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)

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

The aim of solving the Optimal Power Flow problem is to determine the optimal state of an electric power transmission system, that is, the voltage magnitude and phase angles and the tap ratios of the transformers that optimize the performance of a given system, while satisfying its physical and operating constraints. The Optimal Power Flow problem is modeled as a large-scale mixed-discrete nonlinear programming problem. This paper proposes a method for handling the discrete variables of the Optimal Power Flow problem. A penalty function is presented. Due to the inclusion of the penalty function into the objective function, a sequence of nonlinear programming problems with only continuous variables is obtained and the solutions of these problems converge to a solution of the mixed problem. The obtained nonlinear programming problems are solved by a Primal-Dual Logarithmic-Barrier Method. Numerical tests using the IEEE 14, 30, 118 and 300-Bus test systems indicate that the method is efficient. (C) 2012 Elsevier B.V. All rights reserved.

Longitudinal Poisson modeling: an application for CD4 counting in HIV-infected patients

In this paper, we present different ofrailtyo models to analyze longitudinal data in the presence of covariates. These models incorporate the extra-Poisson variability and the possible correlation among the repeated counting data for each individual. Assuming a CD4 counting data set in HIV-infected patients, we develop a hierarchical Bayesian analysis considering the different proposed models and using Markov Chain Monte Carlo methods. We also discuss some Bayesian discrimination aspects for the choice of the best model.

Developments of the generative topographic mapping

The generative topographic mapping (GTM) model was introduced by Bishop et al. (1998, Neural Comput. 10(1), 215-234) as a probabilistic re- formulation of the self-organizing map (SOM). It offers a number of advantages compared with the standard SOM, and has already been used in a variety of applications. In this paper we report on several extensions of the GTM, including an incremental version of the EM algorithm for estimating the model parameters, the use of local subspace models, extensions to mixed discrete and continuous data, semi-linear models which permit the use of high-dimensional manifolds whilst avoiding computational intractability, Bayesian inference applied to hyper-parameters, and an alternative framework for the GTM based on Gaussian processes. All of these developments directly exploit the probabilistic structure of the GTM, thereby allowing the underlying modelling assumptions to be made explicit. They also highlight the advantages of adopting a consistent probabilistic framework for the formulation of pattern recognition algorithms.

Classification of Chenopodium Genus Populations and Species Based on Continuous and Categorical Variables

2000 Mathematics Subject Classification: 62P10, 62H30

Discrete cyanide-bridged mixed-valence Co/Fe complexes: Outer-sphere redox behaviour

The outer-sphere redox behaviour of a series of [LnCoIII-NCFeII(CN)(5)](-) (L-n = n-membered pentadentate aza-macrocycle) complexes have been studied as a function of pH and oxidising agent. All the dinuclear complexes show a double protonation process at pH approximate to 2 that produces a shift in their UV/Vis spectra. Oxidation of the different non-protonated and diprotonated complexes has been carried out with peroxodisulfate, and of the non-protonated complexes also with trisoxalatocobaltate(III). The results are in agreement with predictions from the Marcus theory. The oxidation of [Fe(phen)(3)](3+) and [IrCl6](2-) is too fast to be measured, although for the latter the transient observation of the process has been achieved at pH = 0. The study of the kinetics of the outer-sphere redox process, with the S2O82- and [Co(ox)(3)](3-) oxidants, has been carried out as a function of pH, temperature, and pressure. As a whole, the values found for the activation volumes, entropies, and enthalpies are in the following margins, for the diprotonated and non-protonated dinuclear complexes, respectively: DeltaV(not equal) from 11 to 13 and 15 to 20 cm(3) mol(-1); DeltaS(not equal) from 110 to 30 and -60 to -90 J K-1 mol(-1); DeltaH(not equal) from 115 to 80 and 50 to 65 kJ.mol(-1). The thermal activation parameters are clearly dominated by the electrostriction occurring on outer-sphere precursor formation, while the trends found for the values of the volume of activation indicate an important degree of tuning due to the charge distribution during the electron transfer process. The special arrangement on the amine ligands in the isomer trans[(L14CoNCFeII)-N-III(CN)(5)](-) accounts for important differences in solvent-assisted hydrogen bonding occurring within the outer-sphere redox process, as has been established in redox reactions of similar compounds. ((C) Wiley-VCH Verlag GmbH & Co. KGaA, 69451 Weinheim, Germany, 2003).

Discrete approximation to the global spectrum of the tangent operator for flow past a circular cylinder

This paper deals with the calculation of the discrete approximation to the full spectrum for the tangent operator for the stability problem of the symmetric flow past a circular cylinder. It is also concerned with the localization of the Hopf bifurcation in laminar flow past a cylinder, when the stationary solution loses stability and often becomes periodic in time. The main problem is to determine the critical Reynolds number for which a pair of eigenvalues crosses the imaginary axis. We thus present a divergence-free method, based on a decoupling of the vector of velocities in the saddle-point system from the vector of pressures, allowing the computation of eigenvalues, from which we can deduce the fundamental frequency of the time-periodic solution. The calculation showed that stability is lost through a symmetry-breaking Hopf bifurcation and that the critical Reynolds number is in agreement with the value presented in reported computations. (c) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

The first structurally characterized discrete dinuclear mu-cyano hexacyanoferrate complex

Mixed valence complexes containing ferro- and ferricyanide have been known for almost 300 years, but no dinuclear, non-polymeric examples of these complexes have been structurally characterized. Here we report the first such example, comprising ferrocyanide coordinated to a pentaaminecobalt(III) complex. This Fe-II-Co-III complex may be reversibly oxidized to the Fe-III-Co-III analogue.

