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two-stage stochastic programming with robust constraints for the logistics network post-disruption response strategy optimization

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Frontiers of Engineering Management 2023年第1期10卷 67-81页

作者： Xiaotian ZHUANG Yuli ZHANG Lin HAN Jing JIANG Linyuan HU Shengnan WU JD Logistics Beijing 100176China School of Management and Economics Beijing Institute of TechnologyBeijing 100081China Yangtze Delta Region Academy of Beijing Institute of Technology Jiaxing 314019China

Logistics networks (LNs) are essential for the transportation and distribution of goods or services from suppliers to consumers. However, LNs with complex structures are more vulnerable to disruptions due to natural disasters and accidents. To address the LN post-disruption response strategy optimization problem, this study proposes a novel two-stage stochastic programming model with robust delivery time constraints. The proposed model jointly optimizes the new-line-opening and rerouting decisions in the face of uncertain transport demands and transportation times. To enhance the robustness of the response strategy obtained, the conditional value at risk (CVaR) criterion is utilized to reduce the operational risk, and robust constraints based on the scenario-based uncertainty sets are proposed to guarantee the delivery time requirement. An equivalent tractable mixed-integer linear programming reformulation is further derived by linearizing the CVaR objective function and dualizing the infinite number of robust constraints into finite ones. A case study based on the practical operations of the JD LN is conducted to validate the practical significance of the proposed model. A comparison with the rerouting strategy and two benchmark models demonstrates the superiority of the proposed model in terms of operational cost, delivery time, and loading rate.

关键词： logistics network design post-disruption response strategy two-stage stochastic programming conditional value at risk robust constraint

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A simulation-based two-stage interval-stochastic programming model for water resources management in Kaidu-Konqi watershed,China

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Journal of Arid Land 2012年第4期4卷 390-398页

作者： Yue HUANG Xi CHEN YongPing LI AnMing BAO YongGang MA College of Urban and Environmental Sciences Peking University Beijing 100871 China StateKey Laboratory of Desert and Oasis Ecology Xinjiang Institute of Ecology and Geography Chinese Academy of Sciences Urumqi 830011 China MOE Key Laboratory of Regional Energy Systems Optimization Sino-Canada Resources and Environmental ResearchAcademy North China Electric Power University Beijing 102206 China Xinjiang Remote Sensing Center Urumqi 830011 China

This study presented a simulation-based two-stage interval-stochastic programming （STIP） model to support water resources management in the Kaidu-Konqi watershed in Northwest China. The modeling system coupled a distributed hydrological model with an interval two-stage stochastic programing （ITSP）. The distributed hydrological model was used for establishing a rainfall-runoff forecast system, while random parameters were pro- vided by the statistical analysis of simulation outcomes water resources management planning in Kaidu-Konqi The developed STIP model was applied to a real case of watershed, where three scenarios with different water re- sources management policies were analyzed. The results indicated that water shortage mainly occurred in agri- culture, ecology and forestry sectors. In comparison, the water demand from municipality, industry and stock- breeding sectors can be satisfied due to their lower consumptions and higher economic values. Different policies for ecological water allocation can result in varied system benefits, and can help to identify desired water allocation plans with a maximum economic benefit and a minimum risk of system disruption under uncertainty.

关键词： optimization two-stage stochastic programming uncertainty water resources management hydrological model Kaidu-Konqi watershed Tarim River Basin

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stochastic programming For Order Allocation And Production Planning

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Computer Systems Science & Engineering 2022年第1期40卷 75-85页

作者： Phan Nguyen Ky Phuc International University-Vietnam National University Vietnam National UniversityHoChiMinh City70000Vietnam

stochastic demand is an important factor that heavily affects production *** influences activities such as purchasing,manufacturing,and selling,and quick adaption is *** production planning,for reasons such as reducing costs and obtaining supplier discounts,many decisions must be made in the initial stage when demand has not been *** effects of non-optimal decisions will propagate to later stages,which can lead to losses due to overstocks or *** find the optimal solutions for the initial and later stage regarding demand realization,this study proposes a stochastic two-stage linear program-ming model for a multi-supplier,multi-material,and multi-product purchasing and production planning *** objective function is the expected total cost after two stages,and the results include detailed plans for purchasing and production in each demand ***-scale problems are solved through a deterministic equivalent transformation *** solve the problems in the large scale,an algorithm combining metaheuristic and sample average approximation is *** algorithm can be implemented in parallel to utilize the power of the *** algorithm based on the observation that if the remaining quantity of materials and number of units of products at the end of the initial stage are given,then the problems of the first and second stages can be decomposed.

