Bidding Decision of Wind-Thermal GenCo in Day-Ahead Market

This paper deals with the self-scheduling problem of a price-taker having wind and thermal power production and assisted by a cyber-physical system for supporting management decisions in a day-ahead electric energy market. The self-scheduling is regarded as a stochastic mixed-integer linear programming problem. Uncertainties on electricity price and wind power are considered through a set of scenarios. Thermal units are modelled by start-up and variable costs, furthermore constraints are considered, such as: ramp up/down and minimum up/down time limits. The stochastic mixed-integer linear programming problem allows a decision support for strategies advantaging from an effective wind and thermal mixed bidding. A case study is presented using data from the Iberian electricity market.

Real time optimization (RTO) with model predictive control (MPC)

This paper studies a simplified methodology to integrate the real time optimization (RTO) of a continuous system into the model predictive controller in the one layer strategy. The gradient of the economic objective function is included in the cost function of the controller. Optimal conditions of the process at steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main advantage of the proposed strategy is that the resulting control/optimization problem can still be solved with a quadratic programming routine at each sampling step. Simulation results show that the approach proposed may be comparable to the strategy that solves the full economic optimization problem inside the MPC controller where the resulting control problem becomes a non-linear programming problem with a much higher computer load. (C) 2010 Elsevier Ltd. All rights reserved.

The influence of oscillations on global existence for a class of semi-linear wave equations

The goal of this paper is to study the global existence of small data solutions to the Cauchy problem for the nonlinear wave equation u(tt) - a(t)(2) Delta u = u(t)(2) - a(t)(2)vertical bar del u vertical bar(2). In particular we are interested in statements for the 1D case. We will explain how the interplay between the increasing and oscillating behavior of the coefficient will influence global existence of small data solutions. Copyright c 2011 John Wiley & Sons, Ltd.

Investigation on the development of bidding strategies for a wind farm owner

In this paper, the development of bidding strategies is investigated for a wind farm owner. The optimization model is characterized by making the analysis of scenarios. The proposed approach allows evaluating alternative production strategies in order to submit bids to the electricity market with the goal of maximizing profits. The problem is formulated as a linear programming problem. An application to a case study is presented

An heuristic approach for optimal location of gas supply units in transportation system

The best places to locate the Gas Supply Units (GSUs) on a natural gas systems and their optimal allocation to loads are the key factors to organize an efficient upstream gas infrastructure. The number of GSUs and their optimal location in a gas network is a decision problem that can be formulated as a linear programming problem. Our emphasis is on the formulation and use of a suitable location model, reflecting real-world operations and constraints of a natural gas system. This paper presents a heuristic model, based on lagrangean approach, developed for finding the optimal GSUs location on a natural gas network, minimizing expenses and maximizing throughput and security of supply.The location model is applied to the Iberian high pressure natural gas network, a system modelised with 65 demand nodes. These nodes are linked by physical and virtual pipelines – road trucks with gas in liquefied form. The location model result shows the best places to locate, with the optimal demand allocation and the most economical gas transport mode: by pipeline or by road truck.

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

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Localização Ótima de Aparelhos de Corte Normalmente Abertos e Normalmente Fechados em Redes de Distribuição

