Improvement of a filters method in a derivative free optimization

Constraints nonlinear optimization problems can be solved using penalty or barrier functions. This strategy, based on solving the problems without constraints obtained from the original problem, have shown to be e ective, particularly when used with direct search methods. An alternative to solve the previous problems is the lters method. The lters method introduced by Fletcher and Ley er in 2002, , has been widely used to solve problems of the type mentioned above. These methods use a strategy di erent from the barrier or penalty functions. The previous functions de ne a new one that combine the objective function and the constraints, while the lters method treat optimization problems as a bi-objective problems that minimize the objective function and a function that aggregates the constraints. Motivated by the work of Audet and Dennis in 2004, using lters method with derivative-free algorithms, the authors developed works where other direct search meth- ods were used, combining their potential with the lters method. More recently. In a new variant of these methods was presented, where it some alternative aggregation restrictions for the construction of lters were proposed. This paper presents a variant of the lters method, more robust than the previous ones, that has been implemented with a safeguard procedure where values of the function and constraints are interlinked and not treated completely independently.

Filters method in direct search optimization, new measures to admissibility

Constrained nonlinear optimization problems are usually solved using penalty or barrier methods combined with unconstrained optimization methods. Another alternative used to solve constrained nonlinear optimization problems is the lters method. Filters method, introduced by Fletcher and Ley er in 2002, have been widely used in several areas of constrained nonlinear optimization. These methods treat optimization problem as bi-objective attempts to minimize the objective function and a continuous function that aggregates the constraint violation functions. Audet and Dennis have presented the rst lters method for derivative-free nonlinear programming, based on pattern search methods. Motivated by this work we have de- veloped a new direct search method, based on simplex methods, for general constrained optimization, that combines the features of the simplex method and lters method. This work presents a new variant of these methods which combines the lters method with other direct search methods and are proposed some alternatives to aggregate the constraint violation functions.

Web-based application programming interface to solve nonlinear optimization problems

Nonlinear Optimization Problems are usual in many engineering fields. Due to its characteristics the objective function of some problems might not be differentiable or its derivatives have complex expressions. There are even cases where an analytical expression of the objective function might not be possible to determine either due to its complexity or its cost (monetary, computational, time, ...). In these cases Nonlinear Optimization methods must be used. An API, including several methods and algorithms to solve constrained and unconstrained optimization problems was implemented. This API can be accessed not only as traditionally, by installing it on the developer and/or user computer, but it can also be accessed remotely using Web Services. As long as there is a network connection to the server where the API is installed, applications always access to the latest API version. Also an Web-based application, using the proposed API, was developed. This application is to be used by users that do not want to integrate methods in applications, and simply want to have a tool to solve Nonlinear Optimization Problems.

Wind resource modelling in complex terrain using different mesoscale–microscale coupling techniques

Wind resource evaluation in two sites located in Portugal was performed using the mesoscale modelling system Weather Research and Forecasting (WRF) and the wind resource analysis tool commonly used within the wind power industry, the Wind Atlas Analysis and Application Program (WAsP) microscale model. Wind measurement campaigns were conducted in the selected sites, allowing for a comparison between in situ measurements and simulated wind, in terms of flow characteristics and energy yields estimates. Three different methodologies were tested, aiming to provide an overview of the benefits and limitations of these methodologies for wind resource estimation. In the first methodology the mesoscale model acts like “virtual” wind measuring stations, where wind data was computed by WRF for both sites and inserted directly as input in WAsP. In the second approach, the same procedure was followed but here the terrain influences induced by the mesoscale model low resolution terrain data were removed from the simulated wind data. In the third methodology, the simulated wind data is extracted at the top of the planetary boundary layer height for both sites, aiming to assess if the use of geostrophic winds (which, by definition, are not influenced by the local terrain) can bring any improvement in the models performance. The obtained results for the abovementioned methodologies were compared with those resulting from in situ measurements, in terms of mean wind speed, Weibull probability density function parameters and production estimates, considering the installation of one wind turbine in each site. Results showed that the second tested approach is the one that produces values closest to the measured ones, and fairly acceptable deviations were found using this coupling technique in terms of estimated annual production. However, mesoscale output should not be used directly in wind farm sitting projects, mainly due to the mesoscale model terrain data poor resolution. Instead, the use of mesoscale output in microscale models should be seen as a valid alternative to in situ data mainly for preliminary wind resource assessments, although the application of mesoscale and microscale coupling in areas with complex topography should be done with extreme caution.

