Probability density estimation with tunable kernels using orthogonal forward regression

A generalized or tunable-kernel model is proposed for probability density function estimation based on an orthogonal forward regression procedure. Each stage of the density estimation process determines a tunable kernel, namely, its center vector and diagonal covariance matrix, by minimizing a leave-one-out test criterion. The kernel mixing weights of the constructed sparse density estimate are finally updated using the multiplicative nonnegative quadratic programming algorithm to ensure the nonnegative and unity constraints, and this weight-updating process additionally has the desired ability to further reduce the model size. The proposed tunable-kernel model has advantages, in terms of model generalization capability and model sparsity, over the standard fixed-kernel model that restricts kernel centers to the training data points and employs a single common kernel variance for every kernel. On the other hand, it does not optimize all the model parameters together and thus avoids the problems of high-dimensional ill-conditioned nonlinear optimization associated with the conventional finite mixture model. Several examples are included to demonstrate the ability of the proposed novel tunable-kernel model to effectively construct a very compact density estimate accurately.

Cost733cat: a database of weather and circulation type classifications

A new database of weather and circulation type catalogs is presented comprising 17 automated classification methods and five subjective classifications. It was compiled within COST Action 733 "Harmonisation and Applications of Weather Type Classifications for European regions" in order to evaluate different methods for weather and circulation type classification. This paper gives a technical description of the included methods using a new conceptual categorization for classification methods reflecting the strategy for the definition of types. Methods using predefined types include manual and threshold based classifications while methods producing types derived from the input data include those based on eigenvector techniques, leader algorithms and optimization algorithms. In order to allow direct comparisons between the methods, the circulation input data and the methods' configuration were harmonized for producing a subset of standard catalogs of the automated methods. The harmonization includes the data source, the climatic parameters used, the classification period as well as the spatial domain and the number of types. Frequency based characteristics of the resulting catalogs are presented, including variation of class sizes, persistence, seasonal and inter-annual variability as well as trends of the annual frequency time series. The methodological concept of the classifications is partly reflected by these properties of the resulting catalogs. It is shown that the types of subjective classifications compared to automated methods show higher persistence, inter-annual variation and long-term trends. Among the automated classifications optimization methods show a tendency for longer persistence and higher seasonal variation. However, it is also concluded that the distance metric used and the data preprocessing play at least an equally important role for the properties of the resulting classification compared to the algorithm used for type definition and assignment.

Reduced gradient method combined with augmented Lagrangian and barrier for the optimal power flow problem

A new approach for solving the optimal power flow (OPF) problem is established by combining the reduced gradient method and the augmented Lagrangian method with barriers and exploring specific characteristics of the relations between the variables of the OPF problem. Computer simulations on IEEE 14-bus and IEEE 30-bus test systems illustrate the method. (c) 2007 Elsevier Inc. All rights reserved.

Global minimization using an Augmented Lagrangian method with variable lower-level constraints

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.

Análise e otimização de superfícies seletivas de Frequência utilizando redes neurais artificiais e algoritmos de otimização natural

The bidimensional periodic structures called frequency selective surfaces have been well investigated because of their filtering properties. Similar to the filters that work at the traditional radiofrequency band, such structures can behave as band-stop or pass-band filters, depending on the elements of the array (patch or aperture, respectively) and can be used for a variety of applications, such as: radomes, dichroic reflectors, waveguide filters, artificial magnetic conductors, microwave absorbers etc. To provide high-performance filtering properties at microwave bands, electromagnetic engineers have investigated various types of periodic structures: reconfigurable frequency selective screens, multilayered selective filters, as well as periodic arrays printed on anisotropic dielectric substrates and composed by fractal elements. In general, there is no closed form solution directly from a given desired frequency response to a corresponding device; thus, the analysis of its scattering characteristics requires the application of rigorous full-wave techniques. Besides that, due to the computational complexity of using a full-wave simulator to evaluate the frequency selective surface scattering variables, many electromagnetic engineers still use trial-and-error process until to achieve a given design criterion. As this procedure is very laborious and human dependent, optimization techniques are required to design practical periodic structures with desired filter specifications. Some authors have been employed neural networks and natural optimization algorithms, such as the genetic algorithms and the particle swarm optimization for the frequency selective surface design and optimization. This work has as objective the accomplishment of a rigorous study about the electromagnetic behavior of the periodic structures, enabling the design of efficient devices applied to microwave band. For this, artificial neural networks are used together with natural optimization techniques, allowing the accurate and efficient investigation of various types of frequency selective surfaces, in a simple and fast manner, becoming a powerful tool for the design and optimization of such structures

