Application-specific modified particle swarm optimization for energy resource scheduling considering vehicle-to-grid

This paper presents a modified Particle Swarm Optimization (PSO) methodology to solve the problem of energy resources management with high penetration of distributed generation and Electric Vehicles (EVs) with gridable capability (V2G). The objective of the day-ahead scheduling problem in this work is to minimize operation costs, namely energy costs, regarding he management of these resources in the smart grid context. The modifications applied to the PSO aimed to improve its adequacy to solve the mentioned problem. The proposed Application Specific Modified Particle Swarm Optimization (ASMPSO) includes an intelligent mechanism to adjust velocity limits during the search process, as well as self-parameterization of PSO parameters making it more user-independent. It presents better robustness and convergence characteristics compared with the tested PSO variants as well as better constraint handling. This enables its use for addressing real world large-scale problems in much shorter times than the deterministic methods, providing system operators with adequate decision support and achieving efficient resource scheduling, even when a significant number of alternative scenarios should be considered. The paper includes two realistic case studies with different penetration of gridable vehicles (1000 and 2000). The proposed methodology is about 2600 times faster than Mixed-Integer Non-Linear Programming (MINLP) reference technique, reducing the time required from 25 h to 36 s for the scenario with 2000 vehicles, with about one percent of difference in the objective function cost value.

Modified Particle Swarm Optimization Applied to Integrated Demand Response and DG Resources Scheduling

The elastic behavior of the demand consumption jointly used with other available resources such as distributed generation (DG) can play a crucial role for the success of smart grids. The intensive use of Distributed Energy Resources (DER) and the technical and contractual constraints result in large-scale non linear optimization problems that require computational intelligence methods to be solved. This paper proposes a Particle Swarm Optimization (PSO) based methodology to support the minimization of the operation costs of a virtual power player that manages the resources in a distribution network and the network itself. Resources include the DER available in the considered time period and the energy that can be bought from external energy suppliers. Network constraints are considered. The proposed approach uses Gaussian mutation of the strategic parameters and contextual self-parameterization of the maximum and minimum particle velocities. The case study considers a real 937 bus distribution network, with 20310 consumers and 548 distributed generators. The obtained solutions are compared with a deterministic approach and with PSO without mutation and Evolutionary PSO, both using self-parameterization.

Decision support tool for Virtual Power Players: Hybrid Particle Swarm Optimization applied to Day-ahead Vehicle-To-Grid Scheduling

This paper presents a decision support tool methodology to help virtual power players (VPPs) in the Smart Grid (SGs) context to solve the day-ahead energy resource scheduling considering the intensive use of Distributed Generation (DG) and Vehicle-To-Grid (V2G). The main focus is the application of a new hybrid method combing a particle swarm approach and a deterministic technique based on mixedinteger linear programming (MILP) to solve the day-ahead scheduling minimizing total operation costs from the aggregator point of view. A realistic mathematical formulation, considering the electric network constraints and V2G charging and discharging efficiencies is presented. Full AC power flow calculation is included in the hybrid method to allow taking into account the network constraints. A case study with a 33-bus distribution network and 1800 V2G resources is used to illustrate the performance of the proposed method.

Application-Specific Modified Particle Swarm Optimization for energy resource scheduling considering vehicle-to-grid

This paper presents a modified Particle Swarm Optimization (PSO) methodology to solve the problem of energy resources management with high penetration of distributed generation and Electric Vehicles (EVs) with gridable capability (V2G). The objective of the day-ahead scheduling problem in this work is to minimize operation costs, namely energy costs, regarding the management of these resources in the smart grid context. The modifications applied to the PSO aimed to improve its adequacy to solve the mentioned problem. The proposed Application Specific Modified Particle Swarm Optimization (ASMPSO) includes an intelligent mechanism to adjust velocity limits during the search process, as well as self-parameterization of PSO parameters making it more user-independent. It presents better robustness and convergence characteristics compared with the tested PSO variants as well as better constraint handling. This enables its use for addressing real world large-scale problems in much shorter times than the deterministic methods, providing system operators with adequate decision support and achieving efficient resource scheduling, even when a significant number of alternative scenarios should be considered. The paper includes two realistic case studies with different penetration of gridable vehicles (1000 and 2000). The proposed methodology is about 2600 times faster than Mixed-Integer Non-Linear Programming (MINLP) reference technique, reducing the time required from 25 h to 36 s for the scenario with 2000 vehicles, with about one percent of difference in the objective function cost value.

