Multi Objective Evolutionary Algorithm Applied to the Optimal Power Flow Problem

This work presents the application of a multiobjective evolutionary algorithm (MOEA) for optimal power flow (OPF) solution. The OPF is modeled as a constrained nonlinear optimization problem, non-convex of large-scale, with continuous and discrete variables. The violated inequality constraints are treated as objective function of the problem. This strategy allows attending the physical and operational restrictions without compromise the quality of the found solutions. The developed MOEA is based on the theory of Pareto and employs a diversity-preserving mechanism to overcome the premature convergence of algorithm and local optimal solutions. Fuzzy set theory is employed to extract the best compromises of the Pareto set. Results for the IEEE-30, RTS-96 and IEEE-354 test systems are presents to validate the efficiency of proposed model and solution technique.

Relação entre modelos de programação não-linear com incerteza no conjunto de restrições

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Valorização da reserva operativa em um ambiente competitivo para geradores hidrelétricos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Uma contribuição para a otimização de portfólios de séries heteroscedásticas usando projeto de experimento de misturas: uma abordagem do desirability aplicada a modelos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Otimização de planos de manutenções de componentes de sistemas de distribuição de energia elétrica centrados em confiabilidade

Pós-graduação em Engenharia Elétrica - FEIS

A Aplicação de um modelo matemático na resolução de um problema de carregamento de paletes

Global competitiveness has been increased significantly in the last decade and, as consequence, companies are always looking for developing better processes in supply chain operations in order to maintain their competitive costs and keep themselves in the business. Logistics operations represent a large part of the product's final cost. Transportation can represent more than fifty percent of final cost sometimes. The solutions for cutting and packing problems consist in simple and low investment actions, as enhancing the arrangement of the transported load in order to decrease both material and room wastes. As per the presented reasons, the objective of this paper is to show and analyze a real application of a mathematical model to solve a manufacturer pallet-loading problem, comparing results from the model execution and the solution proposed by the company studied. This study will not only find the best arrangement to load pallets (which will optimize storage and transportation process), but also to check the effectiveness of existing modeling in the literature. For this study a computational package was used, which consists of a modeling language GAMS with the CPLEX optimization solver and two other existing software in the market, all of them indicating that an accurate mathematical model for solving this kind of problem in a two-dimensional approach is difficult to be found, in addition to a long execution time. However, the study and the software utilization indicate that the problem would be easily solved by heuristics in a shorter execution time

A Aplicação de um modelo matemático na resolução de um problema de carregamento de paletes

Global competitiveness has been increased significantly in the last decade and, as consequence, companies are always looking for developing better processes in supply chain operations in order to maintain their competitive costs and keep themselves in the business. Logistics operations represent a large part of the product's final cost. Transportation can represent more than fifty percent of final cost sometimes. The solutions for cutting and packing problems consist in simple and low investment actions, as enhancing the arrangement of the transported load in order to decrease both material and room wastes. As per the presented reasons, the objective of this paper is to show and analyze a real application of a mathematical model to solve a manufacturer pallet-loading problem, comparing results from the model execution and the solution proposed by the company studied. This study will not only find the best arrangement to load pallets (which will optimize storage and transportation process), but also to check the effectiveness of existing modeling in the literature. For this study a computational package was used, which consists of a modeling language GAMS with the CPLEX optimization solver and two other existing software in the market, all of them indicating that an accurate mathematical model for solving this kind of problem in a two-dimensional approach is difficult to be found, in addition to a long execution time. However, the study and the software utilization indicate that the problem would be easily solved by heuristics in a shorter execution time

Image Reconstruction Using Interval Simulated Annealing in Electrical Impedance Tomography

Electrical impedance tomography (EIT) is an imaging technique that attempts to reconstruct the impedance distribution inside an object from the impedance between electrodes placed on the object surface. The EIT reconstruction problem can be approached as a nonlinear nonconvex optimization problem in which one tries to maximize the matching between a simulated impedance problem and the observed data. This nonlinear optimization problem is often ill-posed, and not very suited to methods that evaluate derivatives of the objective function. It may be approached by simulated annealing (SA), but at a large computational cost due to the expensive evaluation process of the objective function, which involves a full simulation of the impedance problem at each iteration. A variation of SA is proposed in which the objective function is evaluated only partially, while ensuring boundaries on the behavior of the modified algorithm.

