Search results for: mixed-integer linear programming

Authors: Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski

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In problems of portfolio selection, the reward-risk ratio criterion is optimized to search for a risky portfolio with the maximum increase of the mean return in proportion to the risk measure increase when compared to the risk-free investments. In the classical model, following Markowitz, the risk is measured by the variance thus representing the Sharpe ratio optimization and leading to the quadratic optimization problems. Several Linear Programming (LP) computable risk measures have been introduced and applied in portfolio optimization. In particular, the Mean Absolute Deviation (MAD) measure has been widely recognized. The reward-risk ratio optimization with the MAD measure can be transformed into the LP formulation with the number of constraints proportional to the number of scenarios and the number of variables proportional to the total of the number of scenarios and the number of instruments. This may lead to the LP models with huge number of variables and constraints in the case of real-life financial decisions based on several thousands scenarios, thus decreasing their computational efficiency and making them hardly solvable by general LP tools. We show that the computational efficiency can be then dramatically improved by an alternative model based on the inverse risk-reward ratio minimization and by taking advantages of the LP duality. In the introduced LP model the number of structural constraints is proportional to the number of instruments thus not affecting seriously the simplex method efficiency by the number of scenarios and therefore guaranteeing easy solvability. Moreover, we show that under natural restriction on the target value the MAD risk-reward ratio optimization is consistent with the second order stochastic dominance rules.

Keywords: portfolio optimization, reward-risk ratio, mean absolute deviation, linear programming

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Authors: Amir Azaron

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In this research, a stochastic programming approach is developed for designing supply chains with uncertain parameters. Demands and selling prices of products at markets are considered as the uncertain parameters. The proposed mathematical model will be multi-period two-stage stochastic programming, which takes into account the selection of retailer sites, suppliers, production levels, inventory levels, transportation modes to be used for shipping goods, and shipping quantities among the entities of the supply chain network. The objective function is to maximize the chain’s net present value. In order to maximize the chain’s NPV, the sum of first-stage investment costs on retailers, and the expected second-stage processing, inventory-holding and transportation costs should be kept as low as possible over multiple periods. The effects of supply uncertainty where suppliers are unreliable will also be investigated on the efficiency of the supply chain.

Keywords: supply chain management, stochastic programming, multiobjective programming, inventory control

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Authors: Hamed K. Esfahani, Bithin Datta

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Transport of reactive chemical contaminant species in groundwater aquifers is a complex and highly non-linear physical and geochemical process especially for real life scenarios. Simulating this transport process involves solving complex nonlinear equations and generally requires huge computational time for a given aquifer study area. Development of optimal remediation strategies in aquifers may require repeated solution of such complex numerical simulation models. To overcome this computational limitation and improve the computational feasibility of large number of repeated simulations, Genetic Programming based trained surrogate models are developed to approximately simulate such complex transport processes. Transport process of acid mine drainage, a hazardous pollutant is first simulated using a numerical simulated model: HYDROGEOCHEM 5.0 for a contaminated aquifer in a historic mine site. Simulation model solution results for an illustrative contaminated aquifer site is then approximated by training and testing a Genetic Programming (GP) based surrogate model. Performance evaluation of the ensemble GP models as surrogate models for the reactive species transport in groundwater demonstrates the feasibility of its use and the associated computational advantages. The results show the efficiency and feasibility of using ensemble GP surrogate models as approximate simulators of complex hydrogeologic and geochemical processes in a contaminated groundwater aquifer incorporating uncertainties in historic mine site.

Keywords: geochemical transport simulation, acid mine drainage, surrogate models, ensemble genetic programming, contaminated aquifers, mine sites

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Authors: Jean Berger, Nassirou Lo, Martin Noel

