A class of multiobjective control problems

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

Bayesian L-optimal exact design of experiments for biological kinetic models

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

Optimal Contract Pricing of Distributed Generation in Distribution Networks

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Molecular phylogeny of the New World Dipsadidae (Serpentes: Colubroidea): a reappraisal

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

Optimum design of experiments for statistical inference

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

Optimal control problem for deflection plate with crack

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

TWO DECOMPOSITION APPROACHES APPLIED TO THE MULTI-AREA OPTIMAL REACTIVE POWER FLOW PROBLEM

This paper applies two methods of mathematical decomposition to carry out an optimal reactive power flow (ORPF) in a coordinated decentralized way in the context of an interconnected multi-area power system. The first method is based on an augmented Lagrangian approach using the auxiliary problem principle (APP). The second method uses a decomposition technique based on the Karush-Kuhn-Tucker (KKT) first-order optimality conditions. The viability of each method to be used in the decomposition of multi-area ORPF is studied and the corresponding mathematical models are presented. The IEEE RTS-96, the IEEE 118-bus test systems and a 9-bus didactic system are used in order to show the operation and effectiveness of the decomposition methods.

Necessary conditions for optimal impulsive control problems

A Maximum Principle is derived for a class of optimal control problems arising in midcourse guidance, in which certain controls are represented by measures and, the state trajectories are functions of bounded variation. The optimality conditions improves on previous optimality conditions by allowing nonsmooth data, measurable time dependence, and a possibly time varying constraint set for the conventional controls.

Invex nonsmooth alternative theorem and applications

An invex constrained nonsmooth optimization problem is considered, in which the presence of an abstract constraint set is possibly allowed. Necessary and sufficient conditions of optimality are provided and weak and strong duality results established. Following Geoffrion's approach an invex nonsmooth alternative theorem of Gordan type is then derived. Subsequently, some applications on multiobjective programming are then pursued. © 2000 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint.

On the solution of mathematical programming problems with equilibrium constraints

Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points of the sum of squares of the constraints are feasible points of the MPEC. In usual formulations of MPEC all the feasible points are nonregular in the sense that they do not satisfy the Mangasarian-Fromovitz constraint qualification of nonlinear programming. Therefore, all the feasible points satisfy the classical Fritz-John necessary optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC. However, we show that most feasible points do not satisfy a recently introduced stronger optimality condition for nonlinear programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC.

Modified barrier method for optimal power flow problem

In this paper is presented a new approach for optimal power flow problem. This approach is based on the modified barrier function and the primal-dual logarithmic barrier method. A Lagrangian function is associated with the modified problem. The first-order necessary conditions for optimality are fulfilled by Newton's method, and by updating the barrier terms. The effectiveness of the proposed approach has been examined by solving the Brazilian 53-bus, IEEE118-bus and IEEE162-bus systems.

Lower-semicontinuity and optimization of convex functionals

The result that we treat in this article allows to the utilization of classic tools of convex analysis in the study of optimality conditions in the optimal control convex process for a Volterra-Stietjes linear integral equation in the Banach space G([a, b],X) of the regulated functions in [a, b], that is, the functions f : [a, 6] → X that have only descontinuity of first kind, in Dushnik (or interior) sense, and with an equality linear restriction. In this work we introduce a convex functional Lβf(x) of Nemytskii type, and we present conditions for its lower-semicontinuity. As consequence, Weierstrass Theorem garantees (under compacity conditions) the existence of solution to the problem min{Lβf(x)}. © 2009 Academic Publications.

Flujo de potencia AC descentralizado para sistemas de potencia multi-área usando un método de descomposición basado en relajación Lagrangiana

A decentralized solution method to the AC power flow problem in power systems with interconnected areas is presented. The proposed methodology allows finding the operation point of a particular area without explicit knowledge of network data of adjacent areas, being only necessary to exchange border information related to the interconnection lines between areas. The methodology is based on the decomposition of the first-order optimality conditions of the AC power flow, which is formulated as a nonlinear programming problem. A 9-bus didactic system, the IEEE Three Area RTS-96 and the IEEE 118 bus test systems are used in order to show the operation and effectiveness of the distributed AC power flow.

Optimal contract pricing of distributed generation under a competitive framework

A bilevel programming approach for the optimal contract pricing of distributed generation (DG) in distribution networks is presented. The outer optimization problem corresponds to the owner of the DG who must decide the contract price that would maximize his profits. The inner optimization problem corresponds to the distribution company (DisCo), which procures the minimization of the payments incurred in attending the expected demand while satisfying network constraints. The meet the expected demand the DisCo can purchase energy either form the transmission network through the substations or form the DG units within its network. The inner optimization problem is substituted by its Karush- Kuhn-Tucker optimality conditions, turning the bilevel programming problem into an equivalent single-level nonlinear programming problem which is solved using commercially available software. © 2010 IEEE.

Free time and mixed constrained optimal control problems

We consider free time optimal control problems with pointwise set control constraints u(t) ∈ U(t). Here we derive necessary conditions of optimality for those problem where the set U(t) is defined by equality and inequality control constraints. The main ingredients of our analysis are a well known time transformation and recent results on necessary conditions for mixed state-control constraints. ©2010 IEEE.