On the value function for nonautonomous optimal control problems with infinite horizon

In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by L-1-functions. We verify that the value function is locally Lipschitz. The equivalence between dynamic programming inequalities and Hamilton-Jacobi-Bellman (HJB) inequalities for proximal sub (super) gradients is proven. Using this result we show that the value function is a Dini solution of the HJB equation. We obtain a verification result for the class of Dini sub-solutions of the HJB equation and also prove a minimax property of the value function with respect to the sets of Dini semi-solutions of the HJB equation. We introduce the concept of viscosity solutions of the HJB equation in infinite horizon and prove the equivalence between this and the concept of Dini solutions. In the Appendix we provide an existence theorem. (c) 2006 Elsevier B.V. All rights reserved.

Optimal space manoeuvres in a non-Keplerian force field

In this work the problem of a spacecraft bi-impulsive transfer between two given non coplanar elliptical orbits, with minimum fuel consumption, is solved considering a non-Keplerian force field (the perturbing forces include Earth gravity harmonics and atmospheric drag). The problem is transformed in the Two Point Boundary Value Problem. It is developed and implemented a new algorithm, that uses the analytical expressions developed here. A dynamics that considered a Keplerian force field was used to produce an initial guess to solve the Two Point Boundary Value Problem. Several simulations were performed to observe the spacecraft orbital behaviour by different kind of perturbations and constraints, on a fuel consumption optimization point of view. (C) 2002 COSPAR. Published by Elsevier B.V. Ltd. All rights reserved.

Constrained optimization model for the design of an adaptive (X)over-bar chart

An economic-statistical model is developed for variable parameters (VP) (X) over bar charts in which all design parameters vary adaptively, that is, each of the design parameters (sample size, sampling interval and control-limit width) vary as a function of the most recent process information. The cost function due to controlling the process quality through a VP (X) over bar chart is derived. During the optimization of the cost function, constraints are imposed on the expected times to signal when the process is in and out of control. In this way, required statistical properties can be assured. Through a numerical example, the proposed economic-statistical design approach for VP (X) over bar charts is compared to the economic design for VP (X) over bar charts and to the economic-statistical and economic designs for fixed parameters (FP) (X) over bar charts in terms of the operating cost and the expected times to signal. From this example, it is possible to assess the benefits provided by the proposed model. Varying some input parameters, their effect on the optimal cost and on the optimal values of the design parameters was analysed.

The use of nonparametric contrasts in one-way layouts and random block designs

Nonparametric simple-contrast estimates for one-way layouts based on Hodges-Lehmann estimators for two samples and confidence intervals for all contrasts involving only two treatments are found in the literature.Tests for such contrasts are performed from the distribution of the maximum of the rank sum between two treatments. For random block designs, simple contrast estimates based on Hodges-Lehmann estimators for one sample are presented. However, discussions concerning the significance levels of more complex contrast tests in nonparametric statistics are not well outlined.This work aims at presenting a methodology to obtain p-values for any contrast types based on the construction of the permutations required by each design model using a C-language program for each design type. For small samples, all possible treatment configurations are performed in order to obtain the desired p-value. For large samples, a fixed number of random configurations are used. The program prompts the input of contrast coefficients, but does not assume the existence or orthogonality among them.In orthogonal contrasts, the decomposition of the value of the suitable statistic for each case is performed and it is observed that the same procedure used in the parametric analysis of variance can be applied in the nonparametric case, that is, each of the orthogonal contrasts has a chi(2) distribution with one degree of freedom. Also, the similarities between the p-values obtained for nonparametric contrasts and those obtained through approximations suggested in the literature are discussed.

Logarithmic barrier-augmented Lagrangian function to the optimal power flow problem

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.

A new approach to the solution of the optimal power flow problem based on the modified Newton's method associated to an augmented Lagrangian function

This paper presents a new algorithm for optimal power flow problem. The algorithm is based on Newton's method which it works with an Augmented Lagrangian function associated with the original problem. The function aggregates all the equality and inequality constraints and is solved using the modified-Newton method. The test results have shown the effectiveness of the approach using the IEEE 30 and 638 bus systems.

A model for optimal chemical control of leaf area damaged by fungi population - Parameter dependence

We present a model to study a fungi population submitted to chemical control, incorporating the fungicide application directly into the model. From that, we obtain an optimal control strategy that minimizes both the fungicide application (cost) and leaf area damaged by fungi population during the interval between the moment when the disease is detected (t = 0) and the time of harvest (t = t(f)). Initially, the parameters of the model are considered constant. Later, we consider the apparent infection rate depending on the time (and the temperature) and do some simulations to illustrate and to compare with the constant case.

Optimal capacitor placement in radial distribution networks

The capacitor placement (replacement) problem for radial distribution networks determines capacitor types, sizes, locations and control schemes. Optimal capacitor placement is a hard combinatorial problem that can be formulated as a mixed integer nonlinear program. Since this is a NP complete problem (Non Polynomial time) the solution approach uses a combinatorial search algorithm. The paper proposes a hybrid method drawn upon the Tabu Search approach, extended with features taken from other combinatorial approaches such as genetic algorithms and simulated annealing, and from practical heuristic approaches. The proposed method has been tested in a range of networks available in the literature with superior results regarding both quality and cost of solutions.

Robust state-derivative feedback LMI-based designs for multivariable linear systems

In some practical problems, for instance in the control systems for the suppression of vibration in mechanical systems, the state-derivative signals are easier to obtain than the state signals. New necessary and sufficient linear matrix inequalities (LMI) conditions for the design of state-derivative feedback for multi-input (MI) linear systems are proposed. For multi-input/multi-output (MIMO) linear time-invariant or time-varying plants, with or without uncertainties in their parameters, the proposed methods can include in the LMI-based control designs the specifications of the decay rate, bounds on the output peak, and bounds on the state-derivative feedback matrix K. These design procedures allow new specifications and also, they consider a broader class of plants than the related results available in the literature. The LMIs, when feasible, can be efficiently solved using convex programming techniques. Practical applications illustrate the efficiency of the proposed methods.

TIME-OPTIMAL GEOMAGNETIC ATTITUDE MANEUVERS OF AN AXISYMMETRICAL SPINNING SATELLITE

A formulation used to determine the time-optimal geomagnetic attitude maneuvers subject to dynamic and geometric constraints is proposed in this paper. This was obtained by a direct search procedure based on a control function parametrization method, using linear programming to obtain numerical suboptimal solutions by linear perturbation. Due to its characteristics it can be used in small computers and to generate computer programs of general application. The dynamic modeling, the magnetic torque model and the suboptimal control procedure are presented. Simulation runs have verified the feasibility of the formulation thus derived and have shown a notable improvement in performance.

An approach of optimal sensitivity applied in the tertiary loop of the automatic generation control

This paper proposes an approach of optimal sensitivity applied in the tertiary loop of the automatic generation control. The approach is based on the theorem of non-linear perturbation. From an optimal operation point obtained by an optimal power flow a new optimal operation point is directly determined after a perturbation, i.e., without the necessity of an iterative process. This new optimal operation point satisfies the constraints of the problem for small perturbation in the loads. The participation factors and the voltage set point of the automatic voltage regulators (AVR) of the generators are determined by the technique of optimal sensitivity, considering the effects of the active power losses minimization and the network constraints. The participation factors and voltage set point of the generators are supplied directly to a computational program of dynamic simulation of the automatic generation control, named by power sensitivity mode. Test results are presented to show the good performance of this approach. (C) 2008 Elsevier B.V. All rights reserved.

Optimal Contract Pricing of Distributed Generation in Distribution Networks

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)