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A MILP decomposition approach to large scale optimization in structural design of energy supply systems

ENERGY CONVERSION AND MANAGEMENT 2002年第6期43卷 771-790页

作者： Yokoyama, R Hasegawa, Y Ito, K Univ Osaka Prefecture Dept Energy Syst Engn Sakai Osaka 5998531 Japan

An optimal structural design method is proposed to determine the structures of energy supply systems in consideration of their multi-period operation. The optimization problem is formulated as a large scale mixed integer linear programming (MILP) problem with binary variables for selection and on/off status of operation of equipment and continuous variables for capacities and load allocation of equipment. The dependence of the performance characteristics of equipment on their capacities and part loads, as well as that of capital costs of equipment on their capacities, are incorporated into the optimization model. A decomposition method of solving MILP problems with the block angular structure is applied to derive a suboptimal solution close to the optimal one in a short computation time. The meaning and validity of the decomposition method are clarified through an analytical study on an energy supply system with a simple structure. The validity and effectiveness of the decomposition method are also clarified in terms of solution optimality and computation time through a. numerical study on another energy supply system with a complex structure. (C) 2002 Elsevier Science Ltd. All rights reserved.

关键词： energy supply systems structural design multi-period operation optimization mixed integer linear programming large scale problems decomposition

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A mixed integer linear programming based hydro unit commitment

A mixed integer linear programming based hydro unit commitme...

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IEEE Summer Meeting Power Engineering Society

作者： C.W. Chang J.G. Waight National Chung Cheng University Chiayi Taiwan Siemens Power Systems Control Brooklyn Park MN USA

This paper describes the model and techniques developed to solve hydro unit commitment (HUC) problems. The developed HUC program is used to determine the optimal half-hourly schedules for the available hydro units for a user-definable study period while respecting system and hydraulic constraints. The HUC optimization algorithm uses a mixed integer linear programming (MILP) approach with an optimization package to solve the problem. In order to apply the MILP approach, the HUC problem is expressed as a linear problem with integer variables to include the discreteness of the problem. The usefulness of the proposed algorithm is illustrated by testing the developed program with actual hydro system data. Test results and numerical experience show that the proposed solution algorithm is simple and computationally efficient. The proposed algorithm is also suitable for competitive electricity market applications with hydro-dominant power systems.

关键词： mixed integer linear programming Reservoirs integer linear programming Costs Dynamic programming Power systems Processor scheduling Hydraulic turbines Power system control Power system planning

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MODELLING AND CONTROL OF CO-GENERATION POWER PLANTS UNDER CONSIDERATION OF LIFETIME CONSUMPTION: A HYBRID SYSTEM APPROACH

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IFAC Proceedings Volumes 2002年第1期35卷 275-280页

作者： Giancarlo Ferrari-Trecate Eduardo Gallestey Alec Stothert Geir Hovland Paolo Letizia Matteo Spedicato Manfred Morari Marc Antoine Institut für Automatik ETH - Eidgenössische Technische Hochschule Zurich CH 8092 Zurich Tel. +41 1 632 7626 Fax +41 1 632 1211 ABB Corporate Research Ltd. ABB Power Automation Ltd.

In this paper the load optimization of a combined cycle power plant under consideration of the real cost of lifetime usage is accomplished by exploiting hybrid systems, i.e., systems evolving according to continuous dynamics, discrete dynamics, and logic rules. The possibility of turning on/off the gas and steam turbines, the operating constraints (minimum up and down times) and the different types of start up of the turbines characterize the hybrid behavior of a combined cycle power plant. In order to model both the continuous/discrete dynamics and the switching between different operating conditions we use the framework of mixed Logic Dynamical systems. Next, we recast the economic optimization problem as a Model Predictive Control (MPC) problem, that allows us to optimize the plant operations by taking into account the time variability of both prices and electricity/steam demands. Because of the presence of integer variables, the MPC scheme is formulated as a mixed integer linear program that can be solved in an efficient way by using commercial solvers.

关键词： Hybrid systems Model predictive control Combined cycle power plant mixed integer linear programming

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Model predictive control for a class of hybrid system based on linear programming

Model predictive control for a class of hybrid system based ...

