Increasing the lateral line length of drip irrigation systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Funções penalidade para o tratamento das variáveis discretas do problema de fluxo de potência ótimo reativo

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Survivable Lightpath Provisioning in WDM Mesh Networks Under Shared Path Protection and Signal Quality Constraints

This paper addresses the problem of survivable lightpath provisioning in wavelength-division-multiplexing (WDM) mesh networks, taking into consideration optical-layer protection and some realistic optical signal quality constraints. The investigated networks use sparsely placed optical–electrical–optical (O/E/O) modules for regeneration and wavelength conversion. Given a fixed network topology with a number of sparsely placed O/E/O modules and a set of connection requests, a pair of link-disjoint lightpaths is established for each connection. Due to physical impairments and wavelength continuity, both the working and protection lightpaths need to be regenerated at some intermediate nodes to overcome signal quality degradation and wavelength contention. In the present paper, resource-efficient provisioning solutions are achieved with the objective of maximizing resource sharing. The authors propose a resource-sharing scheme that supports three kinds of resource-sharing scenarios, including a conventional wavelength-link sharing scenario, which shares wavelength links between protection lightpaths, and two new scenarios, which share O/E/O modules between protection lightpaths and between working and protection lightpaths. An integer linear programming (ILP)-based solution approach is used to find optimal solutions. The authors also propose a local optimization heuristic approach and a tabu search heuristic approach to solve this problem for real-world, large mesh networks. Numerical results show that our solution approaches work well under a variety of network settings and achieves a high level of resource-sharing rates (over 60% for O/E/O modules and over 30% for wavelength links), which translate into great savings in network costs.

Dynamic Traffic Grooming Algorithms for Reconfigurable SONET Over WDM Networks

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.

Survivable Traffic Grooming With Path Protection at the Connection Level in WDM Mesh Networks

Survivable traffic grooming (STG) is a promising approach to provide reliable and resource-efficient multigranularity connection services in wavelength-division-multiplexing (WDM) optical networks. In this paper, we study the STG problem in WDM mesh optical networks employing path protection at the connection level. Both dedicated-protection and shared-protection schemes are considered. Given network resources, the objective of the STG problem is to maximize network throughput. To enable survivability under various kinds of single failures, such as fiber cut and duct cut, we consider the general shared-risklink- group (SRLG) diverse routing constraints. We first resort to the integer-linear-programming (ILP) approach to obtain optimal solutions. To address its high computational complexity, we then propose three efficient heuristics, namely separated survivable grooming algorithm (SSGA), integrated survivable grooming algorithm (ISGA), and tabu-search survivable grooming algorithm (TSGA). While SSGA and ISGA correspond to an overlay network model and a peer network model, respectively, TSGA further improves the grooming results from SSGA and ISGA by incorporating the effective tabu-search (TS) method. Numerical results show that the heuristics achieve comparable solutions to the ILP approach, which uses significantly longer running times than the heuristics.

Minimizing the Number of Optical Amplifiers Needed to Support a Multi-Wavelength Optical LAN/MAN

Optical networks based on passive star couplers and employing wavelength-division multiplexing (WDhf) have been proposed for deployment in local and metropolitan areas. Amplifiers are required in such networks to compensate for the power losses due to splitting and attenuation. However, an optical amplifier has constraints on the maximum gain and the maximum output power it can supply; thus optical amplifier placement becomes a challenging problem. The general problem of minimizing the total amplifier count, subject to the device constraints, is a mixed-integer non-linear problem. Previous studies have attacked the amplifier placement problem by adding the “artificial” constraint that all wavelengths, which are present at a particular point in a fiber, be at the same power level. In this paper, we present a method to solve the minimum amplifier- placement problem while avoiding the equally powered- wavelength constraint. We demonstrate that, by allowing signals to operate at different power levels, our method can reduce the number of amplifiers required in several small to medium-sized networks.

