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    A multi objective framework for solving economic load dispatch problem including stochastic nature of wind power

    , Article International Review of Electrical Engineering ; Volume 8, Issue 1 , 2013 , Pages 362-368 ; 18276660 (ISSN) Mohseni Mansur, S. M ; Pirayesh, A ; Abdollahi Mansoorkhani, H. R ; Abedini Duki, E ; Sharif University of Technology
    2013
    Abstract
    With increasing concern of environmental protection and economic considerations, Wind energy has drawn much attention recently due to its high benefits to the reduction of emissions and reduction of dependency on fossil fuels. In this paper, a load dispatch model is developed for the system consisting of both thermal generators and wind turbine by GAMS Software and the recently introduced optimization strategy, Imperialist Competitive Algorithm (ICA). In addition, transmission loss is considered which approximate the system losses as a quadratic function of the real power generation with B-losses coefficients. To better represent the conditions in real power systems, the cost of modern... 

    A bi-objective stochastic programming model for a centralized green supply chain with deteriorating products

    , Article International Journal of Production Economics ; Vol. 150 , 2014 , pp. 140-154 ; ISSN: 09255273 Sazvar, Z ; Mirzapour Al-E-Hashem, S. M. J ; Baboli, A ; Akbari Jokar, M. R ; Sharif University of Technology
    Abstract
    In recent years consumers and legislation have been pushing companies to design their activities in such a way as to reduce negative environmental impacts more and more. It is therefore important to examine the optimization of total supply chain costs and environmental impacts together. However, because of the recycling of deteriorated items, the environmental impacts of deteriorating items are more significant than those of non-deteriorating ones. The objective of this paper is to develop a stochastic mathematical model and to propose a new replenishment policy in a centralized supply chain for deteriorating items. In this model, we consider inventory and transportation costs, as well as... 

    A multi-stage stochastic mixed-integer linear programming to design an integrated production-distribution network under stochastic demands

    , Article Industrial Engineering and Management Systems ; Volume 17, Issue 3 , 2018 , Pages 417-433 ; 15987248 (ISSN) Derakhshi, M ; Akhavan Niaki, S. T ; Akhavan Niaki, S. A ; Sharif University of Technology
    Korean Institute of Industrial Engineers  2018
    Abstract
    Supply chain management has gained much interest from researchers and practitioners in recent years. Proposing practical models that efficiently address different aspects of the supply chain is a difficult challenge. This research investigates an integrated production-distribution supply chain problem. The developed model incorporates parties with a specified number of processes to obtain raw materials from the suppliers in order to convert them to semi and final products. These products are then distributed through warehouses to end-distributors having uncertain demands. This uncertainty is captured as a dynamic stochastic data process during the planning horizon and is modeled into a... 

    A multistage stochastic programming approach in project selection and scheduling

    , Article International Journal of Advanced Manufacturing Technology ; Vol. 70, issue. 9-12 , 2014 , pp. 2125-2137 ; ISSN: 02683768 Rafiee, M ; Kianfar, F ; Farhadkhani, M ; Sharif University of Technology
    Abstract
    In this paper, the joint problem of project selection and project scheduling under uncertain environment is formulated, analyzed, and solved by multistage stochastic programs. First of all, a general mathematical formulation which can address several versions of the problem is presented. A multi-period project selection and scheduling problem is introduced and modeled by multistage stochastic programs, which are effective for solving long-term planning problems under uncertainty. A set of scenarios and corresponding probabilities is applied to model the multivariate random data process (costs or revenues, available budget, chance of success). Then, due to computational complexity, a scenario... 

    Stochastic optimization of an urban rail timetable under time-dependent and uncertain demand

    , Article Applied Stochastic Models in Business and Industry ; Volume 33, Issue 6 , 2017 , Pages 640-661 ; 15241904 (ISSN) Shakibayifar, M ; Hassannayebi, E ; Jafary, H ; Sajedinejad, A ; Sharif University of Technology
    Abstract
    Urban rail planning is extremely complex, mainly because it is a decision problem under different uncertainties. In practice, travel demand is generally uncertain, and therefore, the timetabling decisions must be based on accurate estimation. This research addresses the optimization of train timetable at public transit terminals of an urban rail in a stochastic setting. To cope with stochastic fluctuation of arrival rates, a two-stage stochastic programming model is developed. The objective is to construct a daily train schedule that minimizes the expected waiting time of passengers. Due to the high computational cost of evaluating the expected value objective, the sample average... 

