Risk Aversion in a Mixed-Integer Nonlinear Approach to Support Decision-Making for a Hydro Power Producer

In this paper, a mixed-integer nonlinear approach is proposed to support decision-making for a hydro power producer, considering a head-dependent hydro chain. The aim is to maximize the profit of the hydro power producer from selling energy into the electric market. As a new contribution to earlier studies, a risk aversion criterion is taken into account, as well as head-dependency. The volatility of the expected profit is limited through the conditional value-at-risk (CVaR). The proposed approach has been applied successfully to solve a case study based on one of the main Portuguese cascaded hydro systems.

Mixed-integer nonlinear approach for the optimal scheduling of a head-dependent hydro chain

This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning a head-dependent hydro chain We propose a novel mixed-integer nonlinear programming (MINLP) approach, considering hydroelectric power generation as a nonlinear function of water discharge and of the head. As a new contribution to eat her studies, we model the on-off behavior of the hydro plants using integer variables, in order to avoid water discharges at forbidden areas Thus, an enhanced STHS is provided due to the more realistic modeling presented in this paper Our approach has been applied successfully to solve a test case based on one of the Portuguese cascaded hydro systems with a negligible computational time requirement.

Nonlinear optimization method for short-term hydro scheduling considering head-dependency

This paper is on the problem of short-term hydro scheduling, particularly concerning head-dependent reservoirs under competitive environment. We propose a new nonlinear optimization method to consider hydroelectric power generation as a function of water discharge and also of the head. Head-dependency is considered on short-term hydro scheduling in order to obtain more realistic and feasible results. The proposed method has been applied successfully to solve a case study based on one of the main Portuguese cascaded hydro systems, providing a higher profit at a negligible additional computation time in comparison with a linear optimization method that ignores head-dependency.

A simulation study on the abatement of CO2 emissions by de-absorption with monoethanolamine

Because of the adverse effect of CO2 from fossil fuel combustion on the earth's ecosystems, the most cost-effective method for CO2 capture is an important area of research. The predominant process for CO2 capture currently employed by industry is chemical absorption in amine solutions. A dynamic model for the de-absorption process was developed with monoethanolamine (MEA) solution. Henry's law was used for modelling the vapour phase equilibrium of the CO2, and fugacity ratios calculated by the Peng-Robinson equation of state (EOS) were used for H2O, MEA, N-2 and O-2. Chemical reactions between CO2 and MEA were included in the model along with the enhancement factor for chemical absorption. Liquid and vapour energy balances were developed to calculate the liquid and vapour temperature, respectively.

Colour filtering in a-SiC : H based p-i-n-p-i-n cells: A trade-off between bias polarity and absorption regions

A large area colour imager optically addressed is presented. The colour imager consists of a thin wide band gap p-i-n a-SiC:H filtering element deposited on the top of a thick large area a-SiC:H(-p)/a-Si:H(-i)/a-SiC:H(-n) image sensor, which reveals itself an intrinsic colour filter. In order to tune the external applied voltage for full colour discrimination the photocurrent generated by a modulated red light is measured under different optical and electrical bias. Results reveal that the integrated device behaves itself as an imager and a filter giving information not only on the position where the optical image is absorbed but also on it wavelength and intensity. The amplitude and sign of the image signals are electrically tuneable. In a wide range of incident fluxes and under reverse bias, the red and blue image signals are opposite in sign and the green signal is suppressed allowing blue and red colour recognition. The green information is obtained under forward bias, where the blue signal goes down to zero and the red and green remain constant. Combining the information obtained at this two applied voltages a RGB colour image picture can be acquired without the need of the usual colour filters or pixel architecture. A numerical simulation supports the colour filter analysis.

Hydro energy systems management in Portugal: Profit-based evaluation of a mixed-integer nonlinear approach

In this paper, a novel mixed-integer nonlinear approach is proposed to solve the short-term hydro scheduling problem in the day-ahead electricity market, considering not only head-dependency, but also start/stop of units, discontinuous operating regions and discharge ramping constraints. Results from a case study based on one of the main Portuguese cascaded hydro energy systems are presented, showing that the proposedmixed-integer nonlinear approach is proficient. Conclusions are duly drawn. (C) 2010 Elsevier Ltd. All rights reserved.

Derivative-free optimization and filter methods to solve nonlinear constrained problems

In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

Derivative-free nonlinear optimization filter simplex

The filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective function is not differentiable or its derivatives are unknown. In these cases it becomes essential to use optimization methods where the calculation of the derivatives or the verification of their existence is not necessary: direct search methods or derivative-free methods are examples of such techniques. In this work we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of simplex and filter methods. This method neither computes nor approximates derivatives, penalty constants or Lagrange multipliers.