Tipicamente as redes elétricas de distribuição apresentam uma topologia parcialmente malhada e são exploradas radialmente. A topologia radial é obtida através da abertura das malhas nos locais que otimizam o ponto de operação da rede, através da instalação de aparelhos de corte que operam normalmente abertos. Para além de manterem a topologia radial, estes equipamentos possibilitam também a transferência de cargas entre saídas, aquando da ocorrência de defeitos. As saídas radiais são ainda dotadas de aparelhos de corte que operam normalmente fechados, estes têm como objetivo maximizar a fiabilidade e isolar defeitos, minimizando a área afetada pelos mesmos. Assim, na presente dissertação são desenvolvidos dois algoritmos determinísticos para a localização ótima de aparelhos de corte normalmente abertos e fechados, minimizando a potência ativa de perdas e o custo da energia não distribuída. O algoritmo de localização de aparelhos de corte normalmente abertos visa encontrar a topologia radial ótima que minimiza a potência ativa de perdas. O método é desenvolvido em ambiente Matlab – Tomlab, e é formulado como um problema de programação quadrática inteira mista. A topologia radial ótima é garantida através do cálculo de um trânsito de potências ótimo baseado no modelo DC. A função objetivo é dada pelas perdas por efeito de Joule. Por outro lado o problema é restringido pela primeira lei de Kirchhoff, limites de geração das subestações, limites térmicos dos condutores, trânsito de potência unidirecional e pela condição de radialidade. Os aparelhos de corte normalmente fechados são localizados ao longo das saídas radiais obtidas pelo anterior algoritmo, e permite minimizar o custo da energia não distribuída. No limite é possível localizar um aparelho de corte normalmente fechado em todas as linhas de uma rede de distribuição, sendo esta a solução que minimiza a energia não distribuída. No entanto, tendo em conta que a cada aparelho de corte está associado um investimento, é fundamental encontrar um equilíbrio entre a melhoria de fiabilidade e o investimento. Desta forma, o algoritmo desenvolvido avalia os benefícios obtidos com a instalação de aparelhos de corte normalmente fechados, e retorna o número e a localização dos mesmo que minimiza o custo da energia não distribuída. Os métodos apresentados são testados em duas redes de distribuição reais, exploradas com um nível de tensão de 15 kV e 30 kV, respetivamente. A primeira rede é localizada no distrito do Porto e é caraterizada por uma topologia mista e urbana. A segunda rede é localizada no distrito de Bragança e é caracterizada por uma topologia maioritariamente aérea e rural.

A dual characterization of incentive efficiency

We show that incentive efficient allocations in economies with adverse selection and moral hazard can be determined as optimal solutions to a linear programming problem and we use duality theory to obtain a complete characterization of the optima. Our dual analysis identifies welfare effects associated with the incentives of the agents to truthfully reveal their private information. Because these welfare effects may generate non-convexities, incentive efficient allocations may involve randomization. Other properties of incentive efficient allocations are also derived.

Wear of two artificial tooth materials in vivo: a 12-month pilot study.

STATEMENT OF PROBLEM: Wear of methacrylate artificial teeth resulting in vertical loss is a problem for both dentists and patients. PURPOSE: The purpose of this study was to quantify wear of artificial teeth in vivo and to relate it to subject and tooth variables. MATERIAL AND METHODS: Twenty-eight subjects treated with complete dentures received 2 artificial tooth materials (polymethyl methacrylate (PMMA)/double-cross linked PMMA fillers; 35%/59% (SR Antaris DCL, SR Postaris DCL); experimental 48%/46%). At baseline and after 12 months, impressions of the dentures were poured with improved stone. After laser scanning, the casts were superimposed and matched. Maximal vertical loss (mm) and volumetric loss (mm(3)) were calculated for each tooth and log-transformed to reduce variability. Volumetric loss was related to the occlusally active surface area. Linear mixed models were used to study the influence of the factors jaw, tooth, and material on adjusted (residual) wear values (alpha=.05). RESULTS: Due to drop outs (n=5) and unmatchable casts (n=3), 69% of all teeth were analyzed. Volumetric loss had a strong linear relationship to surface area (P<.001); this was less pronounced for vertical loss (P=.004). The factor showing the highest influence was the subject. Wear was tooth dependent (increasing from incisors to molars). However, these differences diminished once the wear rates were adjusted for occlusal area, and only a few remained significant (anterior versus posterior maxillary teeth). Another influencing factor was the age of the subject. CONCLUSIONS: Clinical wear of artificial teeth is higher than previously measured or expected. The presented method of analyzing wear of artificial teeth using a laser-scanning device seemed suitable.

On bounds for network revenue management

The Network Revenue Management problem can be formulated as a stochastic dynamic programming problem (DP or the\optimal" solution V *) whose exact solution is computationally intractable. Consequently, a number of heuristics have been proposed in the literature, the most popular of which are the deterministic linear programming (DLP) model, and a simulation based method, the randomized linear programming (RLP) model. Both methods give upper bounds on the optimal solution value (DLP and PHLP respectively). These bounds are used to provide control values that can be used in practice to make accept/deny decisions for booking requests. Recently Adelman [1] and Topaloglu [18] have proposed alternate upper bounds, the affine relaxation (AR) bound and the Lagrangian relaxation (LR) bound respectively, and showed that their bounds are tighter than the DLP bound. Tight bounds are of great interest as it appears from empirical studies and practical experience that models that give tighter bounds also lead to better controls (better in the sense that they lead to more revenue). In this paper we give tightened versions of three bounds, calling themsAR (strong Affine Relaxation), sLR (strong Lagrangian Relaxation) and sPHLP (strong Perfect Hindsight LP), and show relations between them. Speciffically, we show that the sPHLP bound is tighter than sLR bound and sAR bound is tighter than the LR bound. The techniques for deriving the sLR and sPHLP bounds can potentially be applied to other instances of weakly-coupled dynamic programming.

