855 resultados para stochastic linear programming


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This article contributes an original integrated model of an open-pit coal mine for supporting energy-efficient decisions. Mixed integer linear programming is used to formulate a general integrated model of the operational energy consumption of four common open-pit coal mining subsystems: excavation and haulage, stockpiles, processing plants and belt conveyors. Mines are represented as connected instances of the four subsystems, in a flow sheet manner, which are then fitted to data provided by the mine operators. Solving the integrated model ensures the subsystems’ operations are synchronised and whole-of-mine energy efficiency is encouraged. An investigation on a case study of an open-pit coal mine is conducted to validate the proposed methodology. Opportunities are presented for using the model to aid energy-efficient decision-making at various levels of a mine, and future work to improve the approach is described.

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Bearing capacity factor N-c for axially loaded piles in clays whose cohesion increases linearly with depth has been estimated numerically under undrained (phi=0) condition. The Study follows the lower bound limit analysis in conjunction With finite elements and linear programming. A new formulation is proposed for solving an axisymmetric geotechnical stability problem. The variation of N-c with embedment ratio is obtained for several rates of the increase of soil cohesion with depth; a special case is also examined when the pile base was placed on the stiff clay stratum overlaid by a soft clay layer. It was noticed that the magnitude of N-c reaches almost a constant value for embedment ratio greater than unity. The roughness of the pile base and shaft affects marginally the magnitudes of N-c. The results obtained from the present study are found to compare quite well with the different numerical solutions reported in the literature.

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The vertical uplift resistance of two interfering rigid rough strip anchors embedded horizontally in sand at shallow depths has been examined. The analysis is performed by using an upper bound theorem o limit analysis in combination with finite elements and linear programming. It is specified that both the anchors are loaded to failure simultaneously at the same magnitude of the failure load. For different clear spacing (S) between the anchors, the magnitude of the efficiency factor (xi(gamma)) is determined. On account of interference, the magnitude of xi(gamma) is found to reduce continuously with a decrease in the spacing between the anchors. The results from the numerical analysis were found to compare reasonably well with the available theoretical data from the literature.

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The notion of being sure that you have completely eradicated an invasive species is fanciful because of imperfect detection and persistent seed banks. Eradication is commonly declared either on an ad hoc basis, on notions of seed bank longevity, or on setting arbitrary thresholds of 1% or 5% confidence that the species is not present. Rather than declaring eradication at some arbitrary level of confidence, we take an economic approach in which we stop looking when the expected costs outweigh the expected benefits. We develop theory that determines the number of years of absent surveys required to minimize the net expected cost. Given detection of a species is imperfect, the optimal stopping time is a trade-off between the cost of continued surveying and the cost of escape and damage if eradication is declared too soon. A simple rule of thumb compares well to the exact optimal solution using stochastic dynamic programming. Application of the approach to the eradication programme of Helenium amarum reveals that the actual stopping time was a precautionary one given the ranges for each parameter.

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The simultaneous state and parameter estimation problem for a linear discrete-time system with unknown noise statistics is treated as a large-scale optimization problem. The a posterioriprobability density function is maximized directly with respect to the states and parameters subject to the constraint of the system dynamics. The resulting optimization problem is too large for any of the standard non-linear programming techniques and hence an hierarchical optimization approach is proposed. It turns out that the states can be computed at the first levelfor given noise and system parameters. These, in turn, are to be modified at the second level.The states are to be computed from a large system of linear equations and two solution methods are considered for solving these equations, limiting the horizon to a suitable length. The resulting algorithm is a filter-smoother, suitable for off-line as well as on-line state estimation for given noise and system parameters. The second level problem is split up into two, one for modifying the noise statistics and the other for modifying the system parameters. An adaptive relaxation technique is proposed for modifying the noise statistics and a modified Gauss-Newton technique is used to adjust the system parameters.

