An economic dispatch problem for power system with wind is discussed. Using discrete scenario to describe uncertain powers, a threshold given identify bad set. The bad-scenario-set robust model established minimize the total penalties on scenarios. A specialized hybrid particle swarm optimization (PSO) algorithm developed through hybridizing simulated annealing (SA) operators. SA operators are ...

Portfolios of market-based instruments have been shown to improve the reliability of water supplies, using simulations that utilize a single best estimate of distributions of data to evaluate performance. However, the estimates of problem information and likelihoods could be incorrect, especially when planning for climate change, which can modify streamflow availability, or projecting the traje...

We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization problems with expected value objectives and constraints where the underlying probability distributions are observed via limited data. This approach relies o...

this paper proposes a family of robust counterpart for uncertain linear programs (lp) which is obtained for a general definition of the uncertainty region. the relationship between uncertainty sets using norm bod-ies and their corresponding robust counterparts defined by dual norms is presented. those properties lead us to characterize primal and dual robust counterparts. the researchers show t...

This work studies linear elliptic problems under uncertainty. The major emphasis is on the deterministic treatment of such uncertainty. In particular, this work uses the Worst Scenario approach for the characterization of uncertainty on functional outputs (quantities of physical interest). Assuming that the input data belong to a given functional set, eventually infinitely dimensional, we propo...

Natural disasters, such as earthquakes, affect thousands of people and can cause enormous financial loss. Therefore, an efficient response immediately following a natural disaster is vital to minimize the aforementioned negative effects. This research paper presents a network design model for humanitarian logistics which will assist in location and allocation decisions for multiple disaster per...