TWO NEW WEAK CONSTRAINT QUALIFICATIONS AND APPLICATIONS

We present two new constraint qualifications (CQs) that are weaker than the recently introduced relaxed constant positive linear dependence (RCPLD) CQ. RCPLD is based on the assumption that many subsets of the gradients of the active constraints preserve positive linear dependence locally. A major open question was to identify the exact set of gradients whose properties had to be preserved locally and that would still work as a CQ. This is done in the first new CQ, which we call the constant rank of the subspace component (CRSC) CQ. This new CQ also preserves many of the good properties of RCPLD, such as local stability and the validity of an error bound. We also introduce an even weaker CQ, called the constant positive generator (CPG), which can replace RCPLD in the analysis of the global convergence of algorithms. We close this work by extending convergence results of algorithms belonging to all the main classes of nonlinear optimization methods: sequential quadratic programming, augmented Lagrangians, interior point algorithms, and inexact restoration.

Entwicklung eines Dispositionsleitstandes zur Bestimmung optimaler Torbelegungen in Stückgutspeditionsanlagen

Im operativen Betrieb einer Stückgutspeditionsanlage entscheidet der Betriebslenker bzw. der Disponent in einem ersten Schritt darüber, an welche Tore die Fahrzeuge zur Be- und Entladung andocken sollen. Darüber hinaus muss er für jede Tour ein Zeitfenster ausweisen innerhalb dessen sie das jeweilige Tor belegt. Durch die örtliche und zeitliche Fahrzeug-Tor-Zuordnung wird der für den innerbetrieblichen Umschlagprozess erforderliche Ressourcenaufwand in Form von zu fahrenden Wegstrecken oder aber Gabelstaplerstunden bestimmt. Ein Ziel der Planungsaufgabe ist somit, die Zuordnung der Fahrzeuge an die Tore so vorzunehmen, dass dabei minimale innerbetriebliche Wegstrecken entstehen. Dies führt zu einer minimalen Anzahl an benötigten Umschlagmittelressourcen. Darüber hinaus kann es aber auch zweckmäßig sein, die Fahrzeuge möglichst früh an die Tore anzudocken. Jede Tour verfügt über einen individuellen Fahrplan, der Auskunft über den Ankunftszeitpunkt sowie den Abfahrtszeitpunkt der jeweiligen Tour von der Anlage gibt. Nur innerhalb dieses Zeitfensters darf der Disponent die Tour einem der Tore zuweisen. Geschieht die Zuweisung nicht sofort nach Ankunft in der Anlage, so muss das Fahrzeug auf einer Parkfläche warten. Eine Minimierung der Wartezeiten ist wünschenswert, damit das Gelände der Anlage möglichst nicht durch zuviele Fahrzeuge gleichzeitig belastet wird. Es kann vor allem aber auch im Hinblick auf das Reservieren der Tore für zeitkritische Touren sinnvoll sein, Fahrzeuge möglichst früh abzufertigen. Am Lehrstuhl Verkehrssysteme und -logistik (VSL) der Universität Dortmund wurde die Entscheidungssituation im Rahmen eines Forschungsprojekts bei der Stiftung Industrieforschung in Anlehnung an ein zeitdiskretes Mehrgüterflussproblem mit unsplittable flow Bedingungen modelliert. Die beiden Zielsetzungen wurden dabei in einer eindimensionalen Zielfunktion integriert. Das resultierende Mixed Integer Linear Programm (MILP) wurde programmiert und für mittlere Szenarien durch Eingabe in den Optimization Solver CPlex mit dem dort implementierten exakten Branch-and-Cut Verfahren gelöst. Parallel wurde im Rahmen einer Kooperation zwischen dem Lehrstuhl VSL und dem Unternehmen hafa Docking Systems, einem der weltweit führenden Tor und Rampenhersteller, für die gleiche Planungsaufgabe ein heuristisches Scheduling Verfahren sowie ein Dispositionsleitstand namens LoadDock Navigation entwickelt. Der Dispositionsleitstand dient der optimalen Steuerung der Torbelegungen in logistischen Anlagen. In dem Leitstand wird planerische Intelligenz in Form des heuristischen Schedulingverfahrens, technische Neuerungen in der Rampentechnik in Form von Sensoren und das Expertenwissen des Disponenten in einem Tool verbunden. Das mathematische Modell sowie der Prototyp mit der integrierten Heuristik werden im Rahmen dieses Artikels vorgestellt.

