Derivative-free optimization and filter methods to solve nonlinear constrained problems

In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

Derivative-free nonlinear optimization filter simplex

The filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective function is not differentiable or its derivatives are unknown. In these cases it becomes essential to use optimization methods where the calculation of the derivatives or the verification of their existence is not necessary: direct search methods or derivative-free methods are examples of such techniques. In this work we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of simplex and filter methods. This method neither computes nor approximates derivatives, penalty constants or Lagrange multipliers.

Distributed Model Predictive Control for Housing with Hourly Auction of Available Energy

This paper presents a distributed model predictive control (DMPC) for indoor thermal comfort that simultaneously optimizes the consumption of a limited shared energy resource. The control objective of each subsystem is to minimize the heating/cooling energy cost while maintaining the indoor temperature and used power inside bounds. In a distributed coordinated environment, the control uses multiple dynamically decoupled agents (one for each subsystem/house) aiming to achieve satisfaction of coupling constraints. According to the hourly power demand profile, each house assigns a priority level that indicates how much is willing to bid in auction for consume the limited clean resource. This procedure allows the bidding value vary hourly and consequently, the agents order to access to the clean energy also varies. Despite of power constraints, all houses have also thermal comfort constraints that must be fulfilled. The system is simulated with several houses in a distributed environment.

Reconfigurable SiC Embedded Photonic Structures with Self Optical Bias Control

Multilayered heterostructures based on embedded a-Si:H and a-SiC:H p-i-n filters are analyzed from differential voltage design perspective using short- and long-pass filters. The transfer functions characteristics are presented. A numerical simulation is presented to explain the filtering properties of the photonic devices. Several monochromatic pulsed lights, separately (input channels) or in a polychromatic mixture (multiplexed signal) at different bit rates, illuminated the device. Steady-state optical bias is superimposed from the front and the back side. Results show that depending on the wavelength of the external background and impinging side, the device acts either as a short- or a long-pass band filter or as a band-stop filter. Particular attention is given to the amplification coefficient weights, which allow to take into account the wavelength background effects when a band or frequency needs to be filtered or the gate switch, in which optical active filter gates are used to select and filter input signals to specific output ports in wavelength division multiplexing (WDM) communication systems. This nonlinearity provides the possibility for selective removal or addition of wavelengths. A truth table of an encoder that performs 8-to-1 MUX function exemplifies the optoelectronic conversion.

Driving Scheme Using MIS Photosensor for Luminance Control of AMOLED Pixel

This paper presents a new driving scheme utilizing an in-pixel metal-insulator-semiconductor (MIS) photosensor for luminance control of active-matrix organic light-emitting diode (AMOLED) pixel. The proposed 3-TFT circuit is controlled by an external driver performing the signal readout, processing, and programming operations according to a luminance adjusting algorithm. To maintain the fabrication simplicity, the embedded MIS photosensor shares the same layer stack with pixel TFTs. Performance characteristics of the MIS structure with a nc-Si : H/a-Si : H bilayer absorber were measured and analyzed to prove the concept. The observed transient dark current is associated with charge trapping at the insulator-semiconductor interface that can be largely eliminated by adjusting the bias voltage during the refresh cycle. Other factors limiting the dynamic range and external quantum efficiency are also determined and verified using a small-signal model of the device. Experimental results demonstrate the feasibility of the MIS photosensor for the discussed driving scheme.

Funções penalidade para o tratamento das variáveis discretas do problema de fluxo de potência ótimo reativo

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Phase growth control in low temperature PLD Co: TiO2 films by pressure

This paper reports on the structural and optical properties of Co-doped TiO2 thin films grown onto (0001)Al2O3 substrates by non-reactive pulsed laser deposition (PLD) using argon as buffer gas. It is shown that by keeping constant the substrate temperature at as low as 310 degrees C and varying only the background gas pressure between 7 Pa and 70 Pa, it is possible to grow either epitaxial rutile or pure anatase thin films, as well as films with a mixture of both polymorphs. The optical band gaps of the films are red shifted in comparison with the values usually reported for undoped TiO2, which is consistent with n-type doping of the TiO2 matrix. Such band gap red shift brings the absorption edge of the Co-doped TiO2 films into the visible region, which might favour their photocatalytic activity. Furthermore, the band gap red shift depends on the films' phase composition, increasing with the increase of the Urbach energy for increasing rutile content. (C) 2012 Elsevier B.V. All rights reserved.