关键词： Mixed integer programming two-stage stochastic programming production planning order allocation

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Whole-lifetime Coordinated Service Strategy for Battery Energy Storage System Considering Multi-stage Battery Aging Characteristics

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Journal of Modern Power Systems and Clean Energy 2022年第3期10卷 689-699页

作者： Feilong Fan Yan Xu Rui Zhang Tong Wan IEEE Energy Research Institute@NTU Nanyang Technological UniversitySingapore College of Smart Energy Shanghai Jiao Tong UniversityShanghaiChina School of Electrical and Electronic Engineering Nanyang Technological UniversitySingapore The University of New South Wales SydneyAustralia University of Sydney SydneyAustralia

One battery energy storage system(BESS)can be used to provide different services,such as energy arbitrage(EA)and frequency regulation(FR)support,etc.,which have different revenues and lead to different battery degradation *** paper proposes a whole-lifetime coordinated service strategy to maximize the total operation profit of BESS.A multi-stage battery aging model is developed to characterize the battery aging rates during the whole *** the uncertainty of electricity price in EA service and frequency deviation in FR service,the whole problem is formulated as a twostage stochastic programming *** the first stage,the optimal service switching scheme between the EA and FR services are formulated to maximize the expected value of the whole-lifetime operation *** the second stage,the output power of BESS in EA service is optimized according to the electricity price in the hourly timescale,whereas the output power of BESS in FR service is directly determined according to the frequency deviation in the second *** above optimization problem is then converted as a deterministic mixed-integer nonlinear programming(MINLP)model with bilinear *** Cormick envelopes and a bound tightening algorithm are used to solve *** simulation is carried out to validate the effectiveness and advantages of the proposed strategy.

关键词： Battery energy storage system(BESS) wholelifetime coordinated service multi-stage battery aging model two-stage stochastic programming mixed-integer nonlinear programming(MINLP)

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stochastic Unit Commitment with High-Penetration Offshore Wind Power Generation in Typhoon Scenarios

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Journal of Modern Power Systems and Clean Energy 2024年第2期12卷 535-546页

作者： Yanqi Liu Dundun Liu Hongcai Zhang State Key Laboratory of Internet of Things for Smart City and Department of Electrical and Computer Engineering University of MacaoMacao 999078China University of Macao Zhuhai UM Science and Technology Research Institute ZhuhaiChina

To tackle the energy crisis and climate change,wind farms are being heavily invested in across the *** China's coastal areas,there are abundant wind resources and numerous offshore wind farms are being *** secure operation of these wind farms may suffer from typhoons,and researchers have studied power system operation and resilience enhancement in typhoon ***,the intricate movement of a typhoon makes it challenging to evaluate its spatial-temporal *** published papers only consider predefined typhoon trajectories neglecting *** address this challenge,this study proposes a stochastic unit commitment model that incorporates high-penetration offshore wind power generation in typhoon *** adopts a data-driven method to describe the uncertainties of typhoon trajectories and considers the realistic anti-typhoon mode in offshore wind farms.A two-stage stochastic unit commitment model is designed to enhance power system resilience in typhoon *** formulate the model into a mixed-integer linear programming problem and then solve it based on the computationally-efficient progressive hedging algorithm(PHA).Finally,numerical experiments validate the effectiveness of the proposed method.

关键词： Unit commitment two-stage stochastic programming offshore wind farm typhoon

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two-stage Production Planning Under stochastic Demand:Case Study of Fertilizer Manufacturing

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Computers, Materials & Continua 2022年第1期70卷 1195-1207页

作者： Chia-Nan Wang Shao-Dong Syu Chien-Chang Chou Viet Tinh Nguyen Dang Van Thuy Cuc Department of Industrial Engineering and Management National Kaohsiung University of Science and TechnologyKaohsiung80778Taiwan Sunline NP Telecommunications Co.Ltd Kaohsiung80778Taiwan Department of Shipping Technology National Kaohsiung University of Science and TechnologyKaohsiung80778Taiwan Faculty of Commerce Van Lang UniversityHo Chi Minh City70000Vietnam Faculty of Industrial Engineering and Management International UniversityHo Chi Minh City70000Vietnam

