Sharif Digital Repository

Distributed generation (DG) units are increasingly installed in the power systems. Distribution companies (DisCo) can opt to purchase the electricity from DG in an energy purchase contract to supply the customer demand and reduce energy loss. This paper proposes a framework for optimal contract pricing of independent dispatchable DG units considering competition among them. While DG units tend to increase their profit from the energy purchase contract, DisCo minimizes the demand supply cost. Multi-leader follower game theory concept is used to analyze the situation in which competing DG units offer the energy price to DisCo and DisCo determines the DG generation. A bi-level approach is used... 

Abstract In a recent work, Alizadeh et al. (2013) studied a capacitated multi-facility location-allocation problem in which customers had stochastic demands based on the Bernoulli distribution function. Authors considered capacitated sub-sources of facilities to satisfy customer demands. In this discrete stochastic problem, the goal was to find optimal locations of facilities among candidate locations and optimal allocations of existing customers to operating facilities so that the total sum of fixed costs of operating facilities, allocation costs of customers and expected values of servicing and outsourcing costs was minimized. The model was formulated as a mixed-integer nonlinear... 

We propose an inexact nonmonotone successive quadratic programming (SQP) algorithm for solving nonlinear programming problems with equality constraints and bounded variables. Regarding the value of the current feasibility violation and the minimum value of its linear approximation over a trust region, several scenarios are envisaged. In one scenario, a possible infeasible stationary point is detected. In other scenarios, the search direction is computed using an inexact (truncated) solution of a feasible strictly convex quadratic program (QP). The search direction is shown to be a descent direction for the objective function or the feasibility violation in the feasible or infeasible... 

We propose an inexact nonmonotone successive quadratic programming (SQP) algorithm for solving nonlinear programming problems with equality constraints and bounded variables. Regarding the value of the current feasibility violation and the minimum value of its linear approximation over a trust region, several scenarios are envisaged. In one scenario, a possible infeasible stationary point is detected. In other scenarios, the search direction is computed using an inexact (truncated) solution of a feasible strictly convex quadratic program (QP). The search direction is shown to be a descent direction for the objective function or the feasibility violation in the feasible or infeasible... 

In rail transportation, there have been several attempts to determine the best routes for shipments (a number of cars with the same origin-destination) through the network. Shipments enter into several intermediate yards on their routes to separate and regroup shipments into new trains. Most of time, every entering into a yard includes excessive delay for shipments; therefore it is an ideal plan that each shipment has been transported by an exclusive train service. Mainly because of restriction on a number of running trains, this plan cannot be adapted in most cases. Finding the optimal route over the rail network with above and other common constraints would be handled by railroad blocking... 

The economic production quantity (EPQ) is one of the most applicable model in production and inventory control environments. Like other classical production and inventory control models, it is derived based upon assumptions that cause limited real-world applications. Continuous and constant-rate delivery of orders, infinite availability of warehouse spaces, and applicability on a single product are some of these assumptions. In order to make the EPQ model more applicable to real-world production and inventory control problems, in this paper, we expand this model by assuming that the orders may be delivered discretely in the form multiple pallets. In addition, we may have more than one... 

We consider nonlinear optimization problems constrained by a system of fuzzy relation equations. The solution set of the fuzzy relation equations being nonconvex, in general, conventional nonlinear programming methods are not practical. Here, we propose a genetic algorithm with max-product composition to obtain a near optimal solution for convex or nonconvex solution set. Test problems are constructed to evaluate the performance of the proposed algorithm showing alternative solutions obtained by our proposed model  

There are two main assumptions in multiperiodic inventory control problems. The first is the continuous review, where, depending on the inventory level, orders can happen at any time, and the other is the periodic review, where orders can only happen at the beginning of each period. In this paper, these assumptions are relaxed, and the periods between two replenishments are assumed independent and identically distributed random variables. Furthermore, the decision variables are assumed integer-type and that there are two kinds of space and budget constraints. The incremental discounts to purchase products are considered, and a combination of backorder and lost sales are taken into account... 

We concern with both time and cost optimization in an automated manufacturing system. In our proposed system, material handling is carried out by automated guided vehicles and robots for the manufacturing functions. In this way, defect rates, breakdown times, waiting time, processing time, and certain other parameters are not expected to be deterministic. Therefore, we apply stochastic programming to optimize the production time and material handling cost. The proposed stochastic program is a nonlinear model, for this reason we apply a successive linear programming (SLP) technique for its optimization. Numerical test results point to the inefficacy of the proposed optimization method for... 

This article proposes a multi-objective goal programming based approach with two objectives of maximizing the reliability and minimizing the placement cost of Phasor Measurement Units (PMUs) for full observability in power systems. The weighted sum goal programming formulation incorporates the reliability of individual PMUs and finds a placement to resolve the conflicting objectives of minimum number of PMUs cost-wise and maximum level of system-wide reliability. This multi-objective problem is formulated as a nonlinear goal programming model in which weights are associated with the objectives. The model is solved for several weight scenarios for the IEEE 14, 30, 57 and 118 bus test systems.... 

