982 resultados para Mixed-integer quadratically-constrained programming


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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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A branch and bound (B& B) algorithm using the DC model, to solve the power system transmission expansion planning by incorporating the electrical losses in network modelling problem is presented. This is a mixed integer nonlinear programming (MINLP) problem, and in this approach, the so-called fathoming tests in the B&B algorithm were redefined and a nonlinear programming (NLP) problem is solved in each node of the B& B tree, using an interior-point method. Pseudocosts were used to manage the development of the B&B tree and to decrease its size and the processing time. There is no guarantee of convergence towards global optimisation for the MINLP problem. However, preliminary tests show that the algorithm easily converges towards the best-known solutions or to the optimal solutions for all the tested systems neglecting the electrical losses. When the electrical losses are taken into account, the solution obtained using the Garver system is better than the best one known in the literature.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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In this paper a method for solving the Short Term Transmission Network Expansion Planning (STTNEP) problem is presented. The STTNEP is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In this work we present a constructive heuristic algorithm to find a solution of the STTNEP of excellent quality. In each step of the algorithm a sensitivity index is used to add a circuit (transmission line or transformer) to the system. This sensitivity index is obtained solving the STTNEP problem considering as a continuous variable the number of circuits to be added (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an interior points method that uses a combination of the multiple predictor corrector and multiple centrality corrections methods, both belonging to the family of higher order interior points method (HOIPM). Tests were carried out using a modified Carver system and the results presented show the good performance of both the constructive heuristic algorithm to solve the STTNEP problem and the HOIPM used in each step.

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In this work, the planning of secondary distribution circuits is approached as a mixed integer nonlinear programming problem (MINLP). In order to solve this problem, a dedicated evolutionary algorithm (EA) is proposed. This algorithm uses a codification scheme, genetic operators, and control parameters, projected and managed to consider the specific characteristics of the secondary network planning. The codification scheme maps the possible solutions that satisfy the requirements in order to obtain an effective and low-cost projected system-the conductors' adequate dimensioning, load balancing among phases, and the transformer placed at the center of the secondary system loads. An effective algorithm for three-phase power flow is used as an auxiliary methodology of the EA for the calculation of the fitness function proposed for solutions of each topology. Results for two secondary distribution circuits are presented, whereas one presents radial topology and the other a weakly meshed topology. © 2005 IEEE.

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The capacitor placement problem for radial distribution networks aims to determine capacitor types, sizes, locations and control scheme. This is a combinatorial problem that can be formulated as a mixed integer nonlinear program. The paper presents an algorithm inspired in artificial immune systems and developed for this specific problem. A good performance was obtained through experimental tests applied to known systems. © 2006 IEEE.

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This paper presents an algorithm to solve the network transmission system expansion planning problem using the DC model which is a mixed non-linear integer programming problem. The major feature of this work is the use of a Branch-and-Bound (B&B) algorithm to directly solve mixed non-linear integer problems. An efficient interior point method is used to solve the non-linear programming problem at each node of the B&B tree. Tests with several known systems are presented to illustrate the performance of the proposed method. ©2007 IEEE.

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In this paper, a method for solving the short term transmission network expansion planning problem is presented. This is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In order to And a solution of excellent quality for this problem, a constructive heuristic algorithm is presented in this paper. In each step of the algorithm, a sensitivity index is used to add a circuit (transmission line or transformer) or a capacitor bank (fixed or variable) to the system. This sensitivity index is obtained solving the problem considering the numbers of circuits and capacitors banks to be added (relaxed problem), as continuous variables. The relaxed problem is a large and complex nonlinear programming and was solved through a higher order interior point method. The paper shows results of several tests that were performed using three well-known electric energy systems in order to show the possibility and the advantages of using the AC model. ©2007 IEEE.

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A lot sizing and scheduling problem prevalent in small market-driven foundries is studied. There are two related decision levels: (1) the furnace scheduling of metal alloy production, and (2) moulding machine planning which specifies the type and size of production lots. A mixed integer programming (MIP) formulation of the problem is proposed, but is impractical to solve in reasonable computing time for non-small instances. As a result, a faster relax-and-fix (RF) approach is developed that can also be used on a rolling horizon basis where only immediate-term schedules are implemented. As well as a MIP method to solve the basic RF approach, three variants of a local search method are also developed and tested using instances based on the literature. Finally, foundry-based tests with a real-order book resulted in a very substantial reduction of delivery delays and finished inventory, better use of capacity, and much faster schedule definition compared to the foundry's own practice. © 2006 Elsevier Ltd. All rights reserved.

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This paper presents a methodology and a mathematical model to solve the expansion planning problem that takes into account the effect of contingencies in the planning stage, and considers the demand as a stochastic variable within a specified range. In this way, it is possible to find a solution that minimizes the investment costs guarantying reliability and minimizing future load shedding. The mathematical model of the expansion planning can be represented by a mixed integer nonlinear programming problem. To solve this problem a specialized Genetic Algorithm combined with Linear Programming was implemented.

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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.

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In this paper, some new constraints and an extended formulation are presented for a Lot Sizing and Scheduling Model proposed in the literature. In the production process considered a key material is prepared and is transformed into different final items. The sequencing decisions are related to the order in which the materials are processed and the lot sizing decisions are related to the final items production. The mathematical formulation considers sequence-dependent setup costs and times. Results of the computational tests executed using the software Cplex 10.0 showed that the performance of the branch-and-cut method can be improved by the proposed a priori reformulation.

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This paper proposes a heuristic constructive multi-start algorithm (HCMA) to distribution system restoration in real time considering distributed generators installed in the system. The problem is modeled as nonlinear mixed integer and considers the two main goals of the restoration of distribution networks: minimizing the number of consumers without power and the number of switching. The proposed algorithm is implemented in C++ programming language and tested using a large real-life distribution system. The results show that the proposed algorithm is able to provide a set of feasible and good quality solutions in a suitable time for the problem. © 2011 IEEE.