122 resultados para stochastic programming


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Although pumped hydro storage is seen as a strategic key asset by grid operators, financing it is complicated in new liberalised markets. It could be argued that the optimum generation portfolio is now determined by the economic viability of generators based on a short to medium term return on investment. This has meant that capital intensive projects such as pumped hydro storage are less attractive for wholesale electricity companies because the payback periods are too long. In tandem a significant amount of wind power has entered the generation mix, which has resulted in operating and planning integration issues due to wind's inherent uncertain, varying spatial and temporal nature. These integration issues can be overcome using fast acting gas peaking plant or energy storage. Most analysis of wind power integration using storage to date has used stochastic optimisation for power system balancing or arbitrage modelling to examine techno-economic viability. In this research a deterministic dynamic programming long term generation expansion model is employed to optimise the generation mix, total system costs and total carbon dioxide emissions, and unlike other studies calculates reserve to firm wind power. The key finding of this study is that the incentive to build capital-intensive pumped hydro storage to firm wind power is limited unless exogenous market costs come very strongly into play. Furthermore it was demonstrated that reserve increases with increasing wind power showing the importance of ancillary services in future power systems. © 2014 Elsevier Ltd. All rights reserved.

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Structured parallel programming is recognised as a viable and effective means of tackling parallel programming problems. Recently, a set of simple and powerful parallel building blocks RISC pb2l) has been proposed to support modelling and implementation of parallel frameworks. In this work we demonstrate how that same parallel building block set may be used to model both general purpose parallel programming abstractions, not usually listed in classical skeleton sets, and more specialized domain specific parallel patterns. We show how an implementation of RISC pb2 l can be realised via the FastFlow framework and present experimental evidence of the feasibility and efficiency of the approach.

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In recent years, the issue of life expectancy has become of utmost importance to pension providers, insurance companies, and government bodies in the developed world. Significant and consistent improvements in mortality rates and hence life expectancy have led to unprecedented increases in the cost of providing for older ages. This has resulted in an explosion of stochastic mortality models forecasting trends in mortality data to anticipate future life expectancy and hence quantify the costs of providing for future aging populations. Many stochastic models of mortality rates identify linear trends in mortality rates by time, age, and cohort and forecast these trends into the future by using standard statistical methods. These approaches rely on the assumption that structural breaks in the trend do not exist or do not have a significant impact on the mortality forecasts. Recent literature has started to question this assumption. In this paper, we carry out a comprehensive investigation of the presence or of structural breaks in a selection of leading mortality models. We find that structural breaks are present in the majority of cases. In particular, we find that allowing for structural break, where present, improves the forecast result significantly.

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This study investigates the effects of ground heterogeneity, considering permeability as a random variable, on an intruding SW wedge using Monte Carlo simulations. Random permeability fields were generated, using the method of Local Average Subdivision (LAS), based on a lognormal probability density function. The LAS method allows the creation of spatially correlated random fields, generated using coefficients of variation (COV) and horizontal and vertical scales of fluctuation (SOF). The numerical modelling code SUTRA was employed to solve the coupled flow and transport problem. The well-defined 2D dispersive Henry problem was used as the test case for the method. The intruding SW wedge is defined by two key parameters, the toe penetration length (TL) and the width of mixing zone (WMZ). These parameters were compared to the results of a homogeneous case simulated using effective permeability values. The simulation results revealed: (1) an increase in COV resulted in a seaward movement of TL; (2) the WMZ extended with increasing COV; (3) a general increase in horizontal and vertical SOF produced a seaward movement of TL, with the WMZ increasing slightly; (4) as the anisotropic ratio increased the TL intruded further inland and the WMZ reduced in size. The results show that for large values of COV, effective permeability parameters are inadequate at reproducing the effects of heterogeneity on SW intrusion.