Agriculture is a key facilitator of economic prosperity and nourishes the huge global *** achieve sustainable agriculture,several factors should be considered,such as increasing nutrient and water efficiency and/or improving soil health and *** fertilizer is one of the fastest and easiest ways to improve the quality of nutrients inland and increase the effectiveness of crop *** supplies most of the necessary nutrients for plants,and it is estimated that at least 30%-50%of crop yields is attributable to commercial fertilizer nutrient *** is always a major concern in achieving sustainable and efficient *** reasonable and customized fertilizerswill require a significant increase in the number of formulae,involving increasing costs and the accurate forecasting of the right time to apply the suitable *** alternative solution is given by two-stage production planning under stochastic demand,which divides a planning schedule into two *** primary stage has non-existing demand information,the inputs of which are the proportion of raw materials needed for producing fertilizer products,the cost for purchasing materials,and the production *** total quantity of purchased material and produced products to be used in the blending process must be defined to meet as small as possible a paid *** the second stage,demand appears under multiple scenarios and their respective *** stage will provide a solution for each occurring scenario to achieve the best *** two-stage approach is presented in this paper,the mathematical model of which is based on linear integer *** the diversity of fertilizer types,themathematicalmodel can advise manufacturers about which products will generate as much as profit as ***,two objectives are taken into ***,the paper’s thesis focuses on minimizing overall system costs,e.g.,including inventory cost,pur

关键词： two-stage stochastic programming demand uncertainty planning blending fertilizer

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two-stage stochastic approach for spinning reserve allocation in dynamic economic dispatch

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Journal of Central South University 2014年第2期21卷 577-586页

作者：杨明张利韩学山程凤璐 Key Laboratory of Power System Intelligent Dispatch and Control of Ministry of Education (Shandong University)

A novel approach was proposed to allocate spinning reserve for dynamic economic *** proposed approach set up a two-stage stochastic programming model to allocate *** model was solved using a decomposed algorithm based on Benders' *** model and the algorithm were applied to a simple 3-node system and an actual 445-node system for verification,*** results show that the model can save 84.5 US $ cost for the testing three-node system,and the algorithm can solve the model for 445-node system within 5 *** test results also illustrate that the proposed approach is efficient and suitable for large system calculation.

关键词： power system dynamic economic dispatch spinning reserve response risk two-stage stochastic programming Benders' decomposition

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A two-stage skilled manpower planning model with demand uncertainty

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International Journal of Intelligent Computing and Cybernetics 2018年第4期11卷 526-551页

作者： Mohsen Sadeghi-Dastaki Abbas Afrazeh Department of Industrial Engineering and Management Systems Amirkabir University of TechnologyTehranIran

Purpose-Human resources are one of the most important and effective elements for *** other words,employees are a competitive *** issue is more vital in the supply chains and production systems,because of high need for manpower in the different ***,manpower planning is an important,essential and complex *** purpose of this paper is to present a manpower planning model for production *** authors consider workforce with individual and hierarchical skills with skill substitution in the *** workforce demand as a factor of uncertainty,a two-stage stochastic model is ***/methodology/approach–To solve the proposed mixed-integer model in the real-world cases and large-scale problems,a Benders’decomposition algorithm is *** test instances are solved,with scenarios generated by Monte Carlo *** some test instances,to find the number of suitable scenarios,the authors use the sample average approximation method and to generate scenarios,the authors use Latin hypercube sampling ***–The results show a reasonable performance in terms of both quality and solution ***,the paper concludes with some analysis of the results and suggestions for further ***/value–Researchers have attracted to other uncertainty factors such as costs and products demand in the literature,and have little attention to workforce demand as an uncertainty ***,most of the time,researchers assume that there is no difference between the education level and skill,while they are not necessarily ***,this paper enters these elements into decision making.

关键词： Workforce planning Supply chain Benders’decomposition algorithm Latin hypercube sampling Sample average approximation two-stage stochastic programming

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传染性疫情下考虑就诊潜在感染风险的门诊号源配置优化研究

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管理科学 2023年第2期

作者：罗利万心滢赵淑珍王燚堃王清毅

为探究传染性疫情下，医疗服务相关不确定性因素和就诊潜在感染风险对大型综合医院门诊号源配置的影响，考虑潜在感染风险、多类患者需求、就诊到达等不确定性因素，构建以最大化医院门诊期望总收益为目标的两阶段随机规划模型，并开展... 详细信息

为探究传染性疫情下，医疗服务相关不确定性因素和就诊潜在感染风险对大型综合医院门诊号源配置的影响，考虑潜在感染风险、多类患者需求、就诊到达等不确定性因素，构建以最大化医院门诊期望总收益为目标的两阶段随机规划模型，并开展实际案例分析。研究表明：决策者对不同管理目标的重视程度、疫情严重程度与满足患者需求综合收益，将显著影响门诊号源配置策略；医院适当要求门诊相关科室超产能工作，采取感染防控措施，并将更多线下号源调整为线上号源，能够在不显著增加潜在感染风险的前提下，有效增加其期望综合收益与期望总收益。

关键词：传染性疫情潜在感染风险门诊号源配置两阶段随机规划 infections epidemics potential infection risk outpatient number source allocation two-stage stochastic programming

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