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This study analysed whether the land tenure insecurity problem has led to a decline in long-term land improvements (liming and phosphorus fertilization) under the Common Agricultural Policy (CAP) and Nordic production conditions in European Union (EU) countries such as Finland. The results suggests that under traditional cash lease contracts, which are encouraged by the existing land leasing regulations and agricultural subsidy programs, the land tenure insecurity problem on leased land reduces land improvements that have a long pay-back period. In particular, soil pH was found to be significantly lower on land cultivated under a lease contract compared to land owned by the farmers themselves. The results also indicate that land improvements could not be reversed by land markets, because land owners would otherwise have carried out land improvements even if not farming by themselves. To reveal the causality between land tenure and land improvements, the dynamic optimisation problem was solved by a stochastic dynamic programming routine with known parameters for one-period returns and transition equations. The model parameters represented Finnish soil quality and production conditions. The decision rules were solved for alternative likelihood scenarios over the continuation of the fixed-term lease contract. The results suggest that as the probability of non-renewal of the lease contract increases, farmers quickly reduce investments in irreversible land improvements and, thereafter, yields gradually decline. The simulations highlighted the observed trends of a decline in land improvements on land parcels that are cultivated under lease contracts. Land tenure has resulted in the neglect of land improvement in Finland. This study aimed to analyze whether these challenges could be resolved by a tax policy that encourages land sales. Using Finnish data, real estate tax and a temporal relaxation on the taxation of capital gains showed some potential for the restructuring of land ownership. Potential sellers who could not be revealed by traditional logit models were identified with the latent class approach. Those landowners with an intention to sell even without a policy change were sensitive to temporal relaxation in the taxation of capital gains. In the long term, productivity and especially productivity growth are necessary conditions for the survival of farms and the food industry in Finland. Technical progress was found to drive the increase in productivity. The scale had only a moderate effect and for the whole study period (1976–2006) the effect was close to zero. Total factor productivity (TFP) increased, depending on the model, by 0.6–1.7% per year. The results demonstrated that the increase in productivity was hindered by the policy changes introduced in 1995. It is also evidenced that the increase in land leasing is connected to these policy changes. Land institutions and land tenure questions are essential in agricultural and rural policies on all levels, from local to international. Land ownership and land titles are commonly tied to fundamental political, economic and social questions. A fair resolution calls for innovative and new solutions both on national and international levels. However, this seems to be a problem when considering the application of EU regulations to member states inheriting divergent landownership structures and farming cultures. The contribution of this study is in describing the consequences of fitting EU agricultural policy to Finnish agricultural land tenure conditions and heritage.

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Concerns about excessive sediment loads entering the Great Barrier Reef (GBR) lagoon in Australia have led to a focus on improving ground cover in grazing lands. Ground cover has been identified as an important factor in reducing sediment loads, but improving ground cover has been difficult for reef stakeholders in major catchments of the GBR. To provide better information an optimising linear programming model based on paddock scale information in conjunction with land type mapping was developed for the Fitzroy, the largest of the GBR catchments. This identifies at a catchment scale which land types allow the most sediment reduction to be achieved at least cost. The results suggest that from the five land types modelled, the lower productivity land types present the cheapest option for sediment reductions. The study allows more informed decision making for natural resource management organisations to target investments. The analysis highlights the importance of efficient allocation of natural resource management funds in achieving sediment reductions through targeted land type investments. © 2012.

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In this paper a strategy for controlling a group of agents to achieve positional consensus is presented. The proposed technique is based on the constraint that every agents must be given the same control input through a broadcast communication mechanism. Although the control command is computed using state information in a global framework, the control input is implemented by the agents in a local coordinate frame. We propose a novel linear programming formulation that is computationally less intensive than earlier proposed methods. Moreover, we introduce a random perturbation input in the control command that helps us to achieve perfect consensus even for a large number of agents, which was not possible with the existing strategy in the literature. Moreover, we extend the method to achieve positional consensus at a pre-specified location. The effectiveness of the approach is illustrated through simulation results.

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This article addresses the problem of how to select the optimal combination of sensors and how to determine their optimal placement in a surveillance region in order to meet the given performance requirements at a minimal cost for a multimedia surveillance system. We propose to solve this problem by obtaining a performance vector, with its elements representing the performances of subtasks, for a given input combination of sensors and their placement. Then we show that the optimal sensor selection problem can be converted into the form of Integer Linear Programming problem (ILP) by using a linear model for computing the optimal performance vector corresponding to a sensor combination. Optimal performance vector corresponding to a sensor combination refers to the performance vector corresponding to the optimal placement of a sensor combination. To demonstrate the utility of our technique, we design and build a surveillance system consisting of PTZ (Pan-Tilt-Zoom) cameras and active motion sensors for capturing faces. Finally, we show experimentally that optimal placement of sensors based on the design maximizes the system performance.

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In this paper, non-linear programming techniques are applied to the problem of controlling the vibration pattern of a stretched string. First, the problem of finding the magnitudes of two control forces applied at two points l1 and l2 on the string to reduce the energy of vibration over the interval (l1, l2) relative to the energy outside the interval (l1, l2) is considered. For this problem the relative merits of various methods of non-linear programming are compared. The more complicated problem of finding the positions and magnitudes of two control forces to obtain the desired energy pattern is then solved by using the slack unconstrained minimization technique with the Fletcher-Powell search. In the discussion of the results it is shown that the position of the control force is very important in controlling the energy pattern of the string.

