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Stochastic programming

About: Stochastic programming is a research topic. Over the lifetime, 12343 publications have been published within this topic receiving 421049 citations.


Papers
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Journal ArticleDOI
TL;DR: In this article, a stochastic programming based on the Monte Carlo approach is introduced for optimal planning of remote power systems, considering reliability criteria together with the investment and the operation costs.
Abstract: A majority of remote power systems are going to be supplied by diesel-renewable resources such as wind and photovoltaic energy in the future. However, the unpredictable nature of wind generation increases the concern about the reliable operation of these isolated microgrids. Using energy storage systems (ESSs) is recently accepted as an efficient solution to the volatility and intermittency of renewable energy sources. In this paper, a stochastic programming based on the Monte Carlo approach is introduced for optimal planning of remote systems. So far, most literatures have focused exclusively on the energy storage initial sizing. However, capacity expansion of ESS through the time span can result in significant cost saving and will be illustrated in this paper. Factors such as reliability criteria together with the investment and the operation costs are taken into account in the proposed methodology. This method utilizes practical operational constraints of ESS including efficiency and life cycle. Considering life cycle constraint reinforces the proposed method to completely investigate the difference between ESS technologies. The results of case study demonstrate that the proposed capacity expansion algorithm could lead to about 10% more profit over the traditional energy storage sizing.

153 citations

Journal ArticleDOI
TL;DR: This work proposes a novel reformulation of the problem that allows considering general polyhedral uncertainty sets and shows that the robust optimization model scales well with the size of the power system, which is promising in view of real-world applications of this approach.

152 citations

Journal ArticleDOI
TL;DR: The experimental analysis showed that the proposed GA with a new multi-parent crossover converges quickly to the optimal solution and thus exhibits a superior performance in comparison to other algorithms that also solved those problems.

152 citations

Book
01 Jan 1968
TL;DR: In this article, the authors present selected applications of nonlinear programming in some detail and present a general introduction to non-linear programming, which contains definitions, classifications of problems, mathematical characteristics, and solution procedures.
Abstract: : The report presents selected applications of nonlinear programming in some detail. The first chapter, which is a general introduction to nonlinear programming, contains definitions, classifications of problems, mathematical characteristics, and solution procedures. The remaining chapters deal with various problems and their nonlinear programming models.

152 citations

Journal ArticleDOI
TL;DR: In this article, a review of structural and acoustic analysis techniques using numerical methods like the finite-and/or the boundary-element method is presented, followed by a survey of techniques for structural-acoustic coupling.
Abstract: Low noise constructions receive more and more attention in highly industrialized countries. Consequently, decrease of noise radiation challenges a growing community of engineers. One of the most efficient techniques for finding quiet structures consists in numerical optimization. Herein, we consider structural-acoustic optimization understood as an (iterative) minimum search of a specified objective (or cost) function by modifying certain design variables. Obviously, a coupled problem must be solved to evaluate the objective function. In this paper, we will start with a review of structural and acoustic analysis techniques using numerical methods like the finite- and/or the boundary-element method. This is followed by a survey of techniques for structural-acoustic coupling. We will then discuss objective functions. Often, the average sound pressure at one or a few points in a frequency interval accounts for the objective function for interior problems, wheareas the average sound power is mostly used for external problems. The analysis part will be completed by review of sensitivity analysis and special techniques. We will then discuss applications of structural-acoustic optimization. Starting with a review of related work in pure structural optimization and in pure acoustic optimization, we will categorize the problems of optimization in structural acoustics. A suitable distinction consists in academic and more applied examples. Academic examples iclude simple structures like beams, rectangular or circular plates and boxes; real industrial applications consider problems like that of a fuselage, bells, loudspeaker diaphragms and components of vehicle structures. Various different types of variables are used as design parameters. Quite often, locally defined plate or shell thickness or discrete point masses are chosen. Furthermore, all kinds of structural material parameters, beam cross sections, spring characteristics and shell geometry account for suitable design modifications. This is followed by a listing of constraints that have been applied. After that, we will discuss strategies of optimization. Starting with a formulation of the optimization problem we review aspects of multiobjective optimization, approximation concepts and optimization methods in general. In a final chapter, results are categorized and discussed. Very often, quite large decreases of noise radiation have been reported. However, even small gains should be highly appreciated in some cases of certain support conditions, complexity of simulation, model and large frequency ranges. Optimization outcomes are categorized with respect to objective functions, optimization methods, variables and groups of problems, the latter with particular focus on industrial applications. More specifically, a close-up look at vehicle panel shell geometry optimization is presented. Review of results is completed with a section on experimental validation of optimization gains. The conclusions bring together a number of open problems in the field.

152 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
2023175
2022423
2021526
2020598
2019578
2018532