Aplicação de um modelo de programação linear inteira mista (PLIM) na expansão da rede de distribuição de energia elétrica em Angola

Em Angola, apenas cerca de 30% da população tem acesso à energia elétrica, nível que decresce para valores inferiores a 10% em zonas rurais mais remotas. Este problema é agravado pelo facto de, na maioria dos casos, as infraestruturas existentes se encontrarem danificadas ou não acompanharem o desenvolvimento da região. Em particular na capital angolana, Luanda que, sendo a menor província de Angola, é a que regista atualmente a maior densidade populacional. Com uma população de cerca de 5 milhões de habitantes, não só há frequentemente problemas relacionados com a falha do fornecimento de energia elétrica como há ainda uma percentagem considerável de municípios onde a rede elétrica ainda nem sequer chegou. O governo de Angola, no seu esforço de crescimento e aproveitamento das suas enormes potencialidades, definiu o setor energético como um dos fatores críticos para o desenvolvimento sustentável do país, tendo assumido que este é um dos eixos prioritários até 2016. Existem objetivos claros quanto à reabilitação e expansão das infraestruturas do setor elétrico, aumentando a capacidade instalada do país e criando uma rede nacional adequada, com o intuito não só de melhorar a qualidade e fiabilidade da rede já existente como de a aumentar. Este trabalho de dissertação consistiu no levantamento de dados reais relativamente à rede de distribuição de energia elétrica de Luanda, na análise e planeamento do que é mais premente fazer relativamente à sua expansão, na escolha dos locais onde é viável localizar novas subestações, na modelação adequada do problema real e na proposta de uma solução ótima para a expansão da rede existente. Depois de analisados diferentes modelos matemáticos aplicados ao problema de expansão de redes de distribuição de energia elétrica encontrados na literatura, optou-se por um modelo de programação linear inteira mista (PLIM) que se mostrou adequado. Desenvolvido o modelo do problema, o mesmo foi resolvido por recurso a software de otimização Analytic Solver e CPLEX. Como forma de validação dos resultados obtidos, foi implementada a solução de rede no simulador PowerWorld 8.0 OPF, software este que permite a simulação da operação do sistema de trânsito de potências.

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Distributed Linear Precoding and User Selection in Coordinated Multicell Systems

In this manuscript we tackle the problem of semidistributed user selection with distributed linear precoding for sum rate maximization in multiuser multicell systems. A set of adjacent base stations (BS) form a cluster in order to perform coordinated transmission to cell-edge users, and coordination is carried out through a central processing unit (CU). However, the message exchange between BSs and the CU is limited to scheduling control signaling and no user data or channel state information (CSI) exchange is allowed. In the considered multicell coordinated approach, each BS has its own set of cell-edge users and transmits only to one intended user while interference to non-intended users at other BSs is suppressed by signal steering (precoding). We use two distributed linear precoding schemes, Distributed Zero Forcing (DZF) and Distributed Virtual Signalto-Interference-plus-Noise Ratio (DVSINR). Considering multiple users per cell and the backhaul limitations, the BSs rely on local CSI to solve the user selection problem. First we investigate how the signal-to-noise-ratio (SNR) regime and the number of antennas at the BSs impact the effective channel gain (the magnitude of the channels after precoding) and its relationship with multiuser diversity. Considering that user selection must be based on the type of implemented precoding, we develop metrics of compatibility (estimations of the effective channel gains) that can be computed from local CSI at each BS and reported to the CU for scheduling decisions. Based on such metrics, we design user selection algorithms that can find a set of users that potentially maximizes the sum rate. Numerical results show the effectiveness of the proposed metrics and algorithms for different configurations of users and antennas at the base stations.

