Using error bounds to compare aggregated generalized transportation models

A comparative study of aggregation error bounds for the generalized transportation problem is presented. A priori and a posteriori error bounds were derived and a computational study was performed to (a) test the correlation between the a priori, the a posteriori, and the actual error and (b) quantify the difference of the error bounds from the actual error. Based on the results we conclude that calculating the a priori error bound can be considered as a useful strategy to select the appropriate aggregation level. The a posteriori error bound provides a good quantitative measure of the actual error.

Predicting structural models for silicon clusters

This article introduces an efficient method to generate structural models for medium-sized silicon clusters. Geometrical information obtained from previous investigations of small clusters is initially sorted and then introduced into our predictor algorithm in order to generate structural models for large clusters. The method predicts geometries whose binding energies are close (95%) to the corresponding value for the ground-state with very low computational cost. These predictions can be used as a very good initial guess for any global optimization algorithm. As a test case, information from clusters up to 14 atoms was used to predict good models for silicon clusters up to 20 atoms. We believe that the new algorithm may enhance the performance of most optimization methods whenever some previous information is available. (C) 2003 Wiley Periodicals, Inc.

Constructive heuristic algorithm in branch-and-bound structure applied to transmission network expansion planning

A constructive heuristic algorithm to solve the transmission system expansion planning problem is proposed with the aim of circumventing some critical problems of classical heuristic algorithms that employ relaxed mathematical models to calculate a sensitivity index that guides the circuit additions. The proposed heuristic algorithm is in a branch-and-bound algorithm structure, which can be used with any planning model, such as Transportation model, DC model, AC model or Hybrid models. Tests of the proposed algorithm are presented on real Brazilian systems.

Joint conomic design of (x)over-bar and R charts under Weibull shock models

This paper deals with the joint economic design of (x) over bar and R charts when the occurrence times of assignable causes follow Weibull distributions with increasing failure rates. The variable quality characteristic is assumed to be normally distributed and the process is subject to two independent assignable causes (such as tool wear-out, overheating, or vibration). One cause changes the process mean and the other changes the process variance. However, the occurrence of one kind of assignable cause does not preclude the occurrence of the other. A cost model is developed and a non-uniform sampling interval scheme is adopted. A two-step search procedure is employed to determine the optimum design parameters. Finally, a sensitivity analysis of the model is conducted, and the cost savings associated with the use of non-uniform sampling intervals instead of constant sampling intervals are evaluated.

Specialised branch-and-bound algorithm for transmission network expansion planning

An algorithm is presented that finds the optimal plan long-term transmission for till cases studied, including relatively large and complex networks. The knowledge of optimal plans is becoming more important in the emerging competitive environment, to which the correct economic signals have to be sent to all participants. The paper presents a new specialised branch-and-bound algorithm for transmission network expansion planning. Optimality is obtained at a cost, however: that is the use of a transportation model for representing the transmission network, in this model only the Kirchhoff current law is taken into account (the second law being relaxed). The expansion problem then becomes an integer linear program (ILP) which is solved by the proposed branch-and-bound method without any further approximations. To control combinatorial explosion the branch- and bound algorithm is specialised using specific knowledge about the problem for both the selection of candidate problems and the selection of the next variable to be used for branching. Special constraints are also used to reduce the gap between the optimal integer solution (ILP program) and the solution obtained by relaxing the integrality constraints (LP program). Tests have been performed with small, medium and large networks available in the literature.

Transmission network expansion planning considering uncertainty in demand

This paper presents two mathematical models and one methodology to solve a transmission network expansion planning problem considering uncertainty in demand. The first model analyzed the uncertainty in the system as a whole; then, this model considers the uncertainty in the total demand of the power system. The second one analyzed the uncertainty in each load bus individually. The methodology used to solve the problem, finds the optimal transmission network expansion plan that allows the power system to operate adequately in an environment with uncertainty. The models presented are solved using a specialized genetic algorithm. The results obtained for several known systems from literature show that cheaper plans can be found satisfying the uncertainty in demand.

Optimum design of microirrigation systems in sloping lands

When an area to be irrigated has a high slope gradient in the manifold line direction, an option is to use a tapered pipeline to economize on pipe costs and to keep pressure head variations within desired limits. The objective of this paper is to develop a linear optimization model to design a microirrigation system with tapered, downhill manifold lines, minimizing the equivalent annual cost of the hydraulic network and the annual pumping cost, and maximizing the emission uniformity previously established to the subunit. The input data are irrigation system layout, cost of all hydraulic network components, and electricity price. The output data are equivalent annual cost, pipeline diameter in each line of the system, pressure head in each node, and total operating pressure head. To illustrate its capability, the model is applied in a citrus orchard in Sao, Paulo State, Brazil, considering slopes of 3, 6, and 9%. The model proved to be efficient in the design of the irrigation system in terms of the emission uniformity desired.

