911 resultados para Multivariate optimization problem
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This work presents an algorithm for the security control of electric power systems using control actions like generation reallocation, determined by sensitivity analysis (linearized model) and optimization by neural networks. The model is developed taking into account the dynamic network aspects. The preventive control methodology is developed by means of sensitivity analysis of the security margin related with the mechanical power of the system synchronous machines. The reallocation power in each machine is determined using neural networks. The neural network used in this work is of Hopfield type. These networks are dedicated electric circuits which simulate the constraint set and the objective function of an optimization problem. The advantage of using these networks is the higher speed in getting the solutions when compared to conventional optimization algorithms due to the great convergence rate of the process and the facility of the method parallelization. Then, the objectives are: formulate and investigate these networks implementations in determining. The generation reallocation in digital computers. Aiming to illustrate the proposed methodology an application considering a multi-machine system is presented.
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In this paper, we consider a vector optimization problem where all functions involved are defined on Banach spaces. We obtain necessary and sufficient criteria for optimality in the form of Karush-Kuhn-Tucker conditions. We also introduce a nonsmooth dual problem and provide duality theorems.
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An invex constrained nonsmooth optimization problem is considered, in which the presence of an abstract constraint set is possibly allowed. Necessary and sufficient conditions of optimality are provided and weak and strong duality results established. Following Geoffrion's approach an invex nonsmooth alternative theorem of Gordan type is then derived. Subsequently, some applications on multiobjective programming are then pursued. © 2000 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint.
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The iterative quadratic maximum likelihood IQML and the method of direction estimation MODE are well known high resolution direction-of-arrival DOA estimation methods. Their solutions lead to an optimization problem with constraints. The usual linear constraint presents a poor performance for certain DOA values. This work proposes a new linear constraint applicable to both DOA methods and compare their performance with two others: unit norm and usual linear constraint. It is shown that the proposed alternative performs better than others constraints. The resulting computational complexity is also investigated.
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Smart material technology has become an area of increasing interest for the development of lighter and stronger structures which are able to incorporate actuator and sensor capabilities for collocated control. In the design of actively controlled structures, the determination of the actuator locations and the controller gains, is a very important issue. For that purpose, smart material modelling, modal analysis methods, control and optimization techniques are the most important ingredients to be taken into account. The optimization problem to be solved in this context presents two interdependent aspects. The first one is related to the discrete optimal actuator location selection problem, which is solved in this paper using genetic algorithms. The second is represented by a continuous variable optimization problem, through which the control gains are determined using classical techniques. A cantilever Euler-Bernoulli beam is used to illustrate the presented methodology.
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Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points of the sum of squares of the constraints are feasible points of the MPEC. In usual formulations of MPEC all the feasible points are nonregular in the sense that they do not satisfy the Mangasarian-Fromovitz constraint qualification of nonlinear programming. Therefore, all the feasible points satisfy the classical Fritz-John necessary optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC. However, we show that most feasible points do not satisfy a recently introduced stronger optimality condition for nonlinear programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC.
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This paper presents a mathematical model and a methodology to solve a transmission network expansion planning problem considering uncertainty in demand and generation. The methodology used to solve the problem, finds the optimal transmission network expansion plan that allows the power system to operate adequately in an environment with uncertainty. The model presented results in an optimization problem that is solved using a specialized genetic algorithm. The results obtained for known systems from the literature show that cheaper plans can be found satisfying the uncertainty in demand and generation. ©2008 IEEE.
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This paper presents a new approach for solving constraint optimization problems (COP) based on the philosophy of lexicographical goal programming. A two-phase methodology for solving COP using a multi-objective strategy is used. In the first phase, the objective function is completely disregarded and the entire search effort is directed towards finding a single feasible solution. In the second phase, the problem is treated as a bi-objective optimization problem, turning the constraint optimization into a two-objective optimization. The two resulting objectives are the original objective function and the constraint violation degree. In the first phase a methodology based on progressive hardening of soft constraints is proposed in order to find feasible solutions. The performance of the proposed methodology was tested on 11 well-known benchmark functions.
