In this paper we present a new computationally efficient numerical scheme for the minimizing flow approach for the computation of the optimal L-2 mass transport mapping. In contrast to the integration of a time depend...
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In this paper we present a new computationally efficient numerical scheme for the minimizing flow approach for the computation of the optimal L-2 mass transport mapping. In contrast to the integration of a time dependent partial differential equation proposed in [S. Angenent, S. Haker, and A. Tannenbaum, SIAM J. Math. Anal., 35 (2003), pp. 61-97], we employ in the present work a direct variational method. The efficacy of the approach is demonstrated on both real and synthetic data.
The dual quadraticprogramming algorithm of Goldfarb and Idnani is implemented as a solver for a sequential quadratic programming algorithm. Initially the algorithm is briefly described. As the algorithm requires the ...
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The dual quadraticprogramming algorithm of Goldfarb and Idnani is implemented as a solver for a sequential quadratic programming algorithm. Initially the algorithm is briefly described. As the algorithm requires the inverse of the Cholesky factor of the Hessian matrix at each iteration a procedure is presented to directly obtain a matrix that multiplied by its transpose gives the BFGS update of the Hessian. A procedure is then presented to triangularise the updated factor using two series of Givens rotations. In order to increase efficiency a 'warm start' strategy is proposed whereby the choice of constraints to enter the active set is based on information of previous SQP iterations. Finally two examples are given to demonstrate the efficiency and robustness of the implementation. (C) 2002 Civil-Comp Ltd and Elsevier Science Ltd. All rights reserved.
Asset allocation is critical for the portfolio management process. In this paper, we solve a dynamic asset allocation problem through a multiperiod stochastic programming model. The objective is to maximise the expect...
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ISBN:
(纸本)9781424481262
Asset allocation is critical for the portfolio management process. In this paper, we solve a dynamic asset allocation problem through a multiperiod stochastic programming model. The objective is to maximise the expected utility of wealth at the end of the planning period. To improve the optimisation process of the model, we employ swarm intelligent optimisers, the Bacterial Foraging Optimisation (BFO) and the Particle Swarm Optimisation (PSO) algorithm. A hybrid optimiser using the BFO for initialisation and the sequential quadratic programming (SQP) for searching the decision variables is also suggested. The results are compared with the stand-alone SQP and the canonical Genetic Algorithm. We have performed numerical experiments on 2-asset and 4-asset allocation problem respectively. The numerical results suggest that the hybrid method provides a better result especially for the 4-asset case, with improved fitness value and robustness than using BFO, PSO, GA, or SQP alone.
This paper presents a computationally efficient velocity control of vehicles driving in a possibly hilly terrain and over long look-ahead horizons that may stretch to hundreds of kilometers. The controller decouples g...
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This paper describes multi-agent based optimal power flow solution in which total production cost is used as the problem objective to be minimized. In this work, simulation of peer-to-peer device coordination has been...
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ISBN:
(纸本)9781457705472;9781457705465
This paper describes multi-agent based optimal power flow solution in which total production cost is used as the problem objective to be minimized. In this work, simulation of peer-to-peer device coordination has been developed using Java Agent Development (JADE) software package. JADE provides a FIPA-compliant agent platform and a package to develop multi-agent systems used in this paper. Six agent types are established. They are i) load agent ii) power generating plants agent, iii) transformer tap-setting agent iv) reactive power agent v) optimal load-flow agent and vi) management agent. In this paper each agent has been modeled as an intelligent agent, which joins to a container to form the multi agent system for solving optimal power flow problems. In this paper, the standard IEEE 6-bus test power system was employed. The results of this proposed system showed that the use of multi-agent systems enables possibility of applying optimal power flow in real-world applications.
—This article presents a non-linear programming-based model for the optimal placement of phasor measurement units. The optimal phasor measurement units placement is formulated to minimize the number of phasor measure...
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—This article presents a non-linear programming-based model for the optimal placement of phasor measurement units. The optimal phasor measurement units placement is formulated to minimize the number of phasor measurement units required for full system observability and to maximize the measurement redundancy at all buses in a power system. A sequential quadratic programming algorithm is used for the solution of the proposed model. The existence of power flow and injection measurements, the limited phasor measurement units channel capacity, the lack of communication facilities in substations, and the single phasor measurement units loss are also incorporated into the initial proposed formulation. The non-linear programming model is applied to IEEE 14- and 118-bus test systems in MATLAB. The accuracy and the effectiveness of the proposed method is verified by comparing the simulation results to those obtained by a binary integer programming model also implemented in MATLAB. The comparative study shows that the proposed non-linear programming model yields the same number of phasor measurement units as the binary integer programming model. A remarkable advantage of the non-linear programming against binary integer linear programming is its capability to give more than one optimal solution, each one having the same minimum number of phasor measurement units (same minimum objective value), but at different locations.
