Considering the decision-making variables of the capacities of branch roads and the optimization targets of lowering the saturation of arterial roads and the reconstruction expense of branch roads, the bi-level progra...Considering the decision-making variables of the capacities of branch roads and the optimization targets of lowering the saturation of arterial roads and the reconstruction expense of branch roads, the bi-level programming model for reconstructing the branch roads was set up. The upper level model was for determining the enlarged capacities of the branch roads, and the lower level model was for calculating the flows of road sections via the user equilibrium traffic assignment method. The genetic algorithm for solving the bi-level model was designed to obtain the reconstruction capacities of the branch roads. The results show that by the bi-level model and its algorithm, the optimum scheme of urban branch roads reconstruction can be gained, which reduces the saturation of arterial roads apparently, and alleviates traffic congestion. In the data analysis the arterial saturation decreases from 1.100 to 0.996, which verifies the micro-circulation transportation's function of urban branch road network.展开更多
An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, ...An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, which eliminate the possibility of cycling and the solution of the problem is reached in a finite number of steps. Example to illustrate the method is also included in the paper.展开更多
The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit a...The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit assignment and improper transit resources distribution.In order to distribute transit passenger flow evenly and efficiently,this paper introduces a new distance-based fare pattern with Euclidean distance.A bi-level programming model is developed for determining the optimal distance-based fare pattern,with the path-based stochastic transit assignment(STA)problem with elastic demand being proposed at the lower level.The upper-level intends to address a principal-agent game between transport authorities and transit enterprises pursing maximization of social welfare and financial interest,respectively.A genetic algorithm(GA)is implemented to solve the bi-level model,which is verified by a numerical example to illustrate that the proposed nonlinear distance-based fare pattern presents a better financial performance and distribution effect than other fare structures.展开更多
In the context of the“dual carbon”goals,to address issues such as high energy consumption,high costs,and low power quality in the rapid development of electrified railways,this study focused on the China Railways Hi...In the context of the“dual carbon”goals,to address issues such as high energy consumption,high costs,and low power quality in the rapid development of electrified railways,this study focused on the China Railways High-Speed 5 Electric Multiple Unit and proposed a mathematical model and capacity optimization method for an onboard energy storage system using lithium batteries and supercapacitors as storage media.Firstly,considering the electrical characteristics,weight,and volume of the storage media,a mathematical model of the energy storage system was established.Secondly,to tackle problems related to energy consumption and power quality,an energy management strategy was proposed that comprehensively considers peak shaving and valley filling and power quality by controlling the charge/discharge thresholds of the storage system.Thecapacity optimization adopted a bilevel programming model,with the series/parallel number of storage modules as variables,considering constraints imposed by the Direct Current to Direct Current converter,train load,and space.An improved Particle Swarm Optimization algorithm and linear programming solver were used to solve specific cases.The results show that the proposed onboard energy storage system can effectively achieve energy savings,reduce consumption,and improve power qualitywhile meeting the load and space limitations of the train.展开更多
In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of ...In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of arrival and departure flights is studied systematically.According to the matching degree of capacity and flow,it is determined that the traffic state of arrival/departure operation in a certain period is peak or off-peak.The demands of all parties in each traffic state are analyzed,and the mathematical models of arrival/departure flight scheduling in each traffic state are established.Aiming at the four kinds of joint operation traffic scenarios of arrival and departure,the corresponding bi-level programming models for joint scheduling of arrival and departure flights are established,respectively,and the elitism genetic algorithm is designed to solve the models.The results show that:Compared with the first-come-firstserved method,in the scenarios of arrival peak&departure off-peak and arrival peak&departure peak,the departure flight equilibrium satisfaction is improved,and the runway occupation time of departure flight flow is reduced by 38.8%.In the scenarios of arrival off-peak&departure off-peak and departure peak&arrival off-peak,the arrival flight equilibrium delay time is significantly reduced,the departure flight equilibrium satisfaction is improved by 77.6%,and the runway occupation time of departure flight flow is reduced by 46.6%.Compared with other four kinds of strategies,the optimal scheduling method can better balance fairness and efficiency,so the scheduling results are more reasonable.展开更多
In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programmi...In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs.展开更多
