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Numerical solutions to Nash-Cournot equilibria in coupled constraint electricity markets

IEEE TRANSACTIONS ON POWER SYSTEMS 2004年第1期19卷 195-206页

作者： Contreras, J Klusch, M Krawczyk, JB Univ Castilla La Mancha Escuela Tecn Super Ingn Ind E-13071 Ciudad Real Spain German Res Ctr Artificial Intelligence D-66123 Saarbrucken Germany Victoria Univ Wellington Sch Econ & Finance Wellington 6000 New Zealand

A numerical method based on a relaxation algorithm and the Nikaido-Isoda function is presented for the calculation of Nash-Cournot equilibria in electricity markets. Nash equilibrium is attained through a relaxation procedure applied to an objective function, the Nikaido-Isoda function, which is derived from the existing profit maximization functions calculated by the generating companies. We also show how to use the relaxation algorithm to compute, and enforce, a coupled constraint equilibrium, which occurs if regulatory, generation, and distribution (and more) restrictions are placed on the companies and entire markets. Moreover, we use the relaxation algorithm to compute players' payoffs under several player configurations. This is needed for the solution of our game under cooperative game theory concepts, such as the bilateral Shapley value and the kernel. We show that the existence of both depends critically on demand price elasticity. The numerical method converges to a unique solution under rather specific but plausible concavity conditions. A case study from the IEEE 30-bus system, and a three-bus bilateral market example with a dc model of the transmission line constraints are presented and discussed.

关键词： bilateral Shapley value coalition formation coupled constraints electricity markets kernel Nash-Cournot equilibrium Nikaido-Isoda function relaxation algorithm

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AMlet, RAMlet, and GAMlet: Automatic nonlinear fitting of additive models, robust and generalized, with wavelets

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JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS 2004年第2期13卷 283-309页

作者： Sardy, S Tseng, P Swiss Fed Inst Technol Dept Math CH-1015 Lausanne Switzerland Univ Washington Dept Math Seattle WA 98195 USA

A simple and yet powerful method is presented to estimate nonlinearly and nonparametrically the components of additive models using wavelets. The estimator enjoys the good statistical and computational properties of the Waveshrink scatterplot smoother and it can be efficiently computed using the block coordinate relaxation optimization technique. A rule for the automatic selection of the smoothing parameters, suitable for data mining of large datasets, is derived. The wavelet-based method is then extended to estimate generalized additive models. A primal-dual log-barrier interior point algorithm is proposed to solve the corresponding convex programming problem. Based on an asymptotic analysis, a rule for selecting the smoothing parameters is derived, enabling the estimator to be fully automated in practice. We illustrate the finite sample property with a Gaussian and a Poisson simulation.

关键词： (generalized) additive models convex programming data mining interiorpoint algorithm regularized likelihood relaxation algorithm signal denoising universal smoothing parameter

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A computational environment to simulate complex tendinous topologies

A computational environment to simulate complex tendinous to...

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26th Annual International Conference of the IEEE-Engineering-in-Medicine-and-Biology-Society

作者： Valero-Cuevas, FJ Lipson, H Cornell Univ Sibley Sch Mech & Aerosp Engn Ithaca NY 14853 USA

ISBN: (纸本)0780384393

Static and dynamic manipulation of objects with the fingertips (precision pinch) is essential to the activities of daily living. Despite numerous efforts to study the hand and its pinch function [5, 18], a comprehensive understanding of biomechanical function and neuromuscular control of the fingers eludes researchers. To make progress in understanding precision pinch we are creating biomechanical models to simulate finger function, neuromuscular control and rehabilitation. An important challenge in creating biomechanical models of the fingers is to simulate the tension distribution in the extensor mechanism-a defining biomechanical feature of the fingers consisting of a tendinous network that wraps over the dorsum of the phalanges. We have created a biomechanical modeling environment that can, among other things, predict tension distribution in the extensor mechanism. Our predictions show that the distribution of tension can be very sensitive to the assumed network topology-the number of elements and their connectivity.

关键词： hand thumb motor control relaxation algorithm

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Study on three dimension assignment algorithm of radar and ESM data association

Study on three dimension assignment algorithm of radar and E...

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7th International Conference on Signal Processing

作者： Zhou, L He, Y Dong, YL Naval Aeronaut Engn Inst Res Inst Informat Fus Yantai 264001 Peoples R China

ISBN: (纸本)7121002159

Among various data association algorithms, lagrangian relaxation algorithm of assignment problem has its advantage owing to the satisfying association accuracy in application., but the calculating speed of this algorithm is not satisfied. This paper presents some studies for the influence elements to the effect of data association of multisensor-multitarget in lagrangian relaxation algorithm. It is tested that the effect of data association can be improved through rational modification of elements involved. Simulation results are given to illustrate the effectiveness of the proposed modification algorithm in this paper.

关键词： assignment problem data association relaxation algorithm

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Nonlinear model identification using working point variables

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IFAC Proceedings Volumes 2003年第16期36卷 1291-1296页

作者： Yucai Zhu Section CS Faculty of Electrical Engineering Eindhoven University of Technology P.O. Box 513 5600 MB Eindhoven The Netherlands Tel. +31.40.2473246 Tai-Ji Control Grensheuvel 10 5685 AG Best The Netherlands

The identification of dynamic models with nonlinear gains is studied. The nonlinear gain is modelled as a function of so-called working-point variable (WPY). The working-point variable is introduced to represent the changes of process operation range. Parameter estimation is solved for the models. A relaxation iteration scheme is used to estimate the initial high order model and then a model reduction is used to obtain the reduced model. The convergence and consistency of the method are studied. Simulation study will he used to illustrate the estimation method.