The development of smart grid and distributed energy resources makes it possible for the large number of distributed gas turbines and photovoltaics in cities to interact with the utility grid and provide ancillary ser...
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ISBN:
(纸本)9781479950324
The development of smart grid and distributed energy resources makes it possible for the large number of distributed gas turbines and photovoltaics in cities to interact with the utility grid and provide ancillary services via different demand response programs. By implementing the two-part real-time pricing mechanism to encourage microgrid participation in demand response, this paper presents the optimization model of microgrid with multi-energy resources in price-based demand response program with the aim of net income maximization. The algorithm of sequential quadratic programming is applied to solve the problem. The effects of real-time pricing, state of charge and unit ratio on demand response are further discussed in detail. The simulation results indicate that the microgrid integrating photovoltaics with gas turbines demonstrates significant elasticity and flexibility in providing ancillary services through demand response.
Real-time motion control of a nonholonomic mobile robot in a dynamic environment, especially in the case of multiobjective control, is a challenging problem. Model predictive control (MPC) as an optimization based con...
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ISBN:
(纸本)9781538665572
Real-time motion control of a nonholonomic mobile robot in a dynamic environment, especially in the case of multiobjective control, is a challenging problem. Model predictive control (MPC) as an optimization based control algorithm has the ability to deal with complex systems, like multiple-input and multiple-output (MIMO) system, in a dynamic environment. However, due to the complexity of optimization algorithms, the implementation of MPC in real-time applications, especially for the systems with fast transient behaviors is very challenging. With the advent of processors with the ability of parallel computing like FPGAs and GPUs, the application of MPC has become reachable. In this study, the algorithm of optimization problem as the core part of the MPC for motion control of a two-wheel differential robot was developed. Considering the final objective of coding the optimization algorithm on FPGA, the sequential quadratic programming (SQP) method was selected as the optimization algorithm. The specific algorithm equations and matrices were derived based on a simplified nonlinear model. The algorithms were then be coded in MATLAB and used to control a two-wheel robot in the simulation. This paper present the MPC design process and simulation results for the cases of path tracking and point tracking.
Classical identification cannot be applied when no output measurements are available. In many situations however, discrete information on the unmeasured outputs can still be obtained and used to identify the underlyin...
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ISBN:
(纸本)9781612848013
Classical identification cannot be applied when no output measurements are available. In many situations however, discrete information on the unmeasured outputs can still be obtained and used to identify the underlying dynamics. An example is a moving object where an optical sensor can detect whether or not is in the sensors line of sight but whose position is not measured. Using these discrete data sources to estimate a model for the underlying dynamics is equivalent to the estimation of the linear parameters of a Wiener system, which has a known but non-invertible static non-linearity with two output levels. Techniques are derived to perform this estimation, using sequential quadratic programming to minimize a least squares goal function. Simulations are used to validate the proposed approach, yielding good convergence of the linear model parameters to their targets and a high prediction accuracy for the unmeasured variable of the Wiener system.
This paper presents a sequential tuning of Power System Stabilizers (PSSs) for improving the damping of low frequency electro- mechanical oscillations in a multi-machine power system using parameter - constrained nonl...
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ISBN:
(纸本)9789881925244
This paper presents a sequential tuning of Power System Stabilizers (PSSs) for improving the damping of low frequency electro- mechanical oscillations in a multi-machine power system using parameter - constrained nonlinear optimization algorithm. This algorithm deals with optimization problem using a sequential quadratic programming. The main objective of this procedure is to shift the undamped poles to the left hand side of the s-plane. In the proposed work, the parameters of each PSS controller are determined by sequentially using non-linear optimization technique. The objective of the coordinated parameter tuning is to globally optimize the overall system damping performance by maximize the damping of all both local and inter area modes of oscillations. The results obtained from sequential coordinating tuning method validate the improvement in damping of the overall power system oscillations in an optimal manner. The time domain simulation results of multi-machine power system validate the effectiveness of the proposed approach. In this paper, 10- machine 39- bus New England system is used as the test system. Investigations revealed that the dynamic performance of the system with sequentially tuned PSS is superior to that obtained from the conventionally optimized PSS.
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