Modeling and optimization of extracellular polysaccharides production by Enterobacter A47

Polysaccharides are gaining increasing attention as potential environmental friendly and sustainable building blocks in many fields of the (bio)chemical industry. The microbial production of polysaccharides is envisioned as a promising path, since higher biomass growth rates are possible and therefore higher productivities may be achieved compared to vegetable or animal polysaccharides sources. This Ph.D. thesis focuses on the modeling and optimization of a particular microbial polysaccharide, namely the production of extracellular polysaccharides (EPS) by the bacterial strain Enterobacter A47. Enterobacter A47 was found to be a metabolically versatile organism in terms of its adaptability to complex media, notably capable of achieving high growth rates in media containing glycerol byproduct from the biodiesel industry. However, the industrial implementation of this production process is still hampered due to a largely unoptimized process. Kinetic rates from the bioreactor operation are heavily dependent on operational parameters such as temperature, pH, stirring and aeration rate. The increase of culture broth viscosity is a common feature of this culture and has a major impact on the overall performance. This fact complicates the mathematical modeling of the process, limiting the possibility to understand, control and optimize productivity. In order to tackle this difficulty, data-driven mathematical methodologies such as Artificial Neural Networks can be employed to incorporate additional process data to complement the known mathematical description of the fermentation kinetics. In this Ph.D. thesis, we have adopted such an hybrid modeling framework that enabled the incorporation of temperature, pH and viscosity effects on the fermentation kinetics in order to improve the dynamical modeling and optimization of the process. A model-based optimization method was implemented that enabled to design bioreactor optimal control strategies in the sense of EPS productivity maximization. It is also critical to understand EPS synthesis at the level of the bacterial metabolism, since the production of EPS is a tightly regulated process. Methods of pathway analysis provide a means to unravel the fundamental pathways and their controls in bioprocesses. In the present Ph.D. thesis, a novel methodology called Principal Elementary Mode Analysis (PEMA) was developed and implemented that enabled to identify which cellular fluxes are activated under different conditions of temperature and pH. It is shown that differences in these two parameters affect the chemical composition of EPS, hence they are critical for the regulation of the product synthesis. In future studies, the knowledge provided by PEMA could foster the development of metabolically meaningful control strategies that target the EPS sugar content and oder product quality parameters.

Investigation of the composition of linear alkylbenzenes with emphasis on the identification and quantitation of some trace compounds using GS/MS system in both electron impact and chemical ionization modes

