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Decision analysis on generation capacity of a wind park

RENEWABLE & SUSTAINABLE ENERGY REVIEWS 2009年第8期13卷 2126-2133页

作者： Kongnam, C. Nuchprayoon, S. Premrudeepreechacharn, S. Uatrongjit, S. Elect Generating Author Thailand Dept Elect Maintenance Nonthaburi 11130 Thailand Chiang Mai Univ Dept Elect Engn Chiang Mai 50200 Thailand

The investment decision on generation capacity of a wind park is difficult when wind studies or data are neither available nor sufficient to provide adequate information for developing a wind power project. Although new measurement is possible but it is definitely time consuming. To determine the optimum capacity, decision analysis techniques are proposed in this paper to cope with uncertainties arising from wind speed distribution and power-speed characteristics. The wind speed distribution is modeled from the measured data, the Rayleigh distribution, and the Weibull distribution. The power-speed curve of a wind turbine from cut-in speed to rated speed is modeled by using linear, parabolic, cubic, and quadratic characteristics. The optimization model is formulated as a mixed-integer nonlinear programming problem. The constraints are considered as interval bounds so that a set of feasible solutions is obtained. The optimum solution can be determined by using the profit-to-cost and profit-to-area ratios as performance metrics of investment. Decision analysis rules are then applied to overcome the uncertainty problem and to refine the investment plan. The proposed procedure has been tested with the wind power project of the Electricity Generating Authority of Thailand. (C) 2009 Elsevier Ltd. All rights reserved.

关键词： Decision analysis mixed-integer nonlinear programming Optimization Uncertainty Wind park

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Optimization of a peer-to-peer system for efficient content replication

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2009年第2期196卷 423-433页

作者： Cervellera, Cristiano Caviglione, Luca CNR Ist Studi Sistemi Intelligenti Automaz I-16149 Genoa Italy

This paper introduces a framework for the optimization of a peer-to-peer (p2p) based content replication system, aiming at actively exploiting the presence of a centralized component that represents a recent trend in content delivery architectures. To this purpose, we formalize a real-time mixed-integer nonlinear programming problem over a discrete time dynamic system, and propose a hybrid random/nonlinear programming scheme that allows to find good solutions while remaining computationally feasible. Two performance indexes. representing different objectives of the content replication process (e.g., speed vs. improved resistance against node failures), are discussed. Simulative tests are presented to prove the effectiveness of the proposed solution, with respect to typical strategies adopted by existing systems. (C) 2008 Elsevier B.V. All rights reserved.

关键词： OR in telecommunications Peer-to-peer systems mixed-integer nonlinear programming

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Improving Mathematical Optimization Techniques with the Aid of Exergy-Based Variables

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INTERNATIONAL JOURNAL OF THERMODYNAMICS 2009年第2期12卷 75-82页

作者： Juedes, Marc Tsatsaronis, George Tech Univ Berlin Inst Energy Engn Marchstr 18 D-10587 Berlin Germany

The design optimization of energy conversion plants requires sophisticated optimization techniques. The usefulness of mathematical programming approaches has been discussed in several papers. Usually, the quality of the computed solutions, concerning global optimality and the convergence speed, is not discussed in these papers and even the existence of local optimal solutions is not mentioned. Indeed, the optimization of nonconvex mixed integer non-linear problems (MINLP), such as the structural and design optimization of power plants, is a very difficult problem. However, knowledge of the real optimization potential can assist the design engineer in better understanding the optimization procedure. This article deals with the use of exergetic variables for improving the quality of results obtained from mathematical optimization techniques and their convergence speed. LaGO, the solver used to compute the discussed results, can evaluate the obtained solution of the discussed minimization problems by calculating lower bounds of the original problem based on a relaxed convex objective function. Here, the use of exergetic variables can help to increase the lower bounds significantly and thus, to improve the evaluation of the computed solutions and the convergence speed. The method is applied to different optimization tasks.

关键词： Cost minimization design optimization cogeneration plant mixed-integer nonlinear programming exergy convergence speed

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A mixed-coding scheme of evolutionary algorithms to solve mixed-integer nonlinear programming problems

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COMPUTERS & MATHEMATICS WITH APPLICATIONS 2004年第8-9期47卷 1295-1307页

作者： Lin, YC Hwang, KS Wang, FS Natl Chung Cheng Univ Dept Chem Engn Chiayi 62102 Taiwan Natl Chung Cheng Univ Dept Elect Engn Chiayi 62102 Taiwan

In this paper, mixed-integer hybrid differential evolution (MIHDE) is developed to deal with the mixed-integer optimization problems. This hybrid algorithm contains the migration operation to avoid candidate individuals clustering together. We introduce the population diversity measure to inspect when the migration operation should be performed so that the user can use a smaller population size to obtain a global solution. A mixed coding representation and a rounding operation are introduced in MIHDE so that the hybrid algorithm is not only used to solve the mixed-integer nonlinear optimization problems, but also used to solve the real and integer nonlinear optimization problems. 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 genetic algorithms. (C) 2004 Elsevier Ltd. All rights reserved.