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In this paper we extend the minimum-cost network flow approach to multi-target tracking, by incorporating a motion model, allowing the tracker to better cope with longterm occlusions and missed detections. In our new method, the tracking problem is solved iteratively: Firstly, an initial tracking solution is found without the help of motion information. Given this initial set of tracklets, the motion at each detection is estimated, and used to refine the tracking solution.
Finally, special edges are added to the tracking graph, allowing a further revised tracking solution to be found, where distant tracklets may be linked based on motion similarity. Our system has been tested on the PETS S2.L1 and Oxford town-center sequences, outperforming the baseline system, and achieving results comparable with the current state of the art.

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Approximate execution is a viable technique for energy-con\-strained environments, provided that applications have the mechanisms to produce outputs of the highest possible quality within the given energy budget.
We introduce a framework for energy-constrained execution with controlled and graceful quality loss. A simple programming model allows users to express the relative importance of computations for the quality of the end result, as well as minimum quality requirements. The significance-aware runtime system uses an application-specific analytical energy model to identify the degree of concurrency and approximation that maximizes quality while meeting user-specified energy constraints. Evaluation on a dual-socket 8-core server shows that the proposed
framework predicts the optimal configuration with high accuracy, enabling energy-constrained executions that result in significantly higher quality compared to loop perforation, a compiler approximation technique.

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We introduce a task-based programming model and runtime system that exploit the observation that not all parts of a program are equally significant for the accuracy of the end-result, in order to trade off the quality of program outputs for increased energy-efficiency. This is done in a structured and flexible way, allowing for easy exploitation of different points in the quality/energy space, without adversely affecting application performance. The runtime system can apply a number of different policies to decide whether it will execute less-significant tasks accurately or approximately.

The experimental evaluation indicates that our system can achieve an energy reduction of up to 83% compared with a fully accurate execution and up to 35% compared with an approximate version employing loop perforation. At the same time, our approach always results in graceful quality degradation.

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Credal nets are probabilistic graphical models which extend Bayesian nets to cope with sets of distributions. An algorithm for approximate credal network updating is presented. The problem in its general formulation is a multilinear optimization task, which can be linearized by an appropriate rule for fixing all the local models apart from those of a single variable. This simple idea can be iterated and quickly leads to accurate inferences. A transformation is also derived to reduce decision making in credal networks based on the maximality criterion to updating. The decision task is proved to have the same complexity of standard inference, being NPPP-complete for general credal nets and NP-complete for polytrees. Similar results are derived for the E-admissibility criterion. Numerical experiments confirm a good performance of the method.

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A credal network associates a directed acyclic graph with a collection of sets of probability measures; it offers a compact representation for sets of multivariate distributions. In this paper we present a new algorithm for inference in credal networks based on an integer programming reformulation. We are concerned with computation of lower/upper probabilities for a variable in a given credal network. Experiments reported in this paper indicate that this new algorithm has better performance than existing ones for some important classes of networks.

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A credal network is a graphical tool for representation and manipulation of uncertainty, where probability values may be imprecise or indeterminate. A credal network associates a directed acyclic graph with a collection of sets of probability measures; in this context, inference is the computation of tight lower and upper bounds for conditional probabilities. In this paper we present new algorithms for inference in credal networks based on multilinear programming techniques. Experiments indicate that these new algorithms have better performance than existing ones, in the sense that they can produce more accurate results in larger networks.

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The introduction of the Tesla in 2008 has demonstrated to the public of the potential of electric vehicles in terms of reducing fuel consumption and green-house gas from the transport sector. It has brought electric vehicles back into the spotlight worldwide at a moment when fossil fuel prices were reaching unexpected high due to increased demand and strong economic growth. The energy storage capabilities from of fleets of electric vehicles as well as the potentially random discharging and charging offers challenges to the grid in terms of operation and control. Optimal scheduling strategies are key to integrating large numbers of electric vehicles and the smart grid. In this paper, state-of-the-art optimization methods are reviewed on scheduling strategies for the grid integration with electric vehicles. The paper starts with a concise introduction to analytical charging strategies, followed by a review of a number of classical numerical optimization methods, including linear programming, non-linear programming, dynamic programming as well as some other means such as queuing theory. Meta-heuristic techniques are then discussed to deal with the complex, high-dimensional and multi-objective scheduling problem associated with stochastic charging and discharging of electric vehicles. Finally, future research directions are suggested.