941 resultados para Nonlinear programming model
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Pós-graduação em Ciência e Tecnologia Animal - FEIS
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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In this paper a novel Branch and Bound (B&B) algorithm to solve the transmission expansion planning which is a non-convex mixed integer nonlinear programming problem (MINLP) is presented. Based on defining the options of the separating variables and makes a search in breadth, we call this algorithm a B&BML algorithm. The proposed algorithm is implemented in AMPL and an open source Ipopt solver is used to solve the nonlinear programming (NLP) problems of all candidates in the B&B tree. Strategies have been developed to address the problem of non-linearity and non-convexity of the search region. The proposed algorithm is applied to the problem of long-term transmission expansion planning modeled as an MINLP problem. The proposed algorithm has carried out on five commonly used test systems such as Garver 6-Bus, IEEE 24-Bus, 46-Bus South Brazilian test systems, Bolivian 57-Bus, and Colombian 93-Bus. Results show that the proposed methodology not only can find the best known solution but it also yields a large reduction between 24% to 77.6% in the number of NLP problems regarding to the size of the systems.
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Pós-graduação em Engenharia Elétrica - FEIS
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Pós-graduação em Ciência e Tecnologia Animal - FEIS
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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This study evaluated a nonlinear programming excel workbook PPFR (http://www.fmva.unesp.br/ppfr) for determining the optimum nutrient density and maximize margins. Two experiments were conducted with 240 one-day-old female chicks and 240 one-day-old male chicks distributed in 48 pens (10 chicks per pen, 4 replicates) in a completely randomized design. The treatments include the average price history (2009s and 2010s) for broiler increased and decreased by 25% or 50% (5 treatments to nonlinear feed formulation) and 1 linear feed formulation. Body gain, feed intake, feed conversion were measured at 21, 42 and 56 d of age. Chicks had ad libitum access to feed and water in floor pens with wood shavings as litter. The bio-economic Energy Conversion [BEC= (Total energy intake*Feed weighted cost per kg)/ (Weight gain*kg live chicken cost)] was more sensitive for measuring the bio-economic performance for broilers, and especially with better magnitude. This allowed a better assessment of profitability, the rate of growth and not just energy consumption, the production of broilers, by incorporating energy consumption, allowing for more sensitivity to the new index (BEC). The BEC was demonstrated that the principle of nonlinear formulation minimizes losses significantly (P<0.05), especially under unfavorable conditions the price of chicken in the market. Thus, when considering that a diet of energy supply shows up as the most expensive item of a formulation, it should compose necessarily the formula proposed for a bio-economic index. Thus, there is need to evaluate more accurately, not only the ingredients of a ration, but the impact of nutrients on the stability of a solution, mainly due to the energy requirement. This strategy promotes better accuracy for decision making under conditions of uncertainty, to find alternative post-formulation. From the above, both weight gain and feed conversion, as traditional performance indicators, cannot finalize or predict a performance evaluation of an economic system creating increasingly intense and competitive. Thus, the energy concentration of the diet becomes more important definition to feed formulator, by directly impact profit activity by interactions with the density of nutrients. This allowed a better evaluation of profitability, the rate of energy performance for broilers, by incorporating the energy consumption formula, allowing more sensitivity to the new index (BEC). These data show that nonlinear feed formulation is a toll to offer new opportunities for poultry production to improved profitability.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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The emergence of wavelength-division multiplexing (WDM) technology provides the capability for increasing the bandwidth of synchronous optical network (SONET) rings by grooming low-speed traffic streams onto different high-speed wavelength channels. Since the cost of SONET add–drop multiplexers (SADM) at each node dominates the total cost of these networks, how to assign the wavelength, groom the traffic, and bypass the traffic through the intermediate nodes has received a lot of attention from researchers recently. Moreover, the traffic pattern of the optical network changes from time to time. How to develop dynamic reconfiguration algorithms for traffic grooming is an important issue. In this paper, two cases (best fit and full fit) for handling reconfigurable SONET over WDM networks are proposed. For each approach, an integer linear programming model and heuristic algorithms (TS-1 and TS-2, based on the tabu search method) are given. The results demonstrate that the TS-1 algorithm can yield better solutions but has a greater running time than the greedy algorithm for the best fit case. For the full fit case, the tabu search heuristic yields competitive results compared with an earlier simulated annealing based method and it is more stable for the dynamic case.