关键词： hybrid method differential evolution genetic algorithms mixed-integer nonlinear programming evolutionary algorithms

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Optimal design of electronic components by mixed-integer nonlinear programming

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OPTIMIZATION AND ENGINEERING 2004年第3期5卷 271-294页

作者： Van De Braak, G Bünner, MJ Schittkowski, K Univ Bayreuth Dept Math D-95440 Bayreuth Germany Univ Munster Dept Math D-48149 Munster Germany EPCOS AG D-81617 Munich Germany

Cornputer-aided design optimization of electronic components is a powerful tool to reduce development costs on one hand and to improve the performance of (lie components on the other. In this paper, a mathematical model of an electronic filter is outlined. It depends oil certain parameters, some of then) of being continuous, others of integer type. The purpose of the paper is to introduce an extension of the well-known sequential quadratic programming (SQP) method to solve the mixed-integer programming problem (MINLP). It is assumed that the integer variables cannot be relaxed to real ones, that the integer range is sufficiently large, and that they possess some physical meaning so that they basically behave like continuous ones. The general idea is to combine all SQP step with a direct search cycle in the integer space, Hessian information is updated based on difference formulae at neighbored grid points. Numerical results are included to show the feasibility of the mixed-integer nonlinear programming code for academic test examples and in addition for the optimal design of an electronic filter.

关键词： electronic components mixed-integer nonlinear programming discrete optimization categorial variables sequential quadratic programming direct search method

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Locating collection centers for incentive-dependent returns under a pick-up policy with capacitated vehicles

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2008年第3期191卷 1223-1240页

作者： Aras, Necati Aksen, Deniz Tanugur, Ayse Goenuel Bogazici Univ Dept Ind Engn Istanbul Turkey Koc Univ Coll Adm Sci & Econ Istanbul Turkey

We address the problem of locating collection centers of a company that aims to collect used products from product holders. The remaining value in the used products that can be captured by recovery operations is the company's motivation for the collection operation. We assume that a pick-up strategy is in place according to which vehicles with limited capacity are dispatched from the collection centers to the locations of product holders to transport the returns. Each product holder has an inherent willingness to return, and makes the decision on the basis of the financial incentive offered by the company. The incentive depends on the condition of the returned item referred to as return type. We formulate a mixed-integer nonlinear facility location-allocation model to find both the optimal locations of a predetermined number of collection centers and the optimal incentive values for different return types. Since the problem is NP-hard, we propose a heuristic method to solve medium and large-size instances. The main loop of the method is based on a tabu search method performed in the space of collection center locations. For each location set prescribed by tabu search, Nelder-Mead simplex search is called to obtain the best incentives and the corresponding net profit. We experiment with different quality profiles when there are two and three return types, and observe the effect of the uniform incentive policy (UIP) in which the same incentive is offered to product holders regardless of the quality of their returns. We conclude that the UIP is inferior to the quality-dependent incentive policy resulting in a higher profit loss when the proportion of lowest quality returns is relatively high. (C) 2007 Elsevier B.V. All rights reserved.

关键词： reverse logistics network design location-allocation mixed-integer nonlinear programming tabu search metaheuristics capacitated pick-up

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Modelling systems defined by RTD curves

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COMPUTERS & CHEMICAL ENGINEERING 2008年第12期32卷 3112-3120页

作者： Hocine, S. Pibouleau, L. Azzaro-Pantel, C. Domenech, S. ENSIACET Lab Genie Chim UMR CNRS INP UPS 5503 F-31077 Toulouse 4 France

The RTD theory is commonly used for describing flow patterns in a large class of applications, and particularly for ventilated enclosures. Experimental RTD curves are used for modelling these premises with an application in the nuclear industry for predicting the airborne pollutant transfers in order to prevent radiological risk. An approach based on a superstructure involving interlinked elementary flow patterns such as CSTRs, PFRs, recycles and by-passes is implemented. In order to propose a generic and easy to use tool, the associated large-scale MINLP problem is solved by using the GAMS package. After a validation phase on examples with known solutions, a laboratory enclosure, called MELANIE, used in the nuclear industry is modelled. The comparison between experimental RTD curve and the ones obtained from models extracted from superstructures shows good agreement. The superstructure-based solution procedure constitutes an efficient and intermediate way between numerical simulations using CFD codes and experimental determinations of characteristic parameters, which are both difficult to implement in the case of large and cluttered systems which are typical of the nuclear industry. (C) 2008 Elsevier Ltd. All rights reserved.

