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.

Predictor-Corrector Primal-Dual Interior Point Method for Solving Economic Dispatch Problems: A Postoptimization Analysis

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

Neural approach for solving several types of optimization problems

Neural networks consist of highly interconnected and parallel nonlinear processing elements that are shown to be extremely effective in computation. This paper presents an architecture of recurrent neural net-works that can be used to solve several classes of optimization problems. More specifically, a modified Hopfield network is developed and its inter-nal parameters are computed explicitly using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points, which represent a solution of the problem considered. The problems that can be treated by the proposed approach include combinatorial optimiza-tion problems, dynamic programming problems, and nonlinear optimization problems.

Bound constrained smooth optimization for solving variational inequalities and related problems

Variational inequalities and related problems may be solved via smooth bound constrained optimization. A comprehensive discussion of the important features involved with this strategy is presented. Complementarity problems and mathematical programming problems with equilibrium constraints are included in this report. Numerical experiments are commented. Conclusions and directions of future research are indicated.

A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

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

Analog neural nonderivative optimizers

Continuous-time neural networks for solving convex nonlinear unconstrained;programming problems without using gradient information of the objective function are proposed and analyzed. Thus, the proposed networks are nonderivative optimizers. First, networks for optimizing objective functions of one variable are discussed. Then, an existing one-dimensional optimizer is analyzed, and a new line search optimizer is proposed. It is shown that the proposed optimizer network is robust in the sense that it has disturbance rejection property. The network can be implemented easily in hardware using standard circuit elements. The one-dimensional net is used as a building block in multidimensional networks for optimizing objective functions of several variables. The multidimensional nets implement a continuous version of the coordinate descent method.

Relação entre modelos de programação não-linear com incerteza no conjunto de restrições

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A metaheuristic to solve the transmission expansion planning

In this letter, a genetic algorithm (GA) is applied to solve - the static and multistage transmission expansion planning (TEP) problem. The characteristics of the proposed GA to solve the TEP problem are presented. Results using some known systems show that the proposed GA solves a smaller number of linear programming problems in order to find the optimal solutions and obtains a better solution for the multistage TEP problem.

Power system transmission network expansion planning using AC model

An optimisation technique to solve transmission network expansion planning problem, using the AC model, is presented. This is a very complex mixed integer nonlinear programming problem. A constructive heuristic algorithm aimed at obtaining an excellent quality solution for this problem is presented. An interior point method is employed to solve nonlinear programming problems during the solution steps of the algorithm. Results of the tests, carried out with three electrical energy systems, show the capabilities of the method and also the viability of using the AC model to solve the problem.

An implementation of modified scatter search algorithm to transmission expansion planning

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

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.

Projeto E análise de uma rede neural para resolver problemas de programação dinâmica

Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements. Neural networks with feedback connections provide a computing model capable of solving a large class of optimization problems. This paper presents a novel approach for solving dynamic programming problems using artificial neural networks. 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 which represent solutions (not necessarily optimal) for the dynamic programming problem. Simulated examples are presented and compared with other neural networks. The results demonstrate that proposed method gives a significant improvement.

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.

An enhanced genetic algorithm to solve the static and multistage transmission network expansion planning

An enhanced genetic algorithm (EGA) is applied to solve the long-term transmission expansion planning (LTTEP) problem. The following characteristics of the proposed EGA to solve the static and multistage LTTEP problem are presented, (1) generation of an initial population using fast, efficient heuristic algorithms, (2) better implementation of the local improvement phase and (3) efficient solution of linear programming problems (LPs). Critical comparative analysis is made between the proposed genetic algorithm and traditional genetic algorithms. Results using some known systems show that the proposed EGA presented higher efficiency in solving the static and multistage LTTEP problem, solving a smaller number of linear programming problems to find the optimal solutions and thus finding a better solution to the multistage LTTEP problem. Copyright © 2012 Luis A. Gallego et al.

Planejamento da expansão de sistemas de transmissão usando algoritmos tipo dual simplex especializados em uma estrutura branch and bound

Pós-graduação em Engenharia Elétrica - FEIS