Time-of-use electricity tariffs with smart meters

This paper proposes a method for scheduling tariff time periods for electricity consumers. Europe will see a broader use of modern smart meters for electricity at residential consumers which must be used for enabling demand response. A heuristic-based method for tariff time period scheduling and pricing is proposed which considers different consumer groups with parameters studied a priori, taking advantage of demand response potential for each group and the fairness of electricity pricing for all consumers. This tool was applied to the case of Portugal, considering the actual network and generation costs, specific consumption profiles and overall electricity low voltage demand diagram. The proposed method achieves valid results. Its use will provide justification for the setting of tariff time periods by energy regulators, network operators and suppliers. It is also useful to estimate the consumer and electric sector benefits from changes in tariff time periods.

Análise e desenvolvimento de algoritmos eficientes de programação linear para o problema de planejamento de sistemas de transmissão a longo prazo

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Effective procedure for the optimization of the linear controller in an industrial drive for a nonlinear mechanism

Il progetto di tesi è incentrato sull’ottimizzazione del procedimento di taratura dei regolatori lineari degli anelli di controllo di posizione e velocità presenti negli azionamenti usati industrialmente su macchine automatiche, specialmente quando il carico è ad inerzia variabile in dipendenza dalla posizione, dunque non lineare, come ad esempio un quadrilatero articolato. Il lavoro è stato svolto in collaborazione con l’azienda G.D S.p.A. ed il meccanismo di prova è realmente utilizzato nelle macchine automatiche per il packaging di sigarette. L’ottimizzazione si basa sulla simulazione in ambiente Matlab/Simulink dell’intero sistema di controllo, cioè comprensivo del modello Simulink degli anelli di controllo del drive, inclusa la dinamica elettrica del motore, e del modello Simscape del meccanismo, perciò una prima necessaria fase del lavoro è stata la validazione di tali modelli affinché fossero sufficientemente fedeli al comportamento reale. Il secondo passo è stato fornire una prima taratura di tentativo che fungesse da punto di partenza per l’algoritmo di ottimizzazione, abbiamo fatto ciò linearizzando il modello meccanico con l’inerzia minima e utilizzando il metodo delle formule di inversione per determinare i parametri di controllo. Già questa taratura, seppur conservativa, ha portato ad un miglioramento delle performance del sistema rispetto alla taratura empirica comunemente fatta in ambito industriale. Infine, abbiamo lanciato l’algoritmo di ottimizzazione definendo opportunamente la funzione di costo, ed il risultato è stato decisamente positivo, portando ad un miglioramento medio del massimo errore di inseguimento di circa il 25%, ma anche oltre il 30% in alcuni casi.

A hybrid Particle Swarm Optimization - Simplex algorithm (PSOS) for structural damage identification

This study proposes a new PSOS-model based damage identification procedure using frequency domain data. The formulation of the objective function for the minimization problem is based on the Frequency Response Functions (FRFs) of the system. A novel strategy for the control of the Particle Swarm Optimization (PSO) parameters based on the Nelder-Mead algorithm (Simplex method) is presented; consequently, the convergence of the PSOS becomes independent of the heuristic constants and its stability and confidence are enhanced. The formulated hybrid method performs better in different benchmark functions than the Simulated Annealing (SA) and the basic PSO (PSO(b)). Two damage identification problems, taking into consideration the effects of noisy and incomplete data, were studied: first, a 10-bar truss and second, a cracked free-free beam, both modeled with finite elements. In these cases, the damage location and extent were successfully determined. Finally, a non-linear oscillator (Duffing oscillator) was identified by PSOS providing good results. (C) 2009 Elsevier Ltd. All rights reserved

Real time optimization (RTO) with model predictive control (MPC)

This paper studies a simplified methodology to integrate the real time optimization (RTO) of a continuous system into the model predictive controller in the one layer strategy. The gradient of the economic objective function is included in the cost function of the controller. Optimal conditions of the process at steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main advantage of the proposed strategy is that the resulting control/optimization problem can still be solved with a quadratic programming routine at each sampling step. Simulation results show that the approach proposed may be comparable to the strategy that solves the full economic optimization problem inside the MPC controller where the resulting control problem becomes a non-linear programming problem with a much higher computer load. (C) 2010 Elsevier Ltd. All rights reserved.