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Perfectly suited for natural or man-made emergency and disaster management situations such as flood, earthquakes, tornadoes, or tsunami, multi-target search path planning for a team of rescue agents is known to be computationally hard, and most techniques developed so far come short to successfully estimate optimality gap. A novel mixed-integer linear programming (MIP) formulation is proposed to optimally solve the multi-target multi-agent discrete search and rescue (SAR) path planning problem. Aimed at maximizing cumulative probability of successful target detection, it captures anticipated feedback information associated with possible observation outcomes resulting from projected path execution, while modeling agent discrete actions over all possible moving directions. Problem modeling further takes advantage of network representation to encompass decision variables, expedite compact constraint specification, and lead to substantial problem-solving speed-up. The proposed MIP approach uses CPLEX optimization machinery, efficiently computing near-optimal solutions for practical size problems, while giving a robust upper bound obtained from Lagrangean integrality constraint relaxation. Should eventually a target be positively detected during plan execution, a new problem instance would simply be reformulated from the current state, and then solved over the next decision cycle. A computational experiment shows the feasibility and the value of the proposed approach.

Keywords: search path planning, search and rescue, multi-agent, mixed-integer linear programming, optimization

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Authors: Dávid Csercsik, Péter Kádár

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In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.

Keywords: optimization, MATLAB, quadratic programming, economic dispatch

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Authors: R. B. Ogunrinde, C. C. Jibunoh

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In this paper, a spectral decomposition method is developed for the direct integration of stiff and nonstiff homogeneous linear (ODE) systems with linear, constant, or zero right hand sides (RHSs). The method does not require iteration but obtains solutions at any random points of t, by direct evaluation, in the interval of integration. All the numerical solutions obtained for the class of systems coincide with the exact theoretical solutions. In particular, solutions of homogeneous linear systems, i.e. with zero RHS, conform to the exact analytical solutions of the systems in terms of t.

Keywords: spectral decomposition, linear RHS, homogeneous linear systems, eigenvalues of the Jacobian

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Authors: Wei Sun, Yan Dong

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There is an increasing interest in introducing computational thinking at an early age. Computational thinking, like mathematical thinking, engineering thinking, and scientific thinking, is a kind of analytical thinking. Learning computational thinking skills is not only to improve technological literacy, but also allows learners to equip with practicable skills such as problem-solving skills. As people realize the importance of computational thinking, the field of educational technology faces a problem: how to choose appropriate tools and activities to help students develop computational thinking skills. Robots are gradually becoming a popular teaching tool, as robots provide a tangible way for young children to access to technology, and controlling a robot through programming offers them opportunities to engage in developing computational thinking. This study explores whether the introduction of flowcharts into the robotics programming courses can help children convert natural language into a programming language more easily, and then to better cultivate their computational thinking skills. An experimental study was adopted with a sample of children ages six to seven (N = 16) participated, and a one-meter-tall humanoid robot was used as the teaching tool. Results show that children can master basic programming concepts through robotic courses. Children's computational thinking has been significantly improved. Besides, results suggest that flowcharts do have an impact on young children’s computational thinking skills development, but it only has a significant effect on the "sequencing" and "correspondence" skills. Overall, the study demonstrates that the humanoid robot and flowcharts have qualities that foster young children to learn programming and develop computational thinking skills.

Keywords: robotics, computational thinking, programming, young children, flow chart

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Authors: Wennan Long, Yuhao Nie, Yunan Li, Adam Brandt

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To fight against climate change, California government issued the Senate Bill No. 100 (SB-100) in 2018 September, which aims at achieving a target of 100% renewable electricity by the end of 2045. A capacity expansion problem is solved in this case study using a binary quadratic programming model. The optimal locations and capacities of the potential renewable power plants (i.e., solar, wind, biomass, geothermal and hydropower), the phase-out schedule of existing fossil-based (nature gas) power plants and the transmission of electricity across the entire network are determined with the minimal total annualized cost measured by net present value (NPV). The results show that the renewable electricity contribution could increase to 85.9% by 2030 and reach 100% by 2035. Fossil-based power plants will be totally phased out around 2035 and solar and wind will finally become the most dominant renewable energy resource in California electricity mix.

Keywords: 100% renewable electricity, California, capacity expansion, mixed integer non-linear programming

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Authors: Birce Boga Bakirli

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In this paper, we investigate ideas on human capital development and management in industries. We structured a model to be able to gather the data from the interviews conducted with worker, specialists and owners of companies. Different aspects of the situation are found in these interviews, and we used the information to model the benefit of the business owners and workers perspectives. These are modelled as a bi-level programming problem. Several instances of the generic cases are solved. The results show the importance of education within and out of the company for workers, and it returns for the company.

