This paper presents a methodology for economic optimization of combined cycle district heating systems. Heat and power requirements vary over 24 h periods due to changing weather conditions and consumer requirements. ...
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This paper presents a methodology for economic optimization of combined cycle district heating systems. Heat and power requirements vary over 24 h periods due to changing weather conditions and consumer requirements. System thermal performance is highly dependent on ambient temperature and operating load, because individual component performances are nonlinear functions of these parameters. Since electric grid charges are much higher for on-peak than off-peak periods, on-site fuel choices vary in prices, and cheaper fuel availabilities are limited by suppliers, opportunities arise to optimally schedule system operation, and minimize total daily running cost. For such problems a mixed-integer nonlinear programming formulation is proposed. Limited fuel availability constraints make problem solving difficult using classical techniques such as the branch-and-bound method. As an alternative, a genetic algorithm is proposed in which a genetic search is applied only on integer variables and a gradient search is applied on continuous variables. A comparative study using actual system operation data shows optimal scheduling can reduce total daily running cost by 11% and improve system operating efficiency by 6%. (C) 2014 Elsevier Ltd. All rights reserved.
Evolutionary algorithms are promising candidates for obtaining the global optimum. Hybrid differential evolution is one of the evolutionary algorithms, which has been successfully applied to many real-world nonlinear ...
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Evolutionary algorithms are promising candidates for obtaining the global optimum. Hybrid differential evolution is one of the evolutionary algorithms, which has been successfully applied to many real-world nonlinearprogramming problems. This paper proposes a co-evolutionary hybrid differential evolution to solve mixed-integer nonlinear programming (MIN-LP) problems. The key ingredients of the algorithm consist of an integer-valued variable evolution and a real-valued variable co-evolution, so that the algorithm can be used to solve MINLP problems or pure integerprogramming problems. Furthermore, the algorithm combines a local search heuristic (called acceleration) and a widespread search heuristic (called migration) to promote the search for a global optimum. Some numerical examples are tested to illustrate the performance of the proposed algorithm. Numerical examples show that the proposed algorithm converges to better solutions than the conventional MINLP optimization methods.
This study uses statistical learning methods to identify robust coverage alternatives for the Pasture, Rangeland, Forage (PRF) insurance program. Shrinkage and ensemble learning techniques are adapted to the context o...
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This study uses statistical learning methods to identify robust coverage alternatives for the Pasture, Rangeland, Forage (PRF) insurance program. Shrinkage and ensemble learning techniques are adapted to the context of the PRF coverage selection process. The out-of-sample performance of the proposed methods is evaluated on 116 representative grids throughout Texas during 2018-2022. Ensemble learning methods generated more stable coverage choices compared with the other selection strategies considered. Depending on the target return, a reduction in the prediction error between 5% and 14% was observed. Furthermore, the proposed coverages can provide a broader protection than current coverage choices made by farmers.
In this study, we consider a capacitated location-multi-allocation-routing problem with population-dependent random travel times. The objective is to find appropriate locations as server locations among the candidate ...
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In this study, we consider a capacitated location-multi-allocation-routing problem with population-dependent random travel times. The objective is to find appropriate locations as server locations among the candidate locations, allocate the existing population in each demand node to server locations, and determine the movement path of each member to reach its corresponding server with respect to the simultaneous change of the random travel times so that the expected total transportation time is minimized. In our study, the concept of population-dependent random travel times incurs two issues: (1) consideration of some random factors in computing the travel times and (2) impact of the traveling population (presence of people or vehicles) on these random factors simultaneously. Here, three random factors of the time spent in traffic, the number of accidents, and the number of road failures are considered. Also, the capacities of server nodes for servicing the people or vehicles and the capacities of arcs to pass the people or vehicles are assumed to be limited. Defining a linear function for population-dependent random travel time, we formulate the problem as a mixed-integer nonlinear programming model. Also, to investigate the validation and behavior of the proposed random model, several network examples are provided and computational results are analyzed.
Well placement and control optimization in oil field development are commonly performed in a sequential manner. In this work, we propose a joint approach that embeds well control optimization within the search for opt...