This paper presents an adaptive path planner for unmanned aerial vehicles （UAVs） to adapt a real-time path search procedure to variations and fluctuations of UAVs’ relevant performances, with respect to sensory cap...This paper presents an adaptive path planner for unmanned aerial vehicles （UAVs） to adapt a real-time path search procedure to variations and fluctuations of UAVs’ relevant performances, with respect to sensory capability, maneuverability, and flight velocity limit. On the basis of a novel adaptability-involved problem statement, bi-level programming （BLP） and variable planning step techniques are introduced to model the necessary path planning components and then an adaptive path planner is developed for the purpose of adaptation and optimization. Additionally, both probabilistic-risk-based obstacle avoidance and performance limits are described as path search constraints to guarantee path safety and navigability. A discrete-search-based path planning solution, embedded with four optimization strategies, is especially designed for the planner to efficiently generate optimal flight paths in complex operational spaces, within which different surface-to-air missiles （SAMs） are deployed. Simulation results in challenging and stochastic scenarios firstly demonstrate the effectiveness and efficiency of the proposed planner, and then verify its great adaptability and relative stability when planning optimal paths for a UAV with changing or fluctuating performances.展开更多
In order to study supply chain of the telecom value-added service,a multi-leaders and multi-followers Stackelberg game model with multiple telecom operators and multiple service providers whose income is composed of i...In order to study supply chain of the telecom value-added service,a multi-leaders and multi-followers Stackelberg game model with multiple telecom operators and multiple service providers whose income is composed of information fee division and advertisement was constructed.Then a demonstration was simulated,and the results were compared with the situation of service providers' income only from information fee division.The simulated and compared results indicate that,the enterprises in the supply chain have the nature of pursuing the maximum profits in capital markets;meanwhile,first-mover advantages and some enterprise can get more profits with the information asymmetry.展开更多
In order to evaluate and integrate travel time reliability and capacity reliability of a road network subjected to ice and snowfall conditions,the conceptions of travel time reliability and capacity reliability were d...In order to evaluate and integrate travel time reliability and capacity reliability of a road network subjected to ice and snowfall conditions,the conceptions of travel time reliability and capacity reliability were defined under special conditions.The link travel time model(ice and snowfall based-bureau public road,ISB-BPR) and the path choice decision model(elastic demand user equilibrium,EDUE) were proposed.The integrated reliability was defined and the model was set up.Monte Carlo simulation was used to calculate the model and a numerical example was provided to demonstrate the application of the model and efficiency of the solution algorithm.The results show that the intensity of ice and snowfall,the traffic demand and supply,and the requirements for level of service(LOS) have great influence on the reliability of a road network.For example,the reliability drops from 65% to 5% when the traffic demand increases by 30%.The comprehensive performance index may be used for network planning,design and maintenance.展开更多
Air route network is the carrier of air traffic flow,and traffic assignment is a method to verify the rationality of air route network structure.Therefore,air route network generation based on traffic assignment has b...Air route network is the carrier of air traffic flow,and traffic assignment is a method to verify the rationality of air route network structure.Therefore,air route network generation based on traffic assignment has been becoming the research focus of airspace programming technology.Based on link prediction technology and optimization theory,a bi-level programming model is established in the paper.The model includes an upper level of air route network generation model and a lower level of traffic assignment model.The air route network structure generation incorporates network topology generation algorithm based on link prediction technology and optimal path search algorithm based on preference,and the traffic assignment adopts NSGA-Ⅲalgorithm.Based on the Python platform NetworkX complex network analysis library,a network of 57 airports,383 nodes,and 635 segments within China Airspace Beijing and Shanghai Flight Information Regions and 187975 sorties of traffic are used to simulate the bilevel model.Compared with the existing air route network,the proposed air route network can decrease the cost by 50.624%,lower the flight conflict coefficient by 33.564%,and reduce dynamic non-linear coefficient by 7.830%.展开更多
Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is...Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is proposed and analyzed in this study.In this scheme,the interactions between selfish users and an operator are characterized as a Stackelberg game.Operator holds a large-scale ESS that is shared among users in the form of energy transactions.It sells energy to users and sets the selling price first.It maximizes its profit through optimal pricing and ESS dispatching.Users purchase some energy from operator for the reduction of their demand charges after operator's selling price is announced.This game-theoretic ESS sharing scheme is characterized and analyzed by formulating and solving a bi-level optimization model.The upper-level optimization maximizes operator's profit and the lower-level optimization minimizes users'costs.The bi-level model is transformed and linearized into a mixed-integer linear programming(MILP)model using the mathematical programming with equilibrium constraints(MPEC)method and model linearizing techniques.Case studies with actual data are carried out to explore the economic performances of the proposed ESS sharing scheme.展开更多
