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.

Multi-objective evolutionary particle swarm optimization in the assessment of the impact of distributed generation

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

A barrier method for constrained nonlinear optimization using a modified Hopfield network

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel barrier method using artificial neural networks to solve robust parameter estimation problems for nonlinear model with unknown-but-bounded errors and uncertainties. This problem can be represented by a typical constrained optimization problem. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.

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.

Design and analysis of an efficient neural network model for solving nonlinear optimization problems

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.

Efficient parametric adjustment of fuzzy inference system using unconstrained optimization

This paper presents a new methodology for the adjustment of fuzzy inference systems, which uses technique based on error back-propagation method. The free parameters of the fuzzy inference system, such as its intrinsic parameters of the membership function and the weights of the inference rules, are automatically adjusted. This methodology is interesting, not only for the results presented and obtained through computer simulations, but also for its generality concerning to the kind of fuzzy inference system used. Therefore, this methodology is expandable either to the Mandani architecture or also to that suggested by Takagi-Sugeno. The validation of the presented methodology is accomplished through estimation of time series and by a mathematical modeling problem. More specifically, the Mackey-Glass chaotic time series is used for the validation of the proposed methodology. © Springer-Verlag Berlin Heidelberg 2007.

Distributed generation impact evaluation using a multi-objective tabu search

Distribution networks paradigm is changing currently requiring improved methodologies and tools for network analysis and planning. A relevant issue is analyzing the impact of the Distributed Generation penetration in passive networks considering different operation scenarios. Studying DG optimal siting and sizing the planner can identify the network behavior in presence of DG. Many approaches for the optimal DG allocation problem successfully used multi-objective optimization techniques. So this paper contributes to the fundamental stage of multi-objective optimization of finding the Pareto optimal solutions set. It is proposed the application of a Multi-objective Tabu Search and it was verified a better performance comparing to the NSGA-II method. © 2009 IEEE.

Multiarea optimal power flow using multiobjective evolutionary algorithm

In this work the multiarea optimal power flow (OPF) problem is decoupled into areas creating a set of regional OPF subproblems. The objective is to solve the optimal dispatch of active and reactive power for a determined area, without interfering in the neighboring areas. The regional OPF subproblems are modeled as a large-scale nonlinear constrained optimization problem, with both continuous and discrete variables. Constraints violated are handled as objective functions of the problem. In this way the original problem is converted to a multiobjective optimization problem, and a specifically-designed multiobjective evolutionary algorithm is proposed for solving the regional OPF subproblems. The proposed approach has been examined and tested on the RTS-96 and IEEE 354-bus test systems. Good quality suboptimal solutions were obtained, proving the effectiveness and robustness of the proposed approach. ©2009 IEEE.

Market-driven security-constrained transmission network expansion planning

This paper presents a Bi-level Programming (BP) approach to solve the Transmission Network Expansion Planning (TNEP) problem. The proposed model is envisaged under a market environment and considers security constraints. The upper-level of the BP problem corresponds to the transmission planner which procures the minimization of the total investment and load shedding cost. This upper-level problem is constrained by a single lower-level optimization problem which models a market clearing mechanism that includes security constraints. Results on the Garver's 6-bus and IEEE 24-bus RTS test systems are presented and discussed. Finally, some conclusions are drawn. © 2011 IEEE.

A multi-objective evaluation of the impact of the penetration of Distributed Generation

This paper proposes a methodology to consider the effects of the integration of DG on planning. Since DG has potential to defer investments in networks, the impact of DG on grid capacity is evaluated. A multi-objective optimization tool based on the meta-heuristic MEPSO is used, supporting an alternative approach to exploiting the Pareto front features. Tests were performed in distinct conditions with two well-known distribution networks: IEEE-34 and IEEE-123. The results combined minimization and maximization in order to produce different Pareto fronts and determine the extent of the impact caused by DG. The analysis provides useful information, such as the identification of futures that should be considered in planning. A future means a set of realizations of all uncertainties. MEPSO also presented a satisfactory performance in obtaining the Pareto fronts. © 2011 IEEE.

Algoritmo genético especializado na resolução de problemas com variáveis contínuas e altamente restritos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Generalized interval vector spaces and interval optimization

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Evaluation of hybrid models for static and multistage transmission system planning

Neste trabalho é analisada a aplicação de algoritmos heurísticos para o Modelo Híbrido Linear - Hybrid Linear Model (HLM) - no problema de planejamento da expansão de sistemas de transmissão. O HLM é um modelo relaxado que ainda não foi suficientemente explorado. Assim, é realizada uma análise das características do modelo matemático e das técnicas de solução que podem ser usadas para resolver este tipo de modelo. O trabalho analisa em detalhes um algoritmo heurístico construtivo para o HLM e faz uma extensão da modelagem e da técnica de solução para o planejamento multi-estágio da expansão de sistemas de transmissão. Dentro deste contexto, também é realizada uma avaliação da qualidade das soluções encontradas pelo HLM e as possibilidades de aplicação deste modelo em planejamento de sistemas de transmissão. Finalmente, são apresentados testes com sistemas conhecidos na literatura especializada.

Uma abordagem usando redes neurais artificiais para resolução de problemas de otimização restrita

Sistemas baseados em redes neurais artificiais fornecem altas taxas de computação devido ao uso de um número massivo de elementos processadores simples. Redes neurais com conexões realimentadas fornecem um modelo computacional capaz de resolver uma rica classe de problemas de otimização. Este artigo apresenta uma nova abordagem para resolver problemas de otimização restrita utilizando redes neurais artificiais. Mais especificamente, uma rede de Hopfield modificada é desenvolvida cujos parâmetros internos são calculados usando a técnica de subespaço válido de soluções. A partir da obtenção destes parâmetros a rede tende a convergir aos pontos de equilíbrio que representam as possíveis soluções para o problema. Exemplos de simulação são apresentados para justificar a validade da abordagem proposta.

On the solution of the extended linear complementarity problem

The extended linear complementarity problem (XLCP) has been introduced in a recent paper by Mangasarian and Pang. In the present research, minimization problems with simple bounds associated to this problem are defined. When the XLCP is solvable, their solutions are global minimizers of the associated problems. Sufficient conditions that guarantee that stationary points of the associated problems are solutions of the XLCP will be proved. These theoretical results support the conjecture that local methods for box constrained optimization applied to the associated problems could be efficient tools for solving the XLCP. (C) 1998 Elsevier B.V. All rights reserved.