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4th World Congress on Intelligent Control and Automation

作者： Li, XG Gao, DJ Wang, YH Wang, WS Chinese Acad Sci Inst Automat Beijing 100080 Peoples R China

ISBN: (纸本)0780372689

Aiming at hybrid properties of industry process, Predictive control based on mixed Logic Dynamic model is presented to research a class of hybrid systems which is comprised of both logic and continuous controllers. Presents the algorithm for model predictive control based on 1-1 norm linear programming and the system's stability condition is also discussed. Simulation results show that the Lp-based performance criterion has less computational time and cost than that of Qp-baesd, thus the Lp-based strategy is particularity well suitable for solving the control systems with the large size and a very stringent real-time requirement, which provides the complex industry process a new idea for the next generation.

关键词： hybrid system mixed logic dynamic predictive control mixed integer linear programming

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Optimum wordlength allocation

Optimum wordlength allocation

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Annual IEEE Symposium on Field-Programmable Custom Computing Machines (FCCM)

作者： G.A. Constantinides P.Y.K. Cheung W. Luk Department of Electrical and Electronic Engineering Imperial College London London UK Imperial College London London London GB Dept. of Electr. & Electron. Eng. Imperial Coll. London UK

This paper presents an approach to the wordlength allocation and optimization problem for linear digital signal processing systems implemented in Field-Programmable Gate Arrays. The proposed technique guarantees an optimum set of wordlengths for each internal variable, allowing the user to trade-off implementation area for error at system outputs. Optimality is guaranteed through modelling as a mixed integer linear program, constructed through novel techniques for the linearization of error and area constraints. Optimum results in this field are valuable since they can be used to assess the effectiveness of heuristic wordlength optimization techniques. It is demonstrated that one such previously published heuristic reaches within 0.7% of the optimum area over a range of benchmark problems.

关键词： Digital signal processing Signal processing algorithms Field programmable gate arrays Educational institutions Hardware Signal synthesis mixed integer linear programming Circuit synthesis Computational modeling Circuit noise

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Off-line configuration of a MPLS over WDM network under time-varying offered traffic

Off-line configuration of a MPLS over WDM network under time...

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IEEE Annual Joint Conference: INFOCOM, IEEE Computer and Communications Societies

作者： F. Ricciato S. Salsano A. Belmonte M. Listanti INFOCOM University of Roma La Sapienza Italy DIE University of Roma Tor Vergata Italy

Coupling MPLS traffic engineering on top of a wavelength-routed WDM layer offers great flexibility to operators to allocate traffic demands in their networks. We consider the problem of off-line joint configuration at both packet and optical layers. We consider time-variant offered traffic, and assume that the operator has knowledge of the traffic dynamics as a set of traffic matrices at different instants. A novel mixed integer linear programming (MILP) formulation is proposed, which takes as input this set of traffic matrices, and provides an optimal static configuration capable of accommodating the time-varying traffic. We provide a resolution strategy based on heuristics, and give numerical results for some sample cases. The proposed method is compared with a simple alternative approach for obtaining a single static solution, to show that our method utilizes much fewer resources. The solution under the proposed formulation is also compared with the set of solutions obtained by running distinct optimization problems at different instants, showing that the increase of resource is minimal. Hence our approach can provide a static configuration with about the same resources as a fully adaptable dynamical configuration.

关键词： Multiprotocol label switching WDM networks Telecommunication traffic Network topology Optical wavelength conversion Traffic control Wavelength division multiplexing mixed integer linear programming Optical fiber networks Wavelength routing

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Resolution of a WDM network design problem using a decomposition approach and a size reduction method

Resolution of a WDM network design problem using a decomposi...

