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ORIGINAL PAPER
Managing water resources system in a mixed inexact environmentusing superiority and inferiority measures
Y. Lv • G. H. Huang • Y. P. Li • W. Sun
Published online: 2 November 2011
� Springer-Verlag 2011
Abstract A superiority–inferiority-based fuzzy-stochas-
tic integer programming (SI-FSIP) method is developed for
water resources management under uncertainty. In the SI-
FSIP method, techniques of fuzzy mathematical program-
ming with the superiority and inferiority measures and joint
chance-constrained programming are integrated into an
inexact mixed integer linear programming framework. The
SI-FSIP improves upon conventional inexact fuzzy pro-
gramming by directly reflecting the relationships among
fuzzy coefficients in both the objective function and con-
straints with a high computational efficiency, and by
comprehensively examining the risk of violating joint
probabilistic constraints. The developed method is applied
to a case study of water resources planning and flood
control within a multi-stream and multi-reservoir context,
where several studied cases (including policy scenarios)
associated with different joint and individual probabilities
are investigated. Reasonable solutions including binary and
continuous decision variables are generated for identifying
optimal strategies for water allocation, flood diversion and
capacity expansion; the tradeoffs between total benefit and
system-disruption risk are also analyzed. As the first
attempt for planning such a water-resources system through
the SI-FSIP method, it has potential to be applied to many
other environmental management problems.
List of symbols
A01;A
02
Storage area coefficients for Reservoirs 1
and 2, respectively
A1a, A2
a Areas per unit of active storage volume
above A10 and A2
0, respectively
CFD Upper limit of flood diversion (m3)
DAimax, DBi
max Maximum water amounts that can be
allocated to user i for Cities A and B,
respectively (m3)
e1±, e2
± Mean evaporation rates of Reservoirs 1
and 2, respectively (m)
EC± Cost for expanding capacity of flood
diversion ($)
f± Objective function value, expected net
system benefit ($)
FC± Fixed-charge cost for flooding diversion
($)
ia, ib Water users in Cities A and B, ia ¼ 1; 2;
. . .; Ia and ib ¼ 1; 2; . . .; Ib; respectively
k1, k2 Possible scenarios for flows of Streams
1 and 2; k1 ¼ 1; 2; . . .;K1
and k2 ¼ 1; 2; . . .;K2; respectively
NBA1±, NBB1
± Net benefit to user i of Cities A and B per
unit of water allocated ($/m3)
pk1; pk2
Probabilities of occurrences for scenarios
k1 and k2, respectively
Q�k1; Q�k2
Random inflows into Streams 1 and 2
under scenarios k1, k2, respectively (m3)
Y. Lv � G. H. Huang (&) � Y. P. Li
MOE Key Laboratory of Regional Energy Systems
Optimization, S&C Academy of Energy and Environmental
Research, North China Electric Power University, Beijing
102206, China
e-mail: [email protected]
Y. Lv
e-mail: [email protected]
Y. P. Li
e-mail: [email protected]
W. Sun
Faculty of Engineering and Applied Science, University of
Regina, Regina, SK S4S0A2, Canada
e-mail: [email protected]
123
Stoch Environ Res Risk Assess (2012) 26:681–693
DOI 10.1007/s00477-011-0533-1
R�k1Release flow from Reservoir 1 associated
with probability of Pk1(m3)
R�k1k2Release flow from Reservoir 2 associated
with probability of pk1� pk2
(m3)
RD± Downstream water level (m3)
RSC1±, RSC2
± Storage capacities of Reservoirs 1 and 2,
respectively (m3)
RSV1±, RSV2
± Reserved storage volumes for Reservoirs
1 and 2, respectively (m3)
S�k1Storage level in Reservoir 1 under
scenarios k1 (m3)
S�k1k2Storage level in Reservoir 2 under
scenarios k1 and k2 (m3)
SI1±, SI2
± Initial storage volumes in Reservoirs 1
and 2, respectively (m3)~Tmax
a ; ~Tmaxb
Maximum water resources amounts that can
be allocated to Cities A and B, respectively
(m3)
VC� Variable cost for flooding diversion ($/m3)
XCAi±, XCBi
± Decision variables, water amounts
allocated to users in Cities A and B(m3)
XT�k1k2Surplus-flow to be diverted under
scenarios k1 and k2 (m3)
Yk1k2Binary variable identifying whether or
not a flood-diversion action needs to be
undertaken under scenarios k1 and k2
Z Binary variable identifying whether or
not the capacity of floodplain needs to be
expanded
b Joint probability of violating constraints of
the reservoir-storage capacities (b [ [0, 1])
1 Introduction
Water allocation among municipal, industrial and agricul-
tural users is vital to water resources management. The
disparate groups of water users need to know how much
water they can expect in order to make appropriate deci-
sions regarding their various activities and investments
(Guo et al. 2010b). Optimal use of available water
resources can result in efficient utilization to maximize the
benefits (Khare and Jat 2006; Obeysekera et al. 2011; Si-
vakumar 2011). However, such planning efforts in real-
world cases are often complicated by a number of highly
uncertain parameters and their interrelationships, as well as
interactions between the uncertain parameters and the
associated economic implications. For example, spatial and
temporal variations may cause uncertainties to exist in
system components, such as stream flows and water allo-
cation patterns, as well as benefits from water utilizations
and costs for flood diversion and floodplain capacity
expansion. These difficulties place the planning problem
beyond the conventional programming methods. Therefore,
there is an urgent need to develop innovative approaches
for efficient, equitable and sustainable water-resources
management under uncertainties.
Previously, there were many optimization methods for
assisting in the formulation of water resources management
plans generally based on interval, fuzzy, and stochastic
programming approaches (Huang 1996; Colby et al. 2000;
Despic and Simonovic 2000; Watkins et al. 2000; 2002;
Akter and Simonovic 2005; Chang 2005; Lee and Chang
2005; Maqsood et al. 2005; Fu 2008; Li et al. 2009; Liu and
Huang 2009; Zarghami and Szidarovszky 2009; Guo et al.
