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RETRACTED: Optimal transmission switching in the stochastic linearised SCUC for uncertainty management of the wind power generation and equipment failures (Retracted Article)

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IET GENERATION TRANSMISSION & DISTRIBUTION 2017年第10期11卷 2664-2676页

作者： Nikoobakht, Ahmad Aghaei, Jamshid Mardaneh, Mohammad Higher Educ Ctr Eghlid Eghlid Iran Shiraz Univ Technol Dept Elect & Elect Engn Shiraz Iran

This study recommends a stochastic optimisation model for the security-constrained unit commitment (SCUC), which incorporates the optimal transmission switching (OTS) for managing the uncertainty of wind power generation and equipment failures, i.e. outage unit/line. Also, this study presents a technique in stochastic SCUC model with the OTS action using the AC optimal power flow (AC-OPF). The AC-OPF provides a more accurate picture of power flow in the power system compared to the DC optimal power flow that is usually considered in the literature for the stochastic SCUC models and OTS action. While the stochastic SCUC model with the OTS action based on the AC-OPF is a mixed-integer non-linear programming model, this study transforms it into a mixed-integer linear programming (MILP) model. The MILP approach uses a piecewise linear model of the AC-OPF, which allows the reactive power and voltage to be considered directly in power flow model. This transformation guarantees achievement of a global optimal solution by the existing software and algorithms. The proposed stochastic SCUC problem is evaluated on the 6-bus and IEEE 118-bus test systems in pre- and post-transmission switching action. Obtained results demonstrate the effectiveness of the proposed model.

关键词： load flow IEEE 118-bus test systems uncertainty management OTS equipment failures piecewise linear model optimal transmission switching power generation dispatch wind power generation integer programming IEEE 6-bus test systems linear programming reactive voltage post-transmission switching action reactive power pre-transmission switching action stochastic optimisation model MILP security-constrained unit commitment wind power mixed-integer nonlinear programming nonlinear programming piecewise linear techniques stochastic linearised SCUC AC optimal power flow power generation scheduling mixed-integer linear programming AC-OPF

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Dynamic Network Interdiction Problem with Uncertain Data

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INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS 2018年第2期26卷 327-342页

作者： Soleimani-Alyar, Maryam Ghaffari-Hadigheh, Alireza Azarbaijan Shahid Madani Univ Dept Appl Math Tabriz Iran

This paper proposes an uncertain multi-period bi-level network interdiction problem with uncertain arc capacities. It is proved that there exists an equivalence relationship between uncertain multi-period network interdiction problem and the obtained deterministic correspondent. Application of the generalized Benders' decomposition algorithm is considered as the solution approach to the resulting mixed-integer nonlinear programming problem. Finally, a numerical example is presented to illustrate the model and the algorithm.

关键词： Network interdiction bi-level programming uncertainty theory mixed-integer nonlinear programming generalized benders' decomposition

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A unique optimization model for deterministic bundle pricing of two products with limited stock

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INTERNATIONAL JOURNAL OF SYSTEM ASSURANCE ENGINEERING AND MANAGEMENT 2017年第2期8卷 1154-1160页

作者： Azadeh, Ali Songhori, Hassan Salehi, Nima Univ Tehran Sch Ind & Syst Engn Ctr Excellence Intelligent Based Expt Mech Coll Engn Tehran Iran Univ Tehran Dept Engn Optimizat Res Coll Engn Tehran Iran Univ Michigan Dept Ind & Operat Engn Ann Arbor MI 48109 USA

In this study a firm in a monopoly environment is considered. The firm sells two types of perishable products using a commodity bundling practice. This study aims to find the optimal strategy of selling these products. We determine whether they should be offered separately or in a bundle, define their optimal prices and determine the initial amount of the bundle which should be made from components with limited stocks. A benefit-lost cost in a case that the customer segment does not find their desirable product is considered along with a shortage cost in a case that the customer segment selects a product or the bundle but there is not enough of it to satisfy all of the customer segment demands. In this study several different customer segments with different behaviors and reservation prices are assumed. The problem is solved using the mixed-integer Non-Linear programming solver in LINGO software and a Genetic Algorithm. Finally, the superiority of obtained model and results are presented. This is the first study to locate optimal strategy of selling two types of perishable products using a commodity bundling practice. This study introduces a new mathematical optimization model based on previous gaps. Moreover, it covers the significant gaps of previous studies with respect to both practical and theoretical aspects.