For the purpose of dealing with uncertainty factors in engineering optimization problems, this paper presents a new non-probabilistic robust optimal design method based on maximum variation estimation. The method anal...For the purpose of dealing with uncertainty factors in engineering optimization problems, this paper presents a new non-probabilistic robust optimal design method based on maximum variation estimation. The method analyzes the effect of uncertain factors to objective and constraints functions, and then the maximal variations to a solution are calculated. In order to guarantee robust feasibility the maximal variations of constraints are added to original constraints as penalty term; the maximal variation of objective function is taken as a robust index to a solution; linear physical programming is used to adjust the values of quality characteristic and quality variation, and then a bi-level mathematical robust optimal model is constructed. The method does not require presumed probability distribution of uncertain factors or continuous and differentiable of objective and constraints functions. To demonstrate the proposed method, the design of the two-bar structure acted by concentrated load is presented. In the example the robustness of the normal stress, feasibility of the total volume and the buckling stress are studied. The robust optimal design results show that in the condition of maintaining feasibility robustness, the proposed approach can obtain a robust solution which the designer is satisfied with the value of objective function and its variation.展开更多
The objective of this work was to determine the location of emergency material warehouses. For the site selection problem of emergency material warehouses, the triangular fuzzy numbers are respectively demand of the d...The objective of this work was to determine the location of emergency material warehouses. For the site selection problem of emergency material warehouses, the triangular fuzzy numbers are respectively demand of the demand node, the distance between the warehouse and demand node and the cost of the warehouse, a bi-objective programming model was established with minimum total cost of the system and minimum distance between the selected emergency material warehouses and the demand node. Using the theories of fuzzy numbers, the fuzzy programming model was transformed into a determinate bi-objective mixed integer programming model and a heuristic algorithm for this model was designed. Then, the algorithm was proven to be feasible and effective through a numerical example. Analysis results show that the location of emergency material warehouse depends heavily on the values of degree a and weight wl. Accurate information of a certain emergency activity should be collected before making the decision.展开更多
Home health care(HHC)includes a wide range of healthcare services that are performed in customers'homes to help them recover.With the constantly increasing demand for health care,HHC policymakers are eager to addr...Home health care(HHC)includes a wide range of healthcare services that are performed in customers'homes to help them recover.With the constantly increasing demand for health care,HHC policymakers are eager to address routing and scheduling problems from the perspective of optimization.In this paper,a bi-level programming model for HHC routing and scheduling problems with stochastic travel times is proposed,in which the degree of satisfaction with the visit time is simultaneously considered.The upper-level model is formulated for customer assignment with the aim of minimizing the total operating cost,and the lower-level model is formulated as a routing problem to maximize the degree of satisfaction with the visit time.Consistent with Stackelberg game decision-making,the trade-off relationship between these two objectives can be achieved spontaneously so as to reach an equilibrium state.A three-stage hybrid algorithm combining an iterated local search framework,which uses a large neighborhood search procedure as a sub-heuristic,a set-partitioning model,and a post-optimization method is developed to solve the proposed model.Numerical experiments on a set of instances including 10 to 100 customers verify the effectiveness of the proposed model and algorithm.展开更多
Sugarcane crop occupies an area of about 23.78 million hectares in 103 countries,and an estimated production of 1.66 billion tons,adding to this volume more than 6%to 17%concerning residual biomass resulting from harv...Sugarcane crop occupies an area of about 23.78 million hectares in 103 countries,and an estimated production of 1.66 billion tons,adding to this volume more than 6%to 17%concerning residual biomass resulting from harvest.The destination of this residual biomass is a major challenge to managers of mills.There are at least two alternatives which are reduction in residue production and increased output in electricity cogeneration.These two conflicting objectives are mathematically modeled as a bi-objective problem.This study developed a bi-objective mathematical model for choosing sugarcane varieties that result in maximum revenue from electricity sales and minimum gathering cost of sugarcane harvesting residual biomass.The approach used to solve the proposed model was based on theε-constraints method.Experiments were performed using real data from sugarcane varieties and costs and showed effectiveness of model and method proposed.These experiments showed the possibility of increasing net revenue from electricity sale,i.e.,already discounted the cost increase with residual biomass gathering,in up to 98.44%.展开更多
Traffic simulators are utilized to solve a variety of traffic-related problems.For such simulators,origin-destination(OD)traffic volumes as mobility demands are required to input,and we need to estimate them.The autho...Traffic simulators are utilized to solve a variety of traffic-related problems.For such simulators,origin-destination(OD)traffic volumes as mobility demands are required to input,and we need to estimate them.The authors regard an OD estimation as a bi-level programming problem,and apply a microscopic traffic simulation model to it.However,the simulation trials can be computationally expensive if full dynamic rerouting is allowed,when employing multi-agent-based models in the estimation process.This paper proposes an efficient OD estimation method using a multi-agent-based simulator with restricted dynamic rerouting to reduce the computational load.Even though,in the case of large traffic demand,the restriction on dynamic rerouting can result in heavier congestion.The authors resolve this problem by introducing constraints of the bi-level programming problem depending on link congestion.Test results show that the accuracy of the link traffic volume reproduced with the proposed method is virtually identical to that of existing methods but that the proposed method is more computationally efficient in a wide-range or high-demand context.展开更多