2010a; Li and Huang 2010b; Zhou and Huang 2011). For
example, Huang (1996) proposed an interval-parameter
programming (IPP) method for dealing with uncertainties
expressed as interval numbers in an agricultural water
resources management system. Fu (2008) presented an
optimization method for reservoir flood control operation,
which was based on the concept of ideal and anti-ideal
points to solve multi-criteria decision making problems
under fuzzy environments. Liu and Huang (2009) proposed
a dual interval two-stage programming for water resources
planning, where the system risk could be reflected through
the restricted-resource measure by controlling the vari-
ability of the recourse cost. Among the above optimization
approaches, fuzzy mathematical programming (FMP) was
capable of handling uncertainties presented as fuzzy sets,
and was effective in reflecting ambiguity and vagueness in
resource availabilities that present on the right-hand sides
of the model (Inuiguchi et al. 1990). To solve the FMP
problems, various approaches were proposed through uti-
lizing ranking operations (e.g., the area compensation and
signed distance methods) and discretizing fuzzy sets via a-
cuts (e.g., robust programming) (Fortemps and Roubens
1996; Inuiguchi and Sakawa 1998; Tan et al. 2010a).
However, these methods could generate a large number of
additional constraints and variables, and thus result in
complicated and time-consuming computation processes
(Van Hop 2007). Van Hop (2007) proposed a superiority–
inferiority-based fuzzy linear programming (SI-FSLP)
method to tackle these difficulties. The SI-FSLP could
directly reflect relationships among fuzzy parameters
through varying superiority and inferiority degrees, where
the implement of stochastic programming techniques after
the defuzzification process was not required any more.
Through quantifying economic penalties of potential con-
straint violations, the original models then could be trans-
formed into equivalent deterministic ones. Thus, the SI-
FSLP method can lead to a sharp decline in computational
efforts and be easily solved compared with the conven-
tional FMP methods. Tan et al. 2010b successfully used the
superiority and inferiority measures to address fuzziness in
682 Stoch Environ Res Risk Assess (2012) 26:681–693
123
the municipal solid waste management systems; however,
this method had difficulties in tackling uncertainties
expressed as probability distributions; in particular, when
the probability level is restricted to a set of constraints as a
whole. Joint chance-constrained programming (JCP) could
effectively reflect the reliability of satisfying (or risk of
violating) system constraints under joint probability
uncertainties. The JCP requires the whole set of uncertain
constraints are enforced to be satisfied at least at a proba-
bility level; this allows an increased robustness in con-
trolling system risk in the optimization process (Zhang
et al. 2002; Lejeune and Prekopa 2005; An and Eheart
2007). Few research efforts focused on JCP’s application to
planning water resources management systems (Li et al.
2009; Li and Huang 2010a; Lv et al. 2011).Therefore, one
potential approach for better accounting for the complex-
ities and uncertainties of water resources management and
planning is to link the FMP with the JCP.
On the other hand, for water resources management
problems, people may face the potential threats caused by
flooding in the case of sufficient water. In the past decades,
frequently occurring floods claimed thousands of lives and
resulted in tremendous economic losses (Huang 2005). In
the United States, flooding killed more than 10,000 people
during the twentieth century and the relevant property
damage totaled more than US $1 billion per year (FEMA
2002). Inexact mixed-integer linear programming (IMIP)
can be used to help make decisions on whether or not
particular actions (e.g., flood diversion and floodplains
expansion) are to be undertaken under uncertainty (Wind-
sor 1981; Randall et al. 1997; Srinivasan et al. 1999;
Needham et al. 2000; Olsen et al. 2000; Li et al. 2010). In
IMIP, uncertain parameters expressed as interval numbers
(with known lower and upper bounds but unknown mem-
bership functions or probability distributions) can be
directly communicated into the optimization process and
resulting solutions, such that multiple decision alternatives
can be generated through the interpretation of the solutions
(Huang et al. 1995b; Lv et al. 2009).
Therefore, the objective of this study is to develop a
superiority–inferiority-based fuzzy-stochastic integer pro-
gramming (SI-FSIP) method for planning of water
resources management system. In the SI-FSIP method,
techniques of fuzzy mathematical programming (FMP)
with the superiority and inferiority measures and joint
chance-constrained programming (JCP) will be integrated
into an inexact mixed integer linear programming (IMIP)
framework. The SI-FSIP will be able to deal with uncer-
tainties expressed as fuzzy sets, probability distributions
and interval values. A case study will then be provided to
demonstrate how the developed method with a high com-
putational efficiency can (a) support the planning for water
resources management with a multi-stream, multi-reservoir
context under joint-probabilistic constraints, and (b) help
identify desired plans of water allocation and flood diver-
sion with a maximized system benefit and a minimized
constraint-violation risk.
2 Methodology
2.1 Development of SI-FSIP model
An inexact mixed-integer linear programming (IMIP)
model incorporating the technique of interval-parameter
programming (IPP) within a mixed integer linear pro-
gramming (MIP) framework can tackle uncertainties pre-
sented as discrete intervals and to facilitate dynamic
analyses of capacity-expansion decisions (Huang et al.
1995a). In detail, an IMIP problem can be formulated as:
Max f� ¼ C�X� ð1aÞ
subject to:
A�X� � B� ð1bÞ
X� � 0 ð1cÞ
where A� 2 R�� �m�n
; B� 2 R�� �m�1
; C� 2 R�� �1�n
;
X� 2 R�� �n�1
and R� denotes a set of interval values. In
model (1), decision variables (X±) can be divided into two
categories: continuous and binary. Apparently, IMIP can
hardly tackle uncertainties expressed as fuzzy sets and
probabilistic distributions.