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This thesis investigates factors that impact the energy efficiency of a mining operation. An innovative mathematical framework and solution approach are developed to model, solve and analyse an open-pit coal mine. A case study in South East Queensland is investigated to validate the approach and explore the opportunities for using it to aid long, medium and short term decision makers.

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Relatively few studies have addressed water management and adaptation measures in the face of changing water balances due to climate change. The current work studies climate change impact on a multipurpose reservoir performance and derives adaptive policies for possible futurescenarios. The method developed in this work is illustrated with a case study of Hirakud reservoir on the Mahanadi river in Orissa, India,which is a multipurpose reservoir serving flood control, irrigation and power generation. Climate change effects on annual hydropower generation and four performance indices (reliability with respect to three reservoir functions, viz. hydropower, irrigation and flood control, resiliency, vulnerability and deficit ratio with respect to hydropower) are studied. Outputs from three general circulation models (GCMs) for three scenarios each are downscaled to monsoon streamflow in the Mahanadi river for two future time slices, 2045-65 and 2075-95. Increased irrigation demands, rule curves dictated by increased need for flood storage and downscaled projections of streamflow from the ensemble of GCMs and scenarios are used for projecting future hydrologic scenarios. It is seen that hydropower generation and reliability with respect to hydropower and irrigation are likely to show a decrease in future in most scenarios, whereas the deficit ratio and vulnerability are likely to increase as a result of climate change if the standard operating policy (SOP) using current rule curves for flood protection is employed. An optimal monthly operating policy is then derived using stochastic dynamic programming (SDP) as an adaptive policy for mitigating impacts of climate change on reservoir operation. The objective of this policy is to maximize reliabilities with respect to multiple reservoir functions of hydropower, irrigation and flood control. In variations to this adaptive policy, increasingly more weightage is given to the purpose of maximizing reliability with respect to hydropower for two extreme scenarios. It is seen that by marginally sacrificing reliability with respect to irrigation and flood control, hydropower reliability and generation can be increased for future scenarios. This suggests that reservoir rules for flood control may have to be revised in basins where climate change projects an increasing probability of droughts. However, it is also seen that power generation is unable to be restored to current levels, due in part to the large projected increases in irrigation demand. This suggests that future water balance deficits may limit the success of adaptive policy options. (C) 2010 Elsevier Ltd. All rights reserved.

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This study considers the scheduling problem observed in the burn-in operation of semiconductor final testing, where jobs are associated with release times, due dates, processing times, sizes, and non-agreeable release times and due dates. The burn-in oven is modeled as a batch-processing machine which can process a batch of several jobs as long as the total sizes of the jobs do not exceed the machine capacity and the processing time of a batch is equal to the longest time among all the jobs in the batch. Due to the importance of on-time delivery in semiconductor manufacturing, the objective measure of this problem is to minimize total weighted tardiness. We have formulated the scheduling problem into an integer linear programming model and empirically show its computational intractability. Due to the computational intractability, we propose a few simple greedy heuristic algorithms and meta-heuristic algorithm, simulated annealing (SA). A series of computational experiments are conducted to evaluate the performance of the proposed heuristic algorithms in comparison with exact solution on various small-size problem instances and in comparison with estimated optimal solution on various real-life large size problem instances. The computational results show that the SA algorithm, with initial solution obtained using our own proposed greedy heuristic algorithm, consistently finds a robust solution in a reasonable amount of computation time.

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An algorithm for optimal allocation of reactive power in AC/DC system using FACTs devices, with an objective of improving the voltage profile and also voltage stability of the system has been presented. The technique attempts to utilize fully the reactive power sources in the system to improve the voltage stability and profile as well as meeting the reactive power requirements at the AC-DC terminals to facilitate the smooth operation of DC links. The method involves successive solution of steady-state power flows and optimization of reactive power control variables with Unified Power Flow Controller (UPFC) using linear programming technique. The proposed method has been tested on a real life equivalent 96-bus AC and a two terminal DC system under normal and contingency conditions.

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In many IEEE 802.11 WLAN deployments, wireless clients have a choice of access points (AP) to connect to. In current systems, clients associate with the access point with the strongest signal to noise ratio. However, such an association mechanism can lead to unequal load sharing, resulting in diminished system performance. In this paper, we first provide a numerical approach based on stochastic dynamic programming to find the optimal client-AP association algorithm for a small topology consisting of two access points. Using the value iteration algorithm, we determine the optimal association rule for the two-AP topology. Next, utilizing the insights obtained from the optimal association ride for the two-AP case, we propose a near-optimal heuristic that we call RAT. We test the efficacy of RAT by considering more realistic arrival patterns and a larger topology. Our results show that RAT performs very well in these scenarios as well. Moreover, RAT lends itself to a fairly simple implementation.