955 resultados para Mixed complementarity problem
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).
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A classic problem in the development of Mixed Reality systems is the registration. The correct alignment between virtual objects and the real elements is extremely important for the coherent composition of the resultant scene. Considering this context, this paper describes an approach for the composition of scenes in Mixed Reality environments using the chromakey technique for the extraction of real objects. After that, the scene is mounted in a coherent way related to the depth in OpenGL framebuffer for posterior rendering. ©2007 IEEE.
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Includes bibliography
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We consider free time optimal control problems with pointwise set control constraints u(t) ∈ U(t). Here we derive necessary conditions of optimality for those problem where the set U(t) is defined by equality and inequality control constraints. The main ingredients of our analysis are a well known time transformation and recent results on necessary conditions for mixed state-control constraints. ©2010 IEEE.
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This paper proposes a new strategy to reduce the combinatorial search space of a mixed integer linear programming (MILP) problem. The construction phase of greedy randomized adaptive search procedure (GRASP-CP) is employed to reduce the domain of the integer variables of the transportation model of the transmission expansion planning (TM-TEP) problem. This problem is a MILP and very difficult to solve specially for large scale systems. The branch and bound (BB) algorithm is used to solve the problem in both full and the reduced search space. The proposed method might be useful to reduce the search space of those kinds of MILP problems that a fast heuristic algorithm is available for finding local optimal solutions. The obtained results using some real test systems show the efficiency of the proposed method. © 2012 Springer-Verlag.
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This paper presents a mixed-integer linear programming model to solve the conductor size selection and reconductoring problem in radial distribution systems. In the proposed model, the steady-state operation of the radial distribution system is modeled through linear expressions. The use of a mixed-integer linear model guarantees convergence to optimality using existing optimization software. The proposed model and a heuristic are used to obtain the Pareto front of the conductor size selection and reconductoring problem considering two different objective functions. The results of one test system and two real distribution systems are presented in order to show the accuracy as well as the efficiency of the proposed solution technique. © 1969-2012 IEEE.
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This paper proposes strategies to reduce the number of variables and the combinatorial search space of the multistage transmission expansion planning problem (TEP). The concept of the binary numeral system (BNS) is used to reduce the number of binary and continuous variables related to the candidate transmission lines and network constraints that are connected with them. The construction phase of greedy randomized adaptive search procedure (GRASP-CP) and additional constraints, obtained from power flow equilibrium in an electric power system are employed for more reduction in search space. The multistage TEP problem is modeled like a mixed binary linear programming problem and solved using a commercial solver with a low computational time. The results of one test system and two real systems are presented in order to show the efficiency of the proposed solution technique. © 1969-2012 IEEE.
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The problem of reconfiguration of distribution systems considering the presence of distributed generation is modeled as a mixed-integer linear programming (MILP) problem in this paper. The demands of the electric distribution system are modeled through linear approximations in terms of real and imaginary parts of the voltage, taking into account typical operating conditions of the electric distribution system. The use of an MILP formulation has the following benefits: (a) a robust mathematical model that is equivalent to the mixed-integer non-linear programming model; (b) an efficient computational behavior with exiting MILP solvers; and (c) guarantees convergence to optimality using classical optimization techniques. Results from one test system and two real systems show the excellent performance of the proposed methodology compared with conventional methods. © 2012 Published by Elsevier B.V. All rights reserved.
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This paper presents a mixed-integer linear programming model to solve the problem of allocating voltage regulators and fixed or switched capacitors (VRCs) in radial distribution systems. The use of a mixed-integer linear model guarantees convergence to optimality using existing optimization software. In the proposed model, the steady-state operation of the radial distribution system is modeled through linear expressions. The results of one test system and one real distribution system are presented in order to show the accuracy as well as the efficiency of the proposed solution technique. An heuristic to obtain the Pareto front for the multiobjective VRCs allocation problem is also presented. © 2012 Elsevier Ltd. All rights reserved.
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This paper presents a mixed-integer linear programming approach to solving the problem of optimal type, size and allocation of distributed generators (DGs) in radial distribution systems. In the proposed formulation, (a) the steady-state operation of the radial distribution system, considering different load levels, is modeled through linear expressions; (b) different types of DGs are represented by their capability curves; (c) the short-circuit current capacity of the circuits is modeled through linear expressions; and (d) different topologies of the radial distribution system are considered. The objective function minimizes the annualized investment and operation costs. The use of a mixed-integer linear formulation guarantees convergence to optimality using existing optimization software. The results of one test system are presented in order to show the accuracy as well as the efficiency of the proposed solution technique.© 2012 Elsevier B.V. All rights reserved.