In order to deal with uncertain parameters presented as
interval values and fuzzy sets, an inexact fuzzy integer
programming (IFIP) method is provided as follows:
Max f� ¼ C�X� ð2aÞ
subject to:
A�X� � B� ð2bÞ~G�X� � ~w ð2cÞ
X� � 0 ð2dÞ
where ~G� and ~w can be presented as fuzzy sets.
Then, the superiority and inferiority measures can be
introduced to solve the above problem via a more efficient
way, such that a superiority–inferiority-based IFIP model
can be formulated. According to Zimmermann 1991 and
Van Hop (2007), let ~H be a family of triangular fuzzy
numbers which can be defined as follows:
~H ¼ ~d ¼ d; a; bð Þ; a; b � 0n o
ð3aÞ
Stoch Environ Res Risk Assess (2012) 26:681–693 683
123
l�dðxÞ ¼max 0; 1� d�x
a
� �if x � d; a [ 0
1 if a ¼ 0 and=or b ¼ 0
max 0; 1� d�xb
� �if x [ d; b [ 0
0 otherwise
8>><
>>:ð3bÞ
where scalars a and b (a, b C 0; a, b [ R) are named the
left and right spreads, respectively. ~d is a crisp number
~d 2 R� �
that can be illustrated as a triangular fuzzy set
~d ¼ d; 0; 0ð Þ:Based on the above definitions, a method for compar-
ing fuzzy sets can be proposed through measuring supe-
riority and inferiority degrees. Two fuzzy sets associated
with a-cut levels can be defined as follows (Van Hop
2007):
~Pa ¼ lP� xð Þ � a ð4aÞ~Qa ¼ lQ� xð Þ � a ð4bÞ
If ~Pa � ~Qa, then sup s : lQ� sð Þ � a� �
� sup t : lP�ftð Þ � ag. Therefore, the total superiority of ~Q over ~P is
defined as the area of ~Q larger than ~P. Mathematically, this
area can be presented as follows:
S¼
R 1
0sup s : lQ� sð Þ � a� ��
� sup t : lP� tð Þ � af ggda � 0 if ~Q � ~P
0 otherwise
8><
>:ð5aÞ
Similar result can also be obtained for the inferior
degree of ~P to ~Q:
I ¼
R 1
0inf s : lQ� sð Þ � a� ��
� inf t : lP� tð Þ � af ggda � 0 if ~Q � ~P
0 otherwise
8><
>:ð5bÞ
Thus, the superiority of ~Q over ~P can be defined as
S ~Q; ~P� �
¼Z1
0
max 0; sup s : lQ� sð Þ � a� ��
� sup t : lP� tð Þ � af ggda � 0
ð6aÞ
Analogously, the inferiority of ~P to ~Q is
I ~Q; ~P� �
¼Z1
0
max 0; inf s : lQ� sð Þ � a� ��
� inf t : lP� tð Þ � af ggda � 0
ð6bÞ
Considering two triangular fuzzy sets ~P ¼ p; tpl; tpr
� �;
~Q ¼ q; tql; tqr
� �; and ~P; ~Q 2 ~H (Fig. 1), the superiority of ~Q
over ~P and the inferiority of ~P to ~Q thus can be defined as
follows (Van Hop 2007):Superiority S ~Q; ~P� �
S ~Q; ~P� �
¼ q� pþ tqr � tpr
2ð7Þ
Inferiority I ~P; ~Q� �
I ~P; ~Q� �
¼ q� pþ tql � tpl
2ð8Þ
Moreover, when the requirement of satisfactory level is
imposed on a set of constraints as a whole, the randomness
in the right-hand sides of the constraints needs to be
tackled. Thus, the joint chance-constrained programming
(JCP) can be introduced to deal with the above
uncertainties. Generally, a linear JCP model can be
expressed as follows (Miller and Wagner 1965; Lejeune
and Prekopa 2005; Lv et al. 2011):
Max cT x ð9aÞ
subject to:
Trx � F�1r brð Þ; r ¼ 1; 2; . . .;R ð9bÞ
XR
r¼1
br � b ð9cÞ
Ax � b ð9dÞx � 0 ð9eÞ
where A is an [m 9 n]-dimensional matrix; Tr is an
[r 9 n]-dimensional matrix; c and x are n-dimensional
vectors; b is an m-dimensional vector. brðr ¼ 1; 2; . . .;RÞare individual violating probabilities, 0\br � 1; F�1
r refer
to inverse probability distribution functions of the random
variables (er). When the random variables of model’s right-
hand sides are independent of each another, 1� br are
constrained to be larger than or equal to 1 - b.
Consequently, the JCP can be incorporated within the
above inexact fuzzy integer programming (IFIP) frame-
work, so that uncertainties presented as intervals, fuzzy sets
and joint probabilities can be tackled. The formulated
superiority–inferiority-based fuzzy-stochastic integer pro-
gramming (SI-FSIP) model can be generally expressed as
follows:
Fig. 1 Superiority and inferiority between ~P and Q_
684 Stoch Environ Res Risk Assess (2012) 26:681–693
123
Max f� ¼ C�X� ð10aÞ
subject to:
A�X� � B� ð10bÞ~G�X� � ~w ð10cÞ
Trx � F�1r brð Þ; r ¼ 1; 2; . . .;R ð10dÞ
XR
r¼1
br � b ð10eÞ
X� � 0 ð10fÞ
2.2 Solution method
The SI-FSIP model can be transformed into two deter-
ministic sub-models that corresponding to the lower and
upper bounds of the desired objective. Then, the interval
solution can be obtained through solving the two sub-
models sequentially, where the superiorities and inferiori-
ties of fuzzy variables are measured (Huang et al. 1995b;
Van Hop 2007; Lv et al. 2010). Since the SI-FSIP method
is to maximize its objective, the sub-model corresponding
to the upper bound objective (f?) can be firstly formulated
as follows:
Max fþ ¼Xk1
j¼1
cþj xþj þXn1
j¼k1þ1
cþj x�j ð11aÞ
subject to:
Xk1
j¼1
aij j�Sign a�i� �
xþj þXn1
j¼k1þ1
aij jþSign aþi� �
x�j � bþi ; 8i
ð11bÞ
Xk1
j¼1
~gvj j�Sign ~g�v� �
xþj þXn1
j¼k1þ1
~gvj jþSign ~gþv� �
x�j � ~w; 8v
ð11cÞ
Trxþ � F�1
r brð Þ; r ¼ 1; 2; . . .;R ð11dÞ
XR
r¼1
br � b ð11eÞ
xþj � 0; j ¼ 1; 2; . . .; k1 ð11fÞ
x�j � 0; j ¼ k1 þ 1; k1 þ 2; . . .; n1 ð11gÞ
Model (11) requires a maximized objective function value
subject to a superiority of the right-hand sides (RHS) over the
left-hand sides (LHS) and an inferiority of LHS to RHS.
