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International Conference on Industrial Engineering and Systems Management (IESM)

作者： Li, Ying Zheng, Feifeng Chu, Feng Donghua Univ Glorious Sun Sch Business & Management Shanghai Peoples R China Univ Paris Saclay Univ Evry IBISC F-91025 Evry France Fuzhou Univ Sch Econ & Management Fuzhou 350108 Peoples R China

ISBN: (纸本)9781728115665

This paper focuses on the automated truck transportation problem, which is to convert some existing general lanes to automated truck dedicated lanes, based on the traffic flow equilibrium. The problem aims at designing a feasible network of automated truck dedicated lanes to minimize the impact on the overall network. We formulate a nonlinear programming model for the considered problem, and apply a novel reformulation skill (second order cone programming) to simplify the nonlinear model. The commercial Optimizer Solver of CPLEX is applied to solve the model. A small instance is conducted to verify the accuracy of the proposed model.

关键词： automated truck dedicated lane traffic flow equilibrium second order cone programming

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Secrecy Capacity Bounds Analysis for Physical Layer Security Based on Game Theory

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IEEE LATIN AMERICA TRANSACTIONS 2018年第9期16卷 2385-2391页

作者： Ortega, N. Valencia, C. Univ Chile Dept Ingn Elect Santiago Chile Univ Santiago Chile Dept Ingn Elect Santiago Chile

A wireless communication aided with Cooperative Jamming in order to enhance Physical Layer security is modeled with Game Theory, using Secrecy Capacity as payment function. To completely take in account the inherent randomness of the wireless channel, a second order cone programming deterministic equivalent is derived from the game resulting probabilistic optimization problem. Results show how upper and lower bounds of the secrecy capacity, associated to the game values, can be used to characterize the system. Suggested mixed strategies are implemented and compared with pure strategies, and it's shown that performance of mixed strategies, in terms of outage probability, lays exactly between the performances of pure strategies.

关键词： Physical Layer Security second order cone programming Wireless Communications

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A New Voltage Stability-Constrained Optimal Power-Flow Model: Sufficient Condition, SOCP Representation, and Relaxation

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IEEE TRANSACTIONS ON POWER SYSTEMS 2018年第5期33卷 5092-5102页

作者： Cui, Bai Sun, Xu Andy Georgia Inst Technol Sch Elect & Comp Engn Atlanta GA 30332 USA Georgia Inst Technol Dept Ind & Syst Engn Atlanta GA 30332 USA

This paper proposes a novel voltage stability-constrained optimal power-flow (VSC-OPF) model utilizing a recently proposed sufficient condition on power-flow Jacobian nonsingularity. We show that this condition is second-order conic representable when load powers are fixed. Through the incorporation of the convex sufficient condition and thanks to the recent development of convex relaxation of OPF models, we cast a VSC-OPF formulation as a second-order cone program. An approximate model is introduced to improve the scalability of the formulation to larger systems. Extensive computation results on MATPOWER and NESTA instances confirm the effectiveness and efficiency of the formulation.

关键词： Voltage stability second order cone programming voltage stability-constrained optimal power flow power flow feasibility

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Limit state analysis of reinforced concrete slabs using an integrated radial basis function based mesh-free method

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APPLIED MATHEMATICAL MODELLING 2018年 53卷 1-11页

作者： Ho, Phuc L. H. Le, Canh V. Tran-Cong, T. Ho Chi Minh City Univ Technol & Educ Fac Appl Mech & Civil Engn Ho Chi Minh City Vietnam Inst Computat Sci & Technol Computat Engn Lab Ho Chi Minh City Vietnam Int Univ VNU HCM Dept Civil Engn Ho Chi Minh City Vietnam Univ Southern Queensland Computat Engn & Sci Res Ctr Toowoomba Qld 4350 Australia

Limit analysis, a general and powerful method to predict the collapse load of reinforced concrete slabs, combines the limit theorems of classical plasticity with numerical methods, and results in an optimization problem. The number of variables in the corresponding optimization problem depends on the number of degrees of freedom used per node. In this paper, a rotation-free meshfree method based on integrated radial basis functions (iRBF) is developed. There is no rotational degree of freedom involved in the approximation, and hence the size of the resultant optimization problem is kept to a minimum. Moreover, the iRBF based shape functions hold the Kronecker delta property, ensuring that there is no need for any special treatment when enforcing essential boundary conditions. The obtained discrete kinematic formulation is handled using available highly efficient solvers. Various Nielsen's reinforced concrete slabs of arbitrary geometries are examined, showing that the proposed numerical procedure is capable of providing accurate collapse load multipliers and automatically identifying yield-patterns in terms of plastic dissipation distribution. (C) 2017 Published by Elsevier Inc.