关键词： Identification nonlinear models working-point variable (WPV) parameter estimation relaxation algorithm

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A NOVEL SLIGHTLY COMPRESSIBLE MODEL FOR LOW MACH NUMBER PERFECT GAS FLOW CALCULATION

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Acta Mechanica Sinica 2002年第3期18卷 193-208页

作者：邓小刚庄逢甘 China Aerodynamics Research and Development Center P.O.Box 211 Mianyang Sichuan China 621000 Chinese Aerodynamic Society P.O.Box 849 Beijing China 100830

By analyzing the characteristics of low Mach number perfect gas flows, a novel Slightly Compressible Model (SCM) for low Mach number perect gas flows is derived. In view of numerical calculations, this model is proved very efficient, for it is kept within thep-v frame but does not have to satisfy the time consuming divergence-free condition in order to get the incompressible Navier-Stokes equation solution. Writing the equations in the form of conservation laws, we have derived the characteristic systems which are necessary for numerical calculations. A cell-centered finite-volume method with flux difference upwind-biased schemes is used for the equation solutions and a new Exact Newton relaxation (ENR) implicit method is developed. Various computed results are presented to validate the present model. Laminar flow solutions over a circular cylinder with wake developing and vortex shedding are presented. Results for inviscid flow over a sphere are compared in excellent agreement with the exact analytic incompressible solution. Three-dimensional viscous flow solutions over sphere and prolate spheroid are also calculated and compared well with experiments and other incompressible solutions. Finally, good convergent performances are shown for sphere viscous flows.

关键词： slightly compressible flow numerical simulations low Mach number flow calculations Newton iteration relaxation algorithm

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Estimation of an N-L-N Hammerstein-Wiener model

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AUTOMATICA 2002年第9期38卷 1607-1614页

作者： Zhu, YC Eindhoven Univ Technol Fac Elect Engn Sect CS NL-5600 MB Eindhoven Netherlands

Estimation of a single-input single-output block-oriented model is studied. The model consists of a linear block embedded between two static nonlinear gains. Hence, it is called N-L-N Hammerstein-Wiener model. First, the model structure is motivated and the disturbance model is discussed. The paper then concentrates on parameter estimation. A relaxation iteration scheme is proposed by making use of a model structure in which the error is bilinear-in-parameters. This leads to a simple algorithm which minimizes the original loss function. The convergence and consistency of the algorithm are studied. In order to reduce the variance error, the obtained linear model is further reduced using frequency weighted model reduction. Simulation study will be used to illustrate the method. (C) 2002 Elsevier Science Ltd. All rights reserved.

关键词： identification nonlinear process block-oriented model parameter estimation relaxation algorithm

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Fast, on-line learning of globally consistent maps

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AUTONOMOUS ROBOTS 2002年第3期12卷 287-300页

作者： Duckett, T Marsland, S Shapiro, J Univ Orebro Dept Technol S-70182 Orebro Sweden Univ Manchester Dept Comp Sci Manchester M13 9PL Lancs England

To navigate in unknown environments, mobile robots require the ability to build their own maps. A major problem for robot map building is that odometry-based dead reckoning cannot be used to assign accurate global position information to a map because of cumulative drift errors. This paper introduces a fast, on-line algorithm for learning geometrically consistent maps using only local metric information. The algorithm works by using a relaxation technique to minimize an energy function over many small steps. The approach differs from previous work in that it is computationally cheap, easy to implement and is proven to converge to a globally optimal solution. Experiments are presented in which large, complex environments were successfully mapped by a real robot.

关键词： simultaneous localization and mapping concurrent map-building and self-localization relaxation algorithm Gibbs sampling learning and adaptation

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ESTIMATION OF AN N-L-N HAMMERSTEIN-WIENER MODEL

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IFAC Proceedings Volumes 2002年第1期35卷 247-252页

作者： Yucai Zhu Section CS Faculty of Electrical Engineering Eindhoven University of Technology P.O. Box 513 5600 MB Eindhoven The Netherlands Also with: Tai-Ji Control The Netherlands y.zhu@tip.nl

Estimation of a single-input single-output block-oriented model is studied. The model consists of a linear block embedded between two static nonlinear gains. Hence it is called N-L-N Hammerstein-Wiener model. First the model structure is motivated and the disturbance model is discussed. The paper then concentrates on parameter estimation. A relaxation iteration scheme is proposed by making use of a model structure in which the error is bilinear-in-parameters. This leads to a simple algorithm which minimizes the original loss function. The convergence and consistency of the algorithm are studied. In order to reduce the variance error, the obtained linear model is further reduced using frequency weighted model reduction. Simulation study will be used to illustrate the method.

关键词： Identification nonlinear process block-oriented model parameter estimation relaxation algorithm

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Relaxed iterative domain decomposition method for waveguide problems

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Dianzi Yu Xinxi Xuebao/Journal of Electronics and Information Technology 2002年第11期24卷 1687-1691页

作者： Zhu, Hanqing Long, Yi Wu, Zhengde Luk, K.M. Appl. Phys. Inst. Univ. of Electron. Sci. and Technol. Chengdu 610054 China Dept. of Electron. Eng. City Univ. of Hong Kong Hong Kong Hong Kong

Domain decomposition method (DDM) based on the Schwarz alternating method is divergent when it is used to analyze waveguide problems. In the paper, an absorbing fictitious boundary condition (FBC) is presented to generate an iterative DDM for waveguide problems. The FBC which connects the subdomains on fictitious boundaries is developed according to the actual field distribution in the waveguide to ensure the propagation of waves between adjacent subdomains. And the relaxation algorithm is introduced to improve the speed of iterative convergence. Finally, a number of numerical examples are given to demonstrate its efficiency.

关键词： Domain decomposition method Fictitious boundary condition Iterative algorithm relaxation algorithm Waveguide problem

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