To explore the parking pricing of multiple parking facilities, this paper proposes a bi-level programming model, in which the interactions between parking operators and travelers are explicitly considered. The upper-l...To explore the parking pricing of multiple parking facilities, this paper proposes a bi-level programming model, in which the interactions between parking operators and travelers are explicitly considered. The upper-level sub-model simulates the price decision-making behaviors of the parking operators whose objectives may vary under different operation regimes, such as monopoly market, oligopoly competition, and social optimum. The lower level represents a network equilibrium model that simulates how travelers choose modes, routes, and parking facilities. The proposed model is solved by a sensitivity based algorithm, and applied to a numerical experiment, in which three types of parking facilities are studied, i.e., the off-road parking lot, the curb parking lot, and the parking-and-ride (P&R) facility. The results show in oligopoly market that the level of parking price reaches the lowest point, nonetheless the social welfare decreases to the lowest simultaneously;and the share of P&R mode goes to the highest value, however the total network costs rise also to the highest. While the monopoly market and the social optimum regimes result in solutions of which P&R facilities suffer negative profits and have to be subsidized.展开更多
An optimization model and its solution algorithm for alternate traffic restriction(ATR) schemes were introduced in terms of both the restriction districts and the proportion of restricted automobiles. A bi-level progr...An optimization model and its solution algorithm for alternate traffic restriction(ATR) schemes were introduced in terms of both the restriction districts and the proportion of restricted automobiles. A bi-level programming model was proposed to model the ATR scheme optimization problem by aiming at consumer surplus maximization and overload flow minimization at the upper-level model. At the lower-level model, elastic demand, mode choice and multi-class user equilibrium assignment were synthetically optimized. A genetic algorithm involving prolonging codes was constructed, demonstrating high computing efficiency in that it dynamically includes newly-appearing overload links in the codes so as to reduce the subsequent searching range. Moreover,practical processing approaches were suggested, which may improve the operability of the model-based solutions.展开更多
We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming.At each iteration,we solve a linear semidefinite programming to test whether the linearized constraints are ...We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming.At each iteration,we solve a linear semidefinite programming to test whether the linearized constraints are consistent or not.The search direction is generated by a piecewise quadratic-linear model of the exact penalty function.The penalty parameter is only related to the information of the current iterate point.The line search strategy is a penalty-free one.Global and local convergence are analyzed under suitable conditions.We finally report some numerical experiments to illustrate the behavior of the algorithm on various degeneracy situations.展开更多
In recent years,with strict domestic financial supervision and other policy-oriented factors,some products are becoming increasingly restricted,including nonstandard products,bank-guaranteed wealth management products...In recent years,with strict domestic financial supervision and other policy-oriented factors,some products are becoming increasingly restricted,including nonstandard products,bank-guaranteed wealth management products,and other products that can provide investors with a more stable income.Pairs trading,a type of stable strategy that has proved efficient in many financial markets worldwide,has become the focus of investors.Based on the traditional Gatev-Goetzmann-Rouwenhorst(GGR,Gatev et al.2006)strategy,this paper proposes a stock-matching strategy based on bi-objective quadratic programming with quadratic constraints(BQQ)model.Under the condition of ensuring a long-term equilibrium between pairedstock prices,the volatility of stock spreads is increased as much as possible,improving the profitability of the strategy.To verify the effectiveness of the strategy,we use the natural logs of the daily stock market indices in Shanghai.The GGR model and the BQQ model proposed in this paper are back-tested and compared.The results show that the BQQ model can achieve a higher rate of returns.展开更多
基金Project(2006CB705507) supported by the National Basic Research and Development Program of ChinaProject(20060533036) supported by the Specialized Research Foundation for the Doctoral Program of Higher Education of China
文摘Considering the decision-making variables of the capacities of branch roads and the optimization targets of lowering the saturation of arterial roads and the reconstruction expense of branch roads, the bi-level programming model for reconstructing the branch roads was set up. The upper level model was for determining the enlarged capacities of the branch roads, and the lower level model was for calculating the flows of road sections via the user equilibrium traffic assignment method. The genetic algorithm for solving the bi-level model was designed to obtain the reconstruction capacities of the branch roads. The results show that by the bi-level model and its algorithm, the optimum scheme of urban branch roads reconstruction can be gained, which reduces the saturation of arterial roads apparently, and alleviates traffic congestion. In the data analysis the arterial saturation decreases from 1.100 to 0.996, which verifies the micro-circulation transportation's function of urban branch road network.
