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Mathematical Programming (mathematical + programming)
Terms modified by Mathematical Programming Selected AbstractsIncorporating power system security into market-clearing of day-ahead joint energy and reserves auctionsEUROPEAN TRANSACTIONS ON ELECTRICAL POWER, Issue 2 2010J. Aghaei Abstract This paper is intended to introduce a technique for incorporating system security into the clearing of day-ahead joint electricity markets, with particular emphasis on the voltage stability. A Multiobjective Mathematical Programming (MMP) formulation is implemented for provision of ancillary services (Automatic Generation Control or AGC, spinning, non-spinning, and operating reserves) as well as energy in simultaneous auctions by pool-based aggregated market scheme. In the proposed market-clearing structure, the security problem, as an important responsibility of ISO, is addressed and a nonlinear model is formulated and used as the extra objective functions of the optimization problem. Thus, in the MMP formulation of the market-clearing process, the objective functions (including augmented generation offer cost, overload index, voltage drop index, and loading margin) are optimized while meeting AC power flow constraints, system reserve requirements, and lost opportunity cost (LOC) considerations. The IEEE 24-bus Reliability Test System (RTS 24-bus) is used to demonstrate the performance of the proposed method. Copyright © 2008 John Wiley & Sons, Ltd. [source] An Economic Analysis of the Returns to Canadian Swine Research: 1974,97CANADIAN JOURNAL OF AGRICULTURAL ECONOMICS, Issue 2 2001Greg Thomas This paper reports a new set of estimates of the returns to swine research in Canada. These estimates are obtained using Agriculture and Agri-Food Canada's Canadian Regional Agricultural Model (CRAM). Positive Mathematical Programming is incorporated into the model for use in this study. The CRAM allows the effects of supply shifts from technological change in the hog industry to interact with product and factor market conditions in the rest of Canadian agriculture. Extensive sensitivity analysis is conducted to examine the robustness of the return estimates under variations in some of the key assumptions employed in the analysis. The costs of public and private sector swine research are estimated. Public sector research costs are inclusive of the marginal excess burden of taxation. Overall, the estimated benefits from Canadian swine research are high relative to the estimated costs for the time period considered. Previous estimates of the returns to Canadian swine research were obtained by Huot et al. (1989) with a partial equilibrium model that did not allow for intra-sectoral resource use adjustments. The estimated returns obtained in the present study are generally higher than those obtained by Huot et al. For example, the estimates obtained from the direct application of the econometrically estimated supply function in this study gave an internal rate of return of about 124% and a benefit-cost ratio of 22.4 to 1. Huot et al reported comparable estimates of about 43% for the internal rate of return and 6,7 to 1 for the benefit-cost ratio. The differences in returns are not solely attributable to the use of a multi-market versus a single-market partial equilibrium approach. There are also differences in the estimates of the marginal excess burden of taxation between the two studies. L'analyse que void présente une nouvelle série d'estimations quant au rendement de la recherche porcine au Canada. Ces estimations dérivent du Modèle d'analyse régionale de l'agriculture du Canada (MARAC) du ministère canadien de l'Agriculture et de l'Agroalimentaire. Aux fins de la présente étude, on avait intégré au modèle une programmation mathématique positive. Le MARAC autorise l'interaction entre les retombées d'une modification de l'offre attribuable au virage technologique de l'industrie porcine et les conditions du marché des produits et des facteurs dans le reste de l'agriculture canadienne. Les auteurs ont effectué une analyse de sensibilité poussée en vue d'établir la robustesse de leurs estimations quand variaient quelques-unes des principales hypotheses de l'analyse. On a estimé le coût de la recherche sur les pores poursuivie par les secteurs public et privé. Dans le secteur public, le coût de la recherche incluait une charge fiscale légérement excessive. Dans l'ensemble, la recherche sur les porcs entreprise au Canada a rapporté beaucoup comparativement à ce qu'elle a coûté pendant la période à l'étude. Les estimations antérieures, établies par Huot et ses collaborateurs (1989), venaient d'un modèle àéquilibre partiel ne permettant aucun ajustement pour l'utilisation intra-sectorielle des ressources. Les revenus estimés ici sont généralement plus élevés que ceux de Huot et de ses collaborateurs. Ainsi, une application directe de l'offre estimée par des méthodes économétriques à l'analyse donne un taux de rendement interne d'environ 124 % et un indice de rentabilité de 22,4 pour 1. À titre de comparaison, Huot et ses collaborateurs rapportent des résultats d'environ 43 % pour le taux de rendement interne et de 6 à 7 pour 1 en ce qui concerne l'indice de rentabilité. Pareil écart ne résulte pas uniquement du choix d'un modèle àéquilibre partiel reposant sur plusieurs marchés au lieu d'un seul; on relève aussi des variations dans l'estimation du léger excès de la charge fiscale entre les deux études. [source] Accounting for quality in the measurement of hospital performance: evidence from Costa RicaHEALTH ECONOMICS, Issue 7 