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Well placement and control optimization in oil field development are commonly performed in a sequential manner. In this work, we propose a joint approach that embeds well control optimization within the search for optimum well placement configurations. We solve for well placement using derivative-free methods based on pattern search. Control optimization is solved by sequential quadratic programming using gradients efficiently computed through adjoints. Joint optimization yields a significant increase, of up to 20% in net present value, when compared to reasonable sequential approaches. The joint approach does, however, require about an order of magnitude increase in the number of objective function evaluations compared to sequential procedures. This increase is somewhat mitigated by the parallel implementation of some of the pattern-search algorithms used in this work. Two pattern-search algorithms using eight and 20 computing cores yield speedup factors of 4.1 and 6.4, respectively. A third pattern-search procedure based on a serial evaluation of the objective function is less efficient in terms of clock time, but the optimized cost function value obtained with this scheme is marginally better.
For univariate functions, we compute optimal breakpoint systems subject to the condition that the piecewise linear approximator, under-, and over-estimator never deviate more than a given -tolerance from the original ...
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For univariate functions, we compute optimal breakpoint systems subject to the condition that the piecewise linear approximator, under-, and over-estimator never deviate more than a given -tolerance from the original function over a given finite interval. The linear approximators, under-, and over-estimators involve shift variables at the breakpoints allowing for the computation of an optimal piecewise linear, continuous approximator, under-, and over-estimator. We develop three non-convex optimization models: two yield the minimal number of breakpoints, and another in which, for a fixed number of breakpoints, the breakpoints are placed such that the maximal deviation is minimized. Alternatively, we use two heuristics which compute the breakpoints subsequently, solving small non-convex problems. We present computational results for 10 univariate functions. Our approach computes breakpoint systems with up to one order of magnitude less breakpoints compared to an equidistant approach.
Numerous studies have been carried out in the field of cellular manufacturing systems (CMS) by considering different types of production costs. In all the presented models, it has been assumed that either the producti...
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Numerous studies have been carried out in the field of cellular manufacturing systems (CMS) by considering different types of production costs. In all the presented models, it has been assumed that either the production lot of a part type should be processed by only one machine or it can be split among several machines. To the best of our knowledge, there is no research considering the advantages and disadvantages of the lot splitting feature in designing a CMS under a dynamic environment. In this paper, a mixed-integer nonlinear programming model is formulated to design a dynamic CMS by considering the burdened costs of processing part operations, idleness of cells and machines, inter-cell movements, installation/uninstallation of machines, machine overhead, production lost, splitting production lots and dispersing machines among cells. Furthermore, the advantages and disadvantages of the lot splitting feature are investigated by regarding its effect on the burdened costs. After linearization, an illustrative numerical example is solved by GAMS software (CPLEX solver) to illustrate the model performance and analyze the effect of the lot splitting feature. Since the given problem is NP-hard, an efficient simulated annealing algorithm is developed and tested using several test problems.
This paper presents a set of new convex quadratic relaxations for nonlinear and mixed-integernonlinear programs arising in power systems. The considered models are motivated by hybrid discrete/continuous applications...
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This paper presents a set of new convex quadratic relaxations for nonlinear and mixed-integernonlinear programs arising in power systems. The considered models are motivated by hybrid discrete/continuous applications where existing approximations do not provide optimality guarantees. The new relaxations offer computational efficiency along with minimal optimality gaps, providing an interesting alternative to state-of-the-art semidefinite programming relaxations. Three case studies in optimal power flow, optimal transmission switching and capacitor placement demonstrate the benefits of the new relaxations.
In the literature on the quadratic 0-1 knapsack problem, several alternative ways have been given to represent the knapsack constraint in the quadratic space. We extend this work by constructing analogous representati...
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In the literature on the quadratic 0-1 knapsack problem, several alternative ways have been given to represent the knapsack constraint in the quadratic space. We extend this work by constructing analogous representations for arbitrary linear inequalities for arbitrary non-convex mixed-integer quadratic programs with bounded variables. (C) 2017 Elsevier B.V. All rights reserved.
The Branch-And-Reduce Optimization Navigator (BARON) is a computational system for facilitating the solution of nonconvex optimization problems to global optimality. We provide a brief description of the algorithms us...
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The Branch-And-Reduce Optimization Navigator (BARON) is a computational system for facilitating the solution of nonconvex optimization problems to global optimality. We provide a brief description of the algorithms used by the software, describe the types of problems that can be currently solved and summarize our recent computational experience. BARON is available by anonymous ftp from ***.
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