Energy-Aware Routing And Grooming For IP Transport Over WDM MLR Networks

In this work a mixed integer optimization linear programming (MILP) model was applied to mixed line rate (MLR) IP over WDM and IP over OTN over WDM (with and without OTN grooming) networks, with aim to reduce network energy consumption. Energy-aware and energy-aware & short-path routing techniques were used. Simulations were made based on a real network topology as well as on forecasts of traffic matrix based on statistical data from 2005 up to 2017. Energy aware routing optimization model on IPoWDM network, showed the lowest energy consumption along all years, and once compared with energy-aware & short-path routing, has led to an overall reduction in energy consumption up to 29%, expecting to save even more than shortest-path routing. © 2014 IEEE.

Neighbour list optimization for real LTE radio network

With the increasing complexity of current networks, it became evident the need for Self-Organizing Networks (SON), which aims to automate most of the associated radio planning and optimization tasks. Within SON, this paper aims to optimize the Neighbour Cell List (NCL) for Long Term Evolution (LTE) evolved NodeBs (eNBs). An algorithm composed by three decisions were were developed: distance-based, Radio Frequency (RF) measurement-based and Handover (HO) stats-based. The distance-based decision, proposes a new NCL taking account the eNB location and interference tiers, based in the quadrants method. The last two algorithms consider signal strength measurements and HO statistics, respectively; they also define a ranking to each eNB and neighbour relation addition/removal based on user defined constraints. The algorithms were developed and implemented over an already existent radio network optimization professional tool. Several case studies were produced using real data from a Portuguese LTE mobile operator. © 2014 IEEE.

A trader portfolio optimization of bilateral contracts in electricity retail markets

Electricity markets are systems for effecting the purchase and sale of electricity using supply and demand to set energy prices. Two major market models are often distinguished: pools and bilateral contracts. Pool prices tend to change quickly and variations are usually highly unpredictable. In this way, market participants often enter into bilateral contracts to hedge against pool price volatility. This article addresses the challenge of optimizing the portfolio of clients managed by trader agents. Typically, traders buy energy in day-ahead markets and sell it to a set of target clients, by negotiating bilateral contracts involving three-rate tariffs. Traders sell energy by considering the prices of a reference week and five different types of clients. They analyze several tariffs and determine the best share of customers, i.e., the share that maximizes profit. © 2014 IEEE.

Spinning reserve and emission unit commitment through stochastic optimization

This paper proposes a stochastic mixed-integer linear approach to deal with a short-term unit commitment problem with uncertainty on a deregulated electricity market that includes day-ahead bidding and bilateral contracts. The proposed approach considers the typically operation constraints on the thermal units and a spinning reserve. The uncertainty is due to the electricity prices, which are modeled by a scenario set, allowing an acceptable computation. Moreover, emission allowances are considered in a manner to allow for the consideration of environmental constraints. A case study to illustrate the usefulness of the proposed approach is presented and an assessment of the cost for the spinning reserve is obtained by a comparison between the situation with and without spinning reserve.

Particle swarm optimization: dynamical analysis through fractional calculus

This chapter considers the particle swarm optimization algorithm as a system, whose dynamics is studied from the point of view of fractional calculus. In this study some initial swarm particles are randomly changed, for the system stimulation, and its response is compared with a non-perturbed reference response. The perturbation effect in the PSO evolution is observed in the perspective of the fitness time behaviour of the best particle. The dynamics is represented through the median of a sample of experiments, while adopting the Fourier analysis for describing the phenomena. The influence upon the global dynamics is also analyzed. Two main issues are reported: the PSO dynamics when the system is subjected to random perturbations, and its modelling with fractional order transfer functions.

