Studying properties of Lagrangian bounds for many-to-many assignment problems

Classical and modified Lagrangian bounds for the optimal value of optimization problems with a double decomposable structure are studied. For the class of many-to-many assignment problems, this property of constraints is used to design a subgradient algorithm for solving the modified dual problem. Numerical results are presented to compare the quality of classical and modified bounds, as well as the properties of the corresponding Lagrangian solutions.

Comparison of Lagrangian Bounds for One Class of Generalized Assignment Problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Analog nonderivative optimizers

Analog networks for solving convex nonlinear unconstrained programming problems without using gradient information of the objective function are proposed. The one-dimensional net can be used as a building block in multi-dimensional networks for optimizing objective functions of several variables.

Interactive system for placement and coordination of overcurrent protective devices

In this paper, an expert and interactive system for developing protection system for overhead and radial distribution feeders is proposed. In this system the protective devices can be allocated through heuristic and an optimized way. In the latter one, the placement problem is modeled as a mixed integer non-linear programming, which is solved by genetic algorithm (GA). Using information stored in a database as well as a knowledge base, the computational system is able to obtain excellent conditions of selectivity and coordination for improving the feeder reliability indices. Tests for assessment of the algorithm efficiency were carried out using a real-life 660-nodes feeder. © 2006 IEEE.

Efficient parametric adjustment of fuzzy inference system using unconstrained optimization

This paper presents a new methodology for the adjustment of fuzzy inference systems, which uses technique based on error back-propagation method. The free parameters of the fuzzy inference system, such as its intrinsic parameters of the membership function and the weights of the inference rules, are automatically adjusted. This methodology is interesting, not only for the results presented and obtained through computer simulations, but also for its generality concerning to the kind of fuzzy inference system used. Therefore, this methodology is expandable either to the Mandani architecture or also to that suggested by Takagi-Sugeno. The validation of the presented methodology is accomplished through estimation of time series and by a mathematical modeling problem. More specifically, the Mackey-Glass chaotic time series is used for the validation of the proposed methodology. © Springer-Verlag Berlin Heidelberg 2007.

A specialized genetic algorithm to solve the short term transmission network expansion planning

In this paper, the short term transmission network expansion planning (STTNEP) is solved through a specialized genetic algorithm (SGA). A complete AC model of the transmission network is used, which permits the formulation of an integrated power system transmission network expansion planning problem (real and reactive power planning). The characteristics of the proposed SGA to solve the STTNEP problem are detailed and an interior point method is employed to solve nonlinear programming problems during the solution steps of the SGA. Results of tests carried out with two electrical energy systems show the capabilities of the SGA and also the viability of using the AC model to solve the STTNEP problem. © 2009 IEEE.

Optimal contract pricing of distributed generation under a competitive framework

A bilevel programming approach for the optimal contract pricing of distributed generation (DG) in distribution networks is presented. The outer optimization problem corresponds to the owner of the DG who must decide the contract price that would maximize his profits. The inner optimization problem corresponds to the distribution company (DisCo), which procures the minimization of the payments incurred in attending the expected demand while satisfying network constraints. The meet the expected demand the DisCo can purchase energy either form the transmission network through the substations or form the DG units within its network. The inner optimization problem is substituted by its Karush- Kuhn-Tucker optimality conditions, turning the bilevel programming problem into an equivalent single-level nonlinear programming problem which is solved using commercially available software. © 2010 IEEE.

Application of an iterative method and an evolutionary algorithm in fuzzy optimization

This work develops two approaches based on the fuzzy set theory to solve a class of fuzzy mathematical optimization problems with uncertainties in the objective function and in the set of constraints. The first approach is an adaptation of an iterative method that obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. The second one is a metaheuristic approach that adapts a standard genetic algorithm to use fuzzy numbers. Both approaches use a decision criterion called satisfaction level that reaches the best solution in the uncertain environment. Selected examples from the literature are presented to compare and to validate the efficiency of the methods addressed, emphasizing the fuzzy optimization problem in some import-export companies in the south of Spain. © 2012 Brazilian Operations Research Society.

Penalty-based nonlinear solver for optimal reactive power dispatch with discrete controls

The optimal reactive dispatch problem is a nonlinear programming problem containing continuous and discrete control variables. Owing to the difficulty caused by discrete variables, this problem is usually solved assuming all variables as continuous variables, therefore the original discrete variables are rounded off to the closest discrete value. This approach may provide solutions far from optimal or even unfeasible solutions. This paper presents an efficient handling of discrete variables by penalty function so that the problem becomes continuous and differentiable. Simulations with the IEEE test systems were performed showing the efficiency of the proposed approach. © 1969-2012 IEEE.

Implementation of an AC model for transmission expansion planning considering reliability constraints

In this paper, a hybrid heuristic methodology that employs fuzzy logic for solving the AC transmission network expansion planning (AC-TEP) problem is presented. An enhanced constructive heuristic algorithm aimed at obtaining a significant quality solution for such complicated problems considering contingency is proposed. In order to indicate the severity of the contingency, 2 performance indices, namely the line flow performance index and voltage performance index, are calculated. An interior point method is applied as a nonlinear programming solver to handle such nonconvex optimization problems, while the objective function includes the costs of the new transmission lines as well as the real power losses. The performance of the proposed method is examined by applying it to the well-known Garver system for different cases. The simulation studies and result analysis demonstrate that the proposed method provides a promising way to find an optimal plan. Obtaining the best quality solution shows the capability and the viability of the proposed algorithm in AC-TEP. © Tübi̇tak..

Modelos de programação linear inteira mista para resolver problemas de otimização de sistemas de distribuição de energia elétrica radiais

Pós-graduação em Engenharia Elétrica - FEIS

Uma contribuição para a otimização de portfólios de séries heteroscedásticas usando projeto de experimento de misturas: uma abordagem do desirability aplicada a modelos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A meta-heurística de busca dispersa aplicada no planejamento da expansão de sistemas de transmissão

Pós-graduação em Engenharia Elétrica - FEIS

Global optimization using a genetic algorithm with hierarchically structured population

This paper applies a genetic algorithm with hierarchically structured population to solve unconstrained optimization problems. The population has individuals distributed in several overlapping clusters, each one with a leader and a variable number of support individuals. The hierarchy establishes that leaders must be fitter than its supporters with the topological organization of the clusters following a tree. Computational tests evaluate different population structures, population sizes and crossover operators for better algorithm performance. A set of known benchmark test problems is solved and the results found are compared with those obtained from other methods described in the literature, namely, two genetic algorithms, a simulated annealing, a differential evolution and a particle swarm optimization. The results indicate that the method employed is capable of achieving better performance than the previous approaches in regard as the two criteria usually employed for comparisons: the number of function evaluations and rate of success. The method also has a superior performance if the number of problems solved is taken into account. (C) 2013 Elsevier B.V. All rights reserved.

Discovering promising regions to help global numerical optimization algorithms

We have developed an algorithm using a Design of Experiments technique for reduction of search-space in global optimization problems. Our approach is called Domain Optimization Algorithm. This approach can efficiently eliminate search-space regions with low probability of containing a global optimum. The Domain Optimization Algorithm approach is based on eliminating non-promising search-space regions, which are identifyed using simple models (linear) fitted to the data. Then, we run a global optimization algorithm starting its population inside the promising region. The proposed approach with this heuristic criterion of population initialization has shown relevant results for tests using hard benchmark functions.