    An approach to divide wind power capacity between day-ahead energy and intraday reserve power markets

    , Article IEEE Systems Journal ; Volume 16, Issue 1 , 2022 , Pages 1123-1134 ; 19328184 (ISSN) Tavakkoli, M ; Fattaheian Dehkordi, S ; Pourakbari Kasmaei, M ; Liski, M ; Lehtonen, M ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2022
    Abstract
    Wind power producers have recently gained a significant penetration in the electric power network, which might cause some challenges for the system operation due to the uncertainties in the generated power. In this way, wind power owners may offer different services, such as providing reserve capacity besides their conventional role of delivering just energy. Currently, conventional generators are the main responsible for providing some reserve in case of uncertainty in renewable generation and demand changes. Therefore, this article introduces a novel approach that allows wind power producers to participate in both energy and reserve markets alongside conventional generators. A two-stage... 

    Optimization Models for Financial Portfolio Problem

    , M.Sc. Thesis Sharif University of Technology Hayati, Nahid (Author) ; Mahdavi Amiri, Nezameddin (Supervisor)
    Abstract
    In financial portfolio problem, optimization models with uncertainty has been considered. The multi-stage stochastic programming methodology has been used as a solution method for these problems. In this study, we use multi-stage programming with uncertainity to evaluate the asset allocation problem. Some general models have been introduced for problem solving. Non-anticipativity and parent-child models are implemented and solved by both simplex and interior-point methods and the results are compared. The results show the parent-child model to have a better performance. Also, the interior-point method appears to need less computing time than the simplex method  

    An outer approximation method for an integration of supply chain network designing and assembly line balancing under uncertainty

    , Article Computers and Industrial Engineering ; Volume 83 , 2015 , Pages 297-306 ; 03608352 (ISSN) Yolmeh, A ; Salehi, N ; Sharif University of Technology
    Elsevier Ltd  2015
    Abstract
    In this paper a new model is proposed for the integrated problem of supply chain network designing and assembly line balancing under demand uncertainty. In this problem there are three types of entities: manufacturers, assemblers and customers. Manufacturers provide assemblers with components and assemblers use these components to produce the final products and satisfy the demand of the customers. This problem involves determining the location of manufacturers and assemblers in the network, balancing the assembly lines, and transportation of materials and products throughout the network. A mixed integer nonlinear programming formulation based on two stage stochastic programming method is... 

    Two-stage stochastic programming for the railroad blocking problem with uncertain demand and supply resources

    , Article Computers and Industrial Engineering ; Volume 106 , 2017 , Pages 275-286 ; 03608352 (ISSN) Mohammad Hasany, R ; Shafahi, Y ; Sharif University of Technology
    Elsevier Ltd  2017
    Abstract
    The railroad blocking problem is classified in the tactical level of freight rail transportation problems. The objective of this problem is to determine the optimal paths for each shipment such that the railway limitations are satisfied. In this problem, the quantities of both demand and supply resource indicators are often assumed to be certain and known, but because a blocking solution is designed for a relatively long period of time, this assumption is not reasonable. In this paper, we have developed a two-stage stochastic program for this problem to consider the uncertainty inherent in demand and supply resource indicators. Due to the size and complexity of the stochastic program and the... 

    A multi-stage stochastic programming model for dynamic pricing and lead time decisions in multi-class make-to-order firm

    , Article Scientia Iranica ; Volume 18, Issue 3 E , 2011 , Pages 711-721 ; 10263098 (ISSN) Chaharsooghi, S. K ; Honarvar, M ; Modarres, M ; Sharif University of Technology
    2011
    Abstract
    Make-to-order firms use different strategies, such as dynamic pricing and due date management, to influence their performance. In these strategies, orders are segmented into classes based on their sensitivity to lead time and price. Quoting different prices and lead times to different classes of customer can increase a firm's profit and its capacity utilization. Most research in this area does not consider the effects of production constraints on price and lead time decisions. In this paper, we consider the role of flexibility in dynamically choosing the price, lead time and segmentation of customers in make-to-order environments with limited production capacity and multi-period horizon... 