On the use of particle swarm optimization to maximize bending stiffness of functionally graded structures

Functionally graded materials are a type of composite materials which are tailored to provide continuously varying properties, according to specific constituent's mixing distributions. These materials are known to provide superior thermal and mechanical performances when compared to the traditional laminated composites, because of this continuous properties variation characteristic, which enables among other advantages, smoother stresses distribution profiles. Therefore the growing trend on the use of these materials brings together the interest and the need for getting optimum configurations concerning to each specific application. In this work it is studied the use of particle swarm optimization technique for the maximization of a functionally graded sandwich beam bending stiffness. For this purpose, a set of case studies is analyzed, in order to enable to understand in a detailed way, how the different optimization parameters tuning can influence the whole process. It is also considered a re-initialization strategy, which is not a common approach in particle swarm optimization as far as it was possible to conclude from the published research works. As it will be shown, this strategy can provide good results and also present some advantages in some conditions. This work was developed and programmed on symbolic computation platform Maple 14. (C) 2013 Elsevier B.V. All rights reserved.

Optimization of magneto-electro-elastic composite structures using differential evolution

Magneto-electro-elastic structures are built from materials that provide them the ability to convert in an interchangeable way, magnetic, electric and mechanical forms of energy. This characteristic can therefore provide an adaptive behaviour to a general configuration elastic structure, being commonly used in association with any type of composite material in an embedded or surface mounted mode, or by considering the usage of multiphase materials that enable achieving different magneto-electro-elastic properties. In a first stage of this work, a few cases studies will be considered to enable the validation of the model considered and the influence of the coupling characteristics of this type of adaptive structures. After that we consider the application of a recent computational intelligence technique, the differential evolution, in a deflection profile minimization problem. Studies on the influence of optimization parameters associated to the problem considered will be performed as well as the adoption of an adaptive scheme for the perturbation factor. Results are also compared with those obtained using an enhanced particle swarm optimization technique. (C) 2013 Elsevier Ltd. All rights reserved.

Optimization of structures modeled with a Meshfree approach

Radial basis functions are being used in different scientific areas in order to reproduce the geometrical modeling of an object/structure, as well as to predict its behavior. Due to its characteristics, these functions are well suited for meshfree modeling of physical quantities, which for instances can be associated to the data sets of 3D laser scanning point clouds. In the present work the geometry of a structure is modeled by using multiquadric radial basis functions, and its configuration is further optimized in order to obtain better performances concerning to its static and dynamic behavior. For this purpose the authors consider the particle swarm optimization technique. A set of case studies is presented to illustrate the adequacy of the meshfree model used, as well as its link to particle swarm optimization technique. © 2014 IEEE.

Lesion detection performance in an anthropomorphic chest phantom: comparative analysis of low-dose CT data on two hybrid imaging systems

Introduction: multimodality environment; requirement for greater understanding of the imaging technologies used, the limitations of these technologies, and how to best interpret the results; dose optimization; introduction of new techniques; current practice and best practice; incidental findings, in low-dose CT images obtained as part of the hybrid imaging process, are an increasing phenomenon with advancing CT technology; resultant ethical and medico-legal dilemmas; understanding limitations of these procedures important when reporting images and recommending follow-up; free-response observer performance study was used to evaluate lesion detection in low-dose CT images obtained during attenuation correction acquisitions for myocardial perfusion imaging, on two hybrid imaging systems.

Realization of fractional-order controllers: analysis, synthesis and application to the velocity control of a servo system

The synthesis and application of fractional-order controllers is now an active research field. This article investigates the use of fractional-order PID controllers in the velocity control of an experimental modular servo system. The systern consists of a digital servomechanism and open-architecture software environment for real-time control experiments using MATLAB/Simulink. Different tuning methods will be employed, such as heuristics based on the well-known Ziegler Nichols rules, techniques based on Bode’s ideal transfer function and optimization tuning methods. Experimental responses obtained from the application of the several fractional-order controllers are presented and analyzed. The effectiveness and superior performance of the proposed algorithms are also compared with classical integer-order PID controllers.

Evolutionary trajectory optimization for redundant robots

The trajectory planning of redundant robots is an important area of research and efficient optimization algorithms have been investigated in the last years. This paper presents a new technique that combines the closed-loop pseudoinverse method with genetic algorithms. In this case the trajectory planning is formulated as an optimization problem with constraints.