关键词： Air flow patterns Ventilation Residence time distribution Superstructure mixed-integer nonlinear programming

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A novel MINLP-based representation of the original complex model for predicting gasoline emissions

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COMPUTERS & CHEMICAL ENGINEERING 2008年第12期32卷 2857-2876页

作者： Furman, Kevin C. Androulakis, Ioannis P. ExxonMobil Res & Engn Co Corp Strateg Res Annandale NJ 08801 USA Rutgers State Univ Dept Biomed Engn Piscataway NJ 08854 USA

The Environmental Protection Agency (EPA) introduced Reformulated Gasoline (RFG) requirements as a measure to reduce emissions from gasoline-powered vehicles in certain geographic areas. As part of this effort, the EPA developed empirical models for predicting emissions as a function of gasoline properties and established statutory baseline emissions from a representative set of gasolines. All reformulated gasoline requires certification via this model, known as the Complex Model, and all refiners and importers calculate emissions performance reductions from the statutory baseline gasoline. The current representation of the Complex Model is extremely difficult to implement within refinery operations models or to use in combination with models for designer gasoline. RFG and boutique fuels are key driving forces in the North American refining industry. The RFG models introduce increasingly complex constraints with the major limitation that they are implicitly defined through a series of complicated disjunctions assembled by the EPA in the form of spreadsheets. This implicit and cumbersome representation of the emissions predictive models renders rigorous optimization and sensitivity analysis very difficult to address directly. In this paper, we discuss how the federal government requirements for reformulated gasoline can be restated as a set of mixed-integer nonlinear programming (MINLP) constraints with the aid of disjunctive programming techniques. We illustrate the use of this model with two simple example fuel blending problems. (C) 2008 Elsevier Ltd. All rights reserved.

关键词： Reformulated gasoline mixed-integer nonlinear programming Generalized disjunctive programming

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Improved hybrid simulated annealing algorithm for navigation scheduling for the two dams of the Three Gorges Project

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COMPUTERS & MATHEMATICS WITH APPLICATIONS 2008年第1期56卷 151-159页

作者： Zhang, Xiaopan Yuan, Xiaohui Yuan, Yanbin Huazhong Univ Sci & Technol Sch Hydropower & Informat Engn Wuhan 430074 Peoples R China Huazhong Univ Sci & Technol Inst Syst Engn Wuhan 430074 Peoples R China Wuhan Univ Technol Sch Resources & Environm Engn Wuhan 430070 Peoples R China

The purpose of this paper is to deal with the optimal navigation co-scheduling (NCS) for the two dams of the Three Gorges Project in China, i.e., the Three Gorges Dam and the Gezhouba Dam. The co-scheduling includes the operational scheduling for all five locks of the two dams, and the dispatching scheduling to ships applying to pass the dams. Compared with the flexible manufacturing system (FMS), a mixed-integer nonlinear programming model is designed for the NCS, and an improved hybrid algorithm of simulated annealing and local search is addressed to obtain optimal scheduling. Experiments based on real historical execution data show that the approach is feasible. (C) 2007 Elsevier Ltd. All rights reserved.

关键词： simulated annealing local search mixed-integer nonlinear programming optimal navigation co-scheduling three gorges project

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FPTAS for optimizing polynomials over the mixed-integer points of polytopes in fixed dimension

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MATHEMATICAL programming 2008年第2期115卷 273-290页

作者： De Loera, Jesus A. Hemmecke, Raymond Koeppe, Matthias Weismantel, Robert Otto VonGuericke Univ Magdegurg FMA IMO D-39106 Magdeburg Germany Univ Calif Davis Dept Math Davis CA 95616 USA

We show the existence of a fully polynomial-time approximation scheme (FPTAS) for the problem of maximizing a non-negative polynomial over mixed-integer sets in convex polytopes, when the number of variables is fixed. Moreover, using a weaker notion of approximation, we show the existence of a fully polynomial-time approximation scheme for the problem of maximizing or minimizing an arbitrary polynomial over mixed-integer sets in convex polytopes, when the number of variables is fixed.

关键词： mixed-integer nonlinear programming integer programming in fixed dimension computational complexity approximation algorithms FPTAS

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