112 resultados para Nonlinear optimization solver


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The trajectory planning of redundant robots is an important area of research and efficient optimization algorithms have been investigated in the last years. This paper presents a new technique that combines the closed-loop pseudoinverse method with genetic algorithms. In this case the trajectory planning is formulated as an optimization problem with constraints.

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This paper proposes a novel method for controlling the convergence rate of a particle swarm optimization algorithm using fractional calculus (FC) concepts. The optimization is tested for several well-known functions and the relationship between the fractional order velocity and the convergence of the algorithm is observed. The FC demonstrates a potential for interpreting evolution of the algorithm and to control its convergence.

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Solving systems of nonlinear equations is a problem of particular importance since they emerge through the mathematical modeling of real problems that arise naturally in many branches of engineering and in the physical sciences. The problem can be naturally reformulated as a global optimization problem. In this paper, we show that a metaheuristic, called Directed Tabu Search (DTS) [16], is able to converge to the solutions of a set of problems for which the fsolve function of MATLAB® failed to converge. We also show the effect of the dimension of the problem in the performance of the DTS.

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We agree with Ling-Yun et al. [5] and Zhang and Duan comments [2] about the typing error in equation (9) of the manuscript [8]. The correct formula was initially proposed in [6, 7]. The formula adopted in our algorithms discussed in our papers [1, 3, 4, 8] is, in fact, the following: ...

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This paper addresses the challenging task of computing multiple roots of a system of nonlinear equations. A repulsion algorithm that invokes the Nelder-Mead (N-M) local search method and uses a penalty-type merit function based on the error function, known as 'erf', is presented. In the N-M algorithm context, different strategies are proposed to enhance the quality of the solutions and improve the overall efficiency. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm.

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A new iterative algorithm based on the inexact-restoration (IR) approach combined with the filter strategy to solve nonlinear constrained optimization problems is presented. The high level algorithm is suggested by Gonzaga et al. (SIAM J. Optim. 14:646–669, 2003) but not yet implement—the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer (Math. Program. Ser. A 91:239–269, 2002), replaces the merit function avoiding the penalty parameter estimation and the difficulties related to the nondifferentiability. In the IR approach two independent phases are performed in each iteration, the feasibility and the optimality phases. The line search filter is combined with the first one phase to generate a “more feasible” point, and then it is used in the optimality phase to reach an “optimal” point. Numerical experiences with a collection of AMPL problems and a performance comparison with IPOPT are provided.

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The flow rates of drying and nebulizing gas, heat block and desolvation line temperatures and interface voltage are potential electrospray ionization parameters as they may enhance sensitivity of the mass spectrometer. The conditions that give higher sensitivity of 13 pharmaceuticals were explored. First, Plackett-Burman design was implemented to screen significant factors, and it was concluded that interface voltage and nebulizing gas flow were the only factors that influence the intensity signal for all pharmaceuticals. This fractionated factorial design was projected to set a full 2(2) factorial design with center points. The lack-of-fit test proved to be significant. Then, a central composite face-centered design was conducted. Finally, a stepwise multiple linear regression and subsequently an optimization problem solving were carried out. Two main drug clusters were found concerning the signal intensities of all runs of the augmented factorial design. p-Aminophenol, salicylic acid, and nimesulide constitute one cluster as a result of showing much higher sensitivity than the remaining drugs. The other cluster is more homogeneous with some sub-clusters comprising one pharmaceutical and its respective metabolite. It was observed that instrumental signal increased when both significant factors increased with maximum signal occurring when both codified factors are set at level +1. It was also found that, for most of the pharmaceuticals, interface voltage influences the intensity of the instrument more than the nebulizing gas flowrate. The only exceptions refer to nimesulide where the relative importance of the factors is reversed and still salicylic acid where both factors equally influence the instrumental signal. Graphical Abstract ᅟ.

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This paper presents a methodology that aims to increase the probability of delivering power to any load point of the electrical distribution system by identifying new investments in distribution components. The methodology is based on statistical failure and repair data of the distribution power system components and it uses fuzzy-probabilistic modelling for system component outage parameters. Fuzzy membership functions of system component outage parameters are obtained by statistical records. A mixed integer non-linear optimization technique is developed to identify adequate investments in distribution networks components that allow increasing the availability level for any customer in the distribution system at minimum cost for the system operator. To illustrate the application of the proposed methodology, the paper includes a case study that considers a real distribution network.

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This paper addresses the problem of energy resources management using modern metaheuristics approaches, namely Particle Swarm Optimization (PSO), New Particle Swarm Optimization (NPSO) and Evolutionary Particle Swarm Optimization (EPSO). The addressed problem in this research paper is intended for aggregators’ use operating in a smart grid context, dealing with Distributed Generation (DG), and gridable vehicles intelligently managed on a multi-period basis according to its users’ profiles and requirements. The aggregator can also purchase additional energy from external suppliers. The paper includes a case study considering a 30 kV distribution network with one substation, 180 buses and 90 load points. The distribution network in the case study considers intense penetration of DG, including 116 units from several technologies, and one external supplier. A scenario of 6000 EVs for the given network is simulated during 24 periods, corresponding to one day. The results of the application of the PSO approaches to this case study are discussed deep in the paper.