文摘An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, which eliminate the possibility of cycling and the solution of the problem is reached in a finite number of steps. Example to illustrate the method is also included in the paper.
基金the Humanities and Social Science Foundation of the Ministry of Education of China(Grant No.20YJCZH121).
文摘The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit assignment and improper transit resources distribution.In order to distribute transit passenger flow evenly and efficiently,this paper introduces a new distance-based fare pattern with Euclidean distance.A bi-level programming model is developed for determining the optimal distance-based fare pattern,with the path-based stochastic transit assignment(STA)problem with elastic demand being proposed at the lower level.The upper-level intends to address a principal-agent game between transport authorities and transit enterprises pursing maximization of social welfare and financial interest,respectively.A genetic algorithm(GA)is implemented to solve the bi-level model,which is verified by a numerical example to illustrate that the proposed nonlinear distance-based fare pattern presents a better financial performance and distribution effect than other fare structures.
基金funded by the National Natural Science Foundation of China(52167013)the Key Program of Natural Science Foundation of Gansu Province(24JRRA225)Natural Science Foundation of Gansu Province(23JRRA891).
文摘In the context of the“dual carbon”goals,to address issues such as high energy consumption,high costs,and low power quality in the rapid development of electrified railways,this study focused on the China Railways High-Speed 5 Electric Multiple Unit and proposed a mathematical model and capacity optimization method for an onboard energy storage system using lithium batteries and supercapacitors as storage media.Firstly,considering the electrical characteristics,weight,and volume of the storage media,a mathematical model of the energy storage system was established.Secondly,to tackle problems related to energy consumption and power quality,an energy management strategy was proposed that comprehensively considers peak shaving and valley filling and power quality by controlling the charge/discharge thresholds of the storage system.Thecapacity optimization adopted a bilevel programming model,with the series/parallel number of storage modules as variables,considering constraints imposed by the Direct Current to Direct Current converter,train load,and space.An improved Particle Swarm Optimization algorithm and linear programming solver were used to solve specific cases.The results show that the proposed onboard energy storage system can effectively achieve energy savings,reduce consumption,and improve power qualitywhile meeting the load and space limitations of the train.
基金supported by Nanjing University of Aeronautics and Astronautics Graduate Innovation Base(Laboratory)Open Fund(No.kfjj20200717).
文摘In order to meet the needs of collaborative decision making,considering the different demands of air traffic control units,airlines,airports and passengers in various traffic scenarios,the joint scheduling problem of arrival and departure flights is studied systematically.According to the matching degree of capacity and flow,it is determined that the traffic state of arrival/departure operation in a certain period is peak or off-peak.The demands of all parties in each traffic state are analyzed,and the mathematical models of arrival/departure flight scheduling in each traffic state are established.Aiming at the four kinds of joint operation traffic scenarios of arrival and departure,the corresponding bi-level programming models for joint scheduling of arrival and departure flights are established,respectively,and the elitism genetic algorithm is designed to solve the models.The results show that:Compared with the first-come-firstserved method,in the scenarios of arrival peak&departure off-peak and arrival peak&departure peak,the departure flight equilibrium satisfaction is improved,and the runway occupation time of departure flight flow is reduced by 38.8%.In the scenarios of arrival off-peak&departure off-peak and departure peak&arrival off-peak,the arrival flight equilibrium delay time is significantly reduced,the departure flight equilibrium satisfaction is improved by 77.6%,and the runway occupation time of departure flight flow is reduced by 46.6%.Compared with other four kinds of strategies,the optimal scheduling method can better balance fairness and efficiency,so the scheduling results are more reasonable.
