In this paper, we develop a computational method for a class of optimal control problems where the objective and constraint functionals depend on two or more discrete time points. These time points can be either fixed...
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In this paper, we develop a computational method for a class of optimal control problems where the objective and constraint functionals depend on two or more discrete time points. These time points can be either fixed or variable. Using the control parametrization technique and a time scaling transformation, this type of optimal control problem is approximated by a sequence of approximate optimal parameter selection problems. Each of these approximate problems can be viewed as a finite dimensional optimization problem. New gradient formulae for the cost and constraint functions are derived. With these gradient formulae, standard gradient-based optimization methods can be applied to solve each approximate optimal parameter selection problem. For illustration, two numerical examples are solved. (C) 2008 Elsevier Ltd. All rights reserved.
Introducing a new concept of (alpha, beta)-fairness, which allows for a bounded fairness compromise, so that a source is allocated a rate neither less than 0 = 1, times its fair share, this paper provides a framework ...
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Introducing a new concept of (alpha, beta)-fairness, which allows for a bounded fairness compromise, so that a source is allocated a rate neither less than 0 <=alpha <= 1, not more than beta >= 1, times its fair share, this paper provides a framework to optimize efficiency (utilization, throughput or revenue) subject to fairness constraints in a general telecommunications network for an arbitrary fairness criterion and cost functions. We formulate a non-linear program (NLP) that finds the optimal bandwidth allocation by maximizing efficiency subject to (alpha, beta)-fairness constraints. This leads to what we call an efficiency-faimess function, which shows the benefit in efficiency as a function of the extent to which fairness is compromised. To solve the NLP we use two algorithms. The first is a well-known branch-and-bound-based algorithm called Lipschitz Global Optimization and the second is a recently developed algorithm called Algorithm for Global Optimization Problems (AGOP). We demonstrate the applicability of the framework to a range of examples from sharing a single link to efficiency fairness issues associated with serving customers in remote communities.(c) 2007 Elsevier Ltd. All rights reserved.
Given a fixed set of identical or different-sized circular items, the problem we deal with consists on finding the smallest object within which the items can be packed. Circular, triangular, squared, rectangular and a...
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Given a fixed set of identical or different-sized circular items, the problem we deal with consists on finding the smallest object within which the items can be packed. Circular, triangular, squared, rectangular and also strip objects are considered. Moreover, 2D and 3D problems are treated. Twice-differentiable models for all these problems are presented. A strategy to reduce the complexity of evaluating the models is employed and, as a consequence, instances with a large number of items can be considered. Numerical experiments show the flexibility and reliability of the new unified approach. (C) 2007 Elsevier Ltd. All rights reserved.
A coupled model system, consisting of a distributed hydrological model and an economic optimisation model, communicating via model interfaces, is developed and applied to investigate regional interdependencies between...
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A coupled model system, consisting of a distributed hydrological model and an economic optimisation model, communicating via model interfaces, is developed and applied to investigate regional interdependencies between irrigated agriculture and regional water balance and to identify optimised cultivation strategies. The coupled model is employed in the context of a case study in the Atankwidi catchment in the northern Guinea Sudan zone of West Africa. The physically based hydrologic model WaSiM [Schulla, J., Jasper, K., 2001] is used to simulate the water balance of this catchment including a small reservoir-irrigation system complex. The economics of irrigated crop cultivation are optimized under hydrological constraints using the non-linear optimisation model GAMS-ECIM, encoded in GAMS (General Algebraic Modelling System). The coupled model system is utilized for empirical model testing under fictitious scenarios involving variable water availability for irrigation. Interdependencies between irrigation water application quantities and the water balance were identified and maximum agricultural profit was calculated using the coupled model system. The coupled model system is designed as decision-support tool for local authorities and agricultural stakeholders in the Ghanaian Upper East Region (UER). (C) 2007 Elsevier Ltd. All rights reserved.
We consider convex Semi-Infinite programming (SIP) problems with a continuum of constraints. For these problems we introduce new concepts of immobility orders and immobile indices. These concepts are objective and imp...
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We consider convex Semi-Infinite programming (SIP) problems with a continuum of constraints. For these problems we introduce new concepts of immobility orders and immobile indices. These concepts are objective and important characteristics of the feasible sets of the convex SIP problems since they make it possible to formulate optimality conditions for these problems in terms of optimality conditions for some NLP problems (with a finite number of constraints). In the paper we describe a finite algorithm (DIO algorithm) of determination of immobile indices together with their immobility orders, study some important properties of this algorithm, and formulate the Implicit Optimality Criterion for convex SIP without any constraint qualification conditions (CQC). An example illustrating the application of the DIO algorithm is provided.
