65 resultados para constraint programming
em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"
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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.
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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.
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This paper presents a dynamic programming approach for semi-automated road extraction from medium-and high-resolution images. This method is a modified version of a pre-existing dynamic programming method for road extraction from low-resolution images. The basic assumption of this pre-existing method is that roads manifest as lines in low-resolution images (pixel footprint> 2 m) and as such can be modeled and extracted as linear features. On the other hand, roads manifest as ribbon features in medium- and high-resolution images (pixel footprint ≤ 2 m) and, as a result, the focus of road extraction becomes the road centerlines. The original method can not accurately extract road centerlines from medium- and high- resolution images. In view of this, we propose a modification of the merit function of the original approach, which is carried out by a constraint function embedding road edge properties. Experimental results demonstrated the modified algorithm's potential in extracting road centerlines from medium- and high-resolution images.
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Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage stochastic optimization model is first formulated under the presumption that the load demand can be modeled as specified random parameters. A second stochastic chance-constrained model is presented considering uncertainty on the demand and the equivalent availability of shunt reactive power compensators. Simulations on six-bus and 30-bus test systems are used to illustrate the validity and essential features of the proposed models. This simulations shows that the proposed models can prevent to the power system operator about of the deficit of reactive power in the power system and suggest that shunt reactive sourses must be dispatched against the unavailability of any reactive source. © 2012 IEEE.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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This paper describes the development and solution of binary integer formulations for production scheduling problems in market-driven foundries. This industrial sector is comprised of small and mid-sized companies with little or no automation, working with diversified production, involving several different metal alloy specifications in small tailor-made product lots. The characteristics and constraints involved in a typical production environment at these industries challenge the formulation of mathematical programming models that can be computationally solved when considering real applications. However, despite the interest on the part of these industries in counting on effective methods for production scheduling, there are few studies available on the subject. The computational tests prove the robustness and feasibility of proposed models in situations analogous to those found in production scheduling at the analyzed industrial sector. (C) 2010 Elsevier Ltd. All rights reserved.
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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
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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.
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The optimized allocation of protective devices in strategic points of the circuit improves the quality of the energy supply and the system reliability index. This paper presents a nonlinear integer programming (NLIP) model with binary variables, to deal with the problem of protective device allocation in the main feeder and all branches of an overhead distribution circuit, to improve the reliability index and to provide customers with service of high quality and reliability. The constraints considered in the problem take into account technical and economical limitations, such as coordination problems of serial protective devices, available equipment, the importance of the feeder and the circuit topology. The use of genetic algorithms (GAs) is proposed to solve this problem, using a binary representation that does (1) or does not (0) show allocation of protective devices (reclosers, sectionalizers and fuses) in predefined points of the circuit. Results are presented for a real circuit (134 busses), with the possibility of protective device allocation in 29 points. Also the ability of the algorithm in finding good solutions while improving significantly the indicators of reliability is shown. (C) 2003 Elsevier B.V. All rights reserved.
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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.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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The aim of this work was to present organizational models for optimizing the reduction of crop residue generated by the sugarcane culture. The first model consisted of the selection of varieties of sugarcane to be planted meeting the mill requirements and, at the same time, to minimize the quantity of residue produced. The second model discussed the use of residue to produce energy. This is related to the selection of variety and quantity to be planted, in order to meet the requirements of the mill, to reduce the quantity of residue, and to maximize as much as possible the energy production. The use of linear programming was proposed. The two models presented similar results in this study, and both may be used to define the varieties and areas to be cultivated. (C) 2001 Published by Elsevier B.V. Ltd.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)