This study investigates optimal wind power generator bidding strategies in the real-time electricity market. The goal is to maximise its operating profit by determining the optimal amount of wind power to bid in the r...
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This study investigates optimal wind power generator bidding strategies in the real-time electricity market. The goal is to maximise its operating profit by determining the optimal amount of wind power to bid in the real-time market. A bi-level stochastic optimisation model is proposed in which the upper-level problem is minimising the negative profit of wind power producers, while the low-level problem clears the real-time market. The uncertainties in the wind power production, thermal power, hydro power, demand, and energy storage are considered in the stochastic model. This study utilises a mathematical programming problem with equilibrium constraints (MPEC) and Karush-Kuhn-Tucker (KKT) conditions to transform the bi-level problem into an equivalent single-level mixed-integer linear problem (MILP). Case studies obtained with the IEEE RTS-24 Bus system demonstrate the effectiveness of the proposed model and the effect of scenarios on the wind power producer's profit.
Digital microfluidic biochip (DMFB) has attracted attention in the biochemical and medical industries. In particular, a microelectrode dot array (MEDA) biochip, which is composed of a two-dimensional microelectrode ar...
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Digital microfluidic biochip (DMFB) has attracted attention in the biochemical and medical industries. In particular, a microelectrode dot array (MEDA) biochip, which is composed of a two-dimensional microelectrode array, enables to realize fine-grained manipulation such as dilution, mixing, sensing, and so on in real-time. Unlike existing DMFB biochips, a MEDA architecture allows microelectrodes to control a certain volume of droplet in a fine-grained manner and can vary droplet volume and shape in such a way that it efficiently conducts synthesis and manipulation of droplets. There have been many works in order to improve the efficiency of synthesis of MEDA biochips;however, the synthesis, especially droplet routing, has never considered the shape-dependent velocity of droplets. In this paper, we propose the droplet routing techniques for MEDA biochips with shape-dependent velocity of droplets. The proposed techniques take the advantage of variant velocities of droplets dependent on the shapes and aim to reduce the overall routing time of a droplet from a source to a destination. Simulation results confirm that the proposed techniques can shorten the routing time by 80% compared to the state-of-the-art techniques.
Sampling has evolved into a universally accepted approach for gathering information and data mining as it is widely accepted that a reasonably modest- sized sample can sufficiently characterize a much larger populatio...
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Sampling has evolved into a universally accepted approach for gathering information and data mining as it is widely accepted that a reasonably modest- sized sample can sufficiently characterize a much larger population. In stratified sampling designs, the whole population is divided into homogeneous strata in order to achieve higher precision in the estimation. This paper proposes an efficient method of constructing optimum stratum boundaries (OSB) and determining optimum sample size (OSS) for the survey variable. The survey variable may not be available in practice since the variable of interest is unavailable prior to conducting the survey. Thus, themethod is based on the auxiliary variable which is usually readily available from past surveys. To illustrate the application as an example using a real data, the auxiliary variable considered for this problem follows Weibull distribution. The stratification problem is formulated as a mathematical programming problem (MPP) that seeks minimization of the variance of the estimated population parameter under Neyman allocation. The solution procedure employs the dynamic programming technique, which results in substantial gains in the precision of the estimates of the population characteristics.
This paper is devoted to the study of relationships between several kinds of generalized invexity of locally Lipschitz functions and generalized monotonicity of corresponding Clarke's subdifferentials. In particul...
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This paper is devoted to the study of relationships between several kinds of generalized invexity of locally Lipschitz functions and generalized monotonicity of corresponding Clarke's subdifferentials. In particular, some necessary and sufficient conditions of being a locally Lipschitz function invex, quasiinvex or pseudoinvex are given in terms of momotonicity, quasimonotonicity and pseudomonotonicity of its Clarke's subdifferential, respectively. As an application of our results, the existence of the solutions of the variational-like inequality problems as well as the mathematical programming problems (MP) is given. Our results extend and unify the well known earlier works of many authors.