2007Pablo Arocena Abstract This paper provides insights into how Costa Rican public hospitals responded to the pressure for increased efficiency and quality introduced by the reforms carried out over the period 1997,2001. To that purpose we compute a generalized output distance function by means of non-parametric mathematical programming to construct a productivity index, which accounts for productivity changes while controlling for quality of care. Our results show an improvement in hospital performance mainly driven by quality increases. The adoption of management contracts seems to have contributed to such enhancement, more notably for small hospitals. Further, productivity growth is primarily due to technical and scale efficiency change rather than technological change. A number of policy implications are drawn from these results. Copyright © 2006 John Wiley & Sons, Ltd. [source] The modeling and numerical analysis of wrinkled membranesINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 12 2003Hongli Ding Abstract In this paper three fundamental issues regarding modeling and analysis of wrinkled membranes are addressed. First, a new membrane model with viable Young's modulus and Poisson's ratio is proposed, which physically characterizes stress relaxation phenomena in membrane wrinkling, and expresses taut, wrinkled and slack states of a membrane in a systematic manner. Second, a parametric variational principle is developed for the new membrane model. Third, by the variational principle, the original membrane problem is converted to a non-linear complementarity problem in mathematical programming. A parametric finite element discretization and a smoothing Newton method are then used for numerical solution. The proposed membrane model and numerical method are capable of delivering convergent results for membranes with a mixture of wrinkled and slack regions, without iteration of membrane stresses. Three numerical examples are provided. Copyright © 2003 John Wiley & Sons, Ltd. [source] Application of ozone treatment and pinch technology in cooling water systems design for water and energy conservationINTERNATIONAL JOURNAL OF ENERGY RESEARCH, Issue 6 2010A. Ataei Abstract Re-circulating cooling water systems offer the means to remove heat from a wide variety of industrial processes that generate excess heat. Such systems consist of a cooling tower and a heat-exchanger network that conventionally has a parallel configuration. However, reuse of water between different cooling duties allows cooling water networks to be designed in a series arrangement. This results in performance improvement and increased cooling tower capacity. In addition, by the integration of ozone treatment into the cooling tower, the cycle of concentration can be increased. The ozone treatment also dramatically reduces the blow-down that, in turn, is environmentally constructive. In this study, a new environmental-friendly and cost-effective design methodology for cooling water systems was introduced. Using this design methodology, Integrated Ozone Treatment Cooling System (IOTCS), achievement of minimum environmental impacts and total cost were afforded through a simultaneous integration of the cooling system components using an ozone treatment cooling tower and optimum heat-exchanger network configuration. Moreover, in the proposed method, the cooling tower optimum design was achieved through a mathematical model. The IOTCS design method is based upon a complex design approach using a combined pinch analysis and mathematical programming that provides an optimum heat-exchanger configuration while maximizing water and energy conservation and minimizing total cost. Related coding in MATLAB version 7.3 was used for the illustrative example to obtain optimal values in the IOTCS design method computations. The results of the recently introduced design methodology were compared with the conventional method. Copyright © 2009 John Wiley & Sons, Ltd. [source] Multicriteria group decision making under incomplete preference judgments: Using fuzzy logic with a linguistic quantifierINTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS, Issue 6 2007Duke Hyun Choi In the face of increasing global competition and complexity of the socioeconomic environment, many organizations employ groups in decision making. Inexact or vague preferences have been discussed in the decision-making literature with a view to relaxing the burden of preference specifications imposed on the decision makers and thus taking into account the vagueness of human judgment. In this article, we present a multiperson decision-making method using fuzzy logic with a linguistic quantifier when each group member specifies incomplete judgment possibly both in terms of the evaluation of the performance of different alternatives with respect to multiple criteria and on the criteria themselves. Allowing for incomplete judgment in the model, however, makes a clear selection of the best alternative by the group more difficult. So, further interactions with the decision makers may proceed to the extent to compensate for the initial comfort of preference specifications. These interactions, however, may not guarantee the selection of the best alternative to implement. To circumvent this deadlock situation, we present a procedure for obtaining a satisfactory solution by the use of a linguistic-quantifier-guided aggregation that implies the fuzzy majority. This is an approach that combines a prescriptive decision method via mathematical programming and a well-established approximate solution method to aggregate multiple objects. © 