Probe-specific mixed-model approach to detect copy number differences using multiplex ligation-dependent probe amplification (MLPA)

Background: MLPA method is a potentially useful semi-quantitative method to detect copy number alterations in targeted regions. In this paper, we propose a method for the normalization procedure based on a non-linear mixed-model, as well as a new approach for determining the statistical significance of altered probes based on linear mixed-model. This method establishes a threshold by using different tolerance intervals that accommodates the specific random error variability observed in each test sample.Results: Through simulation studies we have shown that our proposed method outperforms two existing methods that are based on simple threshold rules or iterative regression. We have illustrated the method using a controlled MLPA assay in which targeted regions are variable in copy number in individuals suffering from different disorders such as Prader-Willi, DiGeorge or Autism showing the best performace.Conclusion: Using the proposed mixed-model, we are able to determine thresholds to decide whether a region is altered. These threholds are specific for each individual, incorporating experimental variability, resulting in improved sensitivity and specificity as the examples with real data have revealed.

Response of fine root respiration to variations in biotic and abiotic factors in a mixed Mediterranean forest affected by drought-induced secondary succession

Understanding the factors controlling fine root respiration (FRR) at different temporal scales will help to improve our knowledge about the spatial and temporal variability of soil respiration (SR) and to improve future predictions of CO2 effluxes to the atmosphere. Here we present a comparative study of how FRR respond to variability in soil temperature and moisture in two widely spread species, Scots pines (Pinus sylvestris L.) and Holm-oaks (HO; Quercus ilex L.). Those two species show contrasting water use strategies during the extreme summer-drought conditions that characterize the Mediterranean climate. The study was carried out on a mixed Mediterranean forest where Scots pines affected by drought induced die-back are slowly being replaced by the more drought resistant HO. FRR was measured in spring and early fall 2013 in excised roots freshly removed from the soil and collected under HO and under Scots pines at three different health stages: dead (D), defoliated (DP) and non-defoliated (NDP). Variations in soil temperature, soil water content and daily mean assimilation per tree were also recorded to evaluate FRR sensibility to abiotic and biotic environmental variations. Our results show that values of FRR were substantially lower under HO (1.26 ± 0.16 microgram CO2 /groot·min) than under living pines (1.89 ± 0.19 microgram CO2 /groot·min) which disagrees with the similar rates of soil respiration previously observed under both canopies and suggest that FRR contribution to total SR varies under different tree species. The similarity of FRR rates under HO and DP furthermore confirms other previous studies suggesting a recent Holm-oak root colonization of the gaps under dead trees. A linear mixed effect model approach indicated that seasonal variations in FRR were best explained by soil temperature (p<0.05) while soil moisture was not exerting any direct control over FRR, despite the low soil moisture values during the summer sampling. Plant assimilation rates were positively related to FRR explaining part of the observed variability (p<0.01). However the positive relations of FRR with plant assimilation occurred mainly during spring, when both soil moisture and plant assimilation rates were higher. Our results finally suggest that plants might be able to maintain relatively high rates of FRR during the sub-optimal abiotic and biotic summer conditions probably thanks to their capacity to re-mobilize carbon reserves and their capacity to passively move water from moister layers to upper layers with lower water potentials (where the FR were collected) by hydraulic lift.