关键词： Bundle pricing Limited stocks Degree of contingency Customer demands Reservation prices Customer segments Optimization mixed-integer nonlinear programming Genetic algorithm

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An optimization-based approach for structural design of self-assembled DNA tiles

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AICHE JOURNAL 2017年第6期63卷 1804-1817页

作者： Gao, Yu Mi, Yongli Lakerveld, Richard Hong Kong Univ Sci & Technol Dept Chem & Biomol Engn Hong Kong Hong Kong Peoples R China

DNA tiles are self-assembled nanostructures, which offer exciting opportunities for synthesis of novel materials. A challenge for structural design of DNA tiles is to identify optimal locations for so-called crossovers, which are bridges between DNA double helices formed by pairs of single-stranded DNA. An optimization-based approach is presented to identify optimal locations for such crossovers. Minimization of a potential-energy model for a given structural design demonstrates the importance of local minima. Both deterministic global optimization of a reduced model and multistart optimization of the full model are applied successfully to identify the global minimum. MINLP optimization using a branch-and-bound algorithm (GAMS/SBB) identifies an optimal structural design of a DNA tile successfully with significant reduction in computational load compared to exhaustive enumeration, which demonstrates the potential of the proposed method to reduce trial-and-error efforts for structural design of DNA tiles. (c) 2016 American Institute of Chemical Engineers AIChE J, 63: 1804-1817, 2017

关键词： DNA self-assembly optimization mixed-integer nonlinear programming design

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Optimization of a solar aided coal-fired combined heat and power plant based on changeable integrate mode under different solar irradiance

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SOLAR ENERGY 2017年第Jul.期150卷 437-446页

作者： Zhong, Wei Chen, Xiaobo Zhou, Yi Wu, Yanling Lopez, Cristian Zhejiang Univ Inst Thermal Sci & Power Syst Hangzhou 310027 Zhejiang Peoples R China Key Lab Refrigerat & Cryogen Technol Zhejiang Pro Hangzhou 310027 Zhejiang Peoples R China

Integrating solar thermal energy into conventional coal-fired power plant has been proved to be an efficient way to use solar energy and improve the generation efficiency of coal-fired power plant. Because of the variability of solar irradiance, an optimization strategy based on switching solar integrate mode according to the solar irradiance is proposed in this paper. A parabolic trough solar aided coal-fired combined heat and power (SACF-CHP) system model is built to analyze the system performance. In order to obtain the minimum Levelized Electricity Costs (LEC), a generic superstructure of solar integrate mode is established, and a mixed integer nonlinear programming approach is applied to optimize the oil-water heat exchanger area and solar integrate mode. The optimized results of a 150 MW SACF-CHP system indicate that switching integrate mode according to the solar irradiance would have a lower LEC than fixing the integrate mode invariably, and the optimal LEC of those two integrate modes are 0.0771 $/kW h and 0.0794 $/kW h respectively. Besides, the LEC decreases at first and then increases with the increase of the oil-water heat exchanger area. And the optimal heat exchanger area for changeable integrate mode are 725 m(2). (C) 2017 Elsevier Ltd. All rights reserved.

关键词： Solar aided coal-fired power system Integrate mode optimization Changeable integrate mode mixed-integer nonlinear programming

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Multilevel Field Development Optimization Under Uncertainty Using a Sequence of Upscaled Models

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MATHEMATICAL GEOSCIENCES 2017年第3期49卷 307-339页

作者： Aliyev, Elnur Durlofsky, Louis J. BP Amer Inc Houston TX 77079 USA Stanford Univ Dept Energy Resources Engn Stanford CA 94305 USA

The robust optimization of reservoir performance under geological uncertainty typically requires the simulation of multiple geological realizations at each iteration of the optimization run. This results in high computational expense, particularly when simulation models are highly resolved and many realizations are employed to characterize geological uncertainty. In recent work we introduced a multilevel optimization procedure that uses a sequence of upscaled models to accelerate field development optimization. The core optimizer is a particle swarm optimization-mesh adaptive direct search (PSO-MADS) hybrid technique. Coarse-scale models are constructed from the fine-grid geological characterization using an accurate global transmissibility upscaling procedure. In this paper we extend the multilevel framework to enable efficient optimization under uncertainty. New treatments include the use of a sample validation procedure for realization selection and the use of the standalone MADS optimizer (rather than PSO-MADS) after the first optimization stage. Numerical results are presented for two example systems, and for each case optimization over both ten and 100 realizations is performed. For ten-realization cases we achieve comparable results, and speedups of a factor of 10 or more, relative to the conventional single-level optimization procedure. Speedups are estimated to be even more substantial for 100 realization cases, for which conventional optimization is not practical. We also investigate the application of a multilevel Monte Carlo approach as an alternative to our proposed techniques for optimization under uncertainty. Although this method is faster than the conventional approach, it is not as efficient as the multilevel procedures developed in this work.

关键词： Multilevel optimization Upscaling Derivative-free optimization Petroleum field development mixed-integer nonlinear programming Optimization under uncertainty Multilevel Monte Carlo

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Quantifying Double McCormick

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MATHEMATICS OF OPERATIONS RESEARCH 2017年第4期42卷 1230-1253页

作者： Speakman, Emily Lee, Jon Univ Michigan Ann Arbor MI 48109 USA

When using the standard McCormick inequalities twice to convexify trilinear monomials, as is often the practice in modeling and software, there is a choice of which variables to group first. For the important case in which the domain is a nonnegative box, we calculate the volume of the resulting relaxation, as a function of the bounds defining the box. In this manner, we precisely quantify the strength of the different possible relaxations defined by all three groupings, in addition to the trilinear hull itself. As a by-product, we characterize the best double-McCormick relaxation. We wish to emphasize that, in the context of spatial branch and bound for factorable formulations, our results do not only apply to variables in the input formulation. Our results apply to monomials that involve auxiliary variables as well. So, our results apply to the product of any three (possibly complicated) expressions in a formulation.

