The question of post-retirement optimal consumption and investment of retirement savings is addressed. This problem has received considerably less attention than that of how to invest for retirement. With the increase...
详细信息
The question of post-retirement optimal consumption and investment of retirement savings is addressed. This problem has received considerably less attention than that of how to invest for retirement. With the increase in life span and an increase in private pension funds, a retiree has considerable flexibility in both how to consume and how to continue to invest their retirement funds. Our interest is in developing a platform that allows a wide variety of behavioural aspects to be modeled and also enables explicit constraints to be imposed. To enable the flexibility we seek it is necessary to model the problem as a large-scale nonlinearly constrained optimization problem, which is solved using a sequential quadratic programming algorithm. Fortunately, modern optimization methods are now sufficiently powerful as to enable solving such problems. A key point is that, though the problems are large, they have a rich structure. Problems in this class have been addressed assuming that an investor is rational in the sense that when making financial decisions the preference relation of the investor satisfies all the axioms of choice. Research in behavioural science indicates that not all financial decisions of an average person satisfy the axioms of choice. The algorithm we propose enables the problem to be solved for a user-specified utility function that does not satisfy all the axioms of choice.
Previous research has established a need for operations research models to help urban public housing authorities (PHAs) in the U.S. better manage the transition from the traditional model of high-rise public housing d...
详细信息
Previous research has established a need for operations research models to help urban public housing authorities (PHAs) in the U.S. better manage the transition from the traditional model of high-rise public housing developments to tenant-based housing subsidies for market-rate rental units and project-based housing subsidies for scattered-site, low-density public housing. This paper presents the tenant-based subsidized housing location model (TSHLP) that is simplified and applied to a larger and more representative data set than has been done previously. Base-case and sensitivity analyses indicate that model solutions, which are approximations to a Pareto frontier of nondominated potential family allocations, give planners considerable flexibility in choosing alternative housing configurations that can satisfy the needs of various interest groups.
In this paper we investigate how to determine optimal locations of the microwave antennas being circularly ordered in a hyperthermia device. The heated area containing the tumor should have minimal volume. Based on a ...
详细信息
In this paper we investigate how to determine optimal locations of the microwave antennas being circularly ordered in a hyperthermia device. The heated area containing the tumor should have minimal volume. Based on a simple geometric model for the two and three dimensional case we develop algorithms for the computation of these volumes and present numerical results for the optimal locations.
The SIMP (solid isotropic material with penalization) approach is perhaps the most popular density variable relaxation method in topology optimization. This method has been very successful in many applications, but th...
详细信息
The SIMP (solid isotropic material with penalization) approach is perhaps the most popular density variable relaxation method in topology optimization. This method has been very successful in many applications, but the optimization solution convergence can be improved when new variables, not the direct density variables, are used as the design variables. In this work, we newly propose S-shape functions mapping the original density variables nonlinearly to new design variables. The main role of S-shape function is to push intermediate densities to either lower or upper bounds. In particular, this method works well with nonlinear mathematical programming methods. A method of feasible directions is chosen as a nonlinear mathematical programming method in order to show the effects of the S-shape scaling function on the solution convergence.
This paper describes a decomposition methodology applied to the multi-area optimal power flow problem in the context of an electric energy system. The proposed procedure is simple and efficient, and presents some adva...
详细信息
This paper describes a decomposition methodology applied to the multi-area optimal power flow problem in the context of an electric energy system. The proposed procedure is simple and efficient, and presents some advantages with respect to other common decomposition techniques such as Lagrangian relaxation and augmented Lagrangian decomposition. The application to the multi-area optimal power flow problem allows the computation of an optimal coordinated but decentralized solution. The proposed method is appropriate for an Independent System Operator in charge of the electric energy system technical operation. Convergence properties of the proposed decomposition algorithm are described and related to the physical coupling between the areas. Theoretical and numerical results show that the proposed decentralized methodology has a lower computational cost than other decomposition techniques, and in large large-scale cases even lower than a centralized approach.
The static shakedown theorem was reformulated for the boundary element method (BEM) rather than the finite element method with Melan's theorem, then used to develop a numerical solution procedure for shakedown an...