Keywords: bi-level programming, corporate strategy, cost tradeoffs, human capital, mixed integer programming, Stackelberg game, supplier relations, strategic planning

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Authors: Busaba Phurksaphanrat

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This research proposes a pre-emptive fuzzy goal programming model for multi-objective multi-mode resource constrained project scheduling problem. The objectives of the problem are minimization of the total time and the total cost of the project. Objective in a multi-mode resource-constrained project scheduling problem is often a minimization of make-span. However, both time and cost should be considered at the same time with different level of important priorities. Moreover, all elements of cost functions in a project are not included in the conventional cost objective function. Incomplete total project cost causes an error in finding the project scheduling time. In this research, pre-emptive fuzzy goal programming is presented to solve the multi-objective multi-mode resource constrained project scheduling problem. It can find the compromise solution of the problem. Moreover, it is also flexible in adjusting to find a variety of alternative solutions.

Keywords: multi-mode resource constrained project scheduling problem, fuzzy set, goal programming, pre-emptive fuzzy goal programming

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Authors: Edgar Mauricio Ruiz Osuna, Claudia Yaneth Herrera Bolivar, Sandra Liliana Gomez Vasquez

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The increasing needs of professionals with skills in software development in industry are incremental, therefore, the relevance of an educational process in line with the strengthening of these competencies, are part of the responsibilities of universities with careers related to the area of Informatics and Systems. In this sense, it is important to consider that in the National Science, Technology and Innovation Plan for the development of the Electronics, Information Technologies and Communications (2013) sectors, it is established as a weakness in the SWOT Analysis of the Software sector and Services, Deficiencies in training and professional training. Accordingly, UNIMINUTO's Computer Technology Program has addressed the analysis of students' performance in software development, identifying various problems such as dropout in programming subjects, academic averages, as well as deficiencies in strategies and competencies developed in the area of programming. As a result of this analysis, it was determined to design a collaborative learning platform in basic programming using heat maps as a tool to support didactic feedback. The pilot phase allows to evaluate in a programming course the ALGORINFO platform as a didactic resource, through an interactive and collaborative environment where students can develop basic programming practices and in turn, are fed back through the analysis of time patterns and difficulties frequent in certain segments or program cycles, by means of heat maps. The result allows the teacher to have tools to reinforce and advise critical points generated on the map, so that students and graduates improve their skills as software developers.

Keywords: collaborative platform, learning, feedback, programming, heat maps

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Authors: Rouhallah Bagheri, Morteza Mahmoudi, Hadi Moheb-Alizadeh

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This paper aims at developing a multi-objective model for supplier selection and order allocation problem in stochastic environment, where purchasing cost, percentage of delivered items with delay and percentage of rejected items provided by each supplier are supposed to be stochastic parameters following any arbitrary probability distribution. In this regard, dependent chance programming is used which maximizes probability of the event that total purchasing cost, total delivered items with delay and total rejected items are less than or equal to pre-determined values given by decision maker. The abovementioned stochastic multi-objective programming problem is then transformed into a stochastic single objective programming problem using minimum deviation method. In the next step, the further problem is solved applying a genetic algorithm, which performs a simulation process in order to calculate the stochastic objective function as its fitness function. Finally, the impact of stochastic parameters on the given solution is examined via a sensitivity analysis exploiting coefficient of variation. The results show that whatever stochastic parameters have greater coefficients of variation, the value of the objective function in the stochastic single objective programming problem is deteriorated.

Keywords: supplier selection, order allocation, dependent chance programming, genetic algorithm

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Authors: T. Martini, J. M. Martínez

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An algorithmic acceleration strategy based on quasi-Newton (or secant) methods is displayed for address the practical problem of accelerating the convergence of the Newton-Lagrange method in the case of convergence to critical multipliers. Since the Newton-Lagrange iteration converges locally at a linear rate, it is natural to conjecture that quasi-Newton methods based on the so called secant equation and some minimal variation principle, could converge superlinearly, thus restoring the convergence properties of Newton's method. This strategy can also be applied to accelerate the convergence of algorithms applied to fixed-points problems. Computational experience is reported illustrating the efficiency of this strategy to solve fixed-point problems with linear convergence rate.

