Maximum likelihood Linear Programming Data Fusion for Speaker Recognition

Biometric system performance can be improved by means of data fusion. Several kinds of information can be fused in order to obtain a more accurate classification (identification or verification) of an input sample. In this paper we present a method for computing the weights in a weighted sum fusion for score combinations, by means of a likelihood model. The maximum likelihood estimation is set as a linear programming problem. The scores are derived from a GMM classifier working on a different feature extractor. Our experimental results assesed the robustness of the system in front a changes on time (different sessions) and robustness in front a change of microphone. The improvements obtained were significantly better (error bars of two standard deviations) than a uniform weighted sum or a uniform weighted product or the best single classifier. The proposed method scales computationaly with the number of scores to be fussioned as the simplex method for linear programming.

Interior point algorithm for linear programming used in transmission network synthesis

This article presents a well-known interior point method (IPM) used to solve problems of linear programming that appear as sub-problems in the solution of the long-term transmission network expansion planning problem. The linear programming problem appears when the transportation model is used, and when there is the intention to solve the planning problem using a constructive heuristic algorithm (CHA), ora branch-and-bound algorithm. This paper shows the application of the IPM in a CHA. A good performance of the IPM was obtained, and then it can be used as tool inside algorithm, used to solve the planning problem. Illustrative tests are shown, using electrical systems known in the specialized literature. (C) 2005 Elsevier B.V. All rights reserved.

Domain reduction using GRASP construction phase for transmission expansion planning problem

This paper proposes a new strategy to reduce the combinatorial search space of a mixed integer linear programming (MILP) problem. The construction phase of greedy randomized adaptive search procedure (GRASP-CP) is employed to reduce the domain of the integer variables of the transportation model of the transmission expansion planning (TM-TEP) problem. This problem is a MILP and very difficult to solve specially for large scale systems. The branch and bound (BB) algorithm is used to solve the problem in both full and the reduced search space. The proposed method might be useful to reduce the search space of those kinds of MILP problems that a fast heuristic algorithm is available for finding local optimal solutions. The obtained results using some real test systems show the efficiency of the proposed method. © 2012 Springer-Verlag.

Desenvolvimento de técnicas eficientes de programação linear na utilização de metaheurísticas para o problema de planejamento da expansão de sistemas de transmissão

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Análise de novos modelos matemáticos para o problema de planejamento da expansão de sistemas de transmissão

Pós-graduação em Engenharia Elétrica - FEIS

Análise e desenvolvimento de algoritmos eficientes de programação linear para o problema de planejamento de sistemas de transmissão a longo prazo

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

Transmission network expansion planning for the Colombian electrical system: Connecting the Ituango hydroelectric power plant

The hydroelectric power plant Hidroltuango represents a major expansion for the Colombian electrical system (with a total capacity of 2400 MW). This paper analyzes the possible interconnections and investments involved in connecting Hidroltuango, in order to strengthen the Colombian national transmission system. A Mixed Binary Linear Programming (MBLP) model was used to solve the Multistage Transmission Network Expansion Planning (MTEP) problem of the Colombian electrical system, taking the N-1 safety criterion into account. The N-1 safety criterion indicates that the transmission system must be expanded so that the system will continue to operate properly if an outage in a system element (within a pre-defined set of contingencies) occurs. The use of a MBLP model guaranteed the convergence with existing classical optimization methods and the optimal solution for the MTEP using commercial solvers. Multiple scenarios for generation and demand were used to consider uncertainties within these parameters. The model was implemented using the algebraic modeling language AMPL and solved using the commercial solver CPLEX. The proposed model was then applied to the Colombian electrical system using the planning horizon of 2018-2025. (C) 2014 Elsevier B.V. All rights reserved.

Transmission network expansion planning considering repowering and reconfiguration

Transmission expansion planning (TEP) is a classic problem in electric power systems. In current optimization models used to approach the TEP problem, new transmission lines and two-winding transformers are commonly used as the only candidate solutions. However, in practice, planners have resorted to non-conventional solutions such as network reconfiguration and/or repowering of existing network assets (lines or transformers). These types of non-conventional solutions are currently not included in the classic mathematical models of the TEP problem. This paper presents the modeling of necessary equations, using linear expressions, in order to include non-conventional candidate solutions in the disjunctive linear model of the TEP problem. The resulting model is a mixed integer linear programming problem, which guarantees convergence to the optimal solution by means of available classical optimization tools. The proposed model is implemented in the AMPL modeling language and is solved using CPLEX optimizer. The Garver test system, IEEE 24-busbar system, and a Colombian system are used to demonstrate that the utilization of non-conventional candidate solutions can reduce investment costs of the TEP problem. (C) 2015 Elsevier Ltd. All rights reserved.

