830 research outputs found
A taxonomy for emergency service station location problem
The emergency service station (ESS) location problem has been widely
studied in the literature since 1970s. There has been a growing interest in the subject especially after 1990s. Various models with different objective functions and constraints have been proposed in the academic literature and efficient solution techniques have been developed to provide good solutions in reasonable times. However, there is not any study that systematically classifies different problem types and methodologies to address them. This paper presents a taxonomic framework for the ESS location problem using an operations research perspective. In this framework, we basically
consider the type of the emergency, the objective function, constraints, model
assumptions, modeling, and solution techniques. We also analyze a variety of papers related to the literature in order to demonstrate the effectiveness of the taxonomy and to get insights for possible research directions
An integrated multiperiod OPF model with demand response and renewable generation uncertainty
Renewable energy sources such as wind and solar have received much attention in recent years, and large amounts of renewable generation are being integrated into electricity networks. A fundamental challenge in power system operation is to handle the intermittent nature of renewable generation. In this paper, we present a stochastic programming approach to solve a multiperiod optimal power flow problem under renewable generation uncertainty. The proposed approach consists of two stages. In the first stage, operating points of the conventional power plants are determined. The second stage realizes generation from the renewable resources and optimally accommodates it by relying on the demand-side flexibilities. The proposed model is illustrated on a 4-bus and a 39-bus system. Numerical results show that substantial benefits in terms of redispatch costs can be achieved with the help of demand side flexibilities. The proposed approach is tested on the standard IEEE test networks of up to 300 buses and for a wide variety of scenarios for renewable generation
Specifying and Validating Probabilistic Inputs for Prescriptive Models of Decision Making over Time
Optimization models for making decisions over time in uncertain environments rely on probabilistic inputs, such as scenario trees for stochastic mathematical programs. The quality of model outputs, i.e., the solutions obtained, depends on the quality of these inputs. However, solution quality is rarely assessed in a rigorous way. The connection between validation of model inputs and quality of the resulting solution is not immediate. This chapter discusses some efforts to formulate realistic probabilistic inputs and subsequently validate them in terms of the quality of solutions they produce. These include formulating probabilistic models based on statistical descriptions understandable to decision makers; conducting statistical tests to assess the validity of stochastic process models and their discretization; and conducting re-enactments to assess the quality of the formulation in terms of solution performance against observational data. Studies of long-term capacity expansion in service industries, including electric power, and short-term scheduling of thermal electricity generating units provide motivation and illustrations. The chapter concludes with directions for future research
Efficient Nonlinear Optimization with Rigorous Models for Large Scale Industrial Chemical Processes
Large scale nonlinear programming (NLP) has proven to be an effective framework
for obtaining profit gains through optimal process design and operations in
chemical engineering. While the classical SQP and Interior Point methods have been
successfully applied to solve many optimization problems, the focus of both academia
and industry on larger and more complicated problems requires further development
of numerical algorithms which can provide improved computational efficiency.
The primary purpose of this dissertation is to develop effective problem formulations
and an advanced numerical algorithms for efficient solution of these challenging
problems. As problem sizes increase, there is a need for tailored algorithms that
can exploit problem specific structure. Furthermore, computer chip manufacturers
are no longer focusing on increased clock-speeds, but rather on hyperthreading and
multi-core architectures. Therefore, to see continued performance improvement, we
must focus on algorithms that can exploit emerging parallel computing architectures.
In this dissertation, we develop an advanced parallel solution strategy for nonlinear
programming problems with block-angular structure. The effectiveness of this and
modern off-the-shelf tools are demonstrated on a wide range of problem classes.
Here, we treat optimal design, optimal operation, dynamic optimization, and
parameter estimation. Two case studies (air separation units and heat-integrated columns) are investigated to deal with design under uncertainty with rigorous models.
For optimal operation, this dissertation takes cryogenic air separation units as
a primary case study and focuses on formulations for handling uncertain product
demands, contractual constraints on customer satisfaction levels, and variable power
pricing. Multiperiod formulations provide operating plans that consider inventory to
meet customer demands and improve profits.
In the area of dynamic optimization, optimal reference trajectories are determined
for load changes in an air separation process. A multiscenario programming
formulation is again used, this time with large-scale discretized dynamic models.
Finally, to emphasize a different decomposition approach, we address a problem
with significant spatial complexity. Unknown water demands within a large scale
city-wide distribution network are estimated. This problem provides a different decomposition
mechanism than the multiscenario or multiperiod problems; nevertheless,
our parallel approach provides effective speedup
Political Contagion in Currency Crises
Existing models of contagious currency crises are summarized and surveyed, and it is argued that more weight should be put on political factors. Towards this end, the concept of political contagion introduced, whereby contagion in speculative attacks across currencies arises solely because of political objectives of countries. A specific model of membership' contagion is presented. The desire to be part of a political-economic union, where maintaining a fixed exchange rate is a condition for membership and where the value of membership depends positively on who else is a member, is shown to give rise to potential contagion. We then present evidence suggesting that political contagion may have been important in the 1992-3 EMS crisis.
Global supply chains of high value low volume products
Imperial Users onl
The Incremental Cooperative Design of Preventive Healthcare Networks
This document is the Accepted Manuscript version of the following article: Soheil Davari, 'The incremental cooperative design of preventive healthcare networks', Annals of Operations Research, first published online 27 June 2017. Under embargo. Embargo end date: 27 June 2018. The final publication is available at Springer via http://dx.doi.org/10.1007/s10479-017-2569-1.In the Preventive Healthcare Network Design Problem (PHNDP), one seeks to locate facilities in a way that the uptake of services is maximised given certain constraints such as congestion considerations. We introduce the incremental and cooperative version of the problem, IC-PHNDP for short, in which facilities are added incrementally to the network (one at a time), contributing to the service levels. We first develop a general non-linear model of this problem and then present a method to make it linear. As the problem is of a combinatorial nature, an efficient Variable Neighbourhood Search (VNS) algorithm is proposed to solve it. In order to gain insight into the problem, the computational studies were performed with randomly generated instances of different settings. Results clearly show that VNS performs well in solving IC-PHNDP with errors not more than 1.54%.Peer reviewe
- âŠ