Keywords: algorithmic acceleration, fixed-point problems, nonlinear programming, quasi-newton method

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Authors: Cinzia Colapinto, Davide La Torre

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Goal Programming (GP) and its variants were applied to marketing and specific marketing issues, such as media scheduling problems in the last decades. The concept of satisfaction functions has been widely utilized in the GP model to explicitly integrate the Decision-Maker’s preferences. These preferences can be guided by the available information regarding the decision-making situation. A GP model with satisfaction functions for media planning decisions is proposed and then illustrated through a case study related to a marketing/media campaign in the Italian market.

Keywords: goal programming, satisfaction functions, media planning, tourism management

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Authors: Farzad Jafarpour Taher, Maghsud Solimanpur

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Production planning is one of the complex tasks in multi-product firms that produce a wide range of products. Since resources in mass production companies are limited and different products use common resources, there must be a careful plan so that firms can respond to customer needs efficiently. Azar-battery Company is a firm that provides twenty types of products for its customers. Therefore, careful planning must be performed in this company. In this research, the current conditions of Azar-battery Company were investigated to provide a mathematical programming model to determine the optimum production rate of the products in this company. The production system of this company is multi-stage, multi-product and multi-period. This system is studied in terms of a one-year planning horizon regarding the capacity of machines and warehouse space limitation. The problem has been modeled as a linear programming model with deterministic demand in which shortage is not allowed. The objective function of this model is to minimize costs (including raw materials, assembly stage, energy costs, packaging, and holding). Finally, this model has been solved by Lingo software using the branch and bound approach. Since the computation time was very long, the solver interrupted, and the obtained feasible solution was used for comparison. The proposed model's solution costs have been compared to the company’s real data. This non-optimal solution reduces the total production costs of the company by about %35.

Keywords: multi-period, multi-product production, multi-stage, production planning

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Authors: Mehdi Seifbarghy, Zahra Mansouri

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In this paper a few location-allocation models are developed in a multi-echelon supply chain including suppliers, manufacturers, distributors and retailers. The objectives are maximizing demand coverage, minimizing the total distance of distributors from suppliers, minimizing some facility establishment costs and minimizing the environmental effects. Since nature of the given models is multi-objective, we suggest a number of goal-based solution techniques such L-P metric, goal programming, multi-choice goal programming and goal attainment in order to solve the problems.

Keywords: location, multi-echelon supply chain, covering, goal programming

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Authors: Ivan Stanev, Maria Koleva

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Automated software development issues are addressed in this paper. Layers and packages of a Common Platform for Automated Programming (CPAP) are defined based on Service Oriented Architecture, Cloud computing, Knowledge based automated software engineering (KBASE) and Method of automated programming. Tools of seven leading companies (AWS of Amazon, Azure of Microsoft, App Engine of Google, vCloud of VMWare, Bluemix of IBM, Helion of HP, OCPaaS of Oracle) are analyzed in the context of CPAP. Based on the results of the analysis CPAP requirements are formulated

Keywords: automated programming, cloud computing, knowledge based software engineering, service oriented architecture

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Authors: Hazem Al-Mofleh, John Daniels, Joseph McKean

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Within geostatistics research, effective estimation of the variogram points has been examined, particularly in developing robust alternatives. The parametric fit of these variogram points which eventually defines the kriging weights, however, has not received the same attention from a robust perspective. This paper proposes the use of the non-linear Wilcoxon norm over weighted non-linear least squares as a robust variogram fitting alternative. First, we introduce the concept of variogram estimation and fitting. Then, as an alternative to non-linear weighted least squares, we discuss the non-linear Wilcoxon estimator. Next, the robustness properties of the non-linear Wilcoxon are demonstrated using a contaminated spatial data set. Finally, under simulated conditions, increasing levels of contaminated spatial processes have their variograms points estimated and fit. In the fitting of these variogram points, both non-linear Weighted Least Squares and non-linear Wilcoxon fits are examined for efficiency. At all levels of contamination (including 0%), using a robust estimation and robust fitting procedure, the non-weighted Wilcoxon outperforms weighted Least Squares.