    A risk-constrained decision support tool for EV aggregators participating in energy and frequency regulation markets

    , Article Electric Power Systems Research ; Volume 185 , August , 2020 Habibifar, R ; Aris Lekvan, A ; Ehsan, M ; Sharif University of Technology
    Elsevier Ltd  2020
    Abstract
    The growing trend of electric vehicles (EVs) in recent years has led to the emergence of EV aggregators in electricity markets. Generally, the main goal of an EV aggregator is to buy electricity from the wholesale market in a cost-effective manner while satisfying the charging requirements of EV owners. Accordingly, this paper presents a decision support tool for EV aggregators which enables them to determine the optimal bidding strategy to effectively participate in the day-ahead and real-time energy, and frequency regulation markets. Indeed, the aggregator mainly obtains profit by selling energy during the high-price hours (via vehicle-to-grid (V2G) capability) and providing primary... 

    Operation of Distribution Systems with High Penetration of Wind Energy

    , M.Sc. Thesis Sharif University of Technology Asgary, Farid (Author) ; Fotuhi-Firuzabad, Mahmoud (Supervisor)
    Abstract
    Power distribution systems have been traditionally operated as passive networks which consume electric power supplied by the transmission grid. Increasing utilization of wind energy in distribution systems, notably wind energy, is changing the way distribution sys-tems are operated. The distribution system operators (DSO) would operate the available wind power for reducing the power purchased from the wholesale market. However, high penetration of wind energy in distribution systems would require advanced operation mod-els and additional flexibility in system to offset the variability and uncertainty associated with wind energy. In addition, wind availability often does not positively... 

    Electric Power Distribution Planning using Multi-Criteria Decision-Making Techniques and Stochastic Programming

    , M.Sc. Thesis Sharif University of Technology Babaie Sarijaloo, Farnaz (Author) ; Kianfar, Farhad (Supervisor)
    Abstract
    One of the most important issues in every country is electric power planning in all aspects like production and distribution. Electric power distribution planning is a way to control and optimize the usage of energy. According to shortage of resources and high value of them, it is important to have a plan in the amount of energy sending from supplier to consumer. Based on the nature of the problem that decision makers face different criteria from internal and external environment, using multi-criteria decision making methods is an appropriate way. By finding parameters, constraints and capacity of the system, we can choose the best method.On the other hand, in real world most of the... 

    Product Portfolio Management Using Life Cycle Considerations

    , M.Sc. Thesis Sharif University of Technology Ebrahimian, Mahsa (Author) ; Fattahi, Omid (Supervisor)
    Abstract
    Today’s organizations always encounter limitations on the way of achieving their goals. Budget constraint, inventory constraints, capital constraints are issues which complicates management decision making.
    Global market has enabled manufacturers compete globally. Even position their factories in other countries and use of competitive advantages and other markets demand. This is why decision making in production and manufacturing domain has been complicated. Decision making in production and manufacturing should become faster and more precise in order to keep market competitiveness. Organization should make long term or strategic decisions and short term decisions about keeping the... 

    Optimization of Size and Operation of Energy Hub Considering Uncertainty

    , M.Sc. Thesis Sharif University of Technology karvani, Mohsen (Author) ; Ranjbar, Ali Mohammad (Supervisor)
    Abstract
    Nowadays the growing demand for energy, and, on the other hand, the limited resources of fossil consuming energy in the world have caused the energy operation and consumption management to be taken into consideration much more than the past. Based on this background, improving the efficiency of feed conversion technologies in supplying the energy demanded by the consumers is the foremost and the most crucial solution to preventing energy loss. Another approach to reducing the losses through energy generation and transmission is the use of distributed energy generation systems in small scale. The advantages of applying this type of technology are the possibility of installing near the load... 