Algoritmos genéticos: uso de lógica nebulosa e análise de convergência por cadeia de Markov

In this work, the Markov chain will be the tool used in the modeling and analysis of convergence of the genetic algorithm, both the standard version as for the other versions that allows the genetic algorithm. In addition, we intend to compare the performance of the standard version with the fuzzy version, believing that this version gives the genetic algorithm a great ability to find a global optimum, own the global optimization algorithms. The choice of this algorithm is due to the fact that it has become, over the past thirty yares, one of the more importan tool used to find a solution of de optimization problem. This choice is due to its effectiveness in finding a good quality solution to the problem, considering that the knowledge of a good quality solution becomes acceptable given that there may not be another algorithm able to get the optimal solution for many of these problems. However, this algorithm can be set, taking into account, that it is not only dependent on how the problem is represented as but also some of the operators are defined, to the standard version of this, when the parameters are kept fixed, to their versions with variables parameters. Therefore to achieve good performance with the aforementioned algorithm is necessary that it has an adequate criterion in the choice of its parameters, especially the rate of mutation and crossover rate or even the size of the population. It is important to remember that those implementations in which parameters are kept fixed throughout the execution, the modeling algorithm by Markov chain results in a homogeneous chain and when it allows the variation of parameters during the execution, the Markov chain that models becomes be non - homogeneous. Therefore, in an attempt to improve the algorithm performance, few studies have tried to make the setting of the parameters through strategies that capture the intrinsic characteristics of the problem. These characteristics are extracted from the present state of execution, in order to identify and preserve a pattern related to a solution of good quality and at the same time that standard discarding of low quality. Strategies for feature extraction can either use precise techniques as fuzzy techniques, in the latter case being made through a fuzzy controller. A Markov chain is used for modeling and convergence analysis of the algorithm, both in its standard version as for the other. In order to evaluate the performance of a non-homogeneous algorithm tests will be applied to compare the standard fuzzy algorithm with the genetic algorithm, and the rate of change adjusted by a fuzzy controller. To do so, pick up optimization problems whose number of solutions varies exponentially with the number of variables

An efficient neural approach to economic load dispatch in power systems

A neural approach to solve the problem defined by the economic load dispatch in power systems is presented in this paper, Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements the ability of neural networks to realize some complex nonlinear function makes them attractive for system optimization the neural networks applyed in economic load dispatch reported in literature sometimes fail to converge towards feasible equilibrium points the internal parameters of the modified Hopfield network developed here are computed using the valid-subspace technique These parameters guarantee the network convergence to feasible quilibrium points, A solution for the economic load dispatch problem corresponds to an equilibrium point of the network. Simulation results and comparative analysis in relation to other neural approaches are presented to illustrate efficiency of the proposed approach.

Interior point method for long-term generation scheduling of large-scale hydrothermal systems

This paper presents an interior point method for the long-term generation scheduling of large-scale hydrothermal systems. The problem is formulated as a nonlinear programming one due to the nonlinear representation of hydropower production and thermal fuel cost functions. Sparsity exploitation techniques and an heuristic procedure for computing the interior point method search directions have been developed. Numerical tests in case studies with systems of different dimensions and inflow scenarios have been carried out in order to evaluate the proposed method. Three systems were tested, with the largest being the Brazilian hydropower system with 74 hydro plants distributed in several cascades. Results show that the proposed method is an efficient and robust tool for solving the long-term generation scheduling problem.

A Constructive Heuristic Algorithm for Distribution System Planning

A constructive heuristic algorithm (CHA) to solve distribution system planning (DSP) problem is presented. The DSP is a very complex mixed binary nonlinear programming problem. A CHA is aimed at obtaining an excellent quality solution for the DSP problem. However, a local improvement phase and a branching technique were implemented in the CHA to improve its solution. In each step of the CHA, a sensitivity index is used to add a circuit or a substation to the distribution system. This sensitivity index is obtained by solving the DSP problem considering the numbers of circuits and substations to be added as continuous variables (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an efficient nonlinear optimization solver. Results of two tests systems and one real distribution system are presented in this paper in order to show the ability of the proposed algorithm.