Multi-periodic inventory control problems are mainly studied by employing one of two assumptions. First, the continuous review, where depending on the inventory level, orders can happen at any time, and next the periodic review, where orders can only be placed at the beginning of each period. In this paper, we relax these assumptions and assume the times between two replenishments are independent random variables. For the problem at hand, the decision variables (the maximum inventory of several products) are of integer-type and there is a single space-constraint. While demands are treated as fuzzy numbers, a combination of back-order and lost-sales is considered for the shortages. We... 

Multi-periodic inventory control problems are mainly studied employing one of two assumptions. The first is the continuous review, where depending on the inventory level, orders can be placed at any time, and the other is the periodic review, where orders can be placed only at the beginning of each period. In this paper, we relax these assumptions and assume that the time-periods between two replenishments are random fuzzy variables. While in the model of the problem at hand the decision variables are of integer type and there are space and service level constraints, for the shortages we consider a combination of back-order and lost-sales. We show the model of this problem to be an... 

In real applications of hub networks, the travel times may vary due to traffic, climate conditions, and land or road type. To facilitate this difficulty, in this paper, the travel times are assumed to be characterized by trapezoidal fuzzy variables to present a fuzzy capacitated single allocation p-hub centre transportation (FCSApHCP) with uncertain information. The proposed FCSApHCP is redefined into its equivalent parametric integer non-linear programming problem using credibility constraints. The aim is to determine the location of p capacitated hubs and the allocation of centre nodes to them in order to minimize the maximum travel time in a hub-and-centre network under uncertain... 

Computation of Loss of Load Probability (LOLP) is a challenge in Generation Expansion Planning (GEP) problem. This paper presents a dynamic GEP model considering LOLP as a reliability criterion. The objective function of the proposed dynamic GEP model includes the discounted total costs of investment cost, operation cost, and maintenance cost. The proposed LOLP constrained GEP problem is formulated as a mixed integer nonlinear programming (MINLP) problem. The MINLP formulation of GEP problem is then converted to a mixed integer linear programming (MIP) problem by applying several approximations to LOLP constraint. The utilized approximations are divided into two clusters for low and high... 

This study developed and validated a lumped parameter model for the FLEXI-BAR, a popular training instrument that provides vibration stimulation. The model which can be used in conjunction with musculoskeletal-modeling software for quantitative biomechanical analyses, consists of 3 rigid segments, 2 torsional springs, and 2 torsional dashpots. Two different sets of experiments were conducted to determine the model's key parameters including the stiffness of the springs and the damping ratio of the dashpots. In the first set of experiments, the free vibration of the FLEXI-BAR with an initial displacement at its end was considered, while in the second set, forced oscillations of the bar were... 

A new mixed-integer nonlinear programming model is presented for the time-dependent vehicle routing problem with time windows and intelligent travel times. The aim is to minimize fixed and variable costs, with the assumption that the travel time between any two nodes depends on traffic conditions and is considered to be a function of vehicle departure time. Depending on working hours, the route between any two nodes has a unique traffic parameter. We consider each working day to be divided into several equal and large intervals, termed as a time interval of traffic. Here, allowing for long distances between some of the nodes, travel time may take more than one time interval of traffic,... 

In this paper, we study a pricing-inventory model with multiple interdependent products and stochastic demand. In the relevant literature, there are many researches that try to optimize the inventory or price independently and also optimizing joint inventory and pricing problems for single product. But joint optimization of inventory and pricing for multiple interdependent products is relatively new and still there are many potential research gaps in this area. We show that the multiplicative demand form problem, that we develop, is a convex nonlinear programming (NLP) model or is convertible to it. We also provide upper and lower bounds for the additive demand form model  

This paper develops an economic production quantity (EPQ) inventory model for a multiproduct single-machine lot-sizing problem with nonconforming items including scrap and rework, where reworks are classified into several groups based on failure severity. In this inventory model, shortage is allowed and is backordered. The aim is to determine the optimal period length, the lot size, and the allowable shortage of each product so as the total cost, including setup, production, warehouse construction, holding, shortage, reworking, and disposal is minimized. Besides, the available total budget is scarce and that there is a lower bound on the service level of each product. While the convexity is... 

Nature, as a rich source of solutions, can be an inspirational guide to answer scientific expectations. Seed dispersal mechanism as one of the most common reproduction method among the plants is a unique technique with millions of years of evolutionary history. In this paper, inspired by plants survival, a novel method of optimization is presented, which is called Fertile Field Algorithm. One of the main challenges of stochastic optimization methods is related to the efficiency of the searching process for finding the global optimal solution. Seeding procedure is the most common reproduction method among all the plants. In the proposed method, the searching process is carried out through a... 

In this paper, the analytical solution to a new class of nonlinear solitons is presented with cubic nonlinearity, subject to a dissipation term arising as a result of a first-order derivative with respect to time, in the weakly nonlinear regime. Exact solutions are found using the combination of the perturbation and Green's function methods up to the third order. We present an example and discuss the asymptotic behavior of the Green's function. The dissipative solitary equation is also studied in the phase space in the non-dissipative and dissipative forms. Bounded and unbounded solutions of this equation are characterized, yielding an energy conversation law for non-dissipative waves....