Based on the concepts of the superiority and inferiority, the
above problem can be reformulated by paying a penalty to
any violation caused by variations in fuzziness; this
corresponds to a maximized objective function value
subject to penalty costs for violating superiority of RHS
over LHS and inferiority of LHS to RHS. Then, model (11)
can be re-formulated as follows:
Max fþ ¼Xk1
j¼1
cþj xþj þXn1
j¼k1þ1
cþj x�j � ds
X
v
Sv
Xk1
j¼1
~gvj j�Sign ~g�v� �
xþj þXn1
j¼k1þ1
~gvj jþSign ~gþv� �
x�j ; ~w
!
� dI
X
v
Iv ~w;Xk1
j¼1
~gvj j�Sign ~g�v� �
xþj
þXn1
j¼k1þ1
~gvj jþSign ~gþv� �
x�j
!
ð12aÞ
subject to:
Xk1
j¼1
aij j�Sign a�i� �
xþj þXn1
j¼k1þ1
aij jþSign aþi� �
x�j � bþi ; 8i
ð12bÞ
Trxþ � F�1
r brð Þ; r ¼ 1; 2; . . .;R ð12cÞ
XR
r¼1
br � b ð12dÞ
xþj � 0; j ¼ 1; 2; . . .; k1 ð12eÞ
x�j � 0; j ¼ k1 þ 1; k1 þ 2; . . .; n1 ð12fÞ
where dS and dI are penalty coefficients, and dS [ 0, dI [0.
Consequently, solutions of xþj opt j ¼ 1; 2; . . .; k1ð Þ and x�j opt
j ¼ k1 þ 1; k1 þ 2; . . .; n1ð Þ can be obtained through sub-
model (12). Similarly, the sub-model corresponding to f- can
be formulated accordingly, where solutions of xþj opt j ¼ð1; 2; . . .; k1Þ and x�j opt j ¼ k1 þ 1; k1 þ 2; . . .; n1ð Þ can be
obtained. Therefore, the general solutions are provided as
follows:
x�j opt ¼ x�j opt; xþj opt
h i; 8j ð13Þ
f�opt ¼ f�opt; fþopt
h ið14Þ
3 Case study
In the study region (Fig. 2), two streams and two reservoirs
can supply water to two cities (i.e., A and B), with a floodplain
region designed for flood diversion. To meet demands for
regional socio-economic development, the local authority is
responsible for water allocation to municipal, industrial and
agricultural sectors as well as for flood control and environ-
mental protection in the cities. The authority needs to know
how much water can be optimally allocated to each user under
Stoch Environ Res Risk Assess (2012) 26:681–693 685
123
varying stream inflows. Due to spatial and temporal variations
of the relationships between water supply and demand, the
desired water-allocation patterns would vary in different
periods. The sufficient water supply can no doubt result in
considerable net benefits to the local economy while the
downstream flow should be restricted to the water-convey-
ance capacity; however, when both the stream flows are high
and the demands are confined by the maximum limitation,
spill may occur and lead to flooding events. Thus, the surplus
flow will be allocated to the floodplain region; the expanding
actions will be imperative to be further undertaken if the flood-
retention capacity cannot satisfy the requirement for water
diversion. Therefore, effective policies for water allocation
and flood diversion are extremely critical under constraints of
varied stream flows and limited reservoir capacities. The
tradeoff between allocating water resources for maximizing
benefits and avoiding flooding disasters towards densely
populated communities needs to be balanced.
In water resources planning, uncertainties may exist in
many system components such as stream flows, reservoir
capacities, water-allocation requirements, and benefit/cost
coefficients. The possible sources of the uncertainties would
be derived from random and fuzzy characteristics of various
natural processes and stream conditions, errors in acquiring
the modeling parameters, and imprecision of the system
objective and the related constraints (Li and Huang 2010a).