2007 Wiley Periodicals, Inc. Int J Int Syst 22: 641,660, 2007. [source] Automated application component placement in data centers using mathematical programmingINTERNATIONAL JOURNAL OF NETWORK MANAGEMENT, Issue 6 2008Xiaoyun Zhu In this article we address the application component placement (ACP) problem for a data center. The problem is defined as follows: for a given topology of a network consisting of switches, servers and storage devices with varying capabilities, and for a given specification of a component-based distributed application, decide which physical server should be assigned to each application component, such that the application's processing, communication and storage requirements are satisfied without creating bottlenecks in the infrastructure, and that scarce resources are used most efficiently. We explain how the ACP problem differs from traditional task assignment in distributed systems, or existing grid scheduling problems. We describe our approach of formalizing this problem using a mathematical optimization framework and further formulating it as a mixed integer program (MIP). We then present our ACP solver using GAMS and CPLEX to automate the decision-making process. The solver was numerically tested on a number of examples, ranging from a 125-server real data center to a set of hypothetical data centers with increasing size. In all cases the ACP solver found an optimal solution within a reasonably short time. In a numerical simulation comparing our solver to a random selection algorithm, our solver resulted in much more efficient use of scarce network resources and allowed more applications to be placed in the same infrastructure. Copyright © 2008 John Wiley & Sons, Ltd. [source] Diffusion and spillover of new technology: a heterogeneous-agent model for cassava in West AfricaAGRICULTURAL ECONOMICS, Issue 2 2006Michael E. Johnson Positive mathematical programming; Technology adoption; Technical change Abstract Understanding what determines the geographic spread of innovations can help guide the funding and implementation of research and extension programs. Our approach uses household survey data as model parameters, to simulate behavior across the entire surveyed population and avoid the aggregation bias associated with representative-farm models. Such a "heterogeneous agent" approach allows us to infer the distribution of a technology's impacts across one set of households, and predict the potential for spreading to another set that shares similar characteristics with respect to natural resource endowments and farming systems. We apply the technique to new cassava varieties in West Africa, finding a strongly poverty-alleviating impact, with substantial spillover potential from Nigeria to neighboring countries. [source] Synthesis of mechanical driver and power generation configurations, Part 1: Optimization frameworkAICHE JOURNAL, Issue 9 2010Frank L. Del Nogal Abstract This article presents a novel, systematic, and robust procedure for driver and power plant selection based on mathematical programming. The discrete nature of gas turbines is considered as gas turbine drivers and gas turbine-based power plants are selected from a group of candidates. Plant availability with considering parallel compression has also been included, which allows a more comprehensive exploitation of the trade-offs between capital costs, operating costs, and availability. When neglecting process heating and any steam equipment, the formulation can be applied to heavily power dominated processes, such as LNG. However, a more comprehensive formulation, allowing waste heat recovery and the integration with a multilevel steam system, is also proposed to produce more thermally efficient systems. This approach proved to be flexible and robust and is the first in producing solutions ranging from no-steam to all-steam systems, including all-gas turbine, all-motor and hybrid gas turbine/motor/steam systems. © 2010 American Institute of Chemical Engineers AIChE J, 2010 [source] MCDM methods in strategic planning of forestry on state-owned lands in Finland: applications and experiencesJOURNAL OF MULTI CRITERIA DECISION ANALYSIS, Issue 5 2001Jyrki Kangas Abstract The forests in Finland have been under intensive planning for decades. Currently, mathematical programming is widely used in planning of wood production. Today's multi-functional forestry, however, calls for more flexible decision support methods. MCDM tools have been used in responding to fresh planning challenges. For example, the Finnish Forest and Park Service, entrusted with the care of the vast majority of state-owned natural resources in Finland, endeavours to produce large-scale natural resource plans satisfying the needs of both economic, social, and ecological sustainability. Participatory approach is applied in the process. Several forestry applications of MCDM methods, particularly those making use of the AHP or the HIPRE program, have been presented. Also, the outranking methods ELECTRE and PROMETHEE have been tested. Due to the nature of forestry applications, statistical techniques for analysing uncertainties in pairwise comparisons and for utilizing interval judgement data have been developed to improve the usability of the AHP. Recently, a hybrid method called A'WOT, making use of the AHP and SWOT, was also introduced into strategic forest planning. This paper summarizes the experiences gained in applying a MAVT and two outranking methods in connection with a participatory natural resource planning process in Finland. In addition, some results of the method development work related to