关键词： Limit analysis Yield design Integrated radial basis function Mesh-free method second order cone programming

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A STOCHASTIC programming APPROACH FOR SHELTER LOCATION AND EVACUATION PLANNING

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RAIRO-OPERATIONS RESEARCH 2018年第3期52卷 779-805页

作者： Bayram, Vedat Yaman, Hande TED Univ Dept Ind Engn Ankara Turkey Bilkent Univ Dept Ind Engn Ankara Turkey

Shelter location and traffic allocation decisions are critical for an efficient evacuation plan. In this study, we propose a scenario-based two-stage stochastic evacuation planning model that optimally locates shelter sites and that assigns evacuees to nearest shelters and to shortest paths within a tolerance degree to minimize the expected total evacuation time. Our model considers the uncertainty in the evacuation demand and the disruption in the road network and shelter sites. We present a case study for a potential earthquake in Istanbul. We compare the performance of the stochastic programming solutions to solutions based on single scenarios and mean values.

关键词： Disaster management evacuation traffic management shelter location constrained system optimal two-stage stochastic programming second order cone programming

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Robust chance-constrained support vector machines with second-order moment information

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ANNALS OF OPERATIONS RESEARCH 2018年第1-2期263卷 45-68页

作者： Wang, Ximing Fan, Neng Pardalos, Panos M. Univ Florida Dept Ind & Syst Engn Gainesville FL 32611 USA Univ Arizona Dept Syst & Ind Engn Tucson AZ 85721 USA

Support vector machines (SVM) is one of the well known supervised classes of learning algorithms. Basic SVM models are dealing with the situation where the exact values of the data points are known. This paper studies SVM when the data points are uncertain. With some properties known for the distributions, chance-constrained SVM is used to ensure the small probability of misclassification for the uncertain data. As infinite number of distributions could have the known properties, the robust chance-constrained SVM requires efficient transformations of the chance constraints to make the problem solvable. In this paper, robust chance-constrained SVM with second-order moment information is studied and we obtain equivalent semidefinite programming and second order cone programming reformulations. The geometric interpretation is presented and numerical experiments are conducted. Three types of estimation errors for mean and covariance information are studied in this paper and the corresponding formulations and techniques to handle these types of errors are presented.

关键词： Support vector machines Robust chance constraints Semidefinite programming second order cone programming second-order moment information Estimation errors

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DSO and Aggregator Sharing Concept for Distributed Battery Storage System

DSO and Aggregator Sharing Concept for Distributed Battery S...

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IEEE International Conference on Environment and Electrical Engineering (EEEIC) / IEEE Industrial and Commercial Power Systems Europe (ICPS Europe)

作者： Grzanic, Mirna Capuder, Tomislav Krajcar, Slavko Univ Zagreb Fac Elect Engn & Comp Zagreb Croatia

ISBN: (纸本)9781538651865

Increase in electricity demand, mostly due to integration of new technologies electrifying heat and transport, as well as increasing share of distributed generation, create new challenges for distribution system operator (DSO) in terms of reliability and quality of power supply. This is particularly manifested during daily extremes, suggesting there is insufficient capacity of the distribution grid. To avoid expensive and unnecessary investments in new cables and transformers (since events that require network reinforcement are short and rare), the DSO can define a methodology for implementation of so called non-grid solutions. This paper analyses a concept in which the DSO signs a contract with the aggregator of flexible resources, offering incentives, such as reduced network fee, for using battery storage when necessary. Since the aggregator is looking for a feasible business case due to high investment cost of storage, the incentives given by the DSO provide a cost-effective investment for the aggregator. The aggregator uses battery storage to minimize the cost of purchasing electricity on the market while the DSO is utilizing it to postpone network reinforcement. The problem is cast as a bilevel problem where the operation of the distribution grid is modelled by second-order-cone-programming (SOCP) relaxation of optimal power flows bidding for the right to use aggregator's battery for preventing violating networks technical constraints. Over a set of scenarios, we demonstrate how coordinated usage of battery storage can postpone network reinforcement while ensuring secure power supply, as well as bring additional cost benefits for the aggregator.

