REILP Approach for Uncertainty-Based Decision Making in Civil Engineering

The civil and environmental decision-making processes are plagued with uncertain, vague, and incomplete information. Interval linear programming ILP is a widely applied mathematical programming method in assisting civil and environmental decision making under uncertainty. However, the existing ILP decision approach is found to be ineffective in generating operational schemes for practical decision support due to a lack of linkage between decision risk and system return. In addition, the interpretation of the ILP solutions represented as the lower and upper bounds of decision variables can cause problems of infeasibility and nonoptimality in the resulted implementation schemes. This study proposed a risk explicit ILP REILP approach to overcome the limitations of existing ILP approaches. The REILP explicitly reflects the tradeoffs between risk and system return for a decision-making problem under an interval- type uncertainty environment. A risk function was defined to enable finding solutions which maximize system return while minimizing system risk, hence leading to crisp solutions that are feasible and optimal for practical decision making. A numerical experiment on land-use decision making under total maximum daily load was conducted to illustrate the REILP approach. The model results show that the REILP approach is able to efficiently explore the interval uncertainty space and generate an optimal decision front that directly reflects the tradeoff between decision risks and system return, allowing decision makers to make effective decision based on the risk-reward information generated by the REILP modeling analysis.

[1]  Gordon H. Huang,et al.  Enhanced-interval linear programming , 2009, Eur. J. Oper. Res..

[2]  Guohe Huang,et al.  Grey linear programming, its solving approach, and its application , 1993 .

[3]  Guohe Huang,et al.  A GREY LINEAR PROGRAMMING APPROACH FOR MUNICIPAL SOLID WASTE MANAGEMENT PLANNING UNDER UNCERTAINTY , 1992 .

[4]  Eldon Hansen,et al.  Global optimization using interval analysis , 1992, Pure and applied mathematics.

[5]  R. Young,et al.  Uncertainty and the Environment , 2001 .

[6]  J. Mandrup-Poulsen Findings of the National Research Council’s Committee on Assessing the TMDL Approach to Water Quality Management , 2002 .

[7]  G H Huang,et al.  An inexact two-stage mixed integer linear programming method for solid waste management in the City of Regina. , 2006, Journal of environmental management.

[8]  H. Rommelfanger,et al.  Linear programming with fuzzy objectives , 1989 .

[9]  R. Young,et al.  Uncertainty and the Environment: Implications for Decision Making and Environmental Policy , 2002 .

[10]  Masahiro Inuiguchi,et al.  Minimax regret solution to linear programming problems with an interval objective function , 1995 .

[11]  M. Fiedler,et al.  Linear Optimization Problems with Inexact Data , 2006 .

[12]  Thomas L. Saaty,et al.  The unknown in decision making: What to do about it , 2006, Eur. J. Oper. Res..

[13]  Ni-Bin Chang,et al.  A grey fuzzy multiobjective programming approach for the optimal planning of a reservoir watershed. Part B: Application , 1996 .

[14]  Guo H. Huang,et al.  An interval-parameter fuzzy nonlinear optimization model for stream water quality management under uncertainty , 2007, Eur. J. Oper. Res..

[15]  Adi Ben-Israel,et al.  A Decomposition Method for Interval Linear Programming , 1970 .

[16]  Yong Liu,et al.  Inexact Chance-Constrained Linear Programming Model for Optimal Water Pollution Management at the Watershed Scale , 2008 .

[17]  Guohe Huang,et al.  AN INEXACT TWO-STAGE STOCHASTIC PROGRAMMING MODEL FOR WATER RESOURCES MANAGEMENT UNDER UNCERTAINTY , 2000 .

[18]  N. Chang,et al.  Water pollution control in river basin by interactive fuzzy interval multiobjective programming , 1997 .

[19]  Guohe Huang,et al.  Incorporation of Inexact Dynamic Optimization with Fuzzy Relation Analysis for Integrated Climate Change Impact Study , 1996 .

[20]  Bilal M. Ayyub,et al.  Uncertainty Modeling and Analysis in Civil Engineering , 1997 .

[21]  Georgia Destouni,et al.  Uncertainty-accounting environmental policy and management of water systems. , 2007, Environmental science & technology.

[22]  Kyungrai KimK. Kim,et al.  Decision-making support model for reusable construction materials in multiple project management , 2009 .

[23]  Min-Yuan Cheng,et al.  Evolutionary Fuzzy Neural Inference System for Decision Making in Geotechnical Engineering , 2008 .

[24]  Andrzej Ruszczynski,et al.  Decomposition methods in stochastic programming , 1997, Math. Program..

[25]  H. Rommelfanger Fuzzy linear programming and applications , 1996 .

[26]  George B. Dantzig,et al.  Linear Programming Under Uncertainty , 2004, Manag. Sci..

[27]  Kathleen V. Diegert,et al.  Error and uncertainty in modeling and simulation , 2002, Reliab. Eng. Syst. Saf..

[28]  Slobodan P. Simonovic,et al.  Comparison of fuzzy set ranking methods for implementation in water resources decision-making , 2002 .

[29]  Rui Zou,et al.  AN INDEPENDENT VARIABLE CONTROLLED GREY FUZZY LINEAR PROGRAMMING APPROACH FOR WASTE FLOW ALLOCATION PLANNING , 2000 .

[30]  Massoud Bazargan,et al.  A linear programming approach for aircraft boarding strategy , 2007, Eur. J. Oper. Res..

[31]  Carlos Henggeler Antunes,et al.  Multiple objective linear programming models with interval coefficients - an illustrated overview , 2007, Eur. J. Oper. Res..

[32]  U. Aswathanarayana,et al.  Assessing the TMDL Approach to Water Quality Management , 2001 .

[33]  Michael Havbro Faber,et al.  Sustainable Decision Making in Civil Engineering , 2004 .

[34]  Kenneth H. Reckhow,et al.  Engineering Approaches for Lake Management, Volume 1: Data Analysis and Empirical Modeling , 1982 .

[35]  Gordon H. Huang,et al.  IPWM: AN INTERVAL PARAMETER WATER QUALITY MANAGEMENT MODEL , 1996 .

[36]  Arkadi Nemirovski,et al.  Robust Truss Topology Design via Semidefinite Programming , 1997, SIAM J. Optim..

[37]  Tong Shaocheng,et al.  Interval number and fuzzy number linear programmings , 1994 .

[38]  Luc Jaulin,et al.  Applied Interval Analysis , 2001, Springer London.

[39]  Wolfgang Fellin,et al.  Analyzing uncertainty in civil engineering , 2005 .

[40]  Kenneth H. Reckhow,et al.  Engineering approaches for lake management , 1983 .

[41]  G. Huang,et al.  Grey integer programming: An application to waste management planning under uncertainty , 1995 .

[42]  John W. Chinneck,et al.  Linear programming with interval coefficients , 2000, J. Oper. Res. Soc..