Orthogonal packing of identical rectangles within isotropic convex regions

A mixed integer continuous nonlinear model and a solution method for the problem of orthogonally packing identical rectangles within an arbitrary convex region are introduced in the present work. The convex region is assumed to be made of an isotropic material in such a way that arbitrary rotations of the items, preserving the orthogonality constraint, are allowed. The solution method is based on a combination of branch and bound and active-set strategies for bound-constrained minimization of smooth functions. Numerical results show the reliability of the presented approach. (C) 2010 Elsevier Ltd. All rights reserved.

Programação estocástica para fundos de pensão

Nesta dissertação discutiremos modelos e métodos de soluções de programação estocástica para resolver problemas de ALM em fundos de pensão. Apresentaremos o modelo de (Drijver et al.), baseado na programação estocástica multiestágios inteira-mista. Um estudo de caso para um problema de ALM será apresentado usando simulação de cenários.

Allocation of protective devices in distribution circuits using nonlinear programming models and genetic algorithms

The optimized allocation of protective devices in strategic points of the circuit improves the quality of the energy supply and the system reliability index. This paper presents a nonlinear integer programming (NLIP) model with binary variables, to deal with the problem of protective device allocation in the main feeder and all branches of an overhead distribution circuit, to improve the reliability index and to provide customers with service of high quality and reliability. The constraints considered in the problem take into account technical and economical limitations, such as coordination problems of serial protective devices, available equipment, the importance of the feeder and the circuit topology. The use of genetic algorithms (GAs) is proposed to solve this problem, using a binary representation that does (1) or does not (0) show allocation of protective devices (reclosers, sectionalizers and fuses) in predefined points of the circuit. Results are presented for a real circuit (134 busses), with the possibility of protective device allocation in 29 points. Also the ability of the algorithm in finding good solutions while improving significantly the indicators of reliability is shown. (C) 2003 Elsevier B.V. All rights reserved.

Multistage and coordinated planning of the expansion of transmission systems

In this paper, an efficient genetic algorithm (GA) is presented to solve the problem of multistage and coordinated transmission expansion planning. This is a mixed integer nonlinear programming problem, difficult for systems of medium and large size and high complexity. The GA presented has a set of specialized genetic operators and an efficient form of generation of the initial population that finds high quality suboptimal topologies for large size and high complexity systems. In these systems, multistage and coordinated planning present a lower investment than static planning. Tests results are shown in one medium complexity system and one large size high complexity system.

Reactive power dispatch and planning using a non-linear branch-and-bound algorithm

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Optimised placement of control and protective devices in electric distribution systems through reactive tabu search algorithm

Optimised placement of control and protective devices in distribution networks allows for a better operation and improvement of the reliability indices of the system. Control devices (used to reconfigure the feeders) are placed in distribution networks to obtain an optimal operation strategy to facilitate power supply restoration in the case of a contingency. Protective devices (used to isolate faults) are placed in distribution systems to improve the reliability and continuity of the power supply, significantly reducing the impacts that a fault can have in terms of customer outages, and the time needed for fault location and system restoration. This paper presents a novel technique to optimally place both control and protective devices in the same optimisation process on radial distribution feeders. The problem is modelled through mixed integer non-linear programming (MINLP) with real and binary variables. The reactive tabu search algorithm (RTS) is proposed to solve this problem. Results and optimised strategies for placing control and protective devices considering a practical feeder are presented. (c) 2007 Elsevier B.V. All rights reserved.

Imposing Radiality Constraints in Distribution System Optimization Problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A Bilevel Approach to Transmission Expansion Planning Within a Market Environment

We present a bilevel model for transmission expansion planning within a market environment, where producers and consumers trade freely electric energy through a pool. The target of the transmission planner, modeled through the upper-level problem, is to minimize network investment cost while facilitating energy trading. This upper-level problem is constrained by a collection of lower-level market clearing problems representing pool trading, and whose individual objective functions correspond to social welfare. Using the duality theory the proposed bilevel model is recast as a mixed-integer linear programming problem, which is solvable using branch-and-cut solvers. Detailed results from an illustrative example and a case study are presented and discussed. Finally, some relevant conclusions are drawn.

Planning and Projects of Secondary Electric Power Distribution Systems

This paper proposes a methodology to achieve integrated planning and projects for secondary distribution circuits. The planning model is formulated as a mixed integer nonlinear programming problem (MINLP). In order to resolve this problem, a tabu search (TS) algorithm is used, with a neighborhood structure developed to explore the physical characteristics of specific geographies included in the planning and expansion of secondary networks, thus obtaining effective solutions as well as low operating costs and investments. The project stage of secondary circuits consists of calculating the mechanical efforts to determine the support structures of the primary and secondary distribution systems and determining the types of structures that should be used in the system according to topological and electrical parameters of the network and, therefore, accurately assessing the costs involved in the construction and/or reform of secondary systems. A constructive heuristic based on information of the electrical and topological conditions between the medium voltage and low voltage systems is used to connect the primary systems and secondary circuits. The results obtained from planning and design simulations of a real secondary system of electric energy distribution are presented.

Primary power distribution systems planning taking into account reliability, operation and expansion costs

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Uma abordagem fuzzy para a avaliação técnico-econômica de redes de acesso

O surgimento de novas tecnologias e serviços vem impondo mudanças substanciais ao tradicional sistema de telecomunicações. Múltiplas possibilidades de evolução do sistema fazem da etapa de planejamento um procedimento não só desejável como necessário, principalmente num ambiente de competitividade. A utilização de metodologias abrangentes e flexíveis que possam auxiliar no processo de decisão, fundadas em modelos de otimização, parece um caminho inevitável. Este artigo propõe um modelo de programação linear inteiro misto para ajudar no planejamento estratégico de sistemas de telecomunicações, e em particular da rede de acesso. Os principais componentes de custo e receita são identificados e o modelo é desenvolvido para determinar a configuração da rede (serviços, tecnologias, etc) que maximize a receita esperada pelo operador do sistema. O conceito de números fuzzy é adotado para avaliar o risco técnico-econômico em situações de imprecisão nos dados de demanda. Resultados de experimentos computacionais são apresentados e discutidos.

Um problema de programação da produção numa fundição automatizada

Este trabalho apresenta a modelagem de um problema particular de Programação da Produção numa Fundição Automatizada e sua resolução por um algoritmo de busca heurística, que explora a estrutura do problema.

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.

Transmission system expansion planning by a branch-and-bound algorithm

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.

Optimized Allocation of Control and Protective Devices in Electric Distribution Systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)