关键词： Aggregator Battery Storage Distribution System Operator Reduced Network Fee second order cone programming

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Design of Complex Coefficient WLS FIR Filter with Reduced Group Delay Using second-order cone programming

Design of Complex Coefficient WLS FIR Filter with Reduced Gr...

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2012 International Conference on Intelligent Control and Information Processing(ICIP 2012)

作者： Qingsong Zhou Qinglin Ge Zhongrui Huang Jinyou Qu Electronic Engineering Institute PLA Naval Petty Officer Academy PLA Unit 91635 PLA

This correspondence presents a new method for the optimal design of complex coefficient weighted least square(WLS) FIR filter with reduced group delay using independent magnitude and phase constraints. Given fixed phase errors, we apply complex-error constraint and linear inequality constraint to the upper and lower bounds of the magnitude, respectively. By transforming the non-convex filter design problem into a second-order cone programming model, the method improves the precision of magnitude constraint. In addition, the first derivative constraint of phase error was introduced for damping the large oscillation of group delay at the edges of passband. Simulations are presented to illustrate the significant reduction of the group delay error, the magnitude error, and the mean square error.

关键词： Complex coefficient finite impulse response filter Group delay Magnitude constraint Phase error derivative constraint second order cone programming

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second-order cone programming Based Joint Design of OFDM Systems

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IEICE TRANSACTIONS ON COMMUNICATIONS 2011年第2期E94B卷 508-514页

作者： Mao, Zhiwei Yuan, Kewei Wang, Xianmin Fairleigh Dickinson Univ Gildart Haase Sch Comp Sci & Engn Teaneck NJ 07666 USA Sylva Control Syst Inc Thunder Bay ON Canada Broadcom Corp Matawan NJ USA

In this paper, a joint optimal design is investigated for orthogonal frequency division multiplexing (OFDM) systems to reduce peak interference-to-carrier ratio (PICR), out-of-band power (OBP) emissions, and peak-to-average power ratio (PAPR). Two approaches, namely, the phase rotation approach and the constellation extension approach, are proposed to convert this joint design problem into a second order cone programming (SOCP) problem, whose global optimal solution has been shown to exist and can be obtained efficiently. Simulation results are presented to demonstrate efficacy of the proposed algorithms in joint PICR. OBP, and PAPR reduction.

关键词： OFDM second order cone programming PICR OBP PAPR

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Minimum Spanning Trees with neighborhoods: Mathematical programming formulations and solution methods

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2017年第3期262卷 863-878页

作者： Blanco, Victor Fernandez, Elena Puerto, Justo Univ Granada Dept Quantitat Methods Econ & Business Granada 18011 Spain Univ Politecn Cataluna Dept Stat & Operat Res ES-08034 Barcelona Spain Univ Seville Dept Stat & Operat Res E-41012 Seville Spain

This paper studies Minimum Spanning Trees under incomplete information assuming that it is only known that vertices belong to some neighborhoods that are second order cone representable and distances are measured with a l(q)-norm. Two Mixed Integer Non Linear mathematical programming formulations are presented, based on alternative representations of subtour elimination constraints. A solution scheme is also proposed, resulting from a reformulation suitable for a Benders-like decomposition, which is embedded within an exact branch-and-cut framework. Furthermore, a mathheuristic is developed, which alternates in solving convex subproblems in different solution spaces, and is able to solve larger instances. The results of extensive computational experiments are reported and analyzed. (C) 2017 Elsevier B.V. All rights reserved.

关键词： Combinatorial Optimization Minimum Spanning Trees Neighborhoods Mixed Integer Non Linear programming second order cone programming

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