Survivable Virtual Topology Routing under Shared Risk Link Groups in WDM Networks

Network survivability is one of the most important issues in the design of optical WDM networks. In this work we study the problem of survivable routing of a virtual topology on a physical topology with Shared Risk Link Groups (SRLG). The survivable virtual topology routing problem against single-link failures in the physical topology is proved to be NP-complete in [1]. We prove that survivable virtual topology routing problem against SRLG/node failures is also NP-complete. We present an improved integer linear programming (ILP) formulation (in comparison to [1]) for computing the survivable routing under SRLG/node failures. Using an ILP solver, we computed the survivable virtual topology routing against link and SRLG failures for small and medium sized networks efficiently. As even our improved ILP formulation becomes intractable for large networks, we present a congestion-based heuristic and a tabu search heuristic (which uses the congestion-based heuristic solution as the initial solution) for computing survivable routing of a virtual topology. Our experimental results show that tabu search heuristic coupled with the congestion based heuristic (used as initial solution) provides fast and near-optimal solutions.

Survivable Traffic Grooming with Path Protection at the Connection Level in WDM Mesh Networks

Survivable traffic grooming (STG) is a promising approach to provide reliable and resource-efficient multigranularity connection services in wavelength division multiplexing (WDM) optical networks. In this paper, we study the STG problem in WDM mesh optical networks employing path protection at the connection level. Both dedicated protection and shared protection schemes are considered. Given the network resources, the objective of the STG problem is to maximize network throughput. To enable survivability under various kinds of single failures such as fiber cut and duct cut, we consider the general shared risk link group (SRLG) diverse routing constraints. We first resort to the integer linear programming (ILP) approach to obtain optimal solutions. To address its high computational complexity, we then propose three efficient heuristics, namely separated survivable grooming algorithm (SSGA), integrated survivable grooming algorithm (ISGA) and tabu search survivable grooming algorithm (TSGA). While SSGA and ISGA correspond to an overlay network model and a peer network model respectively, TSGA further improves the grooming results from SSGA and ISGA by incorporating the effective tabu search method. Numerical results show that the heuristics achieve comparable solutions to the ILP approach, which uses significantly longer running times than the heuristics.

A relaxed constant positive linear dependence constraint qualification and applications

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.

Optimal reactive power flow via the modified barrier Lagrangian function approach

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.

Three time-based scale formulations for the two-stage lot sizing and scheduling in process industries

In this paper, we propose three novel mathematical models for the two-stage lot-sizing and scheduling problems present in many process industries. The problem shares a continuous or quasi-continuous production feature upstream and a discrete manufacturing feature downstream, which must be synchronized. Different time-based scale representations are discussed. The first formulation encompasses a discrete-time representation. The second one is a hybrid continuous-discrete model. The last formulation is based on a continuous-time model representation. Computational tests with state-of-the-art MIP solver show that the discrete-time representation provides better feasible solutions in short running time. On the other hand, the hybrid model achieves better solutions for longer computational times and was able to prove optimality more often. The continuous-type model is the most flexible of the three for incorporating additional operational requirements, at a cost of having the worst computational performance. Journal of the Operational Research Society (2012) 63, 1613-1630. doi:10.1057/jors.2011.159 published online 7 March 2012

Optimization of Large-Scale Hydrothermal System Operation

This paper presents the development of a mathematical model to optimize the management and operation of the Brazilian hydrothermal system. The system consists of a large set of individual hydropower plants and a set of aggregated thermal plants. The energy generated in the system is interconnected by a transmission network so it can be transmitted to centers of consumption throughout the country. The optimization model offered is capable of handling different types of constraints, such as interbasin water transfers, water supply for various purposes, and environmental requirements. Its overall objective is to produce energy to meet the country's demand at a minimum cost. Called HIDROTERM, the model integrates a database with basic hydrological and technical information to run the optimization model, and provides an interface to manage the input and output data. The optimization model uses the General Algebraic Modeling System (GAMS) package and can invoke different linear as well as nonlinear programming solvers. The optimization model was applied to the Brazilian hydrothermal system, one of the largest in the world. The system is divided into four subsystems with 127 active hydropower plants. Preliminary results under different scenarios of inflow, demand, and installed capacity demonstrate the efficiency and utility of the model. From this and other case studies in Brazil, the results indicate that the methodology developed is suitable to different applications, such as planning operation, capacity expansion, and operational rule studies, and trade-off analysis among multiple water users. DOI: 10.1061/(ASCE)WR.1943-5452.0000149. (C) 2012 American Society of Civil Engineers.

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

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.

New Optimization Algorithms for Structural Reliability Analysis

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.

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.