Fulin; Zurob, Hatem S.; Purdy, Gary R.; Zhang, Hui

2015-01-01

Previous studies have demonstrated that the static softening kinetics of 7150 aluminum alloy showed typical sigmoidal behavior at 400 °C and softening plateaus at 300 °C (F.L. Jiang, et al., Mater. Sci. Eng. A, vol. 552, 2012, pp. 269–275). In present work, the static softening mechanisms, the microstructural evolution during post-deformation holding was studied by optical microscopy, scanning electron microscope, electron back-scattered diffraction and transmission electron microscopy. It was demonstrated that recrystallization is essentially absent during post-deformation holding, and that static recovery was the main contribution to static softening. Strain induced precipitation and coarsening caused softening plateaus at 300 °C. In order to better understand the static softening mechanism, physically-based modeling, which integrated recovery and multicomponent particle coarsening modeling, was employed to rationalize the experimental results.

Stochastic development regression using method of moments

DEFF Research Database (Denmark)

Kühnel, Line; Sommer, Stefan Horst

2017-01-01

This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....

Contributions to fuzzy polynomial techniques for stability analysis and control

OpenAIRE

Pitarch Pérez, José Luis

2014-01-01

The present thesis employs fuzzy-polynomial control techniques in order to improve the stability analysis and control of nonlinear systems. Initially, it reviews the more extended techniques in the field of Takagi-Sugeno fuzzy systems, such as the more relevant results about polynomial and fuzzy polynomial systems. The basic framework uses fuzzy polynomial models by Taylor series and sum-of-squares techniques (semidefinite programming) in order to obtain stability guarantees...

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

Science.gov (United States)

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

A two-factor, stochastic programming model of Danish mortgage-backed securities

DEFF Research Database (Denmark)

Nielsen, Søren S.; Poulsen, Rolf

2004-01-01

-trivial, both in terms of deciding on an initial mortgage, and in terms of managing (rebalancing) it optimally.We propose a two-factor, arbitrage-free interest-rate model, calibrated to observable security prices, and implement on top of it a multi-stage, stochastic optimization program with the purpose...

Decision-making methodology of optimal shielding materials by using fuzzy linear programming

International Nuclear Information System (INIS)

Kanai, Y.; Miura, T.; Hirao, Y.

2000-01-01

The main purpose of our studies are to select materials and determine the ratio of constituent materials as the first stage of optimum shielding design to suit the individual requirements of nuclear reactors, reprocessing facilities, casks for shipping spent fuel, etc. The parameters of the shield optimization are cost, space, weight and some shielding properties such as activation rates or individual irradiation and cooling time, and total dose rate for neutrons (including secondary gamma ray) and for primary gamma ray. Using conventional two-valued logic (i.e. crisp) approaches, huge combination calculations are needed to identify suitable materials for optimum shielding design. Also, re-computation is required for minor changes, as the approach does not react sensitively to the computation result. Present approach using a fuzzy linear programming method is much of the decision-making toward the satisfying solution might take place in fuzzy environment. And it can quickly and easily provide a guiding principle of optimal selection of shielding materials under the above-mentioned conditions. The possibility or reducing radiation effects by optimizing the ratio of constituent materials is investigated. (author)

Fuzzy linear programming approach for solving transportation ...

Indian Academy of Sciences (India)

ALI EBRAHIMNEJAD

Department of Mathematics, Qaemshahr Branch, Islamic Azad University, Qaemshahr, Iran e-mail: ..... est grade of membership at x are μ ˜AL (x) and μ ˜AU (x), respectively. ..... trapezoidal fuzzy numbers transportation problem (12) are.

On Exponential Hedging and Related Quadratic Backward Stochastic Differential Equations

International Nuclear Information System (INIS)

Sekine, Jun

2006-01-01

The dual optimization problem for the exponential hedging problem is addressed with a cone constraint. Without boundedness conditions on the terminal payoff and the drift of the Ito-type controlled process, the backward stochastic differential equation, which has a quadratic growth term in the drift, is derived as a necessary and sufficient condition for optimality via a variational method and dynamic programming. Further, solvable situations are given, in which the value and the optimizer are expressed in closed forms with the help of the Clark-Haussmann-Ocone formula

Fuzzy modeling of analytical redundancy for sensor failure detection

International Nuclear Information System (INIS)

Tsai, T.M.; Chou, H.P.