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European Conference on Universal Multiservice Networks (ECUMN)

作者： J. Kuri N. Puech M. Gagnaire Computer Science and Networks Department École Nationale Supérieure des Télécommunications Paris France I U T Université Paris 5 Paris France

Multicommodity flow models have been proposed in the literature to formulate different network design problems as mixed integer linear programming (MILP) problems. The formulations axe important because there are algorithms that find the optimal solution to these problems. However, MILP problems are NP-hard, which makes the solution of design problem instances of non trivial size numerically intractable. In this article we propose a method to tackle the inherent complexity of a WDM network design problem formulated as a multicommodity flow problem. The method allows us to solve WDM network design problems of medium size. We first decompose the design problem into two subproblems that can be solved separately. Multicommodity flow models are used to formulate each subproblem as a MILP problem. We then prune the variables' space associated to each subproblem by eliminating from the formulation useless variables. The solution to the design problem is obtained by solving the subproblems sequentially. To take into account the dependency between subproblems, we introduce a feedback mechanism to exchange information between the algorithms that solve the subproblems.

关键词： WDM networks Optical switches Optical packet switching Telecommunication traffic Cost function Availability Wavelength division multiplexing Optical fiber networks Computer science mixed integer linear programming

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Optimal resource allocation with minimum activation levels and fixed costs

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2001年第3期131卷 536-549页

作者： Basso, A Peccati, LA Univ Trieste Dip Matemat Applicata B Finetti I-34127 Trieste Italy Bocconi Univ IMQ I-20136 Milan Italy

We intend to analyze a problem of optimal resource allocation with both minimum and maximum activation levels and fixed costs. The problem is shown to be NP-hard. We study the consequent MILP problem and propose a dynamic programming algorithm which exploits an efficient pruning procedure. We present an application to a portfolio optimization problem in project financing. A project financing firm partially funds different projects, using external funding sources for the partial coverage of the financial requirements of each project. (C) 2001 Elsevier Science B.V. All rights reserved.

关键词： mixed integer linear programming dynamic programming finance resource allocation capital rationing

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Min-max control of uncertain multi-inventory systems with multiplicative uncertainties

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IEEE TRANSACTIONS ON AUTOMATIC CONTROL 2001年第6期46卷 955-960页

作者： Blanchini, F Pesenti, R Univ Udine Dipartimento Matemat & Informat Udine Italy Univ Palermo Dipartimento Ingn Automat & Informat I-90133 Palermo Italy

In this note, we consider production-distribution systems with buffer and capacity constraints. For such systems, we assume that the model is not known exactly. More precisely, the entries of the matrix representing the system structure may be affine functions of some uncertain time-varying parameters that take values within assigned bounds. We give stabilizability conditions that can be checked, in principle, by solving a min-max problem an the surface of the state-space (buffer level space) unit ball. Then, we consider a special Ease in which each uncertain parameter affects a single column of the system matrix and is independent of all the other ones. In this case, we propose a mixed integer linear programming algorithm to check the stabilizability conditions and we provide a stabilizing control in an explicit form.

关键词： constrained control inventory systems Lyapunov functions min-max control mixed integer linear programming uncertain systems

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Optimal fenestration retrofits by use of MILP programming technique

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ENERGY AND BUILDINGS 2001年第8期33卷 843-851页

作者： Gustafsson, SI IKP Energy Syst Inst Technol SE-58183 Linkoping Sweden

When buildings are subject for refurbishment, it is very important to add the optimal strategy at that very moment. If other solutions are chosen and implemented, it will no longer be possible to change the building at a later occasion with the same profitability. A suitable criterion for optimality is the point where the life-cycle cost (LCC) has its minimum value. This point can be calculated by using so-called mixed integer linear programming (MILP). This paper shows how building and possible fenestration retrofits are described in such a MILP program. Changing existing double-glazed windows to triple ditto will of course make the U-values lower, but at the same time less solar radiation is transferred through the glass panes. This must be properly addressed in the MILP model. Of vital importance are also the heating system and the energy tariff connected to it. Nowadays, time-of-use rates are common practice both for district heating and electricity. These facts make it unsuitable to write, optimise and solve the MILP model "by hand", and instead a computer program has been designed for writing the model in the form of a standard MPS data file. This file can in turn be scanned and optimised by MILP-solving programs available at the market today. (C) 2001 Elsevier Science B.V. All rights reserved.

关键词： mixed integer linear programming life-cycle cost fenestration retrofits windows district heating

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