Interior-exterior point method with global convergence strategy for solving the reactive optimal power flow problem

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A one point shock capturing kinetic scheme for hyperbolic conservation laws

We have presented a new low dissipative kinetic scheme based on a modified Courant Splitting of the molecular velocity through a parameter φ. Conditions for the split fluxes derived based on equilibrium determine φ for a one point shock. It turns out that φ is a function of the Left and Right states to the shock and that these states should satisfy the Rankine-Hugoniot Jump condition. Hence φ is utilized in regions where the gradients are sufficiently high, and is switched to unity in smooth regions. Numerical results confirm a discrete shock structure with a single interior point when the shock is aligned with the grid.

Optimal planning of electric-vehicle charging stations in distribution systems

With the progressive exhaustion of fossil energy and the enhanced awareness of environmental protection, more attention is being paid to electric vehicles (EVs). Inappropriate siting and sizing of EV charging stations could have negative effects on the development of EVs, the layout of the city traffic network, and the convenience of EVs' drivers, and lead to an increase in network losses and a degradation in voltage profiles at some nodes. Given this background, the optimal sites of EV charging stations are first identified by a two-step screening method with environmental factors and service radius of EV charging stations considered. Then, a mathematical model for the optimal sizing of EV charging stations is developed with the minimization of total cost associated with EV charging stations to be planned as the objective function and solved by a modified primal-dual interior point algorithm (MPDIPA). Finally, simulation results of the IEEE 123-node test feeder have demonstrated that the developed model and method cannot only attain the reasonable planning scheme of EV charging stations, but also reduce the network loss and improve the voltage profile.

Robust Relay Precoder Design for MIMO-Relay Networks

In this paper, we consider a robust design of MIMO-relay precoder and receive filter for the destination nodes in a non-regenerative multiple-input multiple-output (MIMO) relay network. The network consists of multiple source-destination node pairs assisted by a single MIMO-relay node. The source and destination nodes are single antenna nodes, whereas the MIMO-relay node has multiple transmit and multiple receive antennas. The channel state information (CSI) available at the MIMO-relay node for precoding purpose is assumed to be imperfect. We assume that the norms of errors in CSI are upper-bounded, and the MIMO-relay node knows these bounds. We consider the robust design of the MIMO-relay precoder and receive filter based on the minimization of the total MIMO-relay transmit power with constraints on the mean square error (MSE) at the destination nodes. We show that this design problem can be solved by solving an alternating sequence of minimization and worst-case analysis problems. The minimization problem is formulated as a convex optimization problem that can be solved efficiently using interior-point methods. The worst-case analysis problem can be solved analytically using an approximation for the MSEs at the destination nodes. We demonstrate the robust performance of the proposed design through simulations.

Relay Precoder Optimization in MIMO-Relay Networks With Imperfect CSI

In this paper, we consider robust joint designs of relay precoder and destination receive filters in a nonregenerative multiple-input multiple-output (MIMO) relay network. The network consists of multiple source-destination node pairs assisted by a MIMO-relay node. The channel state information (CSI) available at the relay node is assumed to be imperfect. We consider robust designs for two models of CSI error. The first model is a stochastic error (SE) model, where the probability distribution of the CSI error is Gaussian. This model is applicable when the imperfect CSI is mainly due to errors in channel estimation. For this model, we propose robust minimum sum mean square error (SMSE), MSE-balancing, and relay transmit power minimizing precoder designs. The next model for the CSI error is a norm-bounded error (NBE) model, where the CSI error can be specified by an uncertainty set. This model is applicable when the CSI error is dominated by quantization errors. In this case, we adopt a worst-case design approach. For this model, we propose a robust precoder design that minimizes total relay transmit power under constraints on MSEs at the destination nodes. We show that the proposed robust design problems can be reformulated as convex optimization problems that can be solved efficiently using interior-point methods. We demonstrate the robust performance of the proposed design through simulations.

Efficient Methods for Robust Classification Under Uncertainty in Kernel Matrices

In this paper we study the problem of designing SVM classifiers when the kernel matrix, K, is affected by uncertainty. Specifically K is modeled as a positive affine combination of given positive semi definite kernels, with the coefficients ranging in a norm-bounded uncertainty set. We treat the problem using the Robust Optimization methodology. This reduces the uncertain SVM problem into a deterministic conic quadratic problem which can be solved in principle by a polynomial time Interior Point (IP) algorithm. However, for large-scale classification problems, IP methods become intractable and one has to resort to first-order gradient type methods. The strategy we use here is to reformulate the robust counterpart of the uncertain SVM problem as a saddle point problem and employ a special gradient scheme which works directly on the convex-concave saddle function. The algorithm is a simplified version of a general scheme due to Juditski and Nemirovski (2011). It achieves an O(1/T-2) reduction of the initial error after T iterations. A comprehensive empirical study on both synthetic data and real-world protein structure data sets show that the proposed formulations achieve the desired robustness, and the saddle point based algorithm outperforms the IP method significantly.