Linear alkylbenzenes, LAB, formed by the Alel3 or HF catalyzed alkylation of benzene are common raw materials for surfactant manufacture. Normally they are sulphonated using S03 or oleum to give the corresponding linear alkylbenzene sulphonates In >95 % yield. As concern has grown about the environmental impact of surfactants,' questions have been raised about the trace levels of unreacted raw materials, linear alkylbenzenes and minor impurities present in them. With the advent of modem analytical instruments and techniques, namely GCIMS, the opportunity has arisen to identify the exact nature of these impurities and to determine the actual levels of them present in the commercial linear ,alkylbenzenes. The object of the proposed study was to separate, identify and quantify major and minor components (1-10%) in commercial linear alkylbenzenes. The focus of this study was on the structure elucidation and determination of impurities and on the qualitative determination of them in all analyzed linear alkylbenzene samples. A gas chromatography/mass spectrometry, (GCIMS) study was performed o~ five samples from the same manufacturer (different production dates) and then it was followed by the analyses of ten commercial linear alkylbenzenes from four different suppliers. All the major components, namely linear alkylbenzene isomers, followed the same elution pattern with the 2-phenyl isomer eluting last. The individual isomers were identified by interpretation of their electron impact and chemical ionization mass spectra. The percent isomer distribution was found to be different from sample to sample. Average molecular weights were calculated using two methods, GC and GCIMS, and compared with the results reported on the Certificate of Analyses (C.O.A.) provided by the manufacturers of commercial linear alkylbenzenes. The GC results in most cases agreed with the reported values, whereas GC/MS results were significantly lower, between 0.41 and 3.29 amu. The minor components, impurities such as branched alkylbenzenes and dialkyltetralins eluted according to their molecular weights. Their fragmentation patterns were studied using electron impact ionization mode and their molecular weight ions confirmed by a 'soft ionization technique', chemical ionization. The level of impurities present i~ the analyzed commercial linear alkylbenzenes was expressed as the percent of the total sample weight, as well as, in mg/g. The percent of impurities was observed to vary between 4.5 % and 16.8 % with the highest being in sample "I". Quantitation (mg/g) of impurities such as branched alkylbenzenes and dialkyltetralins was done using cis/trans-l,4,6,7-tetramethyltetralin as an internal standard. Samples were analyzed using .GC/MS system operating under full scan and single ion monitoring data acquisition modes. The latter data acquisition mode, which offers higher sensitivity, was used to analyze all samples under investigation for presence of linear dialkyltetralins. Dialkyltetralins were reported quantitatively, whereas branched alkylbenzenes were reported semi-qualitatively. The GC/MS method that was developed during the course of this study allowed identification of some other trace impurities present in commercial LABs. Compounds such as non-linear dialkyltetralins, dialkylindanes, diphenylalkanes and alkylnaphthalenes were identified but their detailed structure elucidation and the quantitation was beyond the scope of this study. However, further investigation of these compounds will be the subject of a future study.

Optimization of trial wave functions for use in quantum Monte Carlo with application to LiH

Methods for both partial and full optimization of wavefunction parameters are explored, and these are applied to the LiH molecule. A partial optimization can be easily performed with little difficulty. But to perform a full optimization we must avoid a wrong minimum, and deal with linear-dependency, time step-dependency and ensemble-dependency problems. Five basis sets are examined. The optimized wavefunction with a 3-function set gives a variational energy of -7.998 + 0.005 a.u., which is comparable to that (-7.990 + 0.003) 1 of Reynold's unoptimized \fin ( a double-~ set of eight functions). The optimized wavefunction with a double~ plus 3dz2 set gives ari energy of -8.052 + 0.003 a.u., which is comparable with the fixed-node energy (-8.059 + 0.004)1 of the \fin. The optimized double-~ function itself gives an energy of -8.049 + 0.002 a.u. Each number above was obtained on a Bourrghs 7900 mainframe computer with 14 -15 hrs CPU time.

Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off

Recent work shows that a low correlation between the instruments and the included variables leads to serious inference problems. We extend the local-to-zero analysis of models with weak instruments to models with estimated instruments and regressors and with higher-order dependence between instruments and disturbances. This makes this framework applicable to linear models with expectation variables that are estimated non-parametrically. Two examples of such models are the risk-return trade-off in finance and the impact of inflation uncertainty on real economic activity. Results show that inference based on Lagrange Multiplier (LM) tests is more robust to weak instruments than Wald-based inference. Using LM confidence intervals leads us to conclude that no statistically significant risk premium is present in returns on the S&P 500 index, excess holding yields between 6-month and 3-month Treasury bills, or in yen-dollar spot returns.

Infinite-Horizon Choice Functions

We analyze infinite-horizon choice functions within the setting of a simple linear technology. Time consistency and efficiency are characterized by stationary consumption and inheritance functions, as well as a transversality condition. In addition, we consider the equity axioms Suppes-Sen, Pigou-Dalton, and resource monotonicity. We show that Suppes-Sen and Pigou-Dalton imply that the consumption and inheritance functions are monotone with respect to time—thus justifying sustainability—while resource monotonicity implies that the consumption and inheritance functions are monotone with respect to the resource. Examples illustrate the characterization results.