A scheme for efficient quantum computation wtih linear optics

Quantum computers promise to increase greatly the efficiency of solving problems such as factoring large integers, combinatorial optimization and quantum physics simulation. One of the greatest challenges now is to implement the basic quantum-computational elements in a physical system and to demonstrate that they can be reliably and scalably controlled. One of the earliest proposals for quantum computation is based on implementing a quantum bit with two optical modes containing one photon. The proposal is appealing because of the ease with which photon interference can be observed. Until now, it suffered from the requirement for non-linear couplings between optical modes containing few photons. Here we show that efficient quantum computation is possible using only beam splitters, phase shifters, single photon sources and photo-detectors. Our methods exploit feedback from photo-detectors and are robust against errors from photon loss and detector inefficiency. The basic elements are accessible to experimental investigation with current technology.

Surgical correction of scoliosis: Numerical analysis and optimization of the procedure

A previously developed model is used to numerically simulate real clinical cases of the surgical correction of scoliosis. This model consists of one-dimensional finite elements with spatial deformation in which (i) the column is represented by its axis; (ii) the vertebrae are assumed to be rigid; and (iii) the deformability of the column is concentrated in springs that connect the successive rigid elements. The metallic rods used for the surgical correction are modeled by beam elements with linear elastic behavior. To obtain the forces at the connections between the metallic rods and the vertebrae geometrically, non-linear finite element analyses are performed. The tightening sequence determines the magnitude of the forces applied to the patient column, and it is desirable to keep those forces as small as possible. In this study, a Genetic Algorithm optimization is applied to this model in order to determine the sequence that minimizes the corrective forces applied during the surgery. This amounts to find the optimal permutation of integers 1, ... , n, n being the number of vertebrae involved. As such, we are faced with a combinatorial optimization problem isomorph to the Traveling Salesman Problem. The fitness evaluation requires one computing intensive Finite Element Analysis per candidate solution and, thus, a parallel implementation of the Genetic Algorithm is developed.

New insights on integer-programming models for the kidney exchange problem

In recent years several countries have set up policies that allow exchange of kidneys between two or more incompatible patient–donor pairs. These policies lead to what is commonly known as kidney exchange programs. The underlying optimization problems can be formulated as integer programming models. Previously proposed models for kidney exchange programs have exponential numbers of constraints or variables, which makes them fairly difficult to solve when the problem size is large. In this work we propose two compact formulations for the problem, explain how these formulations can be adapted to address some problem variants, and provide results on the dominance of some models over others. Finally we present a systematic comparison between our models and two previously proposed ones via thorough computational analysis. Results show that compact formulations have advantages over non-compact ones when the problem size is large.

Optimal operation of multiproduct batch plants

Multiproduct plants, Dynamic Optimization, Mixed Integer Linear/Non-Linear Programming, Scheduling

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Accelerated Microstructure Imaging via Convex Optimization (AMICO) from diffusion MRI data.

Microstructure imaging from diffusion magnetic resonance (MR) data represents an invaluable tool to study non-invasively the morphology of tissues and to provide a biological insight into their microstructural organization. In recent years, a variety of biophysical models have been proposed to associate particular patterns observed in the measured signal with specific microstructural properties of the neuronal tissue, such as axon diameter and fiber density. Despite very appealing results showing that the estimated microstructure indices agree very well with histological examinations, existing techniques require computationally very expensive non-linear procedures to fit the models to the data which, in practice, demand the use of powerful computer clusters for large-scale applications. In this work, we present a general framework for Accelerated Microstructure Imaging via Convex Optimization (AMICO) and show how to re-formulate this class of techniques as convenient linear systems which, then, can be efficiently solved using very fast algorithms. We demonstrate this linearization of the fitting problem for two specific models, i.e. ActiveAx and NODDI, providing a very attractive alternative for parameter estimation in those techniques; however, the AMICO framework is general and flexible enough to work also for the wider space of microstructure imaging methods. Results demonstrate that AMICO represents an effective means to accelerate the fit of existing techniques drastically (up to four orders of magnitude faster) while preserving accuracy and precision in the estimated model parameters (correlation above 0.9). We believe that the availability of such ultrafast algorithms will help to accelerate the spread of microstructure imaging to larger cohorts of patients and to study a wider spectrum of neurological disorders.

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and pareto filters

Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA) representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study that optimizes the ethanol production in the fermentation of Saccharomyces cerevisiae.

