On the solution of mathematical programming problems with equilibrium constraints

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.

Inter and intraspecific variation on reproductive phenology of the Brazilian Atlantic forest Rubiaceae: Ecology and phylogenetic constraints

The reproductive phenology of seven species of Rubiaceae from the Brazilian Atlantic rain forest was compared to evaluate the occurrence of phylogenetic constraints on flowering and fruiting phenologies. Since phenological patterns can be affected by phylogenetic constraints, we expected that reproductive phenology would be similar among plants within a family or genus, occurring during the same time (or season) of the year. Observations on flowering and fruiting phenology were carried out monthly, from December 1996 to January 1998, at Núcleo Picinguaba, Parque Estadual da Serra do Mar, Ubatuba, São Paulo State, Brazil. Nine phenological variables were calculated to characterize, quantify and compare the reproductive phenology of the Rubiaceae species. The flowering patterns were different among the seven species studied, and the Kruskal-Wallis test indicated significant differences in flowering duration, first flowering, peak flowering and flowering synchrony. The peaks and patterns of fruiting intensity were different among the Rubiaceae species studied and they differed significantly from conspecifics in the phenological variables fruiting duration, fruiting peak date, and fruiting synchrony (Kruskal-Wallis test). Therefore, we found no evidence supporting the phylogenetic hypotheses, and climate does not seem to constrain flowering and fruiting patterns of the Rubiaceae species in the understory of the Atlantic forest.

An active/reactive predispatch model incorporating ramp rate constraints solved by dual decomposition/lagrangian relaxation

The Predispatch model (PD) calculates a short-term generation policy for power systems. In this work a PD model is proposed that improves two modeling aspects generally neglected in the literature: voltage/reactive power constraints and ramp rate constraints for generating units. Reactive power constraints turn the PD into a non-linear problem and the ramp rate constraints couple the problem dynamically in time domain. The solution of the PD is turned into a harder task when such constraints are introduced. The dual decomposition/ lagrangian relaxation technique is used in the solution approach for handing dynamic constraints. As a result the PD is decomposed into a series of independent Optimal Power Flow (FPO) sub problems, in which the reactive power is represented in detail. The solution of the independent FPO is coordinated by means of Lagrange multipliers, so that dynamic constraints are iteratively satisfied. Comparisons between dispatch policies calculated with and without the representation of ramp rate constraints are performed, using the IEEE 30 bus test system. The results point-out the importance of representing such constraints in the generation dispatch policy. © 2004 IEEE.

Structural and geochronological studies of the Médio Coreaú domain, NE Brazil: Constraints on Brasiliano/Pan-African tectonic evolution in the NW part of the Borborema Province

Recent structural investigations and geochronological studies of rocks from the Médio Coreaú domain in the NW part of northeast Brazil's Borborema Province provide important constraints on the tectonic evolution of the region both preceeding and during the assembly of West Gondwana. Field observations of structural features and fabrics have revealed the presence of four distinct deformational phases in the MCD: D1, D2, D3 and D4. Only the early Paleoproterozoic gneisses record the D1 tectonic event and its preservation is cryptic owing to strong overprinting by the subsequent tectonic phases. The D2, D3 and D4 events affected younger supracrustal rocks and Neoproterzoic magmatic units, and U-Pb geochronological constraints show that all of these tectonic phases represent deformational events that occurred during Brasiliano collision between the West African craton and the NW part of the Borborema Province. The D2 phase, lasting between ca. 622 and 591 Ma, represents a frontal collision stage, which generated NW verging thrust-nappe systems, low-angle foliation, high-grade metamorphism and crustal anatexis. Transition to a strike-slip regime (D3) occurred at around 591 Ma when the region entered a phase of escape tectonics. During this time, the motion of crustal blocks towards NE and E was accommodated along numerous anastomosing shear zones. Syntectonic emplacement of granitoid plutons took place in transtensional domains of the shear zone system. The intrusion of late tectonic granitoids and rapid uplift and cooling of the orogen around 560 Ma as a result of D4 transpressional movements marked the end of the D3 transcurrent regime. These findings show that only the early Paleoproterozoic gneisses in the Médio Coreaú domain are polycyclic in nature. Rather than representing distinct orogenic events, the D2, D3 and D4 tectonic phases are a manifestation of progressive deformational events that developed in response to changes in the regional stress field during convergence and collision between the Borborema Province and its surrounding cratons.

Transmission network expansion planning in full open market considering security constraints

This paper presents a mathematical model and a methodology to solve the transmission network expansion planning problem with security constraints in full competitive market, assuming that all generation programming plans present in the system operation are known. The methodology let us find an optimal transmission network expansion plan that allows the power system to operate adequately in each one of the generation programming plans specified in the full competitive market case, including a single contingency situation with generation rescheduling using the security (n-1) criterion. In this context, the centralized expansion planning with security constraints and the expansion planning in full competitive market are subsets of the proposal presented in this paper. The model provides a solution using a genetic algorithm designed to efficiently solve the reliable expansion planning in full competitive market. The results obtained for several known systems from the literature show the excellent performance of the proposed methodology.

Optimal control problems with nonsmooth mixed constraints

In this paper we present a weak maximum principle for optimal control problems involving mixed constraints and pointwise set control constraints. Notably such result holds for problems with possibly nonsmooth mixed constraints. Although the setback of such result resides on a convexity assumption on the extended velocity set, we show that if the number of mixed constraints is one, such convexity assumption may be removed when an interiority assumption holds. © 2008 IEEE.