文摘In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs.
基金the National Natural Science Foundation of China(No.60904066)
文摘This paper presents an adaptive path planner for unmanned aerial vehicles （UAVs） to adapt a real-time path search procedure to variations and fluctuations of UAVs’ relevant performances, with respect to sensory capability, maneuverability, and flight velocity limit. On the basis of a novel adaptability-involved problem statement, bi-level programming （BLP） and variable planning step techniques are introduced to model the necessary path planning components and then an adaptive path planner is developed for the purpose of adaptation and optimization. Additionally, both probabilistic-risk-based obstacle avoidance and performance limits are described as path search constraints to guarantee path safety and navigability. A discrete-search-based path planning solution, embedded with four optimization strategies, is especially designed for the planner to efficiently generate optimal flight paths in complex operational spaces, within which different surface-to-air missiles （SAMs） are deployed. Simulation results in challenging and stochastic scenarios firstly demonstrate the effectiveness and efficiency of the proposed planner, and then verify its great adaptability and relative stability when planning optimal paths for a UAV with changing or fluctuating performances.
基金supported by Research Start Fund of Northwest A&F University and Youth Fund of Communication University of China under Grant No.XNG1035partly performed in the project"On-line Multi-attribute Procurement Auction Mechanism Design and Multi-agent System Implementation"supported by National Natural Science Foundation of China under Grant No.71001009
文摘In order to study supply chain of the telecom value-added service,a multi-leaders and multi-followers Stackelberg game model with multiple telecom operators and multiple service providers whose income is composed of information fee division and advertisement was constructed.Then a demonstration was simulated,and the results were compared with the situation of service providers' income only from information fee division.The simulated and compared results indicate that,the enterprises in the supply chain have the nature of pursuing the maximum profits in capital markets;meanwhile,first-mover advantages and some enterprise can get more profits with the information asymmetry.
基金Project(E200940) supported by the Natural Science Foundation of Heilongjiang Province, ChinaProject(2009GC20008020) supported by the Technology Research and Development Program of Shandong Province, China
文摘In order to evaluate and integrate travel time reliability and capacity reliability of a road network subjected to ice and snowfall conditions,the conceptions of travel time reliability and capacity reliability were defined under special conditions.The link travel time model(ice and snowfall based-bureau public road,ISB-BPR) and the path choice decision model(elastic demand user equilibrium,EDUE) were proposed.The integrated reliability was defined and the model was set up.Monte Carlo simulation was used to calculate the model and a numerical example was provided to demonstrate the application of the model and efficiency of the solution algorithm.The results show that the intensity of ice and snowfall,the traffic demand and supply,and the requirements for level of service(LOS) have great influence on the reliability of a road network.For example,the reliability drops from 65% to 5% when the traffic demand increases by 30%.The comprehensive performance index may be used for network planning,design and maintenance.
文摘Air route network is the carrier of air traffic flow,and traffic assignment is a method to verify the rationality of air route network structure.Therefore,air route network generation based on traffic assignment has been becoming the research focus of airspace programming technology.Based on link prediction technology and optimization theory,a bi-level programming model is established in the paper.The model includes an upper level of air route network generation model and a lower level of traffic assignment model.The air route network structure generation incorporates network topology generation algorithm based on link prediction technology and optimal path search algorithm based on preference,and the traffic assignment adopts NSGA-Ⅲalgorithm.Based on the Python platform NetworkX complex network analysis library,a network of 57 airports,383 nodes,and 635 segments within China Airspace Beijing and Shanghai Flight Information Regions and 187975 sorties of traffic are used to simulate the bilevel model.Compared with the existing air route network,the proposed air route network can decrease the cost by 50.624%,lower the flight conflict coefficient by 33.564%,and reduce dynamic non-linear coefficient by 7.830%.
