947 resultados para stochastic search variable selection
Resumo:
In the proposed model, the independent system operator (ISO) provides the opportunity for maintenance outage rescheduling of generating units before each short-term (ST) time interval. Long-term (LT) scheduling for 1 or 2 years in advance is essential for the ISO and the generation companies (GENCOs) to decide their LT strategies; however, it is not possible to be exactly followed and requires slight adjustments. The Cournot-Nash equilibrium is used to characterize the decision-making procedure of an individual GENCO for ST intervals considering the effective coordination with LT plans. Random inputs, such as parameters of the demand function of loads, hourly demand during the following ST time interval and the expected generation pattern of the rivals, are included as scenarios in the stochastic mixed integer program defined to model the payoff-maximizing objective of a GENCO. Scenario reduction algorithms are used to deal with the computational burden. Two reliability test systems were chosen to illustrate the effectiveness of the proposed model for the ST decision-making process for future planned outages from the point of view of a GENCO.
Resumo:
Resource constraints are becoming a problem as many of the wireless mobile devices have increased generality. Our work tries to address this growing demand on resources and performance, by proposing the dynamic selection of neighbor nodes for cooperative service execution. This selection is in uenced by user's quality of service requirements expressed in his request, tailoring provided service to user's speci c needs. In this paper we improve our proposal's formulation algorithm with the ability to trade o time for the quality of the solution. At any given time, a complete solution for service execution exists, and the quality of that solution is expected to improve overtime.
Resumo:
The main goal of this paper is to analyze the behavior of nonmono- tone hybrid tabu search approaches when solving systems of nonlinear inequalities and equalities through the global optimization of an appro- priate merit function. The algorithm combines global and local searches and uses a nonmonotone reduction of the merit function to choose the local search. Relaxing the condition aims to call the local search more often and reduces the overall computational e ort. Two variants of a perturbed pattern search method are implemented as local search. An experimental study involving a variety of problems available in the lit- erature is presented.
Resumo:
Modern real-time systems, with a more flexible and adaptive nature, demand approaches for timeliness evaluation based on probabilistic measures of meeting deadlines. In this context, simulation can emerge as an adequate solution to understand and analyze the timing behaviour of actual systems. However, care must be taken with the obtained outputs under the penalty of obtaining results with lack of credibility. Particularly important is to consider that we are more interested in values from the tail of a probability distribution (near worst-case probabilities), instead of deriving confidence on mean values. We approach this subject by considering the random nature of simulation output data. We will start by discussing well known approaches for estimating distributions out of simulation output, and the confidence which can be applied to its mean values. This is the basis for a discussion on the applicability of such approaches to derive confidence on the tail of distributions, where the worst-case is expected to be.
Resumo:
Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo Energia
Resumo:
Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica
Resumo:
The basic motivation of this work was the integration of biophysical models within the interval constraints framework for decision support. Comparing the major features of biophysical models with the expressive power of the existing interval constraints framework, it was clear that the most important inadequacy was related with the representation of differential equations. System dynamics is often modelled through differential equations but there was no way of expressing a differential equation as a constraint and integrate it within the constraints framework. Consequently, the goal of this work is focussed on the integration of ordinary differential equations within the interval constraints framework, which for this purpose is extended with the new formalism of Constraint Satisfaction Differential Problems. Such framework allows the specification of ordinary differential equations, together with related information, by means of constraints, and provides efficient propagation techniques for pruning the domains of their variables. This enabled the integration of all such information in a single constraint whose variables may subsequently be used in other constraints of the model. The specific method used for pruning its variable domains can then be combined with the pruning methods associated with the other constraints in an overall propagation algorithm for reducing the bounds of all model variables. The application of the constraint propagation algorithm for pruning the variable domains, that is, the enforcement of local-consistency, turned out to be insufficient to support decision in practical problems that include differential equations. The domain pruning achieved is not, in general, sufficient to allow safe decisions and the main reason derives from the non-linearity of the differential equations. Consequently, a complementary goal of this work proposes a new strong consistency criterion, Global Hull-consistency, particularly suited to decision support with differential models, by presenting an adequate trade-of between domain pruning and computational effort. Several alternative algorithms are proposed for enforcing Global Hull-consistency and, due to their complexity, an effort was made to provide implementations able to supply any-time pruning results. Since the consistency criterion is dependent on the existence of canonical solutions, it is proposed a local search approach that can be integrated with constraint propagation in continuous domains and, in particular, with the enforcing algorithms for anticipating the finding of canonical solutions. The last goal of this work is the validation of the approach as an important contribution for the integration of biophysical models within decision support. Consequently, a prototype application that integrated all the proposed extensions to the interval constraints framework is developed and used for solving problems in different biophysical domains.