Bounds on the sum-rate capacity of the Gaussian MIMO X channel

We consider the MIMO X channel (XC), a system consisting of two transmit-receive pairs, where each transmitter communicates with both the receivers. Both the transmitters and receivers are equipped with multiple antennas. First, we derive an upper bound on the sum-rate capacity of the MIMO XC under individual power constraint at each transmitter. The sum-rate capacity of the two-user multiple access channel (MAC) that results when receiver cooperation is assumed forms an upper bound on the sum-rate capacity of the MIMO XC. We tighten this bound by considering noise correlation between the receivers and deriving the worst noise covariance matrix. It is shown that the worst noise covariance matrix is a saddle-point of a zero-sum, two-player convex-concave game, which is solved through a primal-dual interior point method that solves the maximization and the minimization parts of the problem simultaneously. Next, we propose an achievable scheme which employs dirty paper coding at the transmitters and successive decoding at the receivers. We show that the derived upper bound is close to the achievable region of the proposed scheme at low to medium SNRs.

Lower-Bound Axisymmetric Formulation for Geomechanics Problems Using Nonlinear Optimization

A lower-bound limit analysis formulation, by using two-dimensional finite elements, the three-dimensional Mohr-Coulomb yield criterion, and nonlinear optimization, has been given to deal with an axisymmetric geomechanics stability problem. The optimization was performed using an interior point method based on the logarithmic barrier function. The yield surface was smoothened (1) by removing the tip singularity at the apex of the pyramid in the meridian plane and (2) by eliminating the stress discontinuities at the corners of the yield hexagon in the pi-plane. The circumferential stress (sigma(theta)) need not be assumed. With the proposed methodology, for a circular footing, the bearing-capacity factors N-c, N-q, and N-gamma for different values of phi have been computed. For phi = 0, the variation of N-c with changes in the factor m, which accounts for a linear increase of cohesion with depth, has been evaluated. Failure patterns for a few cases have also been drawn. The results from the formulation provide a good match with the solutions available from the literature. (C) 2014 American Society of Civil Engineers.

Bearing capacity of circular footings over rock mass by using axisymmetric quasi lower bound finite element limit analysis

The ultimate bearing capacity of a circular footing, placed over rock mass, is evaluated by using the lower bound theorem of the limit analysis in conjunction with finite elements and nonlinear optimization. The generalized Hoek-Brown (HB) failure criterion, but by keeping a constant value of the exponent, alpha = 0.5, was used. The failure criterion was smoothened both in the meridian and pi planes. The nonlinear optimization was carried out by employing an interior point method based on the logarithmic barrier function. The results for the obtained bearing capacity were presented in a non-dimensional form for different values of GSI, m(i), sigma(ci)/(gamma b) and q/sigma(ci). Failure patterns were also examined for a few cases. For validating the results, computations were also performed for a strip footing as well. The results obtained from the analysis compare well with the data reported in literature. Since the equilibrium conditions are precisely satisfied only at the centroids of the elements, not everywhere in the domain, the obtained lower bound solution will be approximate not true. (C) 2015 Elsevier Ltd. All rights reserved.

Lower Bound Axisymmetric Limit Analysis Using Drucker-Prager Yield Cone and Simulation with Mohr-Coulomb Pyramid

This paper presents a lower bound limit analysis approach for solving an axisymmetric stability problem by using the Drucker-Prager (D-P) yield cone in conjunction with finite elements and nonlinear optimization. In principal stress space, the tip of the yield cone has been smoothened by applying the hyperbolic approximation. The nonlinear optimization has been performed by employing an interior point method based on the logarithmic barrier function. A new proposal has also been given to simulate the D-P yield cone with the Mohr-Coulomb hexagonal yield pyramid. For the sake of illustration, bearing capacity factors N-c, N-q and N-gamma have been computed, as a function of phi, both for smooth and rough circular foundations. The results obtained from the analysis compare quite well with the solutions reported from literature.

Um problema inverso na modelagem da difusão do calor

O presente trabalho aborda um problema inverso associado a difus~ao de calor em uma barra unidimensional. Esse fen^omeno e modelado por meio da equac~ao diferencial par- cial parabolica ut = uxx, conhecida como equac~ao de difus~ao do calor. O problema classico (problema direto) envolve essa equac~ao e um conjunto de restric~oes { as condic~oes inicial e de contorno {, o que permite garantir a exist^encia de uma soluc~ao unica. No problema inverso que estudamos, o valor da temperatura em um dos extremos da barra n~ao esta disponvel. Entretanto, conhecemos o valor da temperatura em um ponto x0 xo no interior da barra. Para aproximar o valor da temperatura no intervalo a direita de x0, propomos e testamos tr^es algoritmos de diferencas nitas: diferencas regressivas, leap-frog e diferencas regressivas maquiadas.