Keywords: non-linear wilcoxon, robust estimation, variogram estimation, wilcoxon norm

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Authors: Mintu Philip, Renumol V. G.

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An introductory programming course is a major challenge faced in Computing Education. Many of the introductory programming courses fail because student concentrate mainly on writing programs using a programming language rather than involving in problem solving. Computational thinking is a general approach to solve problems. This paper proposes a new preliminary course that aims to develop computational thinking skills in students, which may help them to become good programmers. The proposed course is designed based on the four basic components of computational thinking - abstract thinking, logical thinking, modeling thinking and constructive thinking. In this course, students are engaged in hands-on problem solving activities using a new problem solving model proposed in this paper.

Keywords: computational thinking, computing education, abstraction, constructive thinking, modelling thinking

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Authors: Ahmed Najah Ahmed Al-Mahfoodh, Ali Najah Ahmed Al-Mahfoodh, Ahmed Al-Shafie

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In this study, genetic programming (GP) technique has been investigated in prediction of set of rainfall-runoff data. To assess the effect of input parameters on the model, the sensitivity analysis was adopted. To evaluate the performance of the proposed model, three statistical indexes were used, namely; Correlation Coefficient (CC), Mean Square Error (MSE) and Correlation of Efficiency (CE). The principle aim of this study is to develop a computationally efficient and robust approach for predict of rainfall-runoff which could reduce the cost and labour for measuring these parameters. This research concentrates on the Johor River in Johor State, Malaysia.

Keywords: genetic programming, prediction, rainfall-runoff, Malaysia

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Authors: Monica Hoeldtke Pietruchinski, Andrey Ricardo Pimentel

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The teaching of computer programming for beginners has been presented to the community as a not simple or trivial task. Several methodologies and research tools have been developed; however, the problem still remains. This paper aims to present multi-agent system architecture to be incorporated to the educational collaborative game software for teaching programming that monitors, evaluates and encourages collaboration by the participants. A literature review has been made on the concepts of Collaborative Learning, Multi-agents systems, collaborative games and techniques to teach programming using these concepts simultaneously.

Keywords: architecture of multi-agent systems, collaborative evaluation, collaboration assessment, gamifying educational software

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Authors: Mehdi Jafari Matehkolaee

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In this paper, we have obtained the adjoint of an arbitrary operator (linear and nonlinear) in Hilbert space by introducing an n-dimensional Riemannian manifold. This general formalism covers every linear operator (non – differential) in Hilbert space. In fact, our approach shows that instead of using the adjoint definition of an operator directly, it can be obtained directly by relying on a suitable generalized space according to the action of the operator in question. For the case of nonlinear operators, we have to change the definition of the linear operator adjoint. But here, we have obtained an adjoint of these operators with respect to the definition of the derivative of the operator. As a matter of fact, we have shown one of the straight applications of the ''Frechet derivative'' in the algebra of the operators.

Keywords: adjoint operator, non-linear operator, differentiable operator, manifold

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Authors: Chechen Liao, Chin Yi Yang

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Although several factors that affect learning to program have been identified over the years, there continues to be no indication of any consensus in understanding why some students learn to program easily and quickly while others have difficulty. Seldom have researchers considered the problem of how to help the students enhance the programming learning outcome. The research had been conducted at a high school in Taiwan. Students participating in the study consist of 330 tenth grade students enrolled in the Basic Computer Concepts course with the same instructor. Two types of training methods-instruction-oriented and exploration-oriented were conducted. The result of this research shows that the instruction-oriented training method has better learning performance than exploration-oriented training method.

Keywords: learning performance, programming learning, TDD, training method

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Authors: Geoffrey A. Wright

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In an attempt to address shortcomings revealed in international assessments and lamented in legislation, many schools are reducing or eliminating elective courses, applying the rationale that replacing "non-essential" subjects with core subjects, such as mathematics and language arts, will better position students in the global market. However, there is evidence that systematically pairing a core subject with another complementary subject may lead to greater overall learning in both subjects. In this paper, we outline the methods and preliminary findings from a study we conducted analyzing the influence learning programming has on student mathematical comprehension and ability. The purpose of this research is to demonstrate in what ways two subjects might complement each other, and to better understand the principles and conditions that encourage what we call lateral transfer, the synergistic effect that occurs when a learner studies two complementary subjects.

