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Interval joint-probabilistic chance-constrained programming with two-side multi-randomness: an application to energy-environment systems management

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Abstract

Regional energy-environment systems management become more and more focused on greenhouse gas emission control through improving energy efficiency and efficiently managing energy activities. Inexact linear programming models are developed for supporting the management. Due to the weather/climatic variations in the future, electricity demands and renewable power generations (in the right/left hand sides of constraints) have random characteristics. Moreover, an overall satisfactory level needs to be quantified based on multiple chance constraints. Therefore, this study improved upon traditional chance-constrained programming and interval linear programming, and developed an interval joint-probabilistic two-side chance-constrained programming (IJTCP) approach. A sufficient but non-equivalent linearization form of the model was proposed so that the inexact model could be solved through the two-step solution algorithm. The IJTCP was then applied to an integrated energy-environment systems management under dual uncertainties. The application demonstrated that the IJTCP can effectively address the uncertainties presented as not only interval numbers and two-side multi-randomness but also the reliability of satisfying the entire system constraints. The application implicated that the IJTCP approach can be applied to other energy-environment management problems under dual uncertainties.

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Acknowledgements

This research was supported by the National Natural Science Foundation of China (71303017 and 51306056) and the Innovative Research Groups of the National Natural Science Foundation of China (71621001). We much appreciate the anonymous reviewers and the editors for their valuable comments which are helpful to greatly improve the quality of this manuscript.

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Correspondence to Wei Sun, Ying Lv or Guo H. Huang.

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Li, G., Sun, W., Lv, Y. et al. Interval joint-probabilistic chance-constrained programming with two-side multi-randomness: an application to energy-environment systems management. Stoch Environ Res Risk Assess 32, 2093–2110 (2018). https://doi.org/10.1007/s00477-017-1502-0

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  • DOI: https://doi.org/10.1007/s00477-017-1502-0

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