Optimization of p-cycle protection schemes in optical networks

La survie des réseaux est un domaine d'étude technique très intéressant ainsi qu'une préoccupation critique dans la conception des réseaux. Compte tenu du fait que de plus en plus de données sont transportées à travers des réseaux de communication, une simple panne peut interrompre des millions d'utilisateurs et engendrer des millions de dollars de pertes de revenu. Les techniques de protection des réseaux consistent à fournir une capacité supplémentaire dans un réseau et à réacheminer les flux automatiquement autour de la panne en utilisant cette disponibilité de capacité. Cette thèse porte sur la conception de réseaux optiques intégrant des techniques de survie qui utilisent des schémas de protection basés sur les p-cycles. Plus précisément, les p-cycles de protection par chemin sont exploités dans le contexte de pannes sur les liens. Notre étude se concentre sur la mise en place de structures de protection par p-cycles, et ce, en supposant que les chemins d'opération pour l'ensemble des requêtes sont définis a priori. La majorité des travaux existants utilisent des heuristiques ou des méthodes de résolution ayant de la difficulté à résoudre des instances de grande taille. L'objectif de cette thèse est double. D'une part, nous proposons des modèles et des méthodes de résolution capables d'aborder des problèmes de plus grande taille que ceux déjà présentés dans la littérature. D'autre part, grâce aux nouveaux algorithmes, nous sommes en mesure de produire des solutions optimales ou quasi-optimales. Pour ce faire, nous nous appuyons sur la technique de génération de colonnes, celle-ci étant adéquate pour résoudre des problèmes de programmation linéaire de grande taille. Dans ce projet, la génération de colonnes est utilisée comme une façon intelligente d'énumérer implicitement des cycles prometteurs. Nous proposons d'abord des formulations pour le problème maître et le problème auxiliaire ainsi qu'un premier algorithme de génération de colonnes pour la conception de réseaux protegées par des p-cycles de la protection par chemin. L'algorithme obtient de meilleures solutions, dans un temps raisonnable, que celles obtenues par les méthodes existantes. Par la suite, une formulation plus compacte est proposée pour le problème auxiliaire. De plus, nous présentons une nouvelle méthode de décomposition hiérarchique qui apporte une grande amélioration de l'efficacité globale de l'algorithme. En ce qui concerne les solutions en nombres entiers, nous proposons deux méthodes heurisiques qui arrivent à trouver des bonnes solutions. Nous nous attardons aussi à une comparaison systématique entre les p-cycles et les schémas classiques de protection partagée. Nous effectuons donc une comparaison précise en utilisant des formulations unifiées et basées sur la génération de colonnes pour obtenir des résultats de bonne qualité. Par la suite, nous évaluons empiriquement les versions orientée et non-orientée des p-cycles pour la protection par lien ainsi que pour la protection par chemin, dans des scénarios de trafic asymétrique. Nous montrons quel est le coût de protection additionnel engendré lorsque des systèmes bidirectionnels sont employés dans de tels scénarios. Finalement, nous étudions une formulation de génération de colonnes pour la conception de réseaux avec des p-cycles en présence d'exigences de disponibilité et nous obtenons des premières bornes inférieures pour ce problème.

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.

États cohérents et comprimés du potentiel de Morse et intrication créée par un miroir semi-transparent

Pour décrire les vibrations à l'intérieur des molécules diatomiques, le potentiel de Morse est une meilleure approximation que le système de l'oscillateur harmonique. Ainsi, en se basant sur la définition des états cohérents et comprimés donnée dans le cadre du problème de l'oscillateur harmonique, la première partie de ce travail suggère une construction des états cohérents et comprimés pour le potentiel de Morse. Deux types d’états seront construits et leurs différentes propriétés seront étudiées en portant une attention particulière aux trajectoires et aux dispersions afin de confirmer la quasi-classicité de ces états. La deuxième partie de ce travail propose d'insérer ces deux types d’états cohérents et comprimés de Morse dans un miroir semi-transparent afin d'introduire un nouveau moyen de créer de l'intrication. Cette intrication sera mesurée à l’aide de l’entropie linéaire et nous étudierons la dépendance par rapport aux paramètres de cohérence et de compression.