Optimal reactive power flow via the modified barrier Lagrangian function approach

A new approach called the Modified Barrier Lagrangian Function (MBLF) to solve the Optimal Reactive Power Flow problem is presented. In this approach, the inequality constraints are treated by the Modified Barrier Function (MBF) method, which has a finite convergence property: i.e. the optimal solution in the MBF method can actually be in the bound of the feasible set. Hence, the inequality constraints can be precisely equal to zero. Another property of the MBF method is that the barrier parameter does not need to be driven to zero to attain the solution. Therefore, the conditioning of the involved Hessian matrix is greatly enhanced. In order to show this, a comparative analysis of the numeric conditioning of the Hessian matrix of the MBLF approach, by the decomposition in singular values, is carried out. The feasibility of the proposed approach is also demonstrated with comparative tests to Interior Point Method (IPM) using various IEEE test systems and two networks derived from Brazilian generation/transmission system. The results show that the MBLF method is computationally more attractive than the IPM in terms of speed, number of iterations and numerical conditioning. (C) 2011 Elsevier B.V. All rights reserved.

A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

The aim of solving the Optimal Power Flow problem is to determine the optimal state of an electric power transmission system, that is, the voltage magnitude and phase angles and the tap ratios of the transformers that optimize the performance of a given system, while satisfying its physical and operating constraints. The Optimal Power Flow problem is modeled as a large-scale mixed-discrete nonlinear programming problem. This paper proposes a method for handling the discrete variables of the Optimal Power Flow problem. A penalty function is presented. Due to the inclusion of the penalty function into the objective function, a sequence of nonlinear programming problems with only continuous variables is obtained and the solutions of these problems converge to a solution of the mixed problem. The obtained nonlinear programming problems are solved by a Primal-Dual Logarithmic-Barrier Method. Numerical tests using the IEEE 14, 30, 118 and 300-Bus test systems indicate that the method is efficient. (C) 2012 Elsevier B.V. All rights reserved.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Reactive sputter magnetron reactor for preparation of thin films and simultaneous in-situ structural study by X-ray diffraction.

Reactive Sputter Magnetron (RSM) is a widely used technique to thin films growing of compounds both, in research laboratories and in industrial processes. The nature of the deposited compound will depend then on the nature of the magnetron target and the nature of the ions generated in the plasma. One important aspect of the problem is the knowledge of the evolution of the film during the process of growing itself. In this work, we present the design, construction of a chamber to be installed in the Huber goniometer in the XRD2 line of LNLS in Campinas, which allows in situ growing kinetic studies of thin films.