基金supported by the National Natural Science Foundation of China(U21A20478)Zhejiang Provincial Nature Science Foundation of China(LZ21F030004)Key-Area Research and Development Program of Guangdong Province(2018B010107002)。
文摘Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is proposed and analyzed in this study.In this scheme,the interactions between selfish users and an operator are characterized as a Stackelberg game.Operator holds a large-scale ESS that is shared among users in the form of energy transactions.It sells energy to users and sets the selling price first.It maximizes its profit through optimal pricing and ESS dispatching.Users purchase some energy from operator for the reduction of their demand charges after operator's selling price is announced.This game-theoretic ESS sharing scheme is characterized and analyzed by formulating and solving a bi-level optimization model.The upper-level optimization maximizes operator's profit and the lower-level optimization minimizes users'costs.The bi-level model is transformed and linearized into a mixed-integer linear programming(MILP)model using the mathematical programming with equilibrium constraints(MPEC)method and model linearizing techniques.Case studies with actual data are carried out to explore the economic performances of the proposed ESS sharing scheme.
基金supported by Program for New Century Excellent Talents in University, Ministry of Education of China (Grant No. NCET- 05-0285 )
文摘For the purpose of dealing with uncertainty factors in engineering optimization problems, this paper presents a new non-probabilistic robust optimal design method based on maximum variation estimation. The method analyzes the effect of uncertain factors to objective and constraints functions, and then the maximal variations to a solution are calculated. In order to guarantee robust feasibility the maximal variations of constraints are added to original constraints as penalty term; the maximal variation of objective function is taken as a robust index to a solution; linear physical programming is used to adjust the values of quality characteristic and quality variation, and then a bi-level mathematical robust optimal model is constructed. The method does not require presumed probability distribution of uncertain factors or continuous and differentiable of objective and constraints functions. To demonstrate the proposed method, the design of the two-bar structure acted by concentrated load is presented. In the example the robustness of the normal stress, feasibility of the total volume and the buckling stress are studied. The robust optimal design results show that in the condition of maintaining feasibility robustness, the proposed approach can obtain a robust solution which the designer is satisfied with the value of objective function and its variation.
基金Project(71071162)supported by the National Natural Science Foundation of China
文摘The objective of this work was to determine the location of emergency material warehouses. For the site selection problem of emergency material warehouses, the triangular fuzzy numbers are respectively demand of the demand node, the distance between the warehouse and demand node and the cost of the warehouse, a bi-objective programming model was established with minimum total cost of the system and minimum distance between the selected emergency material warehouses and the demand node. Using the theories of fuzzy numbers, the fuzzy programming model was transformed into a determinate bi-objective mixed integer programming model and a heuristic algorithm for this model was designed. Then, the algorithm was proven to be feasible and effective through a numerical example. Analysis results show that the location of emergency material warehouse depends heavily on the values of degree a and weight wl. Accurate information of a certain emergency activity should be collected before making the decision.
基金funded by the National Natural Science Foundation of China under Grant NSFCProj.71771070,71831006,71801065 and 71932005.
文摘Home health care(HHC)includes a wide range of healthcare services that are performed in customers'homes to help them recover.With the constantly increasing demand for health care,HHC policymakers are eager to address routing and scheduling problems from the perspective of optimization.In this paper,a bi-level programming model for HHC routing and scheduling problems with stochastic travel times is proposed,in which the degree of satisfaction with the visit time is simultaneously considered.The upper-level model is formulated for customer assignment with the aim of minimizing the total operating cost,and the lower-level model is formulated as a routing problem to maximize the degree of satisfaction with the visit time.Consistent with Stackelberg game decision-making,the trade-off relationship between these two objectives can be achieved spontaneously so as to reach an equilibrium state.A three-stage hybrid algorithm combining an iterated local search framework,which uses a large neighborhood search procedure as a sub-heuristic,a set-partitioning model,and a post-optimization method is developed to solve the proposed model.Numerical experiments on a set of instances including 10 to 100 customers verify the effectiveness of the proposed model and algorithm.
文摘Sugarcane crop occupies an area of about 23.78 million hectares in 103 countries,and an estimated production of 1.66 billion tons,adding to this volume more than 6%to 17%concerning residual biomass resulting from harvest.The destination of this residual biomass is a major challenge to managers of mills.There are at least two alternatives which are reduction in residue production and increased output in electricity cogeneration.These two conflicting objectives are mathematically modeled as a bi-objective problem.This study developed a bi-objective mathematical model for choosing sugarcane varieties that result in maximum revenue from electricity sales and minimum gathering cost of sugarcane harvesting residual biomass.The approach used to solve the proposed model was based on theε-constraints method.Experiments were performed using real data from sugarcane varieties and costs and showed effectiveness of model and method proposed.These experiments showed the possibility of increasing net revenue from electricity sale,i.e.,already discounted the cost increase with residual biomass gathering,in up to 98.44%.