For example, water resources demands are presented as
fuzzy sets through investigation of water utilization among
all users since the available water flow is uncertain; joint
probability uncertainties exist in water availabilities and
storage capacities associated with multiple streams and
multiple reservoirs; the economic data of system benefits and
costs may be available as interval values. Meanwhile, it is
desired to identify particular actions for flood diversion and
floodplain expansion. Therefore, through incorporating the
superiority–inferiority-based FMP, JCP and IMIP pro-
gramming approaches, the SI-FSIP method can be formu-
lated for the water resources management system under the
above complexities. The developed method with a high
computational efficiency can help suitably allocate water to
each user, and generate an optimized flood-diversion scheme
with a low risk of system disruption, which can be provided
as follows:
max f� ¼XIa
ia
NBA�i � XCA�iXIa
ib
NBB�i � XCB�i
�XK1
K1
XK2
K2
pk1pk2
VC� � XT�k1k2þ FC� � Yk1k2
� �
�EC� � Z ð15aÞ
subject to:
R�k1¼SI�1 þ Q�k1
� Aa1e�1
SI�1 þ SI�k1
2
� þ A0
1e�1
�
� S�k1; 8k1
ð15bÞ
R�k1k2¼SI�2 þ Q�k2
þ R�k1� Aa
2e�2SI�2 þ SI�k1k2
2
� þ A0
2e�2
�
� S�k1k2; 8k1; k2
ð15cÞ
(Constraint of mass balance)
XIa
ia
XCA�i þXIb
ib
XCB�i � R�k1k2� RD� � XT�k1k2
; 8k1; k2
ð15dÞ
(Maximum amount of allocated water)
XIa
ia
XCA�i � ~Tmaxa ð15eÞ
XIb
ib
XCB�i � ~Tmaxb ð15fÞ
(Upper limit of water allocation for each city)
Fig. 2 The study system
686 Stoch Environ Res Risk Assess (2012) 26:681–693
123
PrS�k1� RSC1; 8k1
S�k1k2� RSC2; 8k1k2
� � 1� b ð15gÞ
(Joint-probabilistic constraint for storage capacities of
reservoirs)
S�k1� RSV�1 ; 8k1 ð15hÞ
S�k1k2� RSV�2 ; 8k1; k2 ð15iÞ
(Requirement for minimum storage)
Yk1k2¼ 1; if XT�k1k2
[ 0
0; if XT�k1k2¼ 0
; 8k1; k2
�ð15jÞ
(Identification of flood-diversion action)
Z ¼ 1; if XT�k1k2[ CFD
0; if XT�k1k2� CFD
; 8k1; k2
�ð15kÞ
(Identification of capacity-expansion action)
0 � XCA�i � DAmaxi ; 8i ð15lÞ
0 � XCB�i � DBmaxi ; 8i ð15mÞ
(Water allocation required by each user)
XT�k1;k2� 0; 8k1; k2 ð15nÞ
(Constraint of non-negative variable)
The detailed nomenclatures for the variables and
parameters are provided in the Appendix. The decision
variables of model (15) can be sorted into two categories:
continuous and binary. The continuous variables XCA�i ;�
XCB�i and XT�k1k2Þ represent water resources amounts for
allocation and diversion. The binary variables Yk1k2and Zð Þ
indicate whether or not flood-diversion and floodplains-
expansion actions need to be carried out over the planning
horizon. In the system, the normally distributed inflows of
the two streams are presented as discrete random variables
associated with probabilities of occurrences (Table 1).
Moderate water allocations can bring net benefits for the
cities; higher stream inflows may lead to a raised surplus
that needs to be diverted effectively. Table 2 provides the
economic information of water allocation and flood
diversion. In addition, the random storage capacities of
Reservoirs 1 and 2 are 39.0 9 106 m3 (r = 3.90 9 106)
and 44.5 9 106 m3 (r = 4.45 9 106), respectively; the
initial storages in Reservoirs 1 and 2 are [16.2, 18.0] 9
106 m3 and [24.6, 27.3] 9 106 m3, respectively; the
reserved storage levels for Reservoirs 1 and 2 are [10.6,
11.7] 9 106 m3 and [13.5, 14.9] 9 106 m3, respectively;
the maximum water resources amounts allocated to Cities
A and B are specified as triangle fuzzy numbers of (37.0, 5,
5) 9 106 m3 and (45.0, 5, 5) 9 106 m3, respectively.
4 Result analysis
In this study, a set of chance constraints for the storage
capacities of the two reservoirs are considered, which can
help investigate the risk of violating the capacity con-
straints and generate desired water-allocation and surplus-
flow diversion schemes. Nine cases (Table 3) are examined
corresponding to various policies for water resources
management and multiple joint probabilities associated
with different sets of discrete individual probabilities. For
instance, Case 1–1 denotes that when the allowable vio-
lating probability (joint probability) of reservoir capacities
is 0.05, the individual probabilities are 0.025 for Reservoir
1 and 0.025 for Reservoir 2, respectively. Figure 3 shows
the solutions of water-allocation patterns and the associated
benefits, which are generated in Case 1–1 (b = 0.05) for
municipal, industrial and agricultural sectors in Cities A
and B, respectively. In detail, in city A, the optimized
water allocation amounts would be 17.5 9 106 m3 for
municipal sector, 12.5 9 106 m3 for industrial sector, and
9.5 9 106 m3 for agricultural sector, respectively. In city
B, the water amounts allocated to the three sectors would
be 22.0 9 106, 15.8 9 106 and 9.7 9 106 m3, respectively.
Meanwhile, benefits can be obtained from the utilizations
of water resources by these sectors in Cities A and B.
Among the three sectors, the municipality could bring the
highest benefits due to the maximum allocation amounts
and the highest net benefits per unit of water. Benefits
derived from municipal sectors in Cities A and B are
$[605.5, 743.8] 9 106 and $ [838.2, 1029.6] 9 106,
respectively. In comparison, industry and agriculture cor-
respond to lower benefits, which are $[317.5, 380.0] 9 106
and $[136.8, 169.1] 9 106 in city A, and $[440.8,
527.7] 9 106 and $ [153.3, 190.1] 9 106 in city B,
respectively.
