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Showing 3 results for Two-Stage Stochastic Programming

Mahdi Bashiri, Hamidreza Rezaei,
Volume 24, Issue 1 (2-2013)
Abstract

In this paper, we propose an extended relocation model for warehouses configuration in a supply chain network, in which uncertainty is associated to operational costs, production capacity and demands whereas, existing researches in this area are often restricted to deterministic environments. In real cases, we usually deal with stochastic parameters and this point justifies why the relocation model under uncertainty should be evaluated. Albeit the random parameters can be replaced by their expectations for solving the problem, but sometimes, some methodologies such as two-stage stochastic programming works more capable. Thus, in this paper, for implementation of two stage stochastic approach, the sample average approximation (SAA) technique is integrated with the Bender's decomposition approach to improve the proposed model results. Moreover, this approach leads to approximate the fitted objective function of the problem comparison with the real stochastic problem especially for numerous scenarios. The proposed approach has been evaluated by two hypothetical numerical examples and the results show that the proposed approach can find better strategic solution in an uncertain environment comparing to the mean-value procedure (MVP) during the time horizon.
Aliakbar Hasani,
Volume 28, Issue 2 (6-2017)
Abstract

In this paper, a comprehensive mathematical model for designing an electric power supply chain network via considering preventive maintenance under risk of network failures is proposed. The risk of capacity disruption of the distribution network is handled via using a two-stage stochastic programming as a framework for modeling the optimization problem. An applied method of planning for the network design and power generation and transmission system via considering failures scenarios, as well as network preventive maintenance schedule, is presented. The aim of the proposed model is to minimize the expected total cost consisting of power plants set-up, power generation and the maintenance activities. The proposed mathematical model is solved by an efficient new accelerated Benders decomposition algorithm. The proposed accelerated Benders decomposition algorithm uses an efficient acceleration mechanism based on the priority method which uses a heuristic algorithm to efficiently cope with computational complexities. A large number of considered scenarios are reduced via using a k-means clustering algorithm to decrease the computational effort for solving the proposed two-stage stochastic programming model. The efficiencies of the proposed model and solution algorithm are examined using data from the Tehran Regional Electric Company. The obtained results indicate that solutions of the stochastic programming are more robust than the obtained solutions provided by a deterministic model.


Fatemeh Bayatloo, Ali Bozorgi-Amiri,
Volume 29, Issue 4 (12-2018)
Abstract

Development of every society is incumbent upon energy sector’s technological and economic effectiveness. The electricity industry is a growing and needs to have a better performance to effectively cover the demand. The industry requires a balance between cost and efficiency through careful design and planning. In this paper, a two-stage stochastic programming model is presented for the design of electricity supply chain networks. The proposed network consists of power stations, transmission lines, substations, and demand points. While minimizing costs and maximizing effectiveness of the grid, this paper seeks to determine time and location of establishing new facilities as well as capacity planning for facilities. We use chance constraint method to satisfy the uncertain demand with high probability. The proposed model is validated by a case study on Southern Khorasan Province’s power grid network, the computational results show that the reliability rate is a crucial factor which greatly effects costs and demand coverage. 

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