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)

Fundamentos de otimização por inteligência de enxames: uma visão geral

Este artigo apresenta uma breve revisão de alguns dos mais recentes métodos bioinspirados baseados no comportamento de populações para o desenvolvimento de técnicas de solução de problemas. As metaheurísticas tratadas aqui correspondem às estratégias de otimização por colônia de formigas, otimização por enxame de partículas, algoritmo shuffled frog-leaping, coleta de alimentos por bactérias e colônia de abelhas. Os princípios biológicos que motivaram o desenvolvimento de cada uma dessas estratégias, assim como seus respectivos algoritmos computacionais, são introduzidos. Duas aplicações diferentes foram conduzidas para exemplificar o desempenho de tais algoritmos. A finalidade é enfatizar perspectivas de aplicação destas abordagens em diferentes problemas da área de engenharia.

H-2 and H-infinity - norm control of intelligent structures using LMI techniques

Linear Matrix Inequalities (LMIs) is a powerful too] that has been used in many areas ranging from control engineering to system identification and structural design. There are many factors that make LMI appealing. One is the fact that a lot of design specifications and constrains can be formulated as LMIs [1]. Once formulated in terms of LMIs a problem can be solved efficiently by convex optimization algorithms. The basic idea of the LMI method is to formulate a given problem as an optimization problem with linear objective function and linear matrix inequalities constrains. An intelligent structure involves distributed sensors and actuators and a control law to apply localized actions, in order to minimize or reduce the response at selected conditions. The objective of this work is to implement techniques of control based on LMIs applied to smart structures.

Uma metodologia para o controle de seguranca dinamica de sistemas de energia eletrica

This work presents an algorithm for the security control of electric power systems using control actions like generation reallocation, determined by sensitivity analysis (linearized model) and optimization by neural networks. The model is developed taking into account the dynamic network aspects. The preventive control methodology is developed by means of sensitivity analysis of the security margin related with the mechanical power of the system synchronous machines. The reallocation power in each machine is determined using neural networks. The neural network used in this work is of Hopfield type. These networks are dedicated electric circuits which simulate the constraint set and the objective function of an optimization problem. The advantage of using these networks is the higher speed in getting the solutions when compared to conventional optimization algorithms due to the great convergence rate of the process and the facility of the method parallelization. Then, the objectives are: formulate and investigate these networks implementations in determining. The generation reallocation in digital computers. Aiming to illustrate the proposed methodology an application considering a multi-machine system is presented.

Active control in flexible plates with piezoelectric actuators using linear matrix inequalities

The study of algorithms for active vibrations control in flexible structures became an area of enormous interest, mainly due to the countless demands of an optimal performance of mechanical systems as aircraft, aerospace and automotive structures. Smart structures, formed by a structure base, coupled with piezoelectric actuators and sensor are capable to guarantee the conditions demanded through the application of several types of controllers. The actuator/sensor materials are composed by piezoelectric ceramic (PZT - Lead Zirconate Titanate), commonly used as distributed actuators, and piezoelectric plastic films (PVDF-PolyVinyliDeno Floride), highly indicated for distributed sensors. The design process of such system encompasses three main phases: structural design; optimal placement of sensor/actuator (PVDF and PZT); and controller design. Consequently, for optimal design purposes, the structure, the sensor/actuator placement and the controller have to be considered simultaneously. This article addresses the optimal placement of actuators and sensors for design of controller for vibration attenuation in a flexible plate. Techniques involving linear matrix inequalities (LMI) to solve the Riccati's equation are used. The controller's gain is calculated using the linear quadratic regulator (LQR). The major advantage of LMI design is to enable specifications such as stability degree requirements, decay rate, input force limitation in the actuators and output peak bounder. It is also possible to assume that the model parameters involve uncertainties. LMI is a very useful tool for problems with constraints, where the parameters vary in a range of values. Once formulated in terms of LMI a problem can be solved efficiently by convex optimization algorithms.