Due to the temporal and spatial variations of both stream
inflows and water availability, surplus would occur in most
of flow scenarios (except L–L, L–M and LM–L in Case 1–1)
so that flood-diversion schemes would be made to avoid
spill accordingly. Since there are respectively five and
Table 1 Stream inflows at different probabilities (106 m3)
Inflow level Probability Stream Inflow
(106 m3)
Stream 1 Low (L) 0.12 [72.5, 80.5]
Low-Medium (L–M) 0.21 [80.3, 89.2]
Medium (M) 0.34 [98.5, 109.4]
Medium–High (M–H) 0.23 [116.5, 129.4]
High (H) 0.10 [167.7, 186.3]
Stream 2 Low (L) 0.24 [31.8, 35.3]
Medium (M) 0.49 [41.8, 46.4]
High (H) 0.27 [59.0, 65.5]
Stoch Environ Res Risk Assess (2012) 26:681–693 687
123
three flow levels for Streams 1 and 2, a total of 15 flow
scenarios are generated. The diverted water amounts may
vary at different flow levels (Table 4). When the inflows of
stream 1 and 2 are both high (denoted as scenario H–H),
the amount for flood diversion would be 116.91 9 106 m3
at a probability level of 2.70%. Moreover, the result of the
binary variable Z indicates that the diverted water amount
under this scenario cannot be satisfied by the capacity of
floodplain (115.00 9 106 m3). Thus, the capacity-expan-
sion action for the floodplain would be undertaken to
prevent flood disasters and to increase the diversion
allowances within the system. In Case 1–1, the system
would be expanded by an increment of 1.16 9 106 m3
under the inflow scenario of H–H in response to the local
flood control policy. Consequently, the total net benefit
would be the benefits from water allocations minus the
costs from both flood diversion and capacity expansion
($[1241.2, 1904.2] 9 106). The interval objective function
value is associated with two bounds of benefit and cost
coefficients, where upper bounds of benefits and lower
bounds of costs correspond to higher system benefit (f?),
and vice versa.
In the case of flood events, the water-diversion schemes
would be different from each other at varied joint- and
individual-probability levels. Table 4 also presents the
solutions of the continuous and binary variables for flood
control strategies in Cases 1–1 (b = 0.05), 2 –
1 (b = 0.01) and 3 – 1 (b = 0.10), respectively. Both
Cases 1–1 and 2–1 would obtain twelve non-zero binary
variables of Yk1k2, which means flood-diversion actions
should be undertaken under these flow scenarios (i.e., L–H,
LM–M, LM–H, M–L, M–M, M–H, MH–L, MH–M, MH–
H, H–L, H–M and H–H). In particular, when the flow
levels of Streams 1 and 2 are respectively low-medium and
medium (i.e., scenario LM–M with an occurrence proba-
bility of 10.29%), there would be 0.71 9 106 m3 and
6.16 9 106 m3 water diverted to the floodplain in Cases 1–
1 and 2–1, respectively. Comparatively, under scenario
LM–L in Case 3–1, no surplus flow need to be diverted
anywhere; thus, eleven non-zero binary variables of Yk1k2
could be generated from the studied case. In addition, the
results also indicate that the capacity-expansion project of
floodplain should be under consideration in Cases 1–1 and
2–1 over the planning horizon, so that the excess flows of
1.91 9 106 m3 in Case 1–1 and 7.36 9 106 m3 in Case
2–1 can be diverted as well. Generally, an increased b level
means a raised risk of constraint violation, leading to both
decreased strictness for the reservoirs’ capacities and lower
flood-diversion amounts, and vice versa. Moreover, the
solutions of diverted water amounts would also vary at
individual probability (bi) of each reservoir-capacity con-
straint (equal to the joint probability level, b). Figure 4
provides the optimized water-diversion plans under flow
scenarios of H–L, H–M and H–H. In general, different bi
levels correspond to different available storage capacities,
leading to varied flood-diversion patterns over the planning
horizon.
Figure 5 presents the solutions for system benefits. It is
indicated that any change at joint probabilities of b and the
related individual probability levels (bi) would result in the
variations of total benefits. Among all the study cases, only
the objective function value obtained in Case 3–1 would
Table 2 Economic data for
water allocation and flood
diversion
Water use sector City A City B Flood diversion cost
Municipality [34.6, 42.5] [38.1, 46.8] Fixed cost, FC± ($106) [18.0, 19.80]
Industry [25.4, 30.4] [27.9, 33.4] Variable cost, VC± ($/m3) [36.6, 40.3]
Agriculture [14.4, 17.8] [15.8, 19.6] Expansion cost, EC± ($106) [40.0, 44.0]
Table 3 The studied cases at different joint and individual
probabilities
Case No. Joint probability
for the overall
reservoir-storage
capacity (b)
Individual probability
Reservoir
1 (b1)
Reservoir
2 (b2)
1–1 0.05 0.025 0.025
1–2 0.05 0.010 0.040
1–3 0.05 0.040 0.010
2–1 0.01 0.005 0.005
2–2 0.01 0.001 0.009
2–3 0.01 0.009 0.001
3–1 0.10 0.050 0.050
3–2 0.10 0.010 0.090
3–3 0.10 0.090 0.010
Fig. 3 Water-allocation patterns and the associated benefits in Case
1–1
688 Stoch Environ Res Risk Assess (2012) 26:681–693
123
not include the cost for capacity expansion; thus, it would
lead to the maximum system benefit of $[1373.7,
2024.5] 9 106. Except that, Case 3–2 (b = 0.10) would
correspond to the highest upper-bound and lower-bound
system benefits (i.e., $[1286.6, 1945.4] 9 106). Case 2–3
(b = 0.10) would have the lowest system benefit ((i.e.,
$[1010.2, 1694.4] 9 106). Variations in the b level corre-
spond to the decision makers’ preferences regarding the
tradeoff between the system benefit and constraint-viola-
tion risk. A higher joint probability level (e.g., 0.10 in
Cases 3–1, 3–2 and 3–3) would sacrifice the system safety
so that the surplus-flow-diversion cost would be reduced
leading to higher system benefits. Conversely, a lower joint
probability level (e.g., 0.01 in Cases 2–1, 2–2 and 2–3)
would result in lower system benefits at a lower constraint-
violation risk. Moreover, under each joint probability level,
the interval objective function values would vary at indi-
vidual probability of each reservoir-capacity constraint
(Fig. 5). Given different water-availability and storage-
capacity conditions as well as their underlying probability
levels, the expected system benefit would change corre-
spondingly between fopt- and fopt
? .