A nonlinear model for the long-term hydro-thermal generation scheduling problem over multiple areas with transmission constraints

This paper presents a nonlinear model with individual representation of plants for the centralized long-term hydrothermal scheduling problem over multiple areas. In addition to common aspects of long-term scheduling, this model takes transmission constraints into account. The ability to optimize hydropower exchange among multiple areas is important because it enables further minimization of complementary thermal generation costs. Also, by considering transmission constraints for long-term scheduling, a more precise coupling with shorter horizon schedules can be expected. This is an important characteristic from both operational and economic viewpoints. The proposed model is solved by a sequential quadratic programming approach in the form of a prototype system for different case studies. An analysis of the benefits provided by the model is also presented. ©2009 IEEE.

Design of a state observer using decay rate LMI constraints for fault detection in mechanical systems

Nowadays, one of the most important concerns for many companies is to maintain the operation of their systems without sudden equipment break down. Because of this, new techniques for fault detection and location in mechanical systems subject to dynamic loads have been developed. This paper studies of the influence of the decay rate in the design of state observers using LMI for fault detection in mechanical systems. This influence is analyzed by the performance index proposed by Huh and Stein for the condition of a state observer. An example is presented to illustrate the methodology discussed.

Theory of constraints contributions to outbound logistics

Purpose: The purpose of this paper is to systematically describe the key practical contributions of the theory of constraints (TOC) to outbound (distribution) logistics. Design/methodology/approach: Based on theoretical research, this paper presents the main practical aspects of the approach suggested by TOC to outbound logistics and discusses the assumptions upon which it is based. Findings: This paper corroborates the thesis defended by TOC, according to which the current ways of managing outbound logistics, based mainly on sales forecasts lead to difficulties in handling trade-offs between logistics (stock and transportation) costs and stock-out levels. Research limitations/implications: The reported research is of a theoretical nature. Practical implications: TOC offers a proposal that is complementary in many aspects and very distinguishable in others about the way some key processes and elements of supply chain management (SCM) are managed, especially outbound logistics. Originality/value: Considering the dearth of papers dealing with the conceptual articulation and organization of this subject, the paper contributes to systematize the knowledge currently available about the contributions of the TOC to outbound logistics, highlighting the practical implications of applying TOC to outbound logistics. © Emerald Group Publishing Limited.

Power system capacity expansion planning model considering carbon emissions constraints

This paper presents a power system capacity expansion planning modelconsidering carbon emissions constraints. In addition to the traditionaltechnical and economical issues usually considered in the planning process, two environmental policies that consist on the taxation and the annual limitsof carbon dioxide (CO 2) emissions are considered. Furthermore, the gradualretirement of old inefficient generation plants has been included. The approachguarantees a cleaner electricity production in the expanded power system ata relatively low cost. The proposed model considers the transmission systemand is applied to a 4-region and 11-region power systems over a 20-yearplanning horizon. Results show practical investment decisions in terms of sustainability and costs.

When less is better: Insights from the product mix dilemma from the Theory of Constraints perspective

Perhaps due to its origins in a production scheduling software called Optimised Production Technology (OPT), plus the idea of focusing on system constraints, many believe that the Theory of Constraints (TOC) has a vocation for optimal solutions. Those who assess TOC according to this perspective indicate that it guarantees an optimal solution only in certain circumstances. In opposition to this view and founded on a numeric example of a production mix problem, this paper shows, by means of TOC assumptions, why the TOC should not be compared to methods intended to seek optimal or the best solutions, but rather sufficiently good solutions, possible in non-deterministic environments. Moreover, we extend the range of relevant literature on product mix decision by introducing a heuristic based on the uniquely identified work that aims at achieving feasible solutions according to the TOC point of view. The heuristic proposed is tested on 100 production mix problems and the results are compared with the responses obtained with the use of Integer Linear Programming. The results show that the heuristic gives good results on average, but performance falls sharply in some situations. © 2013 Copyright Taylor and Francis Group, LLC.

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..

Study of exclusive two-photon production of W+W- in pp collisions at √s=7 TeV and constraints on anomalous quartic gauge couplings

A search for exclusive or quasi-exclusive W+W- production by photon-photon interactions, pp → p(*)W +W-p(*), at √s=7 TeV is reported using data collected by the CMS detector with an integrated luminosity of 5.05 fb-1. Events are selected by requiring a μ ±e∓ vertex with no additional associated charged tracks and dilepton transverse momentum p T(μ ±e∓) > 30 GeV. Two events passing all selection requirements are observed in the data, compared to a standard model expectation of 2.2 ± 0.4 signal events with 0.84 ± 0.15 background. The tail of the dilepton p T distribution is studied for deviations from the standard model. No events are observed with p T > 100 GeV. Model-independent upper limits are computed and compared to predictions involving anomalous quartic gauge couplings. The limits on the parameters α0,C W/λ2 with a dipole form factor and an energy cutoff Λcutoff = 500 GeV are of the order of 10-4. © 2013 CERN for the benefit of the CMS collaboration.

Optimal charging of electric vehicles considering constraints of the medium voltage distribution network

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)