Localização e preço de contrato ótimo da geração distribuída em sistemas de distribuição radiais de energia elétrica

Pós-graduação em Engenharia Elétrica - FEIS

Aplicação da moderna teoria do Portfólio em ativos não financeiros

The Markowitz's objective functions, Value-at-Risk and Conditional Value-at-Risk, are largely used tools in the financial Market for portfolio optimization. This paper tries to analyze these functions having as a target to adapt them for application in non-financial assets portfolios. The paper uses as an example the Electricity Market to analyze and optimize a fictitious investment portfolio of a possible electric power utility. Showing that, besides being possible, which considerations must be taken and which analysis must be made to apply the Modern Portfolio Theory in the non-financial universe

Optimal control strategy for fed-batch enzymatic hydrolysis of lignocellulosic biomass based on epidemic modeling

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Solving the multiobjective environmental/economic dispatch problem using weighted sum and ε-constraint strategies and a predictor-corrector primal-dual interior point method

This paper proposes a technique for solving the multiobjective environmental/economic dispatch problem using the weighted sum and ε-constraint strategies, which transform the problem into a set of single-objective problems. In the first strategy, the objective function is a weighted sum of the environmental and economic objective functions. The second strategy considers one of the objective functions: in this case, the environmental function, as a problem constraint, bounded above by a constant. A specific predictor-corrector primal-dual interior point method which uses the modified log barrier is proposed for solving the set of single-objective problems generated by such strategies. The purpose of the modified barrier approach is to solve the problem with relaxation of its original feasible region, enabling the method to be initialized with unfeasible points. The tests involving the proposed solution technique indicate i) the efficiency of the proposed method with respect to the initialization with unfeasible points, and ii) its ability to find a set of efficient solutions for the multiobjective environmental/economic dispatch problem.

Cross-Layer Packet Size Optimization for Wireless Terrestrial, Underwater, and Underground Sensor Networks

In this paper, a cross-layer solution for packet size optimization in wireless sensor networks (WSN) is introduced such that the effects of multi-hop routing, the broadcast nature of the physical wireless channel, and the effects of error control techniques are captured. A key result of this paper is that contrary to the conventional wireless networks, in wireless sensor networks, longer packets reduce the collision probability. Consequently, an optimization solution is formalized by using three different objective functions, i.e., packet throughput, energy consumption, and resource utilization. Furthermore, the effects of end-to-end latency and reliability constraints are investigated that may be required by a particular application. As a result, a generic, cross-layer optimization framework is developed to determine the optimal packet size in WSN. This framework is further extended to determine the optimal packet size in underwater and underground sensor networks. From this framework, the optimal packet sizes under various network parameters are determined.

Design of laminated piezocomposite shell transducers with arbitrary fiber orientation using topology optimization approach

Sensor and actuator based on laminated piezocomposite shells have shown increasing demand in the field of smart structures. The distribution of piezoelectric material within material layers affects the performance of these structures; therefore, its amount, shape, size, placement, and polarization should be simultaneously considered in an optimization problem. In addition, previous works suggest the concept of laminated piezocomposite structure that includes fiber-reinforced composite layer can increase the performance of these piezoelectric transducers; however, the design optimization of these devices has not been fully explored yet. Thus, this work aims the development of a methodology using topology optimization techniques for static design of laminated piezocomposite shell structures by considering the optimization of piezoelectric material and polarization distributions together with the optimization of the fiber angle of the composite orthotropic layers, which is free to assume different values along the same composite layer. The finite element model is based on the laminated piezoelectric shell theory, using the degenerate three-dimensional solid approach and first-order shell theory kinematics that accounts for the transverse shear deformation and rotary inertia effects. The topology optimization formulation is implemented by combining the piezoelectric material with penalization and polarization model and the discrete material optimization, where the design variables describe the amount of piezoelectric material and polarization sign at each finite element, with the fiber angles, respectively. Three different objective functions are formulated for the design of actuators, sensors, and energy harvesters. Results of laminated piezocomposite shell transducers are presented to illustrate the method. Copyright (C) 2012 John Wiley & Sons, Ltd.

Multiobjective engineering design optimization problems: a sensitivity analysis approach

This paper proposes two new approaches for the sensitivity analysis of multiobjective design optimization problems whose performance functions are highly susceptible to small variations in the design variables and/or design environment parameters. In both methods, the less sensitive design alternatives are preferred over others during the multiobjective optimization process. While taking the first approach, the designer chooses the design variable and/or parameter that causes uncertainties. The designer then associates a robustness index with each design alternative and adds each index as an objective function in the optimization problem. For the second approach, the designer must know, a priori, the interval of variation in the design variables or in the design environment parameters, because the designer will be accepting the interval of variation in the objective functions. The second method does not require any law of probability distribution of uncontrollable variations. Finally, the authors give two illustrative examples to highlight the contributions of the paper.

