An inexact optimization model associated with two

Authors: W Li M Liu S Z Wu Y Xu

Publish Date: 2014/07/05

Volume: 12, Issue: 7, Pages: 2401-2414

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Abstract

In this study an interval fuzzyrobust twostage stochasticrobust programming IFRTSRP model is developed for water resources management under uncertainty The developed IFRTSRP model incorporates twostage stochastic programming TSP fuzzy robust programming FRP interval linear programming ILP and stochastic robust optimization SRO within a general optimization framework The IFRTSRP model can not only deal with uncertainties presented as probability distributions fuzzy membership functions discrete interval numbers and their combinations but also provide an effective linkage between the preregulated water resources management policies and the associated economic implications The IFRTSRP model can also enhance the robustness for the optimization process by delimiting the uncertain decision space through dimensional enlargement of the original fuzzy constraints Moreover the IFRTSRP model can evaluate the tradeoffs between system economy and stability by incorporating the variability measures on penalty costs into the objective function The IFRTSRP model is applied to a hypothetical case study of water resources management The results indicate that reasonable solutions would be generated under different levels of λ and/or ω nonnegative weight coefficients moreover a higher net system benefit would correspond to lower system stability and higher system failure risk Thus the modeling results can be used for generating decision alternatives and thus help the managers to identify desired water allocation policies based on the reasonable consideration of system economy system stability and system failure riskThis research was supported by the Environmental Protection Public Welfare Scientific Research Project 201309063 and the Fundamental Research Funds for the Central Universities JB2011025 The authors would like to express thanks to the editor and the anonymous reviewers for their constructive comments and suggestions

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