931 resultados para Mixed integer programming
Resumo:
Cyber-physical systems integrate computation, networking, and physical processes. Substantial research challenges exist in the design and verification of such large-scale, distributed sensing, ac- tuation, and control systems. Rapidly improving technology and recent advances in control theory, networked systems, and computer science give us the opportunity to drastically improve our approach to integrated flow of information and cooperative behavior. Current systems rely on text-based spec- ifications and manual design. Using new technology advances, we can create easier, more efficient, and cheaper ways of developing these control systems. This thesis will focus on design considera- tions for system topologies, ways to formally and automatically specify requirements, and methods to synthesize reactive control protocols, all within the context of an aircraft electric power system as a representative application area.
This thesis consists of three complementary parts: synthesis, specification, and design. The first section focuses on the synthesis of central and distributed reactive controllers for an aircraft elec- tric power system. This approach incorporates methodologies from computer science and control. The resulting controllers are correct by construction with respect to system requirements, which are formulated using the specification language of linear temporal logic (LTL). The second section addresses how to formally specify requirements and introduces a domain-specific language for electric power systems. A software tool automatically converts high-level requirements into LTL and synthesizes a controller.
The final sections focus on design space exploration. A design methodology is proposed that uses mixed-integer linear programming to obtain candidate topologies, which are then used to synthesize controllers. The discrete-time control logic is then verified in real-time by two methods: hardware and simulation. Finally, the problem of partial observability and dynamic state estimation is ex- plored. Given a set placement of sensors on an electric power system, measurements from these sensors can be used in conjunction with control logic to infer the state of the system.
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This thesis is motivated by safety-critical applications involving autonomous air, ground, and space vehicles carrying out complex tasks in uncertain and adversarial environments. We use temporal logic as a language to formally specify complex tasks and system properties. Temporal logic specifications generalize the classical notions of stability and reachability that are studied in the control and hybrid systems communities. Given a system model and a formal task specification, the goal is to automatically synthesize a control policy for the system that ensures that the system satisfies the specification. This thesis presents novel control policy synthesis algorithms for optimal and robust control of dynamical systems with temporal logic specifications. Furthermore, it introduces algorithms that are efficient and extend to high-dimensional dynamical systems.
The first contribution of this thesis is the generalization of a classical linear temporal logic (LTL) control synthesis approach to optimal and robust control. We show how we can extend automata-based synthesis techniques for discrete abstractions of dynamical systems to create optimal and robust controllers that are guaranteed to satisfy an LTL specification. Such optimal and robust controllers can be computed at little extra computational cost compared to computing a feasible controller.
The second contribution of this thesis addresses the scalability of control synthesis with LTL specifications. A major limitation of the standard automaton-based approach for control with LTL specifications is that the automaton might be doubly-exponential in the size of the LTL specification. We introduce a fragment of LTL for which one can compute feasible control policies in time polynomial in the size of the system and specification. Additionally, we show how to compute optimal control policies for a variety of cost functions, and identify interesting cases when this can be done in polynomial time. These techniques are particularly relevant for online control, as one can guarantee that a feasible solution can be found quickly, and then iteratively improve on the quality as time permits.
The final contribution of this thesis is a set of algorithms for computing feasible trajectories for high-dimensional, nonlinear systems with LTL specifications. These algorithms avoid a potentially computationally-expensive process of computing a discrete abstraction, and instead compute directly on the system's continuous state space. The first method uses an automaton representing the specification to directly encode a series of constrained-reachability subproblems, which can be solved in a modular fashion by using standard techniques. The second method encodes an LTL formula as mixed-integer linear programming constraints on the dynamical system. We demonstrate these approaches with numerical experiments on temporal logic motion planning problems with high-dimensional (10+ states) continuous systems.
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In this work, the author presents a method called Convex Model Predictive Control (CMPC) to control systems whose states are elements of the rotation matrices SO(n) for n = 2, 3. This is done without charts or any local linearization, and instead is performed by operating over the orbitope of rotation matrices. This results in a novel model predictive control (MPC) scheme without the drawbacks associated with conventional linearization techniques such as slow computation time and local minima. Of particular emphasis is the application to aeronautical and vehicular systems, wherein the method removes many of the trigonometric terms associated with these systems’ state space equations. Furthermore, the method is shown to be compatible with many existing variants of MPC, including obstacle avoidance via Mixed Integer Linear Programming (MILP).