1991-01-01

Failure detection and isolation (FDI) in dynamic systems may be accomplished by testing the consistency of the system via analytically redundant relations. The redundant relation is basically a mathematical model relating system inputs and dissimilar sensor outputs from which information is extracted and subsequently examined for the presence of failure signatures. Performance of the approach is often jeopardized by inherent modeling error and noise interference. To mitigate such effects, techniques such as Kalman filtering, auto-regression-moving-average (ARMA) modeling in conjunction with probability tests are often employed. These conventional techniques treat the stochastic nature of uncertainties in a deterministic manner to generate best-estimated model and sensor outputs by minimizing uncertainties. In this paper, the authors present a different approach by treating the effect of uncertainties with fuzzy numbers. Coefficients in redundant relations derived from first-principle physical models are considered as fuzzy parameters and on-line updated according to system behaviors. Failure detection is accomplished by examining the possibility that a sensor signal occurred in an estimated fuzzy domain. To facilitate failure isolation, individual FDI monitors are designed for each interested sensor

An integrated production-inventory model for the singlevendor two-buyer problem with partial backorder, stochastic demand, and service level constraints

Science.gov (United States)

Arfawi Kurdhi, Nughthoh; Adi Diwiryo, Toray; Sutanto

2016-02-01

This paper presents an integrated single-vendor two-buyer production-inventory model with stochastic demand and service level constraints. Shortage is permitted in the model, and partial backordered partial lost sale. The lead time demand is assumed follows a normal distribution and the lead time can be reduced by adding crashing cost. The lead time and ordering cost reductions are interdependent with logaritmic function relationship. A service level constraint policy corresponding to each buyer is considered in the model in order to limit the level of inventory shortages. The purpose of this research is to minimize joint total cost inventory model by finding the optimal order quantity, safety stock, lead time, and the number of lots delivered in one production run. The optimal production-inventory policy gained by the Lagrange method is shaped to account for the service level restrictions. Finally, a numerical example and effects of the key parameters are performed to illustrate the results of the proposed model.

Cost-benefit analysis of central softening for production of drinking water.

Science.gov (United States)

Van der Bruggen, B; Goossens, H; Everard, P A; Stemgée, K; Rogge, W

2009-01-01

Softening drinking water before distribution yields advantages with environmental impact, such as lower household products consumption, less scaling in piping and machines, and the avoidance of decentralized, domestic softeners. Central softening is under consideration in Flanders by the largest water supplier, VMW (Dutch acronym for "Flemish Company for Water Supply"), to deliver soft (15 degrees F) water to their customers. A case study is presented for a region with hard water (47 degrees F). The chosen technique is the pellet reactor, based on precipitation of CaCO(3) by NaOH addition. This softening operation has possibly large impact on the environment and the water consumption pattern. A cost-benefit analysis has been made to estimate the added value of central softening, by investigating the impact on the drinking water company, on their customers, on employment, on environment, on health, etc. The analysis for the region of study revealed benefits for customers which were higher than the costs for the drinking water company. However, pricing of drinking water remains an important problem. A sensitivity analysis of these results has also been made, to evaluate the impact of important hypothesis, and to be able to expand this study to other regions. The conclusions for this part show that softening is beneficial if water hardness is to be decreased by at least 5 degrees F.

Metadynamic and static recrystallization softening behavior of a bainite steel

Science.gov (United States)

Li, Lixin; Zheng, Liangyu; Ye, Ben; Tong, Zeqiong

2018-01-01

The metadynamic recrystallization (MDRX) and static recrystallization (SRX) softening behavior of a bainite steel was investigated by two-pass isothermal compression experiments at temperatures of 1173, 1273, 1373, and 1473 K and strain rates of 0.01, 0.1, 1, and 10 s-1 with inter-pass times of 1, 5, 10, and 30 s on a Gleeble-1500 thermo-mechanical simulator. Kinetic equations were developed to evaluate the softening fractions caused by MDRX and SRX. A comparison between the experimental and predicted softening fractions showed that the proposed kinetic equations can provide a precise estimation of the MDRX and SRX behavior of the studied steel. The results based on the kinetic equations indicated that the MDRX and SRX softening fraction increases with the increase in strain rate, deformation temperature, inter-pass time, and pre-strain; the activation energy of MDRX is much smaller than that of SRX; and the no-recrystallization temperature of the investigated steel is 1179.4 K.