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In this work we introduce a relaxed version of the constant positive linear dependence constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent generalization of the constant rank constraint qualification by Minchenko and Stakhovski that was called RCRCQ. We show that RCPLD is enough to ensure the convergence of an augmented Lagrangian algorithm and that it asserts the validity of an error bound. We also provide proofs and counter-examples that show the relations of RCRCQ and RCPLD with other known constraint qualifications. In particular, RCPLD is strictly weaker than CPLD and RCRCQ, while still stronger than Abadie's constraint qualification. We also verify that the second order necessary optimality condition holds under RCRCQ.
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A new approach called the Modified Barrier Lagrangian Function (MBLF) to solve the Optimal Reactive Power Flow problem is presented. In this approach, the inequality constraints are treated by the Modified Barrier Function (MBF) method, which has a finite convergence property: i.e. the optimal solution in the MBF method can actually be in the bound of the feasible set. Hence, the inequality constraints can be precisely equal to zero. Another property of the MBF method is that the barrier parameter does not need to be driven to zero to attain the solution. Therefore, the conditioning of the involved Hessian matrix is greatly enhanced. In order to show this, a comparative analysis of the numeric conditioning of the Hessian matrix of the MBLF approach, by the decomposition in singular values, is carried out. The feasibility of the proposed approach is also demonstrated with comparative tests to Interior Point Method (IPM) using various IEEE test systems and two networks derived from Brazilian generation/transmission system. The results show that the MBLF method is computationally more attractive than the IPM in terms of speed, number of iterations and numerical conditioning. (C) 2011 Elsevier B.V. All rights reserved.
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At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.
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The aim of solving the Optimal Power Flow problem is to determine the optimal state of an electric power transmission system, that is, the voltage magnitude and phase angles and the tap ratios of the transformers that optimize the performance of a given system, while satisfying its physical and operating constraints. The Optimal Power Flow problem is modeled as a large-scale mixed-discrete nonlinear programming problem. This paper proposes a method for handling the discrete variables of the Optimal Power Flow problem. A penalty function is presented. Due to the inclusion of the penalty function into the objective function, a sequence of nonlinear programming problems with only continuous variables is obtained and the solutions of these problems converge to a solution of the mixed problem. The obtained nonlinear programming problems are solved by a Primal-Dual Logarithmic-Barrier Method. Numerical tests using the IEEE 14, 30, 118 and 300-Bus test systems indicate that the method is efficient. (C) 2012 Elsevier B.V. All rights reserved.
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Solution of structural reliability problems by the First Order method require optimization algorithms to find the smallest distance between a limit state function and the origin of standard Gaussian space. The Hassofer-Lind-Rackwitz-Fiessler (HLRF) algorithm, developed specifically for this purpose, has been shown to be efficient but not robust, as it fails to converge for a significant number of problems. On the other hand, recent developments in general (augmented Lagrangian) optimization techniques have not been tested in aplication to structural reliability problems. In the present article, three new optimization algorithms for structural reliability analysis are presented. One algorithm is based on the HLRF, but uses a new differentiable merit function with Wolfe conditions to select step length in linear search. It is shown in the article that, under certain assumptions, the proposed algorithm generates a sequence that converges to the local minimizer of the problem. Two new augmented Lagrangian methods are also presented, which use quadratic penalties to solve nonlinear problems with equality constraints. Performance and robustness of the new algorithms is compared to the classic augmented Lagrangian method, to HLRF and to the improved HLRF (iHLRF) algorithms, in the solution of 25 benchmark problems from the literature. The new proposed HLRF algorithm is shown to be more robust than HLRF or iHLRF, and as efficient as the iHLRF algorithm. The two augmented Lagrangian methods proposed herein are shown to be more robust and more efficient than the classical augmented Lagrangian method.