An application of Karmarkar's interior-point linear programming algorithm for multi-reservoir operations optimization

Optimization of multi-reservoir systems operations is typically a very large scale optimization problem. The following are the three types of optimization problems solved using linear programming (LP): (i) deterministic optimization for multiple periods involving fine stage intervals, for example, from an hour to a week (ii) implicit stochastic optimization using multiple years of inflow data, and (iii) explicit stochastic optimization using probability distributions of inflow data. Until recently, the revised simplex method has been the most efficient solution method available for solving large scale LP problems. In this paper, we show that an implementation of the Karmarkar's interior-point LP algorithm with a newly developed stopping criterion solves optimization problems of large multi-reservoir operations more efficiently than the simplex method. For example, using a Micro VAX II minicomputer, a 40 year, monthly stage, two-reservoir system optimization problem is solved 7.8 times faster than the advanced simplex code in MINOS 5.0. The advantage of this method is expected to be greater as the size of the problem grows from two reservoirs to multiples of reservoirs. This paper presents the details of the implementation and testing and in addition, some other features of the Karmarkar's algorithm which makes it a valuable optimization tool are illuminated.     

连续网模拟优化方法研究

本文根据连续网精度数字化分析的结数,建立了适用于大规模连续网优化的快速选择最优附加观测量的方法。借此,成功地将解析模拟法应用到较大规模连续网的优化设计和改进中。     

石家庄市地下水污染及其污染质排放的最优化控制

文章指出不考虑地域、条件,一律采用《工业“三废”排放试行标准》的不合理性。提出了用负荷控制来代替目前采用的污染质排放的浓度控制、总量控制,并从石家庄市地下水污染现状出发,建立了以该市地下环境系统最大限度容纳污染质为目标的线性最优化模型;得出该市防止地下水污染的排放浓度;求得了污水允许渗入量区间和地下水开采模数区间。     

江苏水文站网优化调整有关问题的思考

在概述全省站网现状基础上，分析了站网优化调整的主要原因，提出了如何优化调整的总体思路和基本构想，进一步明确强调在水文站网优化调整中需要坚持和把握的原则和方法。     

Utility Efficient Frontier: An Application in the Oil and Gas Industry

Current practice shows that the use of portfolio and utility theory is very low among petroleum companies. This article advocates the use of both portfolio theory and utility theory as decision-making tools to improve performance of oil and gas companies. We introduce a model that can be practically used and applied in the oil and gas industry. This model generates an optimized, efficient portfolio and, at the same time, enables the decision maker to incorporate his risk attitude and policy. This can only be done by combining both the portfolio theory and utility theory through an approach called the utility mean-variance model. A typical oil portfolio optimization problem is investigated by applying both portfolio and utility theories. Through the utility mean-variance model, an efficient frontier that captures decision maker risk attitude is achieved.     

旅游区位与市场拓展关系的研究——以西安市日本入境市场为例

旅游区位的理论已被广泛地运用到旅游空间的优化和布局中.就旅游区位的5个因子方面分析了日本客源市场的现状、发展前景;并根据对西安入境外国人进行的1008份市场调查问卷、通过数理方法分析比较取得的结果,探讨了以增长极、中心地、点-轴、带状、网状等多层次、多边的西安旅游市场开发的空间布局和旅游线路优化组合的模式.最后就开发西安的日本市场,提出了相应的对策和建议,对细分旅游市场和有针对性的市场促销有一定的参考价值.     

Prediction of the median IDA curve by employing a limited number of ground motion records

A methodology has been proposed which can be used to reduce the number of ground motion records needed for the reliable prediction of the median seismic response of structures by means of incremental dynamic analysis (IDA). This methodology is presently limited to predictions of the median IDA curve only. The reduction in the number of ground motion records needed to predict the median IDA curve is achieved by introducing a precedence list of ground motion records. The determination of such a list is an optimization problem, which is solved in the paper by means of (1) a genetic algorithm and (2) a proposed simple procedure. The seismic response of a simple, computationally non‐demanding structural model has been used as input data for the optimization problem. The presented example is a three‐storey‐reinforced concrete building, subjected to two sets of ground motion records, one a free‐field set and the other a near‐field set. It is shown that the median IDA curves can be predicted with acceptable accuracy by employing only four ground motion records instead of the 24 or 30 records, which are the total number of ground motion records for the free‐field and near‐field sets, respectively. Copyright © 2007 John Wiley & Sons, Ltd.