Improvement and Application of the Softened Strut-and-Tie Model

Science.gov (United States)

Fan, Guoxi; Wang, Debin; Diao, Yuhong; Shang, Huaishuai; Tang, Xiaocheng; Sun, Hai

2017-11-01

Previous experimental researches indicate that reinforced concrete beam-column joints play an important role in the mechanical properties of moment resisting frame structures, so as to require proper design. The aims of this paper are to predict the joint carrying capacity and cracks development theoretically. Thus, a rational model needs to be developed. Based on the former considerations, the softened strut-and-tie model is selected to be introduced and analyzed. Four adjustments including modifications of the depth of the diagonal strut, the inclination angle of diagonal compression strut, the smeared stress of mild steel bars embedded in concrete, as well as the softening coefficient are made. After that, the carrying capacity of beam-column joint and cracks development are predicted using the improved softened strut-and-tie model. Based on the test results, it is not difficult to find that the improved softened strut-and-tie model can be used to predict the joint carrying capacity and cracks development with sufficient accuracy.

Dynamics of non-holonomic systems with stochastic transport

Science.gov (United States)

Holm, D. D.; Putkaradze, V.

2018-01-01

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under non-holonomic constraints. For this purpose, we derive, analyse and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, non-holonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle.

Answer Sets in a Fuzzy Equilibrium Logic

Science.gov (United States)

Schockaert, Steven; Janssen, Jeroen; Vermeir, Dirk; de Cock, Martine

Since its introduction, answer set programming has been generalized in many directions, to cater to the needs of real-world applications. As one of the most general “classical” approaches, answer sets of arbitrary propositional theories can be defined as models in the equilibrium logic of Pearce. Fuzzy answer set programming, on the other hand, extends answer set programming with the capability of modeling continuous systems. In this paper, we combine the expressiveness of both approaches, and define answer sets of arbitrary fuzzy propositional theories as models in a fuzzification of equilibrium logic. We show that the resulting notion of answer set is compatible with existing definitions, when the syntactic restrictions of the corresponding approaches are met. We furthermore locate the complexity of the main reasoning tasks at the second level of the polynomial hierarchy. Finally, as an illustration of its modeling power, we show how fuzzy equilibrium logic can be used to find strong Nash equilibria.

Hybrid neuro-fuzzy system for power generation control with environmental constraints

International Nuclear Information System (INIS)

Chaturvedi, Krishna Teerth; Pandit, Manjaree; Srivastava, Laxmi

2008-01-01

The real time controls at the central energy management centre in a power system, continuously track the load changes and endeavor to match the total power demand with total generation in such a manner that the operating cost is least. However due to the strict government regulations on environmental protection, operation at minimum cost is no longer the only criterion for dispatching electrical power. The idea behind the environmentally constrained combined economic dispatch formulation is to estimate the optimal generation allocation to generating units in such a manner that fuel cost and harmful emission levels are both simultaneously minimized for a given load demand. Conventional optimization techniques are cumbersome for such complex optimization tasks and are not suitable for on-line use due to increased computational burden. This paper proposes a neuro-fuzzy power dispatch method where the uncertainty involved with power demand is modeled as a fuzzy variable. Then Levenberg-Marquardt neural network (LMNN) is used to evaluate the optimal generation schedules. This model trains almost hundred times faster that the popular BP neural network. The proposed method has been tested on two test systems and found to be suitable for on-line combined environmental economic dispatch

Short-term hydropower production planning by stochastic programming

DEFF Research Database (Denmark)

Fleten, Stein-Erik; Kristoffersen, Trine

2008-01-01

-term production planning a matter of spatial distribution among the reservoirs of the plant. Day-ahead market prices and reservoir inflows are, however, uncertain beyond the current operation day and water must be allocated among the reservoirs in order to strike a balance between current profits and expected......Within the framework of multi-stage mixed-integer linear stochastic programming we develop a short-term production plan for a price-taking hydropower plant operating under uncertainty. Current production must comply with the day-ahead commitments of the previous day which makes short...