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Metaheuristics performance is highly dependent of the respective parameters which need to be tuned. Parameter tuning may allow a larger flexibility and robustness but requires a careful initialization. The process of defining which parameters setting should be used is not obvious. The values for parameters depend mainly on the problem, the instance to be solved, the search time available to spend in solving the problem, and the required quality of solution. This paper presents a learning module proposal for an autonomous parameterization of Metaheuristics, integrated on a Multi-Agent System for the resolution of Dynamic Scheduling problems. The proposed learning module is inspired on Autonomic Computing Self-Optimization concept, defining that systems must continuously and proactively improve their performance. For the learning implementation it is used Case-based Reasoning, which uses previous similar data to solve new cases. In the use of Case-based Reasoning it is assumed that similar cases have similar solutions. After a literature review on topics used, both AutoDynAgents system and Self-Optimization module are described. Finally, a computational study is presented where the proposed module is evaluated, obtained results are compared with previous ones, some conclusions are reached, and some future work is referred. It is expected that this proposal can be a great contribution for the self-parameterization of Metaheuristics and for the resolution of scheduling problems on dynamic environments.

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Scheduling is a critical function that is present throughout many industries and applications. A great need exists for developing scheduling approaches that can be applied to a number of different scheduling problems with significant impact on performance of business organizations. A challenge is emerging in the design of scheduling support systems for manufacturing environments where dynamic adaptation and optimization become increasingly important. In this paper, we describe a Self-Optimizing Mechanism for Scheduling System through Nature Inspired Optimization Techniques (NIT).

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The paper proposes a methodology to increase the probability of delivering power to any load point by identifying new investments in distribution energy systems. The proposed methodology is based on statistical failure and repair data of distribution components and it uses a fuzzy-probabilistic modeling for the components outage parameters. The fuzzy membership functions of the outage parameters of each component are based on statistical records. A mixed integer nonlinear programming optimization model is developed in order to identify the adequate investments in distribution energy system components which allow increasing the probability of delivering power to any customer in the distribution system at the minimum possible cost for the system operator. To illustrate the application of the proposed methodology, the paper includes a case study that considers a 180 bus distribution network.

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The operation of power systems in a Smart Grid (SG) context brings new opportunities to consumers as active players, in order to fully reach the SG advantages. In this context, concepts as smart homes or smart buildings are promising approaches to perform the optimization of the consumption, while reducing the electricity costs. This paper proposes an intelligent methodology to support the consumption optimization of an industrial consumer, which has a Combined Heat and Power (CHP) facility. A SCADA (Supervisory Control and Data Acquisition) system developed by the authors is used to support the implementation of the proposed methodology. An optimization algorithm implemented in the system in order to perform the determination of the optimal consumption and CHP levels in each instant, according to the Demand Response (DR) opportunities. The paper includes a case study with several scenarios of consumption and heat demand in the context of a DR event which specifies a maximum demand level for the consumer.

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This paper proposes a particle swarm optimization (PSO) approach to support electricity producers for multiperiod optimal contract allocation. The producer risk preference is stated by a utility function (U) expressing the tradeoff between the expectation and variance of the return. Variance estimation and expected return are based on a forecasted scenario interval determined by a price range forecasting model developed by the authors. A certain confidence level is associated to each forecasted scenario interval. The proposed model makes use of contracts with physical (spot and forward) and financial (options) settlement. PSO performance was evaluated by comparing it with a genetic algorithm-based approach. This model can be used by producers in deregulated electricity markets but can easily be adapted to load serving entities and retailers. Moreover, it can easily be adapted to the use of other type of contracts.

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Distributed Energy Resources (DER) scheduling in smart grids presents a new challenge to system operators. The increase of new resources, such as storage systems and demand response programs, results in additional computational efforts for optimization problems. On the other hand, since natural resources, such as wind and sun, can only be precisely forecasted with small anticipation, short-term scheduling is especially relevant requiring a very good performance on large dimension problems. Traditional techniques such as Mixed-Integer Non-Linear Programming (MINLP) do not cope well with large scale problems. This type of problems can be appropriately addressed by metaheuristics approaches. This paper proposes a new methodology called Signaled Particle Swarm Optimization (SiPSO) to address the energy resources management problem in the scope of smart grids, with intensive use of DER. The proposed methodology’s performance is illustrated by a case study with 99 distributed generators, 208 loads, and 27 storage units. The results are compared with those obtained in other methodologies, namely MINLP, Genetic Algorithm, original Particle Swarm Optimization (PSO), Evolutionary PSO, and New PSO. SiPSO performance is superior to the other tested PSO variants, demonstrating its adequacy to solve large dimension problems which require a decision in a short period of time.