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In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. Additionally, we consider Time Stochastic Dominance (TSD) along a given horizon. Given the dimensions of medium-sized problems augmented by the new variables and constraints required by those risk measures, it is unrealistic to solve the problem up to optimality by plain use of MIP solvers in a reasonable computing time, at least. Instead of it, decomposition algorithms of some type should be used. We present an extension of our Branch-and-Fix Coordination algorithm, so named BFC-TSD, where a special treatment is given to cross scenario group constraints that link variables from different scenario groups. A broad computational experience is presented by comparing the risk neutral approach and the tested risk averse strategies. The performance of the new version of the BFC algorithm versus the plain use of a state-of-the-artMIP solver is also reported.
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Redes de trocadores de calor são bastante utilizadas na indústria química para promover a integração energética do processo, recuperando calor de correntes quentes para aquecer correntes frias. Estas redes estão sujeitas à deposição, o que causa um aumento na resistência à transferência de calor, prejudicando-a. Uma das principais formas de diminuir o prejuízo causado por este fenômeno é a realização periódica de limpezas nos trocadores de calor. O presente trabalho tem como objetivo desenvolver um novo método para encontrar a programação ótima das limpezas em uma rede de trocadores de calor. O método desenvolvido utiliza o conceito de horizonte deslizante associado a um problema de programação linear inteira mista (MILP). Este problema MILP é capaz de definir o conjunto ótimo de trocadores de calor a serem limpos em um determinado instante de tempo (primeiro instante do horizonte deslizante), levando em conta sua influência nos instantes futuros (restante do horizonte deslizante). O problema MILP utiliza restrições referentes aos balanços de energia, equações de trocadores de calor e número máximo de limpezas simultâneas, com o objetivo de minimizar o consumo de energia da planta. A programação ótima das limpezas é composta pela combinação dos resultados obtidos em cada um dos instantes de tempo.O desempenho desta abordagem foi analisado através de sua aplicação em diversos exemplos típicos apresentados na literatura, inclusive um exemplo de grande porte de uma refinaria brasileira. Os resultados mostraram que a abordagem aplicada foi capaz de prover ganhos semelhantes e, algumas vezes, superiores aos da literatura, indicando que o método desenvolvido é capaz de fornecer bons resultados com um baixo esforço computacional
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This paper provides a direct comparison of two stochastic optimisation techniques (Markov Chain Monte Carlo and Sequential Monte Carlo) when applied to the problem of conflict resolution and aircraft trajectory control in air traffic management. The two methods are then also compared to another existing technique of Mixed-Integer Linear Programming which is also popular in distributed control. © 2011 IFAC.
Resumo:
标准约束优化问题的等式或不等式约束之间是逻辑“与”关系,目前已经有很多高效、收敛的优化算法.但是,在实际应用中有很多更一般的约束优化问题,其等式或不等式约束之间不仅包含逻辑“与”关系,而且还包含逻辑“或”关系,现有的针对标准约束优化问题的各种算法不再适用,给出一种新的数学变换方法,把具有逻辑“或”关系的不等式约束转换为一组具有逻辑“与”关系的不等式,并应用到实时单调速率调度算法的可调度性判定充要条件中,把实时系统设计表示成混合布尔型整数规划问题,利用经典的分支定界法求解.实验部分指出了各种方法的优缺点.
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建立了极大极小任务分配问题的混合整数线性规划模型,提出一种矩阵作业解答,并与穷举解及混合整数线性规划解的计算复杂度进行了比较.理论分析和数值试验表明矩阵作业法对两类任务分配问题,极大极小和总体极小任务分配问题,有效地提供最优解.