Determining the number of clusters for kernelized fuzzy C-means algorithms for automatic medical image segmentation

Directory of Open Access Journals (Sweden)

E.A. Zanaty

2012-03-01

Full Text Available In this paper, we determine the suitable validity criterion of kernelized fuzzy C-means and kernelized fuzzy C-means with spatial constraints for automatic segmentation of magnetic resonance imaging (MRI. For that; the original Euclidean distance in the FCM is replaced by a Gaussian radial basis function classifier (GRBF and the corresponding algorithms of FCM methods are derived. The derived algorithms are called as the kernelized fuzzy C-means (KFCM and kernelized fuzzy C-means with spatial constraints (SKFCM. These methods are implemented on eighteen indexes as validation to determine whether indexes are capable to acquire the optimal clusters number. The performance of segmentation is estimated by applying these methods independently on several datasets to prove which method can give good results and with which indexes. Our test spans various indexes covering the classical and the rather more recent indexes that have enjoyed noticeable success in that field. These indexes are evaluated and compared by applying them on various test images, including synthetic images corrupted with noise of varying levels, and simulated volumetric MRI datasets. Comparative analysis is also presented to show whether the validity index indicates the optimal clustering for our datasets.

Stochastic optimization under risk constraint and utility functions

International Nuclear Information System (INIS)

Seck, B.

2008-09-01

In a context of concurrence and emergence of energy markets, the production of electricity is affected by the new sources of risks which are the price variations on the energy markets. These new sources of risks generate a new risk: the market risk. In this research, the author explores the possibility of introducing constraints, expressed by measurements of risk, into the process of optimization of electricity production when financial contracts are signed on the energy market. The author makes the distinction between the engineering approach (taking the risk into account by risk measurements) and the economist approach (taking the risk into account by utility functions). After an overview of these both approaches in a static framework, he gives an economical formulation (a Maccheroni type one) for a static optimization problem under a risk constraint when the risk measurement is written under the form of an expected infimum like the variance, the 'conditional value at risk', and so on. The obtained results are then extended to a dynamic optimization framework under risk constraints. A numerical application of this approach is presented to solve a problem of electricity production management under a constraint of 'conditional value at risk' on a middle term

A novel eco-friendly technique for efficient control of lime water softening process.

Science.gov (United States)

Ostovar, Mohamad; Amiri, Mohamad

2013-12-01

Lime softening is an established type of water treatment used for water softening. The performance of this process is highly dependent on lime dosage. Currently, lime dosage is adjusted manually based on chemical tests, aimed at maintaining the phenolphthalein (P) and total (M) alkalinities within a certain range (2 P - M > or = 5). In this paper, a critical study of the softening process has been presented. It has been shown that the current method is frequently incorrect. Furthermore, electrical conductivity (EC) has been introduced as a novel indicator for effectively characterizing the lime softening process.This novel technique has several advantages over the current alkalinities method. Because no chemical reagents are needed for titration, which is a simple test, there is a considerable reduction in test costs. Additionally, there is a reduction in the treated water hardness and generated sludge during the lime softening process. Therefore, it is highly eco-friendly, and is a very cost effective alternative technique for efficient control of the lime softening process.

