Uma análise experimental de abordagens heurísticas aplicadas ao problema do caixeiro viajante

Due to great difficulty of accurate solution of Combinatorial Optimization Problems, some heuristic methods have been developed and during many years, the analysis of performance of these approaches was not carried through in a systematic way. The proposal of this work is to make a statistical analysis of heuristic approaches to the Traveling Salesman Problem (TSP). The focus of the analysis is to evaluate the performance of each approach in relation to the necessary computational time until the attainment of the optimal solution for one determined instance of the TSP. Survival Analysis, assisted by methods for the hypothesis test of the equality between survival functions was used. The evaluated approaches were divided in three classes: Lin-Kernighan Algorithms, Evolutionary Algorithms and Particle Swarm Optimization. Beyond those approaches, it was enclosed in the analysis, a memetic algorithm (for symmetric and asymmetric TSP instances) that utilizes the Lin-Kernighan heuristics as its local search procedure

Discrete approximations for strict convex continuous time problems and duality

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Efficient linear programming algorithm for the transmission network expansion planning problem

The transmission network planning problem is a non-linear integer mixed programming problem (NLIMP). Most of the algorithms used to solve this problem use a linear programming subroutine (LP) to solve LP problems resulting from planning algorithms. Sometimes the resolution of these LPs represents a major computational effort. The particularity of these LPs in the optimal solution is that only some inequality constraints are binding. This task transforms the LP into an equivalent problem with only one equality constraint (the power flow equation) and many inequality constraints, and uses a dual simplex algorithm and a relaxation strategy to solve the LPs. The optimisation process is started with only one equality constraint and, in each step, the most unfeasible constraint is added. The logic used is similar to a proposal for electric systems operation planning. The results show a higher performance of the algorithm when compared to primal simplex methods.

A cooperative game theory analysis for transmission loss allocation

This paper presents an analysis and discussion, based on cooperative game theory, for the allocation of the cost of losses to generators and demands in transmission systems. We construct a cooperative game theory model in which the players are represented by equivalent bilateral exchanges and we search for a unique loss allocation solution, the Core. Other solution concepts, such as the Shapley Value, the Bilateral Shapley Value and the Kernel are also explored. Our main objective is to illustrate why is not possible to find an optimal solution for allocating the cost of losses to the users of a network. Results and relevant conclusions are presented for a 4-bus system and a 14-bus system. (c) 2007 Elsevier B.V. All rights reserved.

A note on KKT-invexity in nonsmooth continuous-time optimization

We introduce the notion of KKT-inverity for nonsmooth continuous-time nonlinear optimization problems and prove that this notion is a necessary and sufficient condition for every KKT solution to be a global optimal solution.

A decomposition heuristic for the maximal covering location problem

This paper proposes a cluster partitioning technique to calculate improved upper bounds to the optimal solution of maximal covering location problems. Given a covering distance, a graph is built considering as vertices the potential facility locations, and with an edge connecting each pair of facilities that attend a same client. Coupling constraints, corresponding to some edges of this graph, are identified and relaxed in the Lagrangean way, resulting in disconnected subgraphs representing smaller subproblems that are computationally easier to solve by exact methods. The proposed technique is compared to the classical approach, using real data and instances from the available literature. © 2010 Edson Luiz França Senne et al.

Evolutionary multi-move path-relinking for transmission network expansion planning

This paper presents the application of a new metaheuristic algorithm to solve the transmission expansion planning problem. A simple heuristic, using a relaxed network model associated with cost perturbation, is applied to generate a set of high quality initial solutions with different topologies. The population is evolved using a multi-move path-relinking with the objective of finding minimum investment cost for the transmission expansion planning problem employing the DC representation. The algorithm is tested on the southern Brazilian system, obtaining the optimal solution for the system with better performance than similar metaheuristics algorithms applied to the same problem. ©2010 IEEE.

Domain reduction using GRASP construction phase for transmission expansion planning problem

This paper proposes a new strategy to reduce the combinatorial search space of a mixed integer linear programming (MILP) problem. The construction phase of greedy randomized adaptive search procedure (GRASP-CP) is employed to reduce the domain of the integer variables of the transportation model of the transmission expansion planning (TM-TEP) problem. This problem is a MILP and very difficult to solve specially for large scale systems. The branch and bound (BB) algorithm is used to solve the problem in both full and the reduced search space. The proposed method might be useful to reduce the search space of those kinds of MILP problems that a fast heuristic algorithm is available for finding local optimal solutions. The obtained results using some real test systems show the efficiency of the proposed method. © 2012 Springer-Verlag.

When less is better: Insights from the product mix dilemma from the Theory of Constraints perspective

Perhaps due to its origins in a production scheduling software called Optimised Production Technology (OPT), plus the idea of focusing on system constraints, many believe that the Theory of Constraints (TOC) has a vocation for optimal solutions. Those who assess TOC according to this perspective indicate that it guarantees an optimal solution only in certain circumstances. In opposition to this view and founded on a numeric example of a production mix problem, this paper shows, by means of TOC assumptions, why the TOC should not be compared to methods intended to seek optimal or the best solutions, but rather sufficiently good solutions, possible in non-deterministic environments. Moreover, we extend the range of relevant literature on product mix decision by introducing a heuristic based on the uniquely identified work that aims at achieving feasible solutions according to the TOC point of view. The heuristic proposed is tested on 100 production mix problems and the results are compared with the responses obtained with the use of Integer Linear Programming. The results show that the heuristic gives good results on average, but performance falls sharply in some situations. © 2013 Copyright Taylor and Francis Group, LLC.

Decomposição de Dantzig-Wolfe aplicada ao problema de planejamento de reativos em sistemas de potência multi-áreas

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Controle ótimo H 'INFINITO' com modificação de zeros para o problema de rastreamento em sistemas discretos usando LMI

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Planejamento da expansão de sistemas de transmissão usando transformadores defasadores

Pós-graduação em Engenharia Elétrica - FEIS

Uma abordagem para problemas e controle ótimo via métodos de Runge-Kutta e análise de erro

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Projeto de Controladores Robustos H∞ para Sistemas Discretos Utilizando Modificação de Zeros

Pós-graduação em Engenharia Elétrica - FEIS

Alocação de perdas e custos pelo uso do sistema de transmissão

Pós-graduação em Engenharia Elétrica - FEIS