Revisiting optimization algorithms for maximum likelihood estimation

Parmi les méthodes d’estimation de paramètres de loi de probabilité en statistique, le maximum de vraisemblance est une des techniques les plus populaires, comme, sous des conditions l´egères, les estimateurs ainsi produits sont consistants et asymptotiquement efficaces. Les problèmes de maximum de vraisemblance peuvent être traités comme des problèmes de programmation non linéaires, éventuellement non convexe, pour lesquels deux grandes classes de méthodes de résolution sont les techniques de région de confiance et les méthodes de recherche linéaire. En outre, il est possible d’exploiter la structure de ces problèmes pour tenter d’accélerer la convergence de ces méthodes, sous certaines hypothèses. Dans ce travail, nous revisitons certaines approches classiques ou récemment d´eveloppées en optimisation non linéaire, dans le contexte particulier de l’estimation de maximum de vraisemblance. Nous développons également de nouveaux algorithmes pour résoudre ce problème, reconsidérant différentes techniques d’approximation de hessiens, et proposons de nouvelles méthodes de calcul de pas, en particulier dans le cadre des algorithmes de recherche linéaire. Il s’agit notamment d’algorithmes nous permettant de changer d’approximation de hessien et d’adapter la longueur du pas dans une direction de recherche fixée. Finalement, nous évaluons l’efficacité numérique des méthodes proposées dans le cadre de l’estimation de modèles de choix discrets, en particulier les modèles logit mélangés.

Analysis and Optimization of Machining Process Using Evolutionary Algorithms

To ensure quality of machined products at minimum machining costs and maximum machining effectiveness, it is very important to select optimum parameters when metal cutting machine tools are employed. Traditionally, the experience of the operator plays a major role in the selection of optimum metal cutting conditions. However, attaining optimum values each time by even a skilled operator is difficult. The non-linear nature of the machining process has compelled engineers to search for more effective methods to attain optimization. The design objective preceding most engineering design activities is simply to minimize the cost of production or to maximize the production efficiency. The main aim of research work reported here is to build robust optimization algorithms by exploiting ideas that nature has to offer from its backyard and using it to solve real world optimization problems in manufacturing processes.In this thesis, after conducting an exhaustive literature review, several optimization techniques used in various manufacturing processes have been identified. The selection of optimal cutting parameters, like depth of cut, feed and speed is a very important issue for every machining process. Experiments have been designed using Taguchi technique and dry turning of SS420 has been performed on Kirlosker turn master 35 lathe. Analysis using S/N and ANOVA were performed to find the optimum level and percentage of contribution of each parameter. By using S/N analysis the optimum machining parameters from the experimentation is obtained.Optimization algorithms begin with one or more design solutions supplied by the user and then iteratively check new design solutions, relative search spaces in order to achieve the true optimum solution. A mathematical model has been developed using response surface analysis for surface roughness and the model was validated using published results from literature.Methodologies in optimization such as Simulated annealing (SA), Particle Swarm Optimization (PSO), Conventional Genetic Algorithm (CGA) and Improved Genetic Algorithm (IGA) are applied to optimize machining parameters while dry turning of SS420 material. All the above algorithms were tested for their efficiency, robustness and accuracy and observe how they often outperform conventional optimization method applied to difficult real world problems. The SA, PSO, CGA and IGA codes were developed using MATLAB. For each evolutionary algorithmic method, optimum cutting conditions are provided to achieve better surface finish.The computational results using SA clearly demonstrated that the proposed solution procedure is quite capable in solving such complicated problems effectively and efficiently. Particle Swarm Optimization (PSO) is a relatively recent heuristic search method whose mechanics are inspired by the swarming or collaborative behavior of biological populations. From the results it has been observed that PSO provides better results and also more computationally efficient.Based on the results obtained using CGA and IGA for the optimization of machining process, the proposed IGA provides better results than the conventional GA. The improved genetic algorithm incorporating a stochastic crossover technique and an artificial initial population scheme is developed to provide a faster search mechanism. Finally, a comparison among these algorithms were made for the specific example of dry turning of SS 420 material and arriving at optimum machining parameters of feed, cutting speed, depth of cut and tool nose radius for minimum surface roughness as the criterion. To summarize, the research work fills in conspicuous gaps between research prototypes and industry requirements, by simulating evolutionary procedures seen in nature that optimize its own systems.