Resumo:
OBJECTIVE: To perform a systematic review of the prevalence of the HCV/ S. mansoni co-infection and associated factors in Schistosoma mansoni -infected populations. METHODS: The bibliographic search was carried out using the Medline, Lilacs, SciELO, Cochrane Library and Ibecs databases. The criteria for the studies' selection and the extraction data were based on systematic review methods. Forty five studies were found, with nine being excluded in a first screening. Thirteen articles were used for data extraction. RESULTS: The HCV infection rates in schistosomiasis populations range from 1% in Ethiopia to 50% in Egypt. Several studies had poorly defined methodologies, even in areas characterized by an association between hepatitis C and schistosomiasis, such as Brazil and Egypt, which meant conclusions were inconsistent. HCV infection rates in schistosomotic populations were heterogeneous and risk factors for acquiring the virus varied widely. CONCLUSIONS: Despite the limitations, this review may help to identify regions with higher rates of hepatitis C and schistosomiasis association. However, more studies are necessary for the development of public health policies on prevention and control of both diseases.
Resumo:
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.
Resumo:
Electricity short-term load forecast is very important for the operation of power systems. In this work a classical exponential smoothing model, the Holt-Winters with double seasonality was used to test for accurate predictions applied to the Portuguese demand time series. Some metaheuristic algorithms for the optimal selection of the smoothing parameters of the Holt-Winters forecast function were used and the results after testing in the time series showed little differences among methods, so the use of the simple local search algorithms is recommended as they are easier to implement.
Resumo:
Electricity short-term load forecast is very important for the operation of power systems. In this work a classical exponential smoothing model, the Holt-Winters with double seasonality was used to test for accurate predictions applied to the Portuguese demand time series. Some metaheuristic algorithms for the optimal selection of the smoothing parameters of the Holt-Winters forecast function were used and the results after testing in the time series showed little differences among methods, so the use of the simple local search algorithms is recommended as they are easier to implement.
Resumo:
This manuscript analyses the data generated by a Zero Length Column (ZLC) diffusion experimental set-up, for 1,3 Di-isopropyl benzene in a 100% alumina matrix with variable particle size. The time evolution of the phenomena resembles those of fractional order systems, namely those with a fast initial transient followed by long and slow tails. The experimental measurements are best fitted with the Harris model revealing a power law behavior.
Resumo:
This paper studies fractional variable structure controllers. Two cases are considered namely, the sliding reference model and the control action, that are generalized from integer into fractional orders. The test bed consists in a mechanical manipulator and the effect of the fractional approach upon the system performance is evaluated. The results show that fractional dynamics, both in the switching surface and the control law are important design algorithms in variable structure controllers.
Resumo:
One of the most well-known bio-inspired algorithms used in optimization problems is the particle swarm optimization (PSO), which basically consists on a machinelearning technique loosely inspired by birds flocking in search of food. More specifically, it consists of a number of particles that collectively move on the search space in search of the global optimum. The Darwinian particle swarm optimization (DPSO) is an evolutionary algorithm that extends the PSO using natural selection, or survival of the fittest, to enhance the ability to escape from local optima. This paper firstly presents a survey on PSO algorithms mainly focusing on the DPSO. Afterward, a method for controlling the convergence rate of the DPSO using fractional calculus (FC) concepts is proposed. The fractional-order optimization algorithm, denoted as FO-DPSO, is tested using several well-known functions, and the relationship between the fractional-order velocity and the convergence of the algorithm is observed. Moreover, experimental results show that the FO-DPSO significantly outperforms the previously presented FO-PSO.
Resumo:
This article describes a finite element-based formulation for the statistical analysis of the response of stochastic structural composite systems whose material properties are described by random fields. A first-order technique is used to obtain the second-order statistics for the structural response considering means and variances of the displacement and stress fields of plate or shell composite structures. Propagation of uncertainties depends on sensitivities taken as measurement of variation effects. The adjoint variable method is used to obtain the sensitivity matrix. This method is appropriated for composite structures due to the large number of random input parameters. Dominant effects on the stochastic characteristics are studied analyzing the influence of different random parameters. In particular, a study of the anisotropy influence on uncertainties propagation of angle-ply composites is carried out based on the proposed approach.