Multistage Stochastic Programming and its Applications in Energy Systems Modeling and Optimization

Science.gov (United States)

Golari, Mehdi

Electric energy constitutes one of the most crucial elements to almost every aspect of life of people. The modern electric power systems face several challenges such as efficiency, economics, sustainability, and reliability. Increase in electrical energy demand, distributed generations, integration of uncertain renewable energy resources, and demand side management are among the main underlying reasons of such growing complexity. Additionally, the elements of power systems are often vulnerable to failures because of many reasons, such as system limits, weak conditions, unexpected events, hidden failures, human errors, terrorist attacks, and natural disasters. One common factor complicating the operation of electrical power systems is the underlying uncertainties from the demands, supplies and failures of system components. Stochastic programming provides a mathematical framework for decision making under uncertainty. It enables a decision maker to incorporate some knowledge of the intrinsic uncertainty into the decision making process. In this dissertation, we focus on application of two-stage and multistage stochastic programming approaches to electric energy systems modeling and optimization. Particularly, we develop models and algorithms addressing the sustainability and reliability issues in power systems. First, we consider how to improve the reliability of power systems under severe failures or contingencies prone to cascading blackouts by so called islanding operations. We present a two-stage stochastic mixed-integer model to find optimal islanding operations as a powerful preventive action against cascading failures in case of extreme contingencies. Further, we study the properties of this problem and propose efficient solution methods to solve this problem for large-scale power systems. We present the numerical results showing the effectiveness of the model and investigate the performance of the solution methods. Next, we address the sustainability issue

Viscosity and Softening Behavior of Alkali Zinc Sulfophosphate Glasses

DEFF Research Database (Denmark)

Da, Ning; Krolikowski, Sebastian; Nielsen, Karsten Hansgaard

2010-01-01

We report on the softening properties and viscosity of glasses from the system ZnO-Na2O-SO3-P2O5 for low-temperature sealing applications. Up to a ratio of network-forming ions PO(4)3-:SO(4)2- of about 2:1, a gradual substitution of P2O5 by SO3 results in decreasing glass transition and softening...

Optimal consumption—portfolio problem with CVaR constraints

International Nuclear Information System (INIS)

Zhang, Qingye; Gao, Yan

2016-01-01

The optimal portfolio selection is a fundamental issue in finance, and its two most important ingredients are risk and return. Merton's pioneering work in dynamic portfolio selection emphasized only the expected utility of the consumption and the terminal wealth. To make the optimal portfolio strategy be achievable, risk control over bankruptcy during the investment horizon is an indispensable ingredient. So, in this paper, we consider the consumption-portfolio problem coupled with a dynamic risk control. More specifically, different from the existing literature, we impose a dynamic relative CVaR constraint on it. By the stochastic dynamic programming techniques, we derive the corresponding Hamilton–Jacobi–Bellman (HJB) equation. Moreover, by the Lagrange multiplier method, the closed form solution is provided when the utility function is a logarithmic one. At last, an illustrative empirical study is given. The results show the distinct difference of the portfolio strategies with and without the CVaR constraints: the proportion invested in the risky assets is reduced over time with CVaR constraint instead of being constant without CVaR constraints. This can provide a good decision-making reference for the investors.

Countable Fuzzy Topological Space and Countable Fuzzy Topological Vector Space

Directory of Open Access Journals (Sweden)

Apu Kumar Saha

2015-06-01

Full Text Available This paper deals with countable fuzzy topological spaces, a generalization of the notion of fuzzy topological spaces. A collection of fuzzy sets F on a universe X forms a countable fuzzy topology if in the definition of a fuzzy topology, the condition of arbitrary supremum is relaxed to countable supremum. In this generalized fuzzy structure, the continuity of fuzzy functions and some other related properties are studied. Also the class of countable fuzzy topological vector spaces as a generalization of the class of fuzzy topological vector spaces has been introduced and investigated.

Fuzzy stability and synchronization of hyperchaos systems

International Nuclear Information System (INIS)

Wang Junwei; Xiong Xiaohua; Zhao Meichun; Zhang Yanbin

2008-01-01

This paper studies stability and synchronization of hyperchaos systems via a fuzzy-model-based control design methodology. First, we utilize a Takagi-Sugeno fuzzy model to represent a hyperchaos system. Second, we design fuzzy-model-based controllers for stability and synchronization of the system, based on so-called 'parallel distributed compensation (PDC)'. Third, we reduce a question of stabilizing and synchronizing hyperchaos systems to linear matrix inequalities (LMI) so that convex programming techniques can solve these LMIs efficiently. Finally, the generalized Lorenz hyperchaos system is employed to illustrate the effectiveness of our designing controller

Fuzzy logic and intelligent technologies in nuclear science

International Nuclear Information System (INIS)

Ruan, D.