Paralelización del código de desenredo y suavizado de mallas de tetraedros "S.U.S Code"

Máster Universitario en Sistemas Inteligentes y Aplicaciones Numéricas en Ingeniería (SIANI)

Ottimizzazione delle reti di distribuzione idrica tramite algoritmi genetici multi-obiettivo

Water distribution networks optimization is a challenging problem due to the dimension and the complexity of these systems. Since the last half of the twentieth century this field has been investigated by many authors. Recently, to overcome discrete nature of variables and non linearity of equations, the research has been focused on the development of heuristic algorithms. This algorithms do not require continuity and linearity of the problem functions because they are linked to an external hydraulic simulator that solve equations of mass continuity and of energy conservation of the network. In this work, a NSGA-II (Non-dominating Sorting Genetic Algorithm) has been used. This is a heuristic multi-objective genetic algorithm based on the analogy of evolution in nature. Starting from an initial random set of solutions, called population, it evolves them towards a front of solutions that minimize, separately and contemporaneously, all the objectives. This can be very useful in practical problems where multiple and discordant goals are common. Usually, one of the main drawback of these algorithms is related to time consuming: being a stochastic research, a lot of solutions must be analized before good ones are found. Results of this thesis about the classical optimal design problem shows that is possible to improve results modifying the mathematical definition of objective functions and the survival criterion, inserting good solutions created by a Cellular Automata and using rules created by classifier algorithm (C4.5). This part has been tested using the version of NSGA-II supplied by Centre for Water Systems (University of Exeter, UK) in MATLAB® environment. Even if orientating the research can constrain the algorithm with the risk of not finding the optimal set of solutions, it can greatly improve the results. Subsequently, thanks to CINECA help, a version of NSGA-II has been implemented in C language and parallelized: results about the global parallelization show the speed up, while results about the island parallelization show that communication among islands can improve the optimization. Finally, some tests about the optimization of pump scheduling have been carried out. In this case, good results are found for a small network, while the solutions of a big problem are affected by the lack of constraints on the number of pump switches. Possible future research is about the insertion of further constraints and the evolution guide. In the end, the optimization of water distribution systems is still far from a definitive solution, but the improvement in this field can be very useful in reducing the solutions cost of practical problems, where the high number of variables makes their management very difficult from human point of view.

Calibrazione di modelli idrologici con algoritmi multiobiettivo

Traditional procedures for rainfall-runoff model calibration are generally based on the fit of the individual values of simulated and observed hydrographs. It is used here an alternative option that is carried out by matching, in the optimisation process, a set of statistics of the river flow. Such approach has the additional, significant advantage to allow also a straightforward regional calibration of the model parameters, based on the regionalisation of the selected statistics. The minimisation of the set of objective functions is carried out by using the AMALGAM algorithm, leading to the identification of behavioural parameter sets. The procedure is applied to a set of river basins located in central Italy: the basins are treated alternatively as gauged and ungauged and, as a term of comparison, the results obtained with a traditional time-domain calibration is also presented. The results show that a suitable choice of the statistics to be optimised leads to interesting results in real world case studies as far as the reproduction of the different flow regimes is concerned.

Sviluppo di tecniche per la progettazione delle reti di monitoraggio della qualita' dell'aria

L’obiettivo del lavoro consiste nell’implementare una metodologia operativa volta alla progettazione di reti di monitoraggio e di campagne di misura della qualità dell’aria con l’utilizzo del laboratorio mobile, ottimizzando le posizioni dei dispositivi di campionamento rispetto a differenti obiettivi e criteri di scelta. La revisione e l’analisi degli approcci e delle indicazioni fornite dalla normativa di riferimento e dai diversi autori di lavori scientifici ha permesso di proporre un approccio metodologico costituito da due fasi operative principali, che è stato applicato ad un caso studio rappresentato dal territorio della provincia di Ravenna. La metodologia implementata prevede l’integrazione di numerosi strumenti di supporto alla valutazione dello stato di qualità dell’aria e degli effetti che gli inquinanti atmosferici possono generare su specifici recettori sensibili (popolazione residente, vegetazione, beni materiali). In particolare, la metodologia integra approcci di disaggregazione degli inventari delle emissioni attraverso l’utilizzo di variabili proxy, strumenti modellistici per la simulazione della dispersione degli inquinanti in atmosfera ed algoritmi di allocazione degli strumenti di monitoraggio attraverso la massimizzazione (o minimizzazione) di specifiche funzioni obiettivo. La procedura di allocazione sviluppata è stata automatizzata attraverso lo sviluppo di un software che, mediante un’interfaccia grafica di interrogazione, consente di identificare delle aree ottimali per realizzare le diverse campagne di monitoraggio