详细信息
The static shakedown theorem was reformulated for the boundary element method (BEM) rather than the finite element method with Melan's theorem, then used to develop a numerical solution procedure for shakedown analysis. The self-equilibrium stress field was constructed by a linear combination of several basis self-equilibrium stress fields with undetermined parameters. These basis self-equilibrium stress fields were expressed as elastic responses of the body to imposed permanent strains obtained using a 3-D BEM elastic-plastic incremental analysis. The lower bound for the shakedown load was obtained from a series of nonlinear mathematical programming problems solved using the Complex method. Numerical examples verified the precision of the present method.
In this paper, we survey the most recent methods that have been developed for the solution of semidefinite programs. We first concentrate on the methods that have been primarily motivated by the interior point (IP) al...
详细信息
In this paper, we survey the most recent methods that have been developed for the solution of semidefinite programs. We first concentrate on the methods that have been primarily motivated by the interior point (IP) algorithms for linear programming, putting special emphasis in the class of primal-dual path-following algorithms. We also survey methods that have been developed for solving large-scale SDP problems. These include first-order nonlinear programming (NLP) methods and more specialized path-following IP methods which use the (preconditioned) conjugate gradient or residual scheme to compute the Newton direction and the notion of matrix completion to exploit data sparsity.
In this paper, the optimal design of reliability indices in an electrical distribution system and their impact to planning are studied. By formulating the cost due to interrupted KVA-hour, initial interruption cost, a...
详细信息
In this paper, the optimal design of reliability indices in an electrical distribution system and their impact to planning are studied. By formulating the cost due to interrupted KVA-hour, initial interruption cost, and modification cost in terms of component reliability indices, an optimization problem is derived while simultaneously considering multiple load points and feeder capacity limits, resulting in a nonlinear programming problem. To solve this nonlinear programming problem, an effective polynomial-time algorithm is presented. The numerical test shows that not only significant savings can be achieved, but also information on identifying value-saving feeder/components can be revealed as well. This is a valuable tool to distribution planning/operations. (C) 2003 Elsevier Science Ltd. All rights reserved.
This paper presents the design optimization of a 3-phase, 6-pulse converter fed dc series motor for minimum material cost using Non Linear programming (NLP) Technique. A mathematical model with 16 design variables, so...
详细信息
ISBN:
(纸本)0780382080
This paper presents the design optimization of a 3-phase, 6-pulse converter fed dc series motor for minimum material cost using Non Linear programming (NLP) Technique. A mathematical model with 16 design variables, some of them representing the physical dimensions of the motor, is formulated. An octagonal frame for the yoke and poles, non-linearity of the magnetic circuit, compensating winding in the pole faces and inter-pole winding are considered for the design. Some of the important constraints such as maximum reactance voltage of the commutating coil, maximum voltage between commutator segments, minimum clearance between the main field and inter-pole windings, ratio of torque to moment of inertia of armature, pulse duty factor with reference to armature current, efficiency of the motor etc., are imposed. The design analysis program includes armature circuit inductance calculations, harmonic currents due to rectified voltage, additional losses due to flux pulsations in the armature and magnetic circuit, skin effect in armature and inter-pole winding conductors. The design problem is converted into a sequence of unconstrained minimization problems by Zangwill's exterior penalty function method and Powell's minimization technique is applied to minimize the active material cost of a 150 h.p., 550 volts, 4-pole, 1500 r.p.m. dc series motor fed from a 6-pulse, 3-phase bridge converter. The effect of source impedance and of the triggering angle of the converter on the optimal solution is discussed. At the optimal solution, the torque and speed pulsations of the motor are investigated.
In this paper the active power loss minimization problem is formulated as an optimal power now (OPF), including equality and inequality nonlinear constraints which represent the power system security conditions. The O...
详细信息
ISBN:
(纸本)0780378636
In this paper the active power loss minimization problem is formulated as an optimal power now (OPF), including equality and inequality nonlinear constraints which represent the power system security conditions. The OPF has been solved using the multiple predictor-corrector interior point method, of the family of higher order interior point methods, enhanced with an optimal computation of the step length. The optimal computation of the primal and dual step sizes minimizes the primal and dual objective function errors, respectively, assuring a continuous decrease of the errors during the iterations of the interior point method. The proposed methodology has been applied to minimize the active power loss of IEEE-30, IEEE-57, IEEE-118 and IEEE-300 bus test systems. Test results indicated that the convergence is facilitated and the number of iterations may be small.
暂无评论