1998-01-01

The research project on Fuzzy Logic and Intelligent technologies (FLINS) aims to bridge the gap between novel technologies and the nuclear industry. It aims to initiate research and development programs for solving intricate problems pertaining to the nuclear environment by using modern technologies as additional tool. The major achievements for 1997 include the application of the fuzzy-logic to the BR-1 reactor, the elaboration of a Fuzzy-control model as well as contributions to several workshops and publications

Optimal reliability allocation for large software projects through soft computing techniques

DEFF Research Database (Denmark)

Madsen, Henrik; Albeanu, Grigore; Popentiu-Vladicescu, Florin

2012-01-01

or maximizing the system reliability subject to budget constraints. These kinds of optimization problems were considered both in deterministic and stochastic frameworks in literature. Recently, the intuitionistic-fuzzy optimization approach was considered as a soft computing successful modelling approach....... Firstly, a review on existing soft computing approaches to optimization is given. The main section extends the results considering self-organizing migrating algorithms for solving intuitionistic-fuzzy optimization problems attached to complex fault-tolerant software architectures which proved...

Parameter-free resolution of the superposition of stochastic signals

Energy Technology Data Exchange (ETDEWEB)

Scholz, Teresa, E-mail: tascholz@fc.ul.pt [Center for Theoretical and Computational Physics, University of Lisbon (Portugal); Raischel, Frank [Center for Geophysics, IDL, University of Lisbon (Portugal); Closer Consulting, Av. Eng. Duarte Pacheco Torre 1 15" 0, 1070-101 Lisboa (Portugal); Lopes, Vitor V. [DEIO-CIO, University of Lisbon (Portugal); UTEC–Universidad de Ingeniería y Tecnología, Lima (Peru); Lehle, Bernd; Wächter, Matthias; Peinke, Joachim [Institute of Physics and ForWind, Carl-von-Ossietzky University of Oldenburg, Oldenburg (Germany); Lind, Pedro G. [Institute of Physics and ForWind, Carl-von-Ossietzky University of Oldenburg, Oldenburg (Germany); Institute of Physics, University of Osnabrück, Osnabrück (Germany)

2017-01-30

This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent stochastic processes, one of which is an Ornstein–Uhlenbeck process and the other a general (non-linear) Langevin process. The method is able to distinguish between the stochastic processes, retrieving their corresponding stochastic evolution equations. This framework is based on a recent approach for the analysis of multidimensional Langevin-type stochastic processes in the presence of strong measurement (or observational) noise, which is here extended to impose neither constraints nor parameters and extract all coefficients directly from the empirical data sets. Using synthetic data, it is shown that the method yields satisfactory results.

Eco-reliable path finding in time-variant and stochastic networks

International Nuclear Information System (INIS)

Li, Wenjie; Yang, Lixing; Wang, Li; Zhou, Xuesong; Liu, Ronghui; Gao, Ziyou

2017-01-01

This paper addresses a route guidance problem for finding the most eco-reliable path in time-variant and stochastic networks such that travelers can arrive at the destination with the maximum on-time probability while meeting vehicle emission standards imposed by government regulators. To characterize the dynamics and randomness of transportation networks, the link travel times and emissions are assumed to be time-variant random variables correlated over the entire network. A 0–1 integer mathematical programming model is formulated to minimize the probability of late arrival by simultaneously considering the least expected emission constraint. Using the Lagrangian relaxation approach, the primal model is relaxed into a dualized model which is further decomposed into two simple sub-problems. A sub-gradient method is developed to reduce gaps between upper and lower bounds. Three sets of numerical experiments are tested to demonstrate the efficiency and performance of our proposed model and algorithm. - Highlights: • The most eco-reliable path is defined in time-variant and stochastic networks. • The model is developed with on-time arrival probability and emission constraints. • The sub-gradient and label correcting algorithm are integrated to solve the model. • Numerical experiments demonstrate the effectiveness of developed approaches.

Portfolio selection problem: a comparison of fuzzy goal programming and linear physical programming