Data Flow Analysis and the Linear Programming Model

* The research is supported partly by INTAS: 04-77-7173 project, http://www.intas.be

A zero-augmented gamma mixed model for longitudinal data with many zeros

In many occupational safety interventions, the objective is to reduce the injury incidence as well as the mean claims cost once injury has occurred. The claims cost data within a period typically contain a large proportion of zero observations (no claim). The distribution thus comprises a point mass at 0 mixed with a non-degenerate parametric component. Essentially, the likelihood function can be factorized into two orthogonal components. These two components relate respectively to the effect of covariates on the incidence of claims and the magnitude of claims, given that claims are made. Furthermore, the longitudinal nature of the intervention inherently imposes some correlation among the observations. This paper introduces a zero-augmented gamma random effects model for analysing longitudinal data with many zeros. Adopting the generalized linear mixed model (GLMM) approach reduces the original problem to the fitting of two independent GLMMs. The method is applied to evaluate the effectiveness of a workplace risk assessment teams program, trialled within the cleaning services of a Western Australian public hospital.

Optimal methodology for distribution systems reconfiguration based on OPF and solved by decomposition technique

This paper presents a new and efficient methodology for distribution network reconfiguration integrated with optimal power flow (OPF) based on a Benders decomposition approach. The objective minimizes power losses, balancing load among feeders and subject to constraints: capacity limit of branches, minimum and maximum power limits of substations or distributed generators, minimum deviation of bus voltages and radial optimal operation of networks. The Generalized Benders decomposition algorithm is applied to solve the problem. The formulation can be embedded under two stages; the first one is the Master problem and is formulated as a mixed integer non-linear programming problem. This stage determines the radial topology of the distribution network. The second stage is the Slave problem and is formulated as a non-linear programming problem. This stage is used to determine the feasibility of the Master problem solution by means of an OPF and provides information to formulate the linear Benders cuts that connect both problems. The model is programmed in GAMS. The effectiveness of the proposal is demonstrated through two examples extracted from the literature.

Modelo de otimização do espaço livre de armazenagem num silo de cereais

Este trabalho baseia-se num caso de estudo real de planeamento de operações de armazenagem num silo rural de cereais, e enquadra-se nos problemas de planeamento e programação de armazéns. Os programadores deparam-se diariamente com o problema de arranjar a melhor solução de transferência entre células de armazenagem, tentando maximizar o número de células vazias, por forma a ter maior capacidade para receber novos lotes, respeitando as restrições de receção e expedição, e as restrições de capacidade das linhas de transporte. Foi desenvolvido um modelo matemático de programação linear inteira mista e uma aplicação em Excel, com recurso ao VBA, para a sua implementação. Esta implementação abrangeu todo o processo relativo à atividade em causa, isto é, vai desde a recolha de dados, seu tratamento e análise, até à solução final de distribuição dos vários produtos pelas várias células. Os resultados obtidos mostram que o modelo otimiza o número de células vazias, tendo em conta os produtos que estão armazenados mais os que estão para ser rececionados e expedidos, em tempo computacional inferior a 60 segundos, constituindo, assim, uma importante mais valia para a empresa em causa.

A new MILP based approach for unit commitment in power production planning

This paper presents a complete, quadratic programming formulation of the standard thermal unit commitment problem in power generation planning, together with a novel iterative optimisation algorithm for its solution. The algorithm, based on a mixed-integer formulation of the problem, considers piecewise linear approximations of the quadratic fuel cost function that are dynamically updated in an iterative way, converging to the optimum; this avoids the requirement of resorting to quadratic programming, making the solution process much quicker. From extensive computational tests on a broad set of benchmark instances of this problem, the algorithm was found to be flexible and capable of easily incorporating different problem constraints. Indeed, it is able to tackle ramp constraints, which although very important in practice were rarely considered in previous publications. Most importantly, optimal solutions were obtained for several well-known benchmark instances, including instances of practical relevance, that are not yet known to have been solved to optimality. Computational experiments and their results showed that the method proposed is both simple and extremely effective.

Wind-CSP short-term coordination by MILP approach

This paper is on the maximization of total profit in a day-ahead market for a price-taker producer needing a short-term scheduling for wind power plants coordination with concentrated solar power plants, having thermal energy storage systems. The optimization approach proposed for the maximization of profit is a mixed-integer linear programming problem. The approach considers not only transmission grid constraints, but also technical operating constraints on both wind and concentrated solar power plants. Then, an improved short-term scheduling coordination is provided due to the more accurate modelling presented in this paper. Computer simulation results based on data for the Iberian wind and concentrated solar power plants illustrate the coordination benefits and show the effectiveness of the approach.

Self-Scheduling for energy and spinning reserve of wind/CSP plants by a MILP approach

This paper is on the self-scheduling for a power producer taking part in day-ahead joint energy and spinning reserve markets and aiming at a short-term coordination of wind power plants with concentrated solar power plants having thermal energy storage. The short-term coordination is formulated as a mixed-integer linear programming problem given as the maximization of profit subjected to technical operation constraints, including the ones related to a transmission line. Probability density functions are used to model the variability of the hourly wind speed and the solar irradiation in regard to a negative correlation. Case studies based on an Iberian Peninsula wind and concentrated solar power plants are presented, providing the optimal energy and spinning reserve for the short-term self-scheduling in order to unveil the coordination benefits and synergies between wind and solar resources. Results and sensitivity analysis are in favour of the coordination, showing an increase on profit, allowing for spinning reserve, reducing the need for curtailment, increasing the transmission line capacity factor. (C) 2014 Elsevier Ltd. All rights reserved.