A new hybrid direct-indirect optimization algorithm is presented to compute the minimum-time transfer between two orbits, including the phasing with a desired spacecraft. Very-low thrust means several hundred revoluti...
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A new hybrid direct-indirect optimization algorithm is presented to compute the minimum-time transfer between two orbits, including the phasing with a desired spacecraft. Very-low thrust means several hundred revolutions to perform the large change in orbital elements. The optimal control solution of the fast-evolution problem combined with a direct method for the secular trajectory avoids the numerical instability arising in very long propagations, decreases the computational time, reduces the sensitivity to the initial guess and provides a feasible transfer at every optimization step. Optimization of transfers from GTO to GEO is presented and two types of trajectories are analysed, sub-synchronous (apogee constrained below GEO altitude) and super-synchronous (free apogee altitude). The optimization of a transfer from LEO to a very high orbit (11 ' 23 R E) is presented, showing the applicability of the method to different problems. A guidance algorithm is presented to compensate the deviations of the real trajectory from the optimal one due to off-nominal conditions. The results in closed-loop simulation of the guidance scheme to compensate detenninistic perturbations not considered in the optimization show good performances in both analysed missions.
This paper proposes security constrained economic power dispatch (SCED) of the generators in the presence of secure bilateral transactions for hybrid electricity markets. The proposed non-linear optimization problem c...
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ISBN:
(纸本)9781424417636
This paper proposes security constrained economic power dispatch (SCED) of the generators in the presence of secure bilateral transactions for hybrid electricity markets. The proposed non-linear optimization problem considers simultaneous minimization of deviations from scheduled transactions and minimization of fuel cost of the generators. The impact of bilateral transactions on fuel costs of generators and generation pattern has also been studied. The proposed technique has been applied on IEEE 24-bus reliability test system (IRTS).
This paper presents the optimization based cost comparison between reinforced concrete and doubly-symmetrical welded steel I beams. The task of the research was to define the spans at which each of two different consi...
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ISBN:
(纸本)9781845641061
This paper presents the optimization based cost comparison between reinforced concrete and doubly-symmetrical welded steel I beams. The task of the research was to define the spans at which each of two different considered structures would show its advantages. The optimization/comparison was performed for simply supported beams for spans between 5 and 30 meters and for a uniformly distributed variable imposed load of 5 kN/m. The structural optimization was performed by the nonlinearprogramming (NLP) approach. The cost objective function was defined for the optimization and subjected to structural analysis constraints. The structures were designed in accordance with Eurocodes for both the ultimate and serviceability limit states. Beside the optimal self-manufacturing costs, the results also include the optimal masses for the different considered structures.
Generalized polynomial programming (GPP) is a non-linear programming (NLP) method based on a non-convex objective function, which is subject to nonconvex inequality constraints. Hence, a GPP problem has multiple local...
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Generalized polynomial programming (GPP) is a non-linear programming (NLP) method based on a non-convex objective function, which is subject to nonconvex inequality constraints. Hence, a GPP problem has multiple local optima in its constrained solution space. General NLP techniques use local optimization, and therefore do not easily solve GPP problems. Some deterministic global optimization approaches have been developed to overcome this drawback of NLP methods. Although these approaches yield a global solution to a GPP problem, they can be mathematically tedious. Therefore, this study presents a real-coded genetic algorithm (RGA), which is a stochastic global optimization method, to find a global solution to a GPP problem. The proposed RGA is used to solve a set of GPP problems. The best solution obtained by the RGA is compared with the known global solution to each test problem. Numerical results show that the proposed RGA converges to a global solution to a GPP problem.
This work constructs the membership functions of the system characteristics of a retrial queueing model with fuzzy customer arrival, retrial and service rates. The a-cut approach is used to transform a fuzzy retrial-q...
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This work constructs the membership functions of the system characteristics of a retrial queueing model with fuzzy customer arrival, retrial and service rates. The a-cut approach is used to transform a fuzzy retrial-queue into a family of conventional crisp retrial queues in this context. By means of the membership functions of the system characteristics, a set of parametric non-linear programs is developed to describe the family of crisp retrial queues. A numerical example is solved successfully to illustrate the validity of the proposed approach. Because the system characteristics are expressed and governed by the membership functions, more information is provided for use by management. By extending this model to the fuzzy environment, fuzzy retrial-queue is represented more accurately and analytic results are more useful for system designers and practitioners. (c) 2006 Elsevier B.V. All rights reserved.
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