5 Discussion
In the study, the allowable water amounts allocated to
Cities A and B (i.e., ~Tmaxa and ~Tmax
b ) are specified as fuzzy
numbers with tolerances (i.e., 5 9 106 m3). The solutions
generated through the SI-FSIP method would fluctuate with
the variations of these tolerance values. For example, when~Tmax
a can be specified as (37.0, 6, 6) 9 106 m3 (with the
tolerance values of 6 9 106 m3), the water amount allo-
cated to agriculture in city A would be 10.0 9 106 m3.
When the tolerances of ~Tmaxa are 4 9 106 m3 and
Table 4 Solutions in Cases
1–1, 2–1 and 3–1Scenario Occurrence
probability
(%)
Case 1–1 (b = 0.05) Case 2–1 (b = 0.01) Case 3–1 (b = 0.10)
Binary
variable
Yk1k2ð Þ
Diverted
flood
(106 m3)
Binary
variable
Yk1k2ð Þ
Diverted
flood
(106 m3)
Binary
variable
Yk1k2ð Þ
Diverted
flood
(106 m3)
L–L 2.88 0 0 0 0 0 0
L–M 5.88 0 0 0 0 0 0
L–H 3.24 1 11.11 1 16.56 1 8.38
LM–L 5.04 0 0 0 0 0 0
LM–M 10.29 1 0.71 1 6.16 0 0
LM–H 5.67 1 19.81 1 25.26 1 17.08
M–L 8.16 1 9.81 1 15.26 1 7.08
M–M 6.60 1 20.91 1 26.36 1 18.18
M–H 9.18 1 40.01 1 45.46 1 37.28
MH–L 5.52 1 29.81 1 35.26 1 27.08
MH–M 11.27 1 40.91 1 46.36 1 38.18
MH–H 6.21 1 60.01 1 65.46 1 57.28
H–L 2.40 1 86.71 1 92.16 1 83.98
H–M 4.90 1 97.81 1 103.26 1 95.08
H–H 2.70 1 116.91 1 122.36 1 114.18
Floodplain expansion or not Yes Yes No
86.7
1
97.8
1
116.
91
87.3
0
98.4
0
117.
50
87.6
9
98.7
9
117.
89
75
85
95
105
115
125
H-L H-M H-H
flood
div
ersi
on (
106
m3 ) β = 0.05Case 1-1
Case 1-2Case 1-3
92.1
6
103.
26
122.
36
92.8
6
103.
96
123.
06
93.3
6
104.
46
123.
56
H-L H-M H-H
β = 0.01Case 2-1Case 2-2Case 2-3
83.9
8
95.0
8
114.
18
85.3
9
96.4
9
115.
59
86.0
3
97.1
3
116.
23
H-L H-M H-H
β = 0.10Case 3-1Case 3-2Case 3-3
Fig. 4 Diverted flood amounts at flow levels of H–L, H–M and H–H
Stoch Environ Res Risk Assess (2012) 26:681–693 689
123
3 9 106 m3, respectively, the agricultural water amounts
allocated to city A would be 9.0 9 106 m3 and
8.5 9 106 m3 accordingly. For city B, the water allocations
to agriculture under different tolerance levels can be
interpreted in the similar way based on the results shown in
Fig. 6. The water amounts allocated to agriculture for the
two cities would be reduced with the decreased tolerance
values. Moreover, the flood-diversion amounts would also
vary with above changes. In detail, when ~Tmaxa and ~Tmax
b are
specified as (37.0, 6, 6) 9 106 m3 and (45.0, 6,
6) 9 106 m3 with the tolerance value of 6 9 106 m3,
respectively, the diverted flood would then be 85.7 9
106 m3 under scenario H–L, 96.8 9 106 m3 under scenario
H–M and 115.9 9 106 m3 under scenario H–H. Generally,
tolerances of each fuzzy number represent the domains
determined by authorities corresponding to the local water
resources management policies. Lower tolerance level
would lead to less available water resources allocated to
users (e.g., the agricultural sector); consequently, more
surplus flow would be required to be diverted at the same
time. In particular, given no tolerance to the allowable
water amounts, fuzzy numbers could be taken on deter-
ministic values; the SI-FSIP would then be turned into an
inexact stochastic mixed integer programming model. The
agricultural allocation water would be 7.0 9 106 m3 for
city A and 7.2 9 106 m3 for city B. The flood to be
diverted under flow scenarios H–L, H–M and H–H would
be 91.7 9 106 m3, 102.8 9 106 m3 and 121.9 9 106 m3,
respectively.
In the SI-FSIP model, the penalty coefficients (dS and dI)
would be determined by decision makers. The relationship
between the system benefit and the penalty coefficients is
investigated. Assuming that dS and dI be the same, let dS
and dI take several discrete values of 0; 5; 10; 15;
20; . . .; 100. Then, the corresponding system benefits (i.e.,
f- and f?) can be obtained. In detail, the variations of f-
and f? with the varied penalty coefficients are as follows:
When dS = dI = 0 and 5, it would result in the highest f-
(i.e., $1373.0 9 106) and f? (i.e., $2050.0 9 106),
respectively. When 5 \ dS = dI \ 30, the lower-bound
and upper-bound benefits would generally decrease with
the increased penalty coefficients. When dS = dI = 30,
both the lower and upper bounds of system benefit would
reach their lowest values that would be $1241.2 9 106 for
f- and $1904.2 9 106 for f?, respectively. When 30 \dS = dI B 100, the system benefit would not change any
more, and remain the same value as that in the situation of
dS = dI = 30,. The larger value of penalty coefficient
would correspond to stricter policies in terms of constraint
violations. On the basis of the above investigation results, a
value of 50 is specified as the penalty coefficient, leading to
the relatively conservative objective function values (sys-
tem benefit). For real-world practice, decision makers can
identify suitable penalty coefficients (i.e., dS = dI) based
on projected applicable conditions in order to obtain the
optimized water allocation and flood diversion schemes.