Formulação teórica dos fundamentos da otimização global topográfica com análise de desempenho e aplicações à estabilidade de fases de misturas termodinâmicas

Métodos de otimização que utilizam condições de otimalidade de primeira e/ou segunda ordem são conhecidos por serem eficientes. Comumente, esses métodos iterativos são desenvolvidos e analisados à luz da análise matemática do espaço euclidiano n-dimensional, cuja natureza é de caráter local. Consequentemente, esses métodos levam a algoritmos iterativos que executam apenas as buscas locais. Assim, a aplicação de tais algoritmos para o cálculo de minimizadores globais de uma função não linear,especialmente não-convexas e multimodais, depende fortemente da localização dos pontos de partida. O método de Otimização Global Topográfico é um algoritmo de agrupamento, que utiliza uma abordagem baseada em conceitos elementares da teoria dos grafos, a fim de gerar bons pontos de partida para os métodos de busca local, a partir de pontos distribuídos de modo uniforme no interior da região viável. Este trabalho tem dois objetivos. O primeiro é realizar uma nova abordagem sobre método de Otimização Global Topográfica, onde, pela primeira vez, seus fundamentos são formalmente descritos e suas propriedades básicas são matematicamente comprovadas. Neste contexto, propõe-se uma fórmula semi-empírica para calcular o parâmetro chave deste algoritmo de agrupamento, e, usando um método robusto e eficiente de direções viáveis por pontos-interiores, estendemos o uso do método de Otimização Global Topográfica a problemas com restrições de desigualdade. O segundo objetivo é a aplicação deste método para a análise de estabilidade de fase em misturas termodinâmicas,o qual consiste em determinar se uma dada mistura se apresenta em uma ou mais fases. A solução deste problema de otimização global é necessária para o cálculo do equilíbrio de fases, que é um problema de grande importância em processos da engenharia, como, por exemplo, na separação por destilação, em processos de extração e simulação da recuperação terciária de petróleo, entre outros. Além disso, afim de ter uma avaliação inicial do potencial dessa técnica, primeiro vamos resolver 70 problemas testes, e então comparar o desempenho do método proposto aqui com o solver MIDACO, um poderoso software recentemente introduzido no campo da otimização global.

Continuous dynamical systems that realize discrete optimization on the hypercube

We study the problem of finding a local minimum of a multilinear function E over the discrete set {0,1}n. The search is achieved by a gradient-like system in [0,1]n with cost function E. Under mild restrictions on the metric, the stable attractors of the gradient-like system are shown to produce solutions of the problem, even when they are not in the vicinity of the discrete set {0,1}n. Moreover, the gradient-like system connects with interior point methods for linear programming and with the analog neural network studied by Vidyasagar (IEEE Trans. Automat. Control 40 (8) (1995) 1359), in the same context. © 2004 Elsevier B.V. All rights reserved.

Predictive control using an FPGA with application to aircraft control

Alternative and more efficient computational methods can extend the applicability of model predictive control (MPC) to systems with tight real-time requirements. This paper presents a system-on-a-chip MPC system, implemented on a field-programmable gate array (FPGA), consisting of a sparse structure-exploiting primal dual interior point (PDIP) quadratic program (QP) solver for MPC reference tracking and a fast gradient QP solver for steady-state target calculation. A parallel reduced precision iterative solver is used to accelerate the solution of the set of linear equations forming the computational bottleneck of the PDIP algorithm. A numerical study of the effect of reducing the number of iterations highlights the effectiveness of the approach. The system is demonstrated with an FPGA-in-the-loop testbench controlling a nonlinear simulation of a large airliner. This paper considers many more manipulated inputs than any previous FPGA-based MPC implementation to date, yet the implementation comfortably fits into a midrange FPGA, and the controller compares well in terms of solution quality and latency to state-of-the-art QP solvers running on a standard PC. © 1993-2012 IEEE.

Predictive control for spacecraft rendezvous in an elliptical orbit using an FPGA

A field programmable gate array (FPGA)-based predictive controller for a spacecraft rendezvous manoeuvre is presented. A linear time varying prediction model is used to accommodate elliptical orbits, and a variable prediction horizon is used to facilitate finite time completion of manoeuvres. The resulting constrained optimisation problems are solved using a primal dual interior point algorithm. The majority of the computational demand is in solving a set of linear equations at each iteration of this algorithm. To accelerate this operation, a custom circuit is implemented, using a combination of Mathworks HDL Coder and Xilinx System Generator for DSP, and used as a peripheral to a MicroBlaze soft core processor. The system is demonstrated in closed loop by linking the FPGA with a simulation of the plant dynamics running in Simulink on a PC, using Ethernet. © 2013 EUCA.