Dynamic delta hedging of autocallables under a discrete rebalancing context

This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

A mixed finite element method for nonlinear diffusion equations

We propose a mixed finite element method for a class of nonlinear diffusion equations, which is based on their interpretation as gradient flows in optimal transportation metrics. We introduce an appropriate linearization of the optimal transport problem, which leads to a mixed symmetric formulation. This formulation preserves the maximum principle in case of the semi-discrete scheme as well as the fully discrete scheme for a certain class of problems. In addition solutions of the mixed formulation maintain exponential convergence in the relative entropy towards the steady state in case of a nonlinear Fokker-Planck equation with uniformly convex potential. We demonstrate the behavior of the proposed scheme with 2D simulations of the porous medium equations and blow-up questions in the Patlak-Keller-Segel model.

Discrete and continuous compositions

This paper examines a dataset which is modeled well by thePoisson-Log Normal process and by this process mixed with LogNormal data, which are both turned into compositions. Thisgenerates compositional data that has zeros without any need forconditional models or assuming that there is missing or censoreddata that needs adjustment. It also enables us to model dependenceon covariates and within the composition

New delay-dependent stability criteria for uncertain neutral systems with mixed time-varying delays and nonlinear perturbations

The problem of stability analysis for a class of neutral systems with mixed time-varying neutral, discrete and distributed delays and nonlinear parameter perturbations is addressed. By introducing a novel Lyapunov-Krasovskii functional and combining the descriptor model transformation, the Leibniz-Newton formula, some free-weighting matrices, and a suitable change of variables, new sufficient conditions are established for the stability of the considered system, which are neutral-delay-dependent, discrete-delay-range dependent, and distributeddelay-dependent. The conditions are presented in terms of linear matrix inequalities (LMIs) and can be efficiently solved using convex programming techniques. Two numerical examples are given to illustrate the efficiency of the proposed method

Lagrangian-informed mixed integer programming reformulations

La programmation linéaire en nombres entiers est une approche robuste qui permet de résoudre rapidement de grandes instances de problèmes d'optimisation discrète. Toutefois, les problèmes gagnent constamment en complexité et imposent parfois de fortes limites sur le temps de calcul. Il devient alors nécessaire de développer des méthodes spécialisées afin de résoudre approximativement ces problèmes, tout en calculant des bornes sur leurs valeurs optimales afin de prouver la qualité des solutions obtenues. Nous proposons d'explorer une approche de reformulation en nombres entiers guidée par la relaxation lagrangienne. Après l'identification d'une forte relaxation lagrangienne, un processus systématique permet d'obtenir une seconde formulation en nombres entiers. Cette reformulation, plus compacte que celle de Dantzig et Wolfe, comporte exactement les mêmes solutions entières que la formulation initiale, mais en améliore la borne linéaire: elle devient égale à la borne lagrangienne. L'approche de reformulation permet d'unifier et de généraliser des formulations et des méthodes de borne connues. De plus, elle offre une manière simple d'obtenir des reformulations de moins grandes tailles en contrepartie de bornes plus faibles. Ces reformulations demeurent de grandes tailles. C'est pourquoi nous décrivons aussi des méthodes spécialisées pour en résoudre les relaxations linéaires. Finalement, nous appliquons l'approche de reformulation à deux problèmes de localisation. Cela nous mène à de nouvelles formulations pour ces problèmes; certaines sont de très grandes tailles, mais nos méthodes de résolution spécialisées les rendent pratiques.

Crystal Structures and Spectral Investigation of Aroylhydrazones and their Mixed Ligand Metal Chelates

Supra molecular architectures of coordination complexes of liydrazones through non covalent interactions have been explored. Molecular self—assernbly driven by weak interactions such as hydrogen— bonding, K '”T[, C-1-I‘ "TE, van der Waals interactions, and so forth are currently of tremendous research interest in the fields of molecule based materials. The directional properties of the hydrogembonding interaction associate discrete molecules into aggregate structures that are sufficiently stable to be considered as independent chemical species. Chemistry can borrow nature’s strategy to utilize hydrogen-bonding as Well as other noncovalent interactions as found in secondary and tertiary structures of proteins such as the double helix folding of DNA, hydrophobic selflorganization of phospholipids in cell membrane etc. In supramolecular chemistry hydrogen bonding plays an important role in forming a variety of architectures. Thus, the wise modulation and tuning of the complementary sites responsible for hydrogen—bond formation have led to its application in supramolecular electronics, host-guest chemistry, self-assembly of molecular capsules, nanotubes etc. The work presented in this thesis describes the synthesis and characterization of metal complexes derived from some substituted aroylhydrazones. The thesis is divided into seven chapters.