Optimization of Radial Basis Function neural network employed for prediction of surface roughness in hard turning process using Taguchi's orthogonal arrays

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Algorithms for network piecewise-linear programs: A comparative study

Piecewise-Linear Programming (PLP) is an important area of Mathematical Programming and concerns the minimisation of a convex separable piecewise-linear objective function, subject to linear constraints. In this paper a subarea of PLP called Network Piecewise-Linear Programming (NPLP) is explored. The paper presents four specialised algorithms for NPLP: (Strongly Feasible) Primal Simplex, Dual Method, Out-of-Kilter and (Strongly Polynomial) Cost-Scaling and their relative efficiency is studied. A statistically designed experiment is used to perform a computational comparison of the algorithms. The response variable observed in the experiment is the CPU time to solve randomly generated network piecewise-linear problems classified according to problem class (Transportation, Transshipment and Circulation), problem size, extent of capacitation, and number of breakpoints per arc. Results and conclusions on performance of the algorithms are reported.

Automation in fault detection using neural network and model updating

In this article, an implementation of structural health monitoring process automation based on vibration measurements is proposed. The work presents an alternative approach which intent is to exploit the capability of model updating techniques associated to neural networks to be used in a process of automation of fault detection. The updating procedure supplies a reliable model which permits to simulate any damage condition in order to establish direct correlation between faults and deviation in the response of the model. The ability of the neural networks to recognize, at known signature, changes in the actual data of a model in real time are explored to investigate changes of the actual operation conditions of the system. The learning of the network is performed using a compressed spectrum signal created for each specific type of fault. Different fault conditions for a frame structure are evaluated using simulated data as well as measured experimental data.

Joint conomic design of x̄ and R charts under Weibull shock models

This paper deals with the joint economic design of x̄ and R charts when the occurrence times of assignable causes follow Weibull distributions with increasing failure rates. The variable quality characteristic is assumed to be normally distributed and the process is subject to two independent assignable causes (such as tool wear-out, overheating, or vibration). One cause changes the process mean and the other changes the process variance. However, the occurrence of one kind of assignable cause does not preclude the occurrence of the other. A cost model is developed and a non-uniform sampling interval scheme is adopted. A two-step search procedure is employed to determine the optimum design parameters. Finally, a sensitivity analysis of the model is conducted, and the cost savings associated with the use of non-uniform sampling intervals instead of constant sampling intervals are evaluated.

Design of microirrigation systems in sloping lands using linear programming

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

A barrier method for constrained nonlinear optimization using a modified Hopfield network

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel barrier method using artificial neural networks to solve robust parameter estimation problems for nonlinear model with unknown-but-bounded errors and uncertainties. This problem can be represented by a typical constrained optimization problem. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.

A constructive heuristic algorithm to Short Term Transmission Network Expansion Planning

In this paper a method for solving the Short Term Transmission Network Expansion Planning (STTNEP) problem is presented. The STTNEP is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In this work we present a constructive heuristic algorithm to find a solution of the STTNEP of excellent quality. In each step of the algorithm a sensitivity index is used to add a circuit (transmission line or transformer) to the system. This sensitivity index is obtained solving the STTNEP problem considering as a continuous variable the number of circuits to be added (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an interior points method that uses a combination of the multiple predictor corrector and multiple centrality corrections methods, both belonging to the family of higher order interior points method (HOIPM). Tests were carried out using a modified Carver system and the results presented show the good performance of both the constructive heuristic algorithm to solve the STTNEP problem and the HOIPM used in each step.

Transmission network expansion planning in full open market considering security constraints

This paper presents a mathematical model and a methodology to solve the transmission network expansion planning problem with security constraints in full competitive market, assuming that all generation programming plans present in the system operation are known. The methodology let us find an optimal transmission network expansion plan that allows the power system to operate adequately in each one of the generation programming plans specified in the full competitive market case, including a single contingency situation with generation rescheduling using the security (n-1) criterion. In this context, the centralized expansion planning with security constraints and the expansion planning in full competitive market are subsets of the proposal presented in this paper. The model provides a solution using a genetic algorithm designed to efficiently solve the reliable expansion planning in full competitive market. The results obtained for several known systems from the literature show the excellent performance of the proposed methodology.