Linguistic models for decision support

Linguistic modelling is a rather new branch of mathematics that is still undergoing rapid development. It is closely related to fuzzy set theory and fuzzy logic, but knowledge and experience from other fields of mathematics, as well as other fields of science including linguistics and behavioral sciences, is also necessary to build appropriate mathematical models. This topic has received considerable attention as it provides tools for mathematical representation of the most common means of human communication - natural language. Adding a natural language level to mathematical models can provide an interface between the mathematical representation of the modelled system and the user of the model - one that is sufficiently easy to use and understand, but yet conveys all the information necessary to avoid misinterpretations. It is, however, not a trivial task and the link between the linguistic and computational level of such models has to be established and maintained properly during the whole modelling process. In this thesis, we focus on the relationship between the linguistic and the mathematical level of decision support models. We discuss several important issues concerning the mathematical representation of meaning of linguistic expressions, their transformation into the language of mathematics and the retranslation of mathematical outputs back into natural language. In the first part of the thesis, our view of the linguistic modelling for decision support is presented and the main guidelines for building linguistic models for real-life decision support that are the basis of our modeling methodology are outlined. From the theoretical point of view, the issues of representation of meaning of linguistic terms, computations with these representations and the retranslation process back into the linguistic level (linguistic approximation) are studied in this part of the thesis. We focus on the reasonability of operations with the meanings of linguistic terms, the correspondence of the linguistic and mathematical level of the models and on proper presentation of appropriate outputs. We also discuss several issues concerning the ethical aspects of decision support - particularly the loss of meaning due to the transformation of mathematical outputs into natural language and the issue or responsibility for the final decisions. In the second part several case studies of real-life problems are presented. These provide background and necessary context and motivation for the mathematical results and models presented in this part. A linguistic decision support model for disaster management is presented here – formulated as a fuzzy linear programming problem and a heuristic solution to it is proposed. Uncertainty of outputs, expert knowledge concerning disaster response practice and the necessity of obtaining outputs that are easy to interpret (and available in very short time) are reflected in the design of the model. Saaty’s analytic hierarchy process (AHP) is considered in two case studies - first in the context of the evaluation of works of art, where a weak consistency condition is introduced and an adaptation of AHP for large matrices of preference intensities is presented. The second AHP case-study deals with the fuzzified version of AHP and its use for evaluation purposes – particularly the integration of peer-review into the evaluation of R&D outputs is considered. In the context of HR management, we present a fuzzy rule based evaluation model (academic faculty evaluation is considered) constructed to provide outputs that do not require linguistic approximation and are easily transformed into graphical information. This is achieved by designing a specific form of fuzzy inference. Finally the last case study is from the area of humanities - psychological diagnostics is considered and a linguistic fuzzy model for the interpretation of outputs of multidimensional questionnaires is suggested. The issue of the quality of data in mathematical classification models is also studied here. A modification of the receiver operating characteristics (ROC) method is presented to reflect variable quality of data instances in the validation set during classifier performance assessment. Twelve publications on which the author participated are appended as a third part of this thesis. These summarize the mathematical results and provide a closer insight into the issues of the practicalapplications that are considered in the second part of the thesis.

Planification de la récolte et allocation des produits aux usines

L’industrie forestière est un secteur qui, même s’il est en déclin, se trouve au cœur du débat sur la mondialisation et le développement durable. Pour de nombreux pays tels que le Canada, la Suède et le Chili, les objectifs sont de maintenir un secteur florissant sans nuire à l’environnement et en réalisant le caractère fini des ressources. Il devient important d’être compétitif et d’exploiter de manière efficace les territoires forestiers, de la récolte jusqu’à la fabrication des produits aux usines, en passant par le transport, dont les coûts augmentent rapidement. L’objectif de ce mémoire est de développer un modèle de planification tactique/opérationnelle qui permet d’ordonnancer les activités pour une année de récolte de façon à satisfaire les demandes des usines, sans perdre de vue le transport des quantités récoltées et la gestion des inventaires en usine. L’année se divise en 26 périodes de deux semaines. Nous cherchons à obtenir les horaires et l’affectation des équipes de récolte aux blocs de coupe pour une année. Le modèle mathématique développé est un problème linéaire mixte en nombres entiers dont la structure est basée sur chaque étape de la chaine d’approvisionnement forestière. Nous choisissons de le résoudre par une méthode exacte, le branch-and-bound. Nous avons pu évaluer combien la résolution directe de notre problème de planification était difficile pour les instances avec un grand nombre de périodes. Cependant l’approche des horizons roulants s’est avérée fructueuse. Grâce à elle en une journée, il est possible de planifier les activités de récolte des blocs pour l’année entière (26 périodes).

Sélection de modèle d'imputation à partir de modèles bayésiens hiérarchiques linéaires multivariés

Les logiciels utilisés sont Splus et R.