When the fuzzy numbers in constraints (13e) and (13f)
i:e:; ~Tmaxa and ~Tmax
b
� �are replaced by the interval numbers
([32.0, 42.0] 9 106 m3 and [40.0, 50.0] 9 106 m3,
respectively), the planning problem can thus be solved
through the inexact stochastic integer programming (ISIP)
model. The water allocation pattern for city A would be
17.5 9 106 m3 to municipality, 12.5 9 106 m3 to industry,
and 10.0 9 106 m3 to agriculture, respectively. The water
Fig. 5 Comparison of system benefits
Fig. 6 The water allocations to agriculture
Fig. 7 Comparisons of diverted water amounts obtained from ISIP
and SI-FSIP methods
690 Stoch Environ Res Risk Assess (2012) 26:681–693
123
amounts allocated to the above three sectors in city B
would be 22.0 9 106 m3, 15.8 9 106 m3 and 12.2 9
106 m3, respectively. The surplus flows to be diverted
would be less than those obtained from the superiority–
inferiority-based SI-FSIP method (i.e., Case 1–1) under
every flow scenarios, which are provided in Fig. 7. In
particular, the maximum amount of water diverted would
be 113.9 9 106 m3 (compared with 116.9 9 106 m3 from
Case 1–1) under scenario H–H, which means that the flow
levels of Streams 1 and 2 are both high with an occurrence
probability of 2.70%. Thus, the floodplain with a capacity
of 115.00 9 106 m3 would be sufficient for flood diver-
sion, and there would be no capacity-expansion actions to
be undertaken in such a situation. Consequently, the ISIP
method would correspond to a lower system benefit of
$[1153.4, 2088.1] 9 106 (i.e., $[1241.2, 1904.2] 9 106
from Case 1–1). In general, the ISIP solutions can only
reflect the restrictions of allowable water amounts allocated
to Cities A and B with lower and upper bounds. The ISIP
considers no preference from water resources managers so
that the amounts of diverted water under each scenario
would dramatically decrease. The ISIP is unable to incor-
porate various subjective judgments (fuzzy numbers) from
decision makers (or the planners), leading to the losses of
significant uncertain information. Therefore, the superior-
ity–inferiority-based SI-FSIP improves upon the ISIP by
avoiding oversimplification of fuzzy membership functions
to interval parameters.
Moreover, the SI-FSIP can enhance fuzzy robust pro-
gramming (FRP) in terms of computational efficiency.
Although the FRP can also deal with uncertainties in both
left- and right-hand side coefficients as well as fuzzy
relationships, the FRP would always require delimiting the
decision space by specifying uncertainties through dimen-
sional enlargement of the original fuzzy constraints with
more computational complexities (Liu et al. 2003). For
example, when solving the problem in this study under
three a-cut levels through the FRP method, the former
fuzzy equations (13e) and (13f) would be converted into 12
equivalent constraints, and thus a total of 24 constraints
would be generated in both lower- and upper- bound sub-
models. Thus, the decision space becomes smaller so that
feasible solutions can hardly be obtained in most real-
world case studies. In comparison, the advantages of the
superiority–inferiority-based SI-FSIP over the FRP would
include: (a) the relationships among fuzzy parameters (e.g.,
constraints (13e) and (13f)) can be directly reflected
through varying superiority and inferiority degrees. (b) the
SI-FSIP would not generate a large number of additional
constraints and variables, as well as time-consuming
computation processes. (c) The transformed equivalent
model would lead to a sharp decline in computational
efforts, and thus easily be solved.
6 Conclusions
A superiority–inferiority-based fuzzy-stochastic integer
programming (SI-FSIP) method has been developed
through incorporating techniques of fuzzy mathematical
programming (FMP), joint chance-constrained program-
ming (JCP), and the superiority and inferiority measures
within an inexact mixed integer linear programming
(IMIP) framework. The SI-FSIP method can tackle
uncertainties expressed as fuzzy sets, joint probabilities and
interval values. It can help examine the risk of violating
joint probabilistic constraints, support decision-making of
flood diversion and capacity expansion, and directly reflect
the relationships among fuzzy coefficients through varying
superiority and inferiority degrees. The solution algorithm
is of a considerable computational efficiency.
The SI-FSIP method has been applied to a case study of
water resources management within a multi-stream and
multi-reservoir context. Several studied cases (including
policy scenarios) associated with different risk levels of
violating system constraints under joint probabilities are
investigated. The results indicate that reasonable solutions
are generated for both binary and continuous variables. The
fixed-charge cost functions i:e:;PK1
k1
PK2
k2pk1
pk2FC��ð
�
Yk1k2Þ and EC� � ZÞ are used to reflect the costs for water
diversion and floodplain-capacity expansion. Desired
policies for water allocation and flood control with a
maximized economic benefit and a minimized system-
disruption risk are generated. Thus, the SI-FSIP method
can help the local authorities identify reasonable water
resources management policies under various environ-
mental and economic considerations.
In fact, the SI-FSIP method is formulated based on
several limitations, and thus would be further advanced in
the future. First, the random inflows of the two streams
are assumed to take on discrete normal distributions, such
that the SI-FSIP model can be solved through linear
programming. Secondly, the two random variables are
assumed to be mutually independent, such that the prob-
abilistic shortages correspond to the joint probabilities.
Thirdly, the triangular fuzzy numbers and the same
penalty coefficients (dS and dI) are used to illustrate the
applications of SI-FSIP model to water resources man-
agement. Finally, the expanded capacity of the floodplain
is assumed to be sufficiently large, so that surplus inflow
can be dealt with by the diversion zone after expansion.
However, as the first attempt for planning such a water-
resources system through the SI-FSIP method, the results
suggest that it has potential to be applied to many other
environmental management problems; it can also be
integrated with other optimization methods to handle
more systematic complexities.
Stoch Environ Res Risk Assess (2012) 26:681–693 691
123
Acknowledgement This research was supported by the Major State
Program of Water Pollution Control (2009ZX07104-004). The
authors are grateful to the editor and the anonymous reviewers for
their insightful comments and suggestions.
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