Método de estimativa de torque da articulação do joelho baseada em EMG

Este trabalho apresenta um método de estimativa de torque do joelho baseado em sinais eletromiográficos (EMG) durante terapia de reabilitação robótica. Os EMGs, adquiridos de cinco músculos envolvidos no movimento de flexão e extensão do joelho, são processados para encontrar as ativações musculares. Em seguida, mediante um modelo simples de contração muscular, são calculadas as forças e, usando a geometria da articulação, o torque do joelho. As funções de ativação e contração musculares possuem parâmetros limitados que devem ser calibrados para cada usuário, sendo o ajuste feito mediante a minimização do erro entre o torque estimado e o torque medido na articulação usando a dinâmica inversa. São comparados dois métodos iterativos para funções não-lineares como técnicas de otimização restrita para a calibração dos parâmetros: Gradiente Descendente e Quasi-Newton. O processamento de sinais, calibração de parâmetros e cálculo de torque estimado foram desenvolvidos no software MATLAB®; o cálculo de torque medido foi feito no software OpenSim com sua ferramenta de dinâmica inversa.

Otimização não linear aplicada à operação de sistemas com múltiplos reservatórios para abastecimento de água.

O presente estudo considera a aplicação do modelo SISAGUA de simulação matemática e de otimização para a operação de sistemas de reservatórios integrados em sistemas complexos para o abastecimento de água. O SISAGUA utiliza a programação não linear inteira mista (PNLIM) com os objetivos de evitar ou minimizar racionamentos, equilibrar a distribuição dos armazenamentos em sistemas com múltiplos reservatórios e minimizar os custos de operação. A metodologia de otimização foi aplicada para o sistema produtor de água da Região Metropolitana de São Paulo (RMSP), que enfrenta a crise hídrica diante de um cenário de estiagem em 2013-2015, o pior na série histórica dos últimos 85 anos. Trata-se de uma região com 20,4 milhões de habitantes. O sistema é formado por oito sistemas produtores parcialmente integrados e operados pela Sabesp (Companhia de Saneamento do Estado de São Paulo). A RMSP é uma região com alta densidade demográfica, localizada na Bacia Hidrográfica do Alto Tietê e caracterizada pela baixa disponibilidade hídrica per capita. Foi abordada a possibilidade de considerar a evaporação durante as simulações, e a aplicação de uma regra de racionamento contínua nos reservatórios, que transforma a formulação do problema em programação não linear (PNL). A evaporação se mostrou pouco representativa em relação a vazão de atendimento à demanda, com cerca de 1% da vazão. Se por um lado uma vazão desta magnitude pode contribuir em um cenário crítico, por outro essa ordem de grandeza pode ser comparada às incertezas de medições ou previsões de afluências. O teste de sensibilidade das diferentes taxas de racionamento em função do volume armazenado permite analisar o tempo de resposta de cada sistema. A variação do tempo de recuperação, porém, não se mostrou muito significativo.

Aquatic passive sampling of herbicides on naked particle loaded membranes: Accelerated measurement and empirical estimation of kinetic parameters