Sediment yield reduction in an agricultural watershed

With proper application of Best Management Practices (BMPs), the impact from the sediment to the water bodies could be minimized. However, finding the optimal allocation of BMP can be difficult, since there are numerous possible options. Also, economics plays an important role in BMP affordability and, therefore, the number of BMPs able to be placed in a given budget year. In this study, two methodologies are presented to determine the optimal cost-effective BMP allocation, by coupling a watershed-level model, Soil and Water Assessment Tool (SWAT), with two different methods, targeting and a multi-objective genetic algorithm (Non-dominated Sorting Genetic Algorithm II, NSGA-II). For demonstration, these two methodologies were applied to an agriculture-dominant watershed located in Lower Michigan to find the optimal allocation of filter strips and grassed waterways. For targeting, three different criteria were investigated for sediment yield minimization, during the process of which it was found that the grassed waterways near the watershed outlet reduced the watershed outlet sediment yield the most under this study condition, and cost minimization was also included as a second objective during the cost-effective BMP allocation selection. NSGA-II was used to find the optimal BMP allocation for both sediment yield reduction and cost minimization. By comparing the results and computational time of both methodologies, targeting was determined to be a better method for finding optimal cost-effective BMP allocation under this study condition, since it provided more than 13 times the amount of solutions with better fitness for the objective functions while using less than one eighth of the SWAT computational time than the NSGA-II with 150 generations did.

SOMS: SurrOgate MultiStart algorithm for use with nonlinear programming for global optimization

SOMS is a general surrogate-based multistart algorithm, which is used in combination with any local optimizer to find global optima for computationally expensive functions with multiple local minima. SOMS differs from previous multistart methods in that a surrogate approximation is used by the multistart algorithm to help reduce the number of function evaluations necessary to identify the most promising points from which to start each nonlinear programming local search. SOMS’s numerical results are compared with four well-known methods, namely, Multi-Level Single Linkage (MLSL), MATLAB’s MultiStart, MATLAB’s GlobalSearch, and GLOBAL. In addition, we propose a class of wavy test functions that mimic the wavy nature of objective functions arising in many black-box simulations. Extensive comparisons of algorithms on the wavy testfunctions and on earlier standard global-optimization test functions are done for a total of 19 different test problems. The numerical results indicate that SOMS performs favorably in comparison to alternative methods and does especially well on wavy functions when the number of function evaluations allowed is limited.

Differentiating the Multipoint Expected Improvement for Optimal Batch Design

This work deals with parallel optimization of expensive objective functions which are modelled as sample realizations of Gaussian processes. The study is formalized as a Bayesian optimization problem, or continuous multi-armed bandit problem, where a batch of q > 0 arms is pulled in parallel at each iteration. Several algorithms have been developed for choosing batches by trading off exploitation and exploration. As of today, the maximum Expected Improvement (EI) and Upper Confidence Bound (UCB) selection rules appear as the most prominent approaches for batch selection. Here, we build upon recent work on the multipoint Expected Improvement criterion, for which an analytic expansion relying on Tallis’ formula was recently established. The computational burden of this selection rule being still an issue in application, we derive a closed-form expression for the gradient of the multipoint Expected Improvement, which aims at facilitating its maximization using gradient-based ascent algorithms. Substantial computational savings are shown in application. In addition, our algorithms are tested numerically and compared to state-of-the-art UCB-based batchsequential algorithms. Combining starting designs relying on UCB with gradient-based EI local optimization finally appears as a sound option for batch design in distributed Gaussian Process optimization.

An Interval-based Multiobjective Approach to Feature Subset Selection Using Joint Modeling of Objectives and Variables

This paper studies feature subset selection in classification using a multiobjective estimation of distribution algorithm. We consider six functions, namely area under ROC curve, sensitivity, specificity, precision, F1 measure and Brier score, for evaluation of feature subsets and as the objectives of the problem. One of the characteristics of these objective functions is the existence of noise in their values that should be appropriately handled during optimization. Our proposed algorithm consists of two major techniques which are specially designed for the feature subset selection problem. The first one is a solution ranking method based on interval values to handle the noise in the objectives of this problem. The second one is a model estimation method for learning a joint probabilistic model of objectives and variables which is used to generate new solutions and advance through the search space. To simplify model estimation, l1 regularized regression is used to select a subset of problem variables before model learning. The proposed algorithm is compared with a well-known ranking method for interval-valued objectives and a standard multiobjective genetic algorithm. Particularly, the effects of the two new techniques are experimentally investigated. The experimental results show that the proposed algorithm is able to obtain comparable or better performance on the tested datasets.