상세정보
Export to Refworks부가기능
Convex Nonlinear and Integer Programming Approaches for Distributionally Robust Optimization of Complex Systems
상세 프로파일
| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Convex Nonlinear and Integer Programming Approaches for Distributionally Robust Optimization of Complex Systems. |
| 개인저자 | Zhang, Yiling. |
| 단체저자명 | University of Michigan. Industrial & Operations Engineering. |
| 발행사항 | [S.l.]: University of Michigan., 2019. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2019. |
| 형태사항 | 177 p. |
| 기본자료 저록 | Dissertations Abstracts International 81-02B. Dissertation Abstract International |
| ISBN | 9781085664783 |
| 학위논문주기 | Thesis (Ph.D.)--University of Michigan, 2019. |
| 일반주기 |
Source: Dissertations Abstracts International, Volume: 81-02, Section: B.
Advisor: Jiang, Ruiwei |
| 이용제한사항 | This item must not be sold to any third party vendors.This item must not be added to any third party search indexes. |
| 요약 | The primary focus of the dissertation is to develop distributionally robust optimization (DRO) models and related solution approaches for decision making in energy and healthcare service systems with uncertainties, which often involves nonlinear constraints and discrete decision variables. Without assuming specific distributions, DRO techniques solve for solutions against the worst-case distribution of system uncertainties. In the DRO framework, we consider both risk-neutral (e.g., expectation) and risk-averse (e.g., chance constraint and Conditional Value-at-Risk (CVaR)) measures. The aim is twofold: i) developing efficient solution algorithms for DRO models with integer and/or binary variables, sometimes nonlinear structures and ii) revealing managerial insights of DRO models for specific applications.We mainly focus on DRO models of power system operations, appointment scheduling, and resource allocation in healthcare. Specifically, we first study stochastic optimal power flow (OPF), where (uncertain) renewable integration and load control are implemented to balance supply and (uncertain) demand in power grids. We propose a chance-constrained OPF (CC-OPF) model and investigate its DRO variant which is reformulated as a semidefinite programming (SDP) problem. We compare the DRO model with two benchmark models, in the IEEE 9-bus, 39-bus, and 118-bus systems with different flow congestion levels. The DRO approach yields a higher probability of satisfying the chance constraints and shorter solution time. It also better utilizes reserves at both generators and loads when the system has congested flows.Then we consider appointment scheduling under random service durations with given (fixed) appointment arrival order. We propose a DRO formulation and derive a conservative SDP reformulation. Furthermore, we study a scheduling variant under random no-shows of appointments and derive tractable reformulations for certain beliefs of no-show patterns. One preceding problem of appointment scheduling in the healthcare service operations is the surgery block allocation problem that assigns surgeries to operating rooms. We derive an equivalent 0-1 SDP reformulation and a less conservative 0-1 second-order cone programming (SOCP) reformulation for its DRO model.Finally, we study distributionally robust chance-constrained binary programs (DCBP) for limiting the probability of undesirable events, under mean-covariance information. We reformulate DCBPs as equivalent 0-1 SOCP formulations under two moment-based ambiguity sets. We further exploit the submodularity of the 0-1 SOCP reformulations under diagonal and non-diagonal matrices. We derive extended polymatroid inequalities via submodularity and lifting, which are incorporated into a branch-and-cut algorithm incorporated for efficiently solving DCBPs. We demonstrate the computational efficacy and solution performance with diverse instances of a chance-constrained bin packing problem. |
| 일반주제명 | Operations research. Industrial engineering. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