基金supported by JSPS KAKENHI (Grant Nos.15H01785 and 19H02377).
文摘Traffic simulators are utilized to solve a variety of traffic-related problems.For such simulators,origin-destination(OD)traffic volumes as mobility demands are required to input,and we need to estimate them.The authors regard an OD estimation as a bi-level programming problem,and apply a microscopic traffic simulation model to it.However,the simulation trials can be computationally expensive if full dynamic rerouting is allowed,when employing multi-agent-based models in the estimation process.This paper proposes an efficient OD estimation method using a multi-agent-based simulator with restricted dynamic rerouting to reduce the computational load.Even though,in the case of large traffic demand,the restriction on dynamic rerouting can result in heavier congestion.The authors resolve this problem by introducing constraints of the bi-level programming problem depending on link congestion.Test results show that the accuracy of the link traffic volume reproduced with the proposed method is virtually identical to that of existing methods but that the proposed method is more computationally efficient in a wide-range or high-demand context.
文摘To explore the parking pricing of multiple parking facilities, this paper proposes a bi-level programming model, in which the interactions between parking operators and travelers are explicitly considered. The upper-level sub-model simulates the price decision-making behaviors of the parking operators whose objectives may vary under different operation regimes, such as monopoly market, oligopoly competition, and social optimum. The lower level represents a network equilibrium model that simulates how travelers choose modes, routes, and parking facilities. The proposed model is solved by a sensitivity based algorithm, and applied to a numerical experiment, in which three types of parking facilities are studied, i.e., the off-road parking lot, the curb parking lot, and the parking-and-ride (P&R) facility. The results show in oligopoly market that the level of parking price reaches the lowest point, nonetheless the social welfare decreases to the lowest simultaneously;and the share of P&R mode goes to the highest value, however the total network costs rise also to the highest. While the monopoly market and the social optimum regimes result in solutions of which P&R facilities suffer negative profits and have to be subsidized.
基金Projects(71171200,51108465,71101155)supported by the National Natural Science Foundation of China
文摘An optimization model and its solution algorithm for alternate traffic restriction(ATR) schemes were introduced in terms of both the restriction districts and the proportion of restricted automobiles. A bi-level programming model was proposed to model the ATR scheme optimization problem by aiming at consumer surplus maximization and overload flow minimization at the upper-level model. At the lower-level model, elastic demand, mode choice and multi-class user equilibrium assignment were synthetically optimized. A genetic algorithm involving prolonging codes was constructed, demonstrating high computing efficiency in that it dynamically includes newly-appearing overload links in the codes so as to reduce the subsequent searching range. Moreover,practical processing approaches were suggested, which may improve the operability of the model-based solutions.
基金supported by the National Natural Science Foundation of China(Nos.11871362)。
文摘We propose a line search exact penalty method with bi-object strategy for nonlinear semidefinite programming.At each iteration,we solve a linear semidefinite programming to test whether the linearized constraints are consistent or not.The search direction is generated by a piecewise quadratic-linear model of the exact penalty function.The penalty parameter is only related to the information of the current iterate point.The line search strategy is a penalty-free one.Global and local convergence are analyzed under suitable conditions.We finally report some numerical experiments to illustrate the behavior of the algorithm on various degeneracy situations.
基金The research is supported by the Fundamental Research Funds for the Central Universitiesthe Research Funds of Renmin University of China(No.19XNH089).
文摘In recent years,with strict domestic financial supervision and other policy-oriented factors,some products are becoming increasingly restricted,including nonstandard products,bank-guaranteed wealth management products,and other products that can provide investors with a more stable income.Pairs trading,a type of stable strategy that has proved efficient in many financial markets worldwide,has become the focus of investors.Based on the traditional Gatev-Goetzmann-Rouwenhorst(GGR,Gatev et al.2006)strategy,this paper proposes a stock-matching strategy based on bi-objective quadratic programming with quadratic constraints(BQQ)model.Under the condition of ensuring a long-term equilibrium between pairedstock prices,the volatility of stock spreads is increased as much as possible,improving the profitability of the strategy.To verify the effectiveness of the strategy,we use the natural logs of the daily stock market indices in Shanghai.The GGR model and the BQQ model proposed in this paper are back-tested and compared.The results show that the BQQ model can achieve a higher rate of returns.