application needs are briefly presented. The details of the planning cases reviewed here have previously been presented in forestry journals. The purpose of this paper is not only to show how MCDM methods have been applied in forestry, but also to discuss the usability and usefulness of MCDM methods from the viewpoint of supporting forestry decision making,and how they might further be improved. Also, some perspectives for the future development work of MCDM applications in the field of natural resource management are focused on. As a conclusion, the use of more than just one MCDM method in a single planning process is seen usually recommendable. In addition, developing hybrid MCDM methods is regarded as a potential direction for future research. Also, closer co-operation between method developers and appliers is called for to produce more useful applications. Copyright © 2002 John Wiley & Sons, Ltd. [source] Designing man-portable power generation systems for varying power demandAICHE JOURNAL, Issue 5 2008Mehmet Yunt Abstract Portable electronic devices operate at varying power demand levels. This variability of power demand must be considered explicitly in the design of man-portable power generation systems for acceptable performance and portability. In this regard, a mathematical programming based design method is proposed. The method transcribes optimal operation of the system at a given power demand into a mathematical program. The power demand specific programs are incorporated into another upper level mathematical program encoding design requirements to form a final two-stage formulation. The design and operational parameters of the power generation system comprise a solution of the formulation. Unlike designs, based on a nominal power demand, the design guarantees that each power demand and all operational requirements can be satisfied. A detailed study of a microfabricated fuel-cell based system is performed. The proposed method produces smaller designs with significantly better performances than nominal power demand based approaches. © 2008 American Institute of Chemical Engineers AIChE J, 2008 [source] A simulation-optimization framework for research and development pipeline managementAICHE JOURNAL, Issue 10 2001Dharmashankar Subramanian The Research and Development Pipeline management problem has far-reaching economic implications for new-product-development-driven industries, such as pharmaceutical, biotechnology and agrochemical industries. Effective decision-making is required with respect to portfolio selection and project task scheduling in the face of significant uncertainty and an ever-constrained resource pool. The here-and-now stochastic optimization problem inherent to the management of an R&D Pipeline is described in its most general form, as well as a computing architecture, Sim-Opt, that combines mathematical programming and discrete event system simulation to assess the uncertainty and control the risk present in the pipeline. The R&D Pipeline management problem is viewed in Sim-Opt as the control problem of a performance-oriented, resource-constrained, stochastic, discrete-event, dynamic system. The concept of time lines is used to study multiple unique realizations of the controlled evolution of the discrete-event pipeline system. Four approaches using various degrees of rigor were investigated for the optimization module in Sim-Opt, and their relative performance is explored through an industrially motivated case study. Methods are presented to efficiently integrate information across the time lines from this framework. This integration of information demonstrated in a case study was used to infer a creative operational policy for the corresponding here-and-now stochastic optimization problem. [source] Minimum effort dead-beat control of linear servomechanisms with ripple-free responseOPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 3 2001Abstract A new and systematic approach to the problem of minimum effort ripple-free dead-beat (EFRFDB) control of the step response of a linear servomechanism is presented. There is specified a set of admissible discrete error feedback controllers, complying with general conditions for the design of ripple-free dead-beat (RFDB) controllers, regardless of the introduced degree of freedom, defined as the number of steps exceeding their minimum number. The solution is unique for the minimum number of steps, while their increase enables one to make an optimal choice from a competitive set of controllers via their parametrization in a finite-dimensional space. As an objective function, Chebyshev's norm of an arbitrarily chosen linear projection of the control variable was chosen. There has been elaborated a new, efficient algorithm for all stable systems of the given class with an arbitrary degree of freedom. A parametrized solution in a finite space of polynomials is obtained through the solution of a standard problem of mathematical programming which simultaneously yields the solution of a total position change maximization of servomechanism provided that a required number of steps and control effort limitation are given. A problem formulated in this way is consecutively used in solving the time-optimal (minimum-step) control of a servomechanism to a given steady-state position with a specified limitation on control effort. The effect of EFRFDB control on the example of a linear servomechanism with torsion spring shaft, with the criterions of control effort and control difference effort, is illustrated and analysed. Copyright © 2001 John Wiley & Sons, Ltd. [source] | ||||||||||||||||