关键词： global optimization mixed-integer nonlinear programming spatial branch and bound convexification bilinear trilinear McCormick inequalities

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Hydrogen network retrofit via flexibility analysis: The steady-state flexibility index

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CHEMICAL ENGINEERING RESEARCH & DESIGN 2017年 117卷 83-94页

作者： Birjandi, Mohammad Reza Sardashti Shahraki, Farhad Razzaghi, Kiyanoosh Univ Sistan & Baluchestan Dept Chem Engn Zaheolan 98164 Iran

A systematic approach is presented to retrofit design of a hydrogen distribution network. A methodology is based on the steady-state flexibility index (FIs) for optimizing network and enhancing the efficiency of purifiers. The main object of this technique is to investigate hydrogen network flexibility under severe operation uncertainty and to reduce streams to purifiers by consideration inlet feed purity of purifiers. The presented approach is applied to the hydrogen network of, a real installation. (C) 2016 The Author(s). Published by Elsevier B.V. on behalf of Institution of Chemical Engineers. This is an open access article under the CC BY license (http://***/licenses/by/4.0/).

关键词： Hydrogen network Flexibility analysis mixed-integer nonlinear programming nonlinear programming

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Power transformer optimal design using an innovative heuristic algorithm combined with mixed-integer non-linear programming and FEM technique

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IET GENERATION TRANSMISSION & DISTRIBUTION 2017年第13期11卷 3359-3370页

作者： Yadollahi, Milad Lesani, Hamid Univ Tehran Dept Elect & Comp Engn POB 14395-515 Tehran Iran

Power transformer optimal design (PTOD) is a complex multi-objective optimisation problem. Due to large variables search space, most optimisation methods proposed in literature for PTOD are prone to find local minimum instead of the global one. To prevail over the aforementioned problem, this study aims to propose a new heuristic algorithm combined with mixed-integer non-linear programming (MINLP), and also, some modifications to conventional PTOD procedure. Some promising features of the proposed method in comparison to the previously proposed methods are (i) it considers more design variables as a gene for transformer constructing chromosome (TCC), (ii) before building the main TCC, it divides the PTOD algorithm into some sub-algorithms and starts to construct some sub-chromosomes with lower number of genes as parts of the main TCC, which allows us to detect improper genes based on a sensitivity analysis and design constraints, (iii) not only it considers technical and consumer constrains, but it also take manufacturing constraints into account, (iv) MINLP is used to find global optimum point, and (v) the validity of obtained optimal solution is further assessed by presenting comprehensive finite-element method (FEM) and experimental result.

关键词： finite element analysis power transformers integer programming nonlinear programming sensitivity analysis search problems power transformer optimal design innovative heuristic algorithm mixed-integer nonlinear programming FEM technique complex multiobjective optimisation problem large variable search space local minimum MINLP transformer constructing chromosome TCC PTOD algorithm sensitivity analysis design constraints manufacturing constraints global optimum point finite-element method

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Co-design of stabilisation and transmission scheduling for wireless control systems

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IET CONTROL THEORY AND APPLICATIONS 2017年第11期11卷 1767-1778页

作者： Lyu, Ling Chen, Cailian Hua, Cunqing Zhu, Shanying Guan, Xinping Shanghai Jiao Tong Univ Dept Automat Shanghai 200240 Peoples R China Minist Educ China Key Lab Syst Control & Informat Proc Shanghai 200240 Peoples R China Shanghai Jiao Tong Univ Sch Informat Secur Engn Shanghai 200240 Peoples R China

Wireless control system (WCS) refers to the feedback control system with state and (or) control information transmitted over wireless channels. The control system stability is severely affected by the wireless transmission reliability, which in turn relies heavily on the scheduling of limited wireless communication resources, such as channel, time and power. Therefore, co-design of control stabilisation and transmission scheduling is of vital importance. In this study, the authors firstly explore the effect of wireless transmission reliability on control performance for a WCS with multiple subsystems, local sensors and a remote combination of controller-scheduler. Then a feedback control method is designed to mitigate the impact of unreliable transmission in the loop of sensor-to-controller and controller-to-actuator. Stabilisation and transmission scheduling are co-designed to stabilise the system and minimise the control-communication cost by solving a mixed-integer non-linear programming problem. A decomposition scheme is finally proposed to optimise the control performance by minimising the gap with standard linear quadratic regulator controller as well as the communication cost by allocating the transmission channels, time-slots and power. The effectiveness and advantage of the proposed scheme are demonstrated by the simulation results for a slab temperature control system in hot rolling process.

关键词： hot rolling slabs temperature control telecontrol feedback stability control system synthesis linear quadratic control scheduling integer programming nonlinear programming control stabilization transmission scheduling wireless control system WCS feedback control system design control system stability wireless transmission reliability mixed-integer nonlinear programming decomposition scheme linear quadratic regulator controller slab temperature control system hot rolling process

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