In this paper, an efficient computational method for numerical solution of infinite horizon optimal control problems is presented. In the proposed method, transformed Legendre spectral scheme is utilized to transcribe...
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In this paper, an efficient computational method for numerical solution of infinite horizon optimal control problems is presented. In the proposed method, transformed Legendre spectral scheme is utilized to transcribe the problem to a mathematical programming problem which can be solved by the well-developed optimization algorithms. The main advantages of the present method are obtaining good results and high rate of convergence, while the infinite horizon problem is solved on the original time interval of the problem without transforming it to a finite one. Numerical results of three examples are presented and efficiency of the method is reported.
This paper deals with the numerical solution of optimal control problems with multiple delays in both state and control variables. A direct approach based on a hybrid of block-pulse functions and Lagrange interpolatin...
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This paper deals with the numerical solution of optimal control problems with multiple delays in both state and control variables. A direct approach based on a hybrid of block-pulse functions and Lagrange interpolating polynomials is used to convert the original problem into a mathematicalprogramming one. The resulting optimizaion problem is then solved numerically by the Lagrange multipliers method. The operational matrix of delay for the presented framework is derived. This matrix plays an imperative role to transfer information between 2 consecutive switching points Furthermore, 2 upper bounds on the error with respect to the L-2-norm and infinity norm are established. Several optimal control problems containing multiple delays are carried out to illustrate the various aspects of the proposed approach. The simulation results are compared with either analytical or numerical solutions available in the literature.
In last few years, lots of researchers have proposed different methods to solve the constrained matrix games with fuzzy payoffs. In this paper, it has been shown that the mathematical programming problem of constraine...
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In last few years, lots of researchers have proposed different methods to solve the constrained matrix games with fuzzy payoffs. In this paper, it has been shown that the mathematical programming problem of constrained matrix games with fuzzy payoffs, considered by researchers, is mathematically invalid and hence the method, proposed by researchers to obtain the complete solution (minimum expected gain of Player I, maximum expected loss of Player II and their corresponding optimal strategies) of constrained matrix games with fuzzy payoffs by solving the mathematical programming problem with fuzzy payoffs, are also invalid. Further, in the present paper, a new method has been proposed to find the complete solution of matrix games with fuzzy payoffs. To illustrate the proposed method, some existing numerical problems of constrained matrix games with fuzzy payoffs have been solved by the proposed method.
This paper introduces a coordination model that copes with the conflicts between a supplier and a retailer in a two-stage supply chain. In this model, the supplier aims to maximise his/her profit, while the retailer a...
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This paper introduces a coordination model that copes with the conflicts between a supplier and a retailer in a two-stage supply chain. In this model, the supplier aims to maximise his/her profit, while the retailer aims to maximise his/her expected profit under a stochastic demand. To solve this model, an -coordination solution to this model is introduced, which implies the supplier and the retailer both will make a same concession in their profits to cooperate with each other. Further, we show that each feasible solution to this model is an -coordination solution for a sufficiently large value , while the -optimum coordination solution gives the minimum concession for the supplier and the retailer. Besides, it is proved that the -optimum coordination solution can be obtained by solving a mathematical programming problem. At last, a numerical example and sensitivity analysis are given to show the performance of the proposed method.
For the method of Lagrange multipliers (i.e., augmented Lagrangians), possible and typical scenarios for the asymptotic behavior of dual trajectories are examined in the case where the Lagrange multiplier is nonunique...
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For the method of Lagrange multipliers (i.e., augmented Lagrangians), possible and typical scenarios for the asymptotic behavior of dual trajectories are examined in the case where the Lagrange multiplier is nonunique. The influence of these scenarios on the convergence rate is also investigated.
Programmable logic controllers (PLCs) have the benefit of being able to withstand a variety of environments while maintaining high reliability compared to computers and other controllers. Traditionally, PLCs have been...
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