    Multi-period Project Portfolio Selection and Scheduling with Uncertainties

    , Ph.D. Dissertation Sharif University of Technology Rafiee, Majid (Author) ; Kianfar, Farhad (Supervisor)
    Abstract
    In this thesis, a multi-stage project portfolio selection and scheduling problem in an uncertain environment is modeled, analyzed and solved. Moreover, we investigate the situations in which a project manager is confronted to a large number of projects to be selected and scheduled while the required resources of the projects are limited and renewable. The aim is to maximize objective function which is the net present value of the profit of the projects. To solve the mentioned problem, we introduce a multi-stage stochastic programming. For the reason that, in real problems, optimization problems that included all restraints are large scale and have computational complexity, these problems are... 

    Providing a Solving Method for Post-Earthquake Resource Allocation Model with Uncertainties

    , M.Sc. Thesis Sharif University of Technology Jamshidi, Fatemeh (Author) ; Rafiee, Majid (Supervisor)
    Abstract
    Large amounts of relief resources such as water, tents, medical equipment and fuel after a major disaster need to reach the affected people. Satisfying the needs of victims is crucial to the success of crisis relief operations, as a lack of relief resources can lead to the suffering and loss of lives of victims. According to studies, large-scale catastrophes have occurred frequently in recent years. Therefore, it is necessary to pay more attention to the management of post-crisis resources. Since the distribution of emergency resources depends largely on the efficiency and effectiveness of logistics operations, the primary objectives include minimizing logistics time and cost, minimizing... 

    A stochastic aggregate production planning model in a green supply chain: Considering flexible lead times, nonlinear purchase and shortage cost functions

    , Article European Journal of Operational Research ; Volume 230, Issue 1 , 2013 , Pages 26-41 ; 03772217 (ISSN) Mirzapour Al-E-Hashem, S. M. J ; Baboli, A ; Sazvar, Z ; Sharif University of Technology
    2013
    Abstract
    In this paper we develop a stochastic programming approach to solve a multi-period multi-product multi-site aggregate production planning problem in a green supply chain for a medium-term planning horizon under the assumption of demand uncertainty. The proposed model has the following features: (i) the majority of supply chain cost parameters are considered; (ii) quantity discounts to encourage the producer to order more from the suppliers in one period, instead of splitting the order into periodical small quantities, are considered; (iii) the interrelationship between lead time and transportation cost is considered, as well as that between lead time and greenhouse gas emission level; (iv)... 

    Revenue management approach to stochastic capacity allocation problem

    , Article European Journal of Operational Research ; Volume 192, Issue 2 , 2009 , Pages 442-459 ; 03772217 (ISSN) Modarres, M ; Sharifyazdi, M ; Sharif University of Technology
    2009
    Abstract
    To formulate stochastic capacity allocation problems in a manufacturing system, the concept and techniques of revenue management is applied in this research. It is assumed the production capacity is stochastic and hence its exact size cannot be forecasted in advance, at the time of planning. There are two classes of "frequent" and "occasional" customers demanding this capacity. The price rate as well as the penalty for order cancellation caused by overbooking is different for each class. The model is developed mathematically and we propose an analytical solution method. The properties of the optimal solution as well as the behavior of objective function are also analyzed. The objective... 

    Stochastic Programming Approach for Resource Assignment and Patient Scheduling

    , M.Sc. Thesis Sharif University of Technology Haghi, Maryam (Author) ; Modarres Yazdi, Mohammad (Supervisor)
    Abstract
    In this study, we examine all decisions related to operating room planning and scheduling problem by considering uncertainty in surgery durations. To achieve this purpose, first, a mixed integer linear program is developed to determine the master surgical schedule. Then, two different approaches are investigated to model the weekly planning and scheduling of elective patients problem considering uncertain surgery durations. In the first approach, a unified model is proposed and an effective and efficient method, based on the recently introduced anarchic society optimization algorithm, is developed to solve the problem. In the second approach, first an advance scheduling problem is formulated...