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Goal Programming (GP) is an important analytical approach devised to solve many realworld problems. The first GP model is known as Weighted Goal Programming (WGP). However, Multi-Choice Aspirations Level (MCAL) problems cannot be solved by current GP techniques. In this paper, we propose a Multi-Choice Mixed Integer Goal Programming model (MCMI-GP) for the aggregate production planning of a Brazilian sugar and ethanol milling company. The MC-MIGP model was based on traditional selection and process methods for the design of lots, representing the production system of sugar, alcohol, molasses and derivatives. The research covers decisions on the agricultural and cutting stages, sugarcane loading and transportation by suppliers and, especially, energy cogeneration decisions; that is, the choice of production process, including storage stages and distribution. The MCMIGP allows decision-makers to set multiple aspiration levels for their problems in which the more/higher, the better and the less/lower, the better in the aspiration levels are addressed. An application of the proposed model for real problems in a Brazilian sugar and ethanol mill was conducted; producing interesting results that are herein reported and commented upon. Also, it was made a comparison between MCMI GP and WGP models using these real cases. © 2013 Elsevier Inc.
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We solve the three-body bound-state problem in three dimensions for mass imbalanced systems of two identical bosons and a third particle in the universal limit where the interactions are assumed to be of zero range. The system displays the Efimov effect and we use the momentum-space wave equation to derive formulas for the scaling factor of the Efimov spectrum for any mass ratio assuming either that two or three of the two-body subsystems have a bound state at zero energy. We consider the single-particle momentum distribution analytically and numerically and analyze the tail of the momentum distribution to obtain the three-body contact parameter. Our findings demonstrate that the functional form of the three-body contact term depends on the mass ratio, and we obtain an analytic expression for this behavior. To exemplify our results, we consider mixtures of lithium with either two caesium or rubidium atoms which are systems of current experimental interest. © 2013 American Physical Society.
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In this study, a novel approach for the optimal location and contract pricing of distributed generation (DG) is presented. Such an approach is designed for a market environment in which the distribution company (DisCo) can buy energy either from the wholesale energy market or from the DG units within its network. The location and contract pricing of DG is determined by the interaction between the DisCo and the owner of the distributed generators. The DisCo intends to minimise the payments incurred in meeting the expected demand, whereas the owner of the DG intends to maximise the profits obtained from the energy sold to the DisCo. This two-agent relationship is modelled in a bilevel scheme. The upper-level optimisation is for determining the allocation and contract prices of the DG units, whereas the lower-level optimisation is for modelling the reaction of the DisCo. The bilevel programming problem is turned into an equivalent single-level mixed-integer linear optimisation problem using duality properties, which is then solved using commercially available software. Results show the robustness and efficiency of the proposed model compared with other existing models. As regards to contract pricing, the proposed approach allowed to find better solutions than those reported in previous works. © The Institution of Engineering and Technology 2013.
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The introduction of nitrogen fixing species (NFS) in fast-growing tree plantations is an alternative option to reduce fertilizer inputs. However, the success of mixed-species plantations depends on the balance between positive interactions among species (resulting from facilitation and/or complementarity) and the negative effects of interspecific competition.Using a carbon budget approach and coupling measurements of standing biomass, aboveground litterfall and soil CO2 efflux, we assessed the influence of replacing half of eucalypt trees by Acacia mangium on total belowground carbon flux (TBCF), net primary production (NPP) and its partitioning between above- and belowground growth at two tropical sites in Brazil (Itatinga) and in Congo (Kissoko) exhibiting contrasting climates, edaphic conditions and wood productions.Annual soil CO2 efflux (FS) was significantly lower in the acacia monocultures than in eucalypt monocultures and mixed-species stands at both sites. Annual FS was significantly lower at Itatinga compared to Kissoko for all stands while TBCF was significantly lower in the eucalypt stands only. In the eucalypt monocultures we found a significantly lower aboveground NPP (ANPP) and wood production (wood NPP) at Kissoko compared to Itatinga that was almost fully balanced by a significantly higher belowground NPP (BNPP), leading to similar NPP. Similarly, acacia monocultures exhibited significantly higher ANPP and wood NPP at Itatinga than at Kissoko. The mixed-species stands exhibited a significantly lower wood NPP and ANPP than the eucalypt monocultures at the Brazilian site while NPP of the mixture was not significantly different than the average NPP of the two monocultures. At the Congolese site, NPP of the mixture was significantly higher than the average NPP of the two monocultures. NPP was similar in the mixed-species stand and the eucalypt monoculture with a significantly lower partitioning of NPP to belowground production, leading to a one third higher wood biomass at harvest in the mixed-species stand.A positive effect of growing eucalypts with the nitrogen fixing acacia trees on stand wood production occurred at Kissoko but not at Itatinga. Mixed-species plantations with NFS can be advocated at sites where the productive gains resulting from nitrogen fixation are not compromised by other resource limitations. © 2012 Elsevier B.V.