197 resultados para Nonlinear programming problem
Resumo:
Pós-graduação em Engenharia Elétrica - FEIS
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
The transmission network planning problem is a non-linear integer mixed programming problem (NLIMP). Most of the algorithms used to solve this problem use a linear programming subroutine (LP) to solve LP problems resulting from planning algorithms. Sometimes the resolution of these LPs represents a major computational effort. The particularity of these LPs in the optimal solution is that only some inequality constraints are binding. This task transforms the LP into an equivalent problem with only one equality constraint (the power flow equation) and many inequality constraints, and uses a dual simplex algorithm and a relaxation strategy to solve the LPs. The optimisation process is started with only one equality constraint and, in each step, the most unfeasible constraint is added. The logic used is similar to a proposal for electric systems operation planning. The results show a higher performance of the algorithm when compared to primal simplex methods.
Resumo:
This paper presents a new approach to solve the Optimal Power Flow problem. This approach considers the application of logarithmic barrier method to voltage magnitude and tap-changing transformer variables and the other constraints are treated by augmented Lagrangian method. Numerical test results are presented, showing the effective performance of this algorithm. (C) 2005 Elsevier Ltd. All rights reserved.
Resumo:
A new approach to solving the Optimal Power Flow problem is described, making use of some recent findings, especially in the area of primal-dual methods for complex programming. In this approach, equality constraints are handled by Newton's method inequality constraints for voltage and transformer taps by the logarithmic barrier method and the other inequality constraints by the augmented Lagrangian method. Numerical test results are presented, showing the effective performance of this algorithm. © 2001 IEEE.
Resumo:
Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points of the sum of squares of the constraints are feasible points of the MPEC. In usual formulations of MPEC all the feasible points are nonregular in the sense that they do not satisfy the Mangasarian-Fromovitz constraint qualification of nonlinear programming. Therefore, all the feasible points satisfy the classical Fritz-John necessary optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC. However, we show that most feasible points do not satisfy a recently introduced stronger optimality condition for nonlinear programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC.
Resumo:
In this paper is presented a new approach for optimal power flow problem. This approach is based on the modified barrier function and the primal-dual logarithmic barrier method. A Lagrangian function is associated with the modified problem. The first-order necessary conditions for optimality are fulfilled by Newton's method, and by updating the barrier terms. The effectiveness of the proposed approach has been examined by solving the Brazilian 53-bus, IEEE118-bus and IEEE162-bus systems.
Resumo:
This article deals with a vector optimization problem with cone constraints in a Banach space setting. By making use of a real-valued Lagrangian and the concept of generalized subconvex-like functions, weakly efficient solutions are characterized through saddle point type conditions. The results, jointly with the notion of generalized Hessian (introduced in [Cominetti, R., Correa, R.: A generalized second-order derivative in nonsmooth optimization. SIAM J. Control Optim. 28, 789–809 (1990)]), are applied to achieve second order necessary and sufficient optimality conditions (without requiring twice differentiability for the objective and constraining functions) for the particular case when the functionals involved are defined on a general Banach space into finite dimensional ones.
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
This paper presents an efficient approach based on recurrent neural network for solving nonlinear optimization. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid subspace technique. These parameters guarantee the convergence of the network to the equilibrium points that represent an optimal feasible solution. The main advantage of the developed network is that it treats optimization and constraint terms in different stages with no interference with each other. Moreover, the proposed approach does not require specification of penalty and weighting parameters for its initialization. A study of the modified Hopfield model is also developed to analyze its stability and convergence. Simulation results are provided to demonstrate the performance of the proposed neural network. (c) 2005 Elsevier B.V. All rights reserved.
Design and analysis of an efficient neural network model for solving nonlinear optimization problems
Resumo:
This paper presents an efficient approach based on a recurrent neural network for solving constrained nonlinear optimization. More specifically, a modified Hopfield network is developed, and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points that represent an optimal feasible solution. The main advantage of the developed network is that it handles optimization and constraint terms in different stages with no interference from each other. Moreover, the proposed approach does not require specification for penalty and weighting parameters for its initialization. A study of the modified Hopfield model is also developed to analyse its stability and convergence. Simulation results are provided to demonstrate the performance of the proposed neural network.
Resumo:
This paper presents an interior point method for the long-term generation scheduling of large-scale hydrothermal systems. The problem is formulated as a nonlinear programming one due to the nonlinear representation of hydropower production and thermal fuel cost functions. Sparsity exploitation techniques and an heuristic procedure for computing the interior point method search directions have been developed. Numerical tests in case studies with systems of different dimensions and inflow scenarios have been carried out in order to evaluate the proposed method. Three systems were tested, with the largest being the Brazilian hydropower system with 74 hydro plants distributed in several cascades. Results show that the proposed method is an efficient and robust tool for solving the long-term generation scheduling problem.
Resumo:
This article presents a well-known interior point method (IPM) used to solve problems of linear programming that appear as sub-problems in the solution of the long-term transmission network expansion planning problem. The linear programming problem appears when the transportation model is used, and when there is the intention to solve the planning problem using a constructive heuristic algorithm (CHA), ora branch-and-bound algorithm. This paper shows the application of the IPM in a CHA. A good performance of the IPM was obtained, and then it can be used as tool inside algorithm, used to solve the planning problem. Illustrative tests are shown, using electrical systems known in the specialized literature. (C) 2005 Elsevier B.V. All rights reserved.