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A multi-level Taguchi-factorial two-stage stochastic programming approach for characterization of parameter uncertainties and their interactions: An application to water resources management

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  • Wang, S.
  • Huang, G.H.

Abstract

This paper presents a multi-level Taguchi-factorial two-stage stochastic programming (MTTSP) approach for supporting water resources management under parameter uncertainties and their interactions. MTTSP is capable of performing uncertainty analysis, policy analysis, factor screening, and interaction detection in a comprehensive and systematic way. A water resources management problem is used to demonstrate the applicability of the proposed approach. The results indicate that interval solutions can be generated for the objective function and decision variables, and a variety of decision alternatives can be obtained under different policy scenarios. The experimental data obtained from the Taguchi’s orthogonal array design are helpful in identifying the significant factors affecting the total net benefit. Then the findings from the multi-level factorial experiment reveal the latent interactions among those important factors and their curvature effects on the model response. Such a sequential strategy of experimental designs is useful in analyzing the interactions for a large number of factors in a computationally efficient manner.

Suggested Citation

  • Wang, S. & Huang, G.H., 2015. "A multi-level Taguchi-factorial two-stage stochastic programming approach for characterization of parameter uncertainties and their interactions: An application to water resources management," European Journal of Operational Research, Elsevier, vol. 240(2), pages 572-581.
    • Handle: RePEc:eee:ejores:v:240:y:2015:i:2:p:572-581
    DOI: 10.1016/j.ejor.2014.07.011
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    7. Binglong Wang & Yanpeng Cai & Xin’An Yin & Qian Tan & Yan Hao, 2017. "An Integrated Approach of System Dynamics, Orthogonal Experimental Design and Inexact Optimization for Supporting Water Resources Management under Uncertainty," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(5), pages 1665-1694, March.
    8. Naoum-Sawaya, Joe & Ghaddar, Bissan & Arandia, Ernesto & Eck, Bradley, 2015. "Simulation-optimization approaches for water pump scheduling and pipe replacement problems," European Journal of Operational Research, Elsevier, vol. 246(1), pages 293-306.
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