Effect of oxidative stress upon absorption of glucose by the human placenta: in vitro studies with BeWo cells

Pregnancy is a dynamic state and the placenta is a temporary organ that, among other important functions, plays a crucial role in the transport of nutrients and metabolites between the mother and the fetus, which is essential for a successful pregnancy. Among these nutrients, glucose is considered a primary source of energy and, therefore, fundamental to insure proper fetus development. Several studies have shown that glucose uptake is dependent on several morphological and biochemical placental conditions. Oxidative stress results from the unbalance between reactive oxygen species (ROS) and antioxidants, in favor of the first. During pregnancy, ROS, and therefore oxidative stress, increase, due to increased tissue oxygenation. Moreover, the relation between ROS and some pathological conditions during pregnancy has been well established. For these reasons, it becomes essential to understand if oxidative stress can compromise the uptake of glucose by the placenta. To make this study possible, a trophoblastic cell line, the BeWo cell line, was used. Experiments regarding glucose uptake, either under normal or oxidative stress conditions, were conducted using tert-butylhydroperoxide (tBOOH) as an oxidative stress inducer, and 3H-2-deoxy-D-glucose (3H-DG) as a glucose analogue. Afterwards, studies regarding the involvement of glucose facilitative transporters (GLUT) and the phosphatidylinositol 3-kinases (PI3K) and protein kinase C (PKC) pathways were conducted, also under normal and oxidative stress conditions. A few antioxidants, endogenous and from diet, were also tested in order to study their possible reversible effect of the oxidative effect of tBOOH upon apical 3H-DG uptake. Finally, transepithelial studies gave interesting insights regarding the apical-to-basolateral transport of 3H-DG. Results showed that 3H-DG uptake, in BeWo cells, is roughly 50% GLUT-mediated and that tBOOH (100 μM; 24h) decreases apical 3H-DG uptake in BeWo cells by about 33%, by reducing both GLUT- (by 28%) and non-GLUT-mediated (by 40%) 3H-DG uptake. Uptake of 3H-DG and the effect of tBOOH upon 3H-DG uptake are not dependent on PKC and PI3K. Moreover, the effect of tBOOH is not associated with a reduction in GLUT1 mRNA levels. Resveratrol, quercetin and epigallocatechin-3-gallate, at 50 μM, reversed, by at least 45%, the effect of tBOOH upon 3H-DG uptake. Transwell studies show that the apical-to-basolateral transepithelial transport of 3H-DG is increased by tBOOH.In conclusion, our results show that tBOOH caused a marked decrease in both GLUT and non-GLUT-mediated apical uptake of 3H-DG by BeWo cells. Given the association of increased oxidative stress levels with several important pregnancy pathologies, and the important role of glucose for fetal development, the results of this study appear very interesting.

3D-2D image registration by nonlinear regression

We propose a 3D-2D image registration method that relates image features of 2D projection images to the transformation parameters of the 3D image by nonlinear regression. The method is compared with a conventional registration method based on iterative optimization. For evaluation, simulated X-ray images (DRRs) were generated from coronary artery tree models derived from 3D CTA scans. Registration of nine vessel trees was performed, and the alignment quality was measured by the mean target registration error (mTRE). The regression approach was shown to be slightly less accurate, but much more robust than the method based on an iterative optimization approach.

Comparative study of amine solutions used in CO2 absorption/desorption cycles

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Química

Nonlinear mixture model for hyperspectral unmixing

Proceedings of International Conference - SPIE 7477, Image and Signal Processing for Remote Sensing XV - 28 September 2009

A New Method to Determine the Density and Water Absorption of Fine Recycled Aggregates

The construction industry keeps on demanding huge quantities of natural resources, mainly minerals for mortars and concrete production. The depletion of many quarries and environmental concerns about reducing the dumping of construction and demolition waste in quarries have led to an increase in the procuring and use of recycled aggregates from this type of waste. If they are to be incorporated in concrete and mortars it is essential to know their properties to guarantee the adequate performance of the end products, in both mechanical and durability-related terms. Existing regulated tests were developed for natural aggregates, however, and several problems arise when they are applied to recycled aggregates, especially fine recycled aggregates (FRA). This paper describes the main problems encountered with these tests and proposes an alternative method to determine the density and water absorption of FRA that removes them. The use of sodium hexametaphosphate solutions in the water absorption test has proven to improve its efficiency, minimizing cohesion between particles and helping to release entrained air.

Observability of nonlinear fractional dynamical systems

We study the observability of linear and nonlinear fractional differential systems of order 0 < α < 1 by using the Mittag-Leffler matrix function and the application of Banach’s contraction mapping theorem. Several examples illustrate the concepts.

Combined mutation differential evolution to solve systems of nonlinear equations

This paper presents a differential evolution heuristic to compute a solution of a system of nonlinear equations through the global optimization of an appropriate merit function. Three different mutation strategies are combined to generate mutant points. Preliminary numerical results show the effectiveness of the presented heuristic.