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In this work the multiarea optimal power flow (OPF) problem is decoupled into areas creating a set of regional OPF subproblems. The objective is to solve the optimal dispatch of active and reactive power for a determined area, without interfering in the neighboring areas. The regional OPF subproblems are modeled as a large-scale nonlinear constrained optimization problem, with both continuous and discrete variables. Constraints violated are handled as objective functions of the problem. In this way the original problem is converted to a multiobjective optimization problem, and a specifically-designed multiobjective evolutionary algorithm is proposed for solving the regional OPF subproblems. The proposed approach has been examined and tested on the RTS-96 and IEEE 354-bus test systems. Good quality suboptimal solutions were obtained, proving the effectiveness and robustness of the proposed approach. ©2009 IEEE.
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A bilevel programming approach for the optimal contract pricing of distributed generation (DG) in distribution networks is presented. The outer optimization problem corresponds to the owner of the DG who must decide the contract price that would maximize his profits. The inner optimization problem corresponds to the distribution company (DisCo), which procures the minimization of the payments incurred in attending the expected demand while satisfying network constraints. The meet the expected demand the DisCo can purchase energy either form the transmission network through the substations or form the DG units within its network. The inner optimization problem is substituted by its Karush- Kuhn-Tucker optimality conditions, turning the bilevel programming problem into an equivalent single-level nonlinear programming problem which is solved using commercially available software. © 2010 IEEE.
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This paper presents a Bi-level Programming (BP) approach to solve the Transmission Network Expansion Planning (TNEP) problem. The proposed model is envisaged under a market environment and considers security constraints. The upper-level of the BP problem corresponds to the transmission planner which procures the minimization of the total investment and load shedding cost. This upper-level problem is constrained by a single lower-level optimization problem which models a market clearing mechanism that includes security constraints. Results on the Garver's 6-bus and IEEE 24-bus RTS test systems are presented and discussed. Finally, some conclusions are drawn. © 2011 IEEE.
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Transmission expansion planning (TEP) is a non-convex optimization problem that can be solved via different heuristic algorithms. A variety of classical as well as heuristic algorithms in literature are addressed to solve TEP problem. In this paper a modified constructive heuristic algorithm (CHA) is proposed for solving such a crucial problem. Most of research papers handle TEP problem by linearization of the non-linear mathematical model while in this research TEP problem is solved via CHA using non-linear model. The proposed methodology is based upon Garver's algorithm capable of applying to a DC model. Simulation studies and tests results on the well known transmission network such as: Garver and IEEE 24-bus systems are carried out to show the significant performance as well as the effectiveness of the proposed algorithm. © 2011 IEEE.
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In this paper a heuristic technique for solving simultaneous short-term transmission network expansion and reactive power planning problem (TEPRPP) via an AC model is presented. A constructive heuristic algorithm (CHA) aimed to obtaining a significant quality solution for such problem is employed. An interior point method (IPM) is applied to solve TEPRPP as a nonlinear programming (NLP) during the solution steps of the algorithm. For each proposed network topology, an indicator is deployed to identify the weak buses for reactive power sources placement. The objective function of NLP includes the costs of new transmission lines, real power losses as well as reactive power sources. By allocating reactive power sources at load buses, the circuit capacity may increase while the cost of new lines can be decreased. The proposed methodology is tested on Garver's system and the obtained results shows its capability and the viability of using AC model for solving such non-convex optimization problem. © 2011 IEEE.
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This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems. © 2011 IEEE.
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Feature selection aims to find the most important information from a given set of features. As this task can be seen as an optimization problem, the combinatorial growth of the possible solutions may be in-viable for a exhaustive search. In this paper we propose a new nature-inspired feature selection technique based on the bats behaviour, which has never been applied to this context so far. The wrapper approach combines the power of exploration of the bats together with the speed of the Optimum-Path Forest classifier to find the set of features that maximizes the accuracy in a validating set. Experiments conducted in five public datasets have demonstrated that the proposed approach can outperform some well-known swarm-based techniques. © 2012 IEEE.