Water-sampler equilibrium partitioning coefficients and aqueous boundary layer mass transfer coefficients for atrazine, diuron, hexazionone and fluometuron onto C18 and SDB-RPS Empore disk-based aquatic passive samplers have been determined experimentally under a laminar flow regime (Re = 5400). The method involved accelerating the time to equilibrium of the samplers by exposing them to three water concentrations, decreasing stepwise to 50% and then 25% of the original concentration. Assuming first-order Fickian kinetics across a rate-limiting aqueous boundary layer, both parameters are determined computationally by unconstrained nonlinear optimization. In addition, a method of estimation of mass transfer coefficients-therefore sampling rates-using the dimensionless Sherwood correlation developed for laminar flow over a flat plate is applied. For each of the herbicides, this correlation is validated to within 40% of the experimental data. The study demonstrates that for trace concentrations (sub 0.1 mu g/L) and these flow conditions, a naked Empore disk performs well as an integrative sampler over short deployments (up to 7 days) for the range of polar herbicides investigated. The SDB-RPS disk allows a longer integrative period than the C18 disk due to its higher sorbent mass and/or its more polar sorbent chemistry. This work also suggests that for certain passive sampler designs, empirical estimation of sampling rates may be possible using correlations that have been available in the chemical engineering literature for some time.

Branch and price solution approach for order acceptance and capacity planning in make -to -order operations

The increasing emphasis on mass customization, shortened product lifecycles, synchronized supply chains, when coupled with advances in information system, is driving most firms towards make-to-order (MTO) operations. Increasing global competition, lower profit margins, and higher customer expectations force the MTO firms to plan its capacity by managing the effective demand. The goal of this research was to maximize the operational profits of a make-to-order operation by selectively accepting incoming customer orders and simultaneously allocating capacity for them at the sales stage. ^ For integrating the two decisions, a Mixed-Integer Linear Program (MILP) was formulated which can aid an operations manager in an MTO environment to select a set of potential customer orders such that all the selected orders are fulfilled by their deadline. The proposed model combines order acceptance/rejection decision with detailed scheduling. Experiments with the formulation indicate that for larger problem sizes, the computational time required to determine an optimal solution is prohibitive. This formulation inherits a block diagonal structure, and can be decomposed into one or more sub-problems (i.e. one sub-problem for each customer order) and a master problem by applying Dantzig-Wolfe’s decomposition principles. To efficiently solve the original MILP, an exact Branch-and-Price algorithm was successfully developed. Various approximation algorithms were developed to further improve the runtime. Experiments conducted unequivocally show the efficiency of these algorithms compared to a commercial optimization solver.^ The existing literature addresses the static order acceptance problem for a single machine environment having regular capacity with an objective to maximize profits and a penalty for tardiness. This dissertation has solved the order acceptance and capacity planning problem for a job shop environment with multiple resources. Both regular and overtime resources is considered. ^ The Branch-and-Price algorithms developed in this dissertation are faster and can be incorporated in a decision support system which can be used on a daily basis to help make intelligent decisions in a MTO operation.^

Branch and Price Solution Approach for Order Acceptance and Capacity Planning in Make-to-Order Operations

The increasing emphasis on mass customization, shortened product lifecycles, synchronized supply chains, when coupled with advances in information system, is driving most firms towards make-to-order (MTO) operations. Increasing global competition, lower profit margins, and higher customer expectations force the MTO firms to plan its capacity by managing the effective demand. The goal of this research was to maximize the operational profits of a make-to-order operation by selectively accepting incoming customer orders and simultaneously allocating capacity for them at the sales stage. For integrating the two decisions, a Mixed-Integer Linear Program (MILP) was formulated which can aid an operations manager in an MTO environment to select a set of potential customer orders such that all the selected orders are fulfilled by their deadline. The proposed model combines order acceptance/rejection decision with detailed scheduling. Experiments with the formulation indicate that for larger problem sizes, the computational time required to determine an optimal solution is prohibitive. This formulation inherits a block diagonal structure, and can be decomposed into one or more sub-problems (i.e. one sub-problem for each customer order) and a master problem by applying Dantzig-Wolfe’s decomposition principles. To efficiently solve the original MILP, an exact Branch-and-Price algorithm was successfully developed. Various approximation algorithms were developed to further improve the runtime. Experiments conducted unequivocally show the efficiency of these algorithms compared to a commercial optimization solver. The existing literature addresses the static order acceptance problem for a single machine environment having regular capacity with an objective to maximize profits and a penalty for tardiness. This dissertation has solved the order acceptance and capacity planning problem for a job shop environment with multiple resources. Both regular and overtime resources is considered. The Branch-and-Price algorithms developed in this dissertation are faster and can be incorporated in a decision support system which can be used on a daily basis to help make intelligent decisions in a MTO operation.