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研究多车辆多目标追逐的路径规划问题。提出两个基于混合整数线性规划(Mixed integer linear programming,MILP)的多目标追逐(Multi-target pursuit,MTP)模型:就近追逐和"一对一"使能追逐。在两个MIP追逐模型中,小车运动的状态方程考虑为具有线性阻尼的质点动力学方程。采用整数变量描述小车与障碍物的相对位置信息,提出"目标膨胀尺寸"的概念来描述对目标的追逐,定义小车的"追逐方向"。采用选取整变量的等高面法求解MILP追逐问题,并给出初始内点整变量的确定方法。最后给出仿真试验1对两个多目标追逐模型进行对比研究,仿真试验2证实了算法的效率。
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The identification of nonlinear dynamic systems using radial basis function (RBF) neural models is studied in this paper. Given a model selection criterion, the main objective is to effectively and efficiently build a parsimonious compact neural model that generalizes well over unseen data. This is achieved by simultaneous model structure selection and optimization of the parameters over the continuous parameter space. It is a mixed-integer hard problem, and a unified analytic framework is proposed to enable an effective and efficient two-stage mixed discrete-continuous; identification procedure. This novel framework combines the advantages of an iterative discrete two-stage subset selection technique for model structure determination and the calculus-based continuous optimization of the model parameters. Computational complexity analysis and simulation studies confirm the efficacy of the proposed algorithm.
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Call control features (e.g., call-divert, voice-mail) are primitive options to which users can subscribe off-line to personalise their service. The configuration of a feature subscription involves choosing and sequencing features from a catalogue and is subject to constraints that prevent undesirable feature interactions at run-time. When the subscription requested by a user is inconsistent, one problem is to find an optimal relaxation, which is a generalisation of the feedback vertex set problem on directed graphs, and thus it is an NP-hard task. We present several constraint programming formulations of the problem. We also present formulations using partial weighted maximum Boolean satisfiability and mixed integer linear programming. We study all these formulations by experimentally comparing them on a variety of randomly generated instances of the feature subscription problem.
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In this paper, we propose a novel finite impulse response (FIR) filter design methodology that reduces the number of operations with a motivation to reduce power consumption and enhance performance. The novelty of our approach lies in the generation of filter coefficients such that they conform to a given low-power architecture, while meeting the given filter specifications. The proposed algorithm is formulated as a mixed integer linear programming problem that minimizes chebychev error and synthesizes coefficients which consist of pre-specified alphabets. The new modified coefficients can be used for low-power VLSI implementation of vector scaling operations such as FIR filtering using computation sharing multiplier (CSHM). Simulations in 0.25um technology show that CSHM FIR filter architecture can result in 55% power and 34% speed improvement compared to carry save multiplier (CSAM) based filters.
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The development of appropriate Electric Vehicle (EV) charging strategies has been identified as an effective way to accommodate an increasing number of EVs on Low Voltage (LV) distribution networks. Most research studies to date assume that future charging facilities will be capable of regulating charge rates continuously, while very few papers consider the more realistic situation of EV chargers that support only on-off charging functionality. In this work, a distributed charging algorithm applicable to on-off based charging systems is presented. Then, a modified version of the algorithm is proposed to incorporate real power system constraints. Both algorithms are compared with uncontrolled and centralized charging strategies from the perspective of both utilities and customers. © 2013 IEEE.
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This work presents novel algorithms for learning Bayesian networks of bounded treewidth. Both exact and approximate methods are developed. The exact method combines mixed integer linear programming formulations for structure learning and treewidth computation. The approximate method consists in sampling k-trees (maximal graphs of treewidth k), and subsequently selecting, exactly or approximately, the best structure whose moral graph is a subgraph of that k-tree. The approaches are empirically compared to each other and to state-of-the-art methods on a collection of public data sets with up to 100 variables.
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The introduction of Electric Vehicles (EVs) together with the implementation of smart grids will raise new challenges to power system operators. This paper proposes a demand response program for electric vehicle users which provides the network operator with another useful resource that consists in reducing vehicles charging necessities. This demand response program enables vehicle users to get some profit by agreeing to reduce their travel necessities and minimum battery level requirements on a given period. To support network operator actions, the amount of demand response usage can be estimated using data mining techniques applied to a database containing a large set of operation scenarios. The paper includes a case study based on simulated operation scenarios that consider different operation conditions, e.g. available renewable generation, and considering a diversity of distributed resources and electric vehicles with vehicle-to-grid capacity and demand response capacity in a 33 bus distribution network.