Keywords: programming, engineering, technology, complementary subjects

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Authors: Almudena Konrad, Tomás Galguera

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Lack of motivation and interest is a serious obstacle to students’ learning computing skills. A need exists for a knowledge base on effective pedagogy and curricula to teach computer programming. This paper presents results from research evaluating a six-year project designed to teach complex concepts in computer programming collaboratively, while supporting students to continue developing their computer thinking and related coding skills individually. Utilizing a quasi-experimental, mixed methods design, the pedagogical approaches and methods were assessed in two contrasting groups of students with different socioeconomic status, gender, and age composition. Analyses of quantitative data from Likert-scale surveys and an evaluation rubric, combined with qualitative data from reflective writing exercises and semi-structured interviews yielded convincing evidence of the project’s success at both teaching and inspiring students.

Keywords: computational thinking, computing education, computer programming curriculum, logic, teaching methods

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Authors: Abbas Al-Refaie

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This paper aims at improving the performance of the tableting process using statistical quality control and fuzzy goal programming. The tableting process was studied. Statistical control tools were used to characterize the existing process for three critical responses including the averages of a tablet’s weight, hardness, and thickness. At initial process factor settings, the estimated process capability index values for the tablet’s averages of weight, hardness, and thickness were 0.58, 3.36, and 0.88, respectively. The L₉ array was utilized to provide experimentation design. Fuzzy goal programming was then employed to find the combination of optimal factor settings. Optimization results showed that the process capability index values for a tablet’s averages of weight, hardness, and thickness were improved to 1.03, 4.42, and 1.42, respectively. Such improvements resulted in significant savings in quality and production costs.

Keywords: fuzzy goal programming, control charts, process capability, tablet optimization

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Authors: Mishu Gupta, Rama Gupta

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It has been elucidated here that non- autonomous discrete non-linear Schrödinger equation is associated with saturable non-linearity through photo-refractive media. We have investigated the localized solution of non-autonomous saturable discrete non-linear Schrödinger equations. The similarity transformation has been involved in converting non-autonomous saturable discrete non-linear Schrödinger equation to constant-coefficient saturable discrete non-linear Schrödinger equation (SDNLSE), whose exact solution is already known. By back substitution, the solution of the non-autonomous version has been obtained. We have analysed our solution for the hyperbolic and periodic form of gain/loss term, and interesting results have been obtained. The most important characteristic role is that it helps us to analyse the propagation of electromagnetic waves in glass fibres and other optical wave mediums. Also, the usage of SDNLSE has been seen in tight binding for Bose-Einstein condensates in optical mediums. Even the solutions are interrelated, and its properties are prominently used in various physical aspects like optical waveguides, Bose-Einstein (B-E) condensates in optical mediums, Non-linear optics in photonic crystals, and non-linear kerr–type non-linearity effect and photo refracting medium.

Keywords: B-E-Bose-Einstein, DNLSE-Discrete non linear schrodinger equation, NLSE-non linear schrodinger equation, SDNLSE - saturable discrete non linear Schrodinger equation

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Authors: Rabia Khan, Nargis Munir, Suriya Gharib, Syeda Roshana Ali

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In this paper linear equations are discussed in detail along with elimination method. Gaussian elimination and Gauss Jordan schemes are carried out to solve the linear system of equation. This paper comprises of matrix introduction, and the direct methods for linear equations. The goal of this research was to analyze different elimination techniques of linear equations and measure the performance of Gaussian elimination and Gauss Jordan method, in order to find their relative importance and advantage in the field of symbolic and numeric computation. The purpose of this research is to revise an introductory concept of linear equations, matrix theory and forms of Gaussian elimination through which the performance of Gauss Jordan and Gaussian elimination can be measured.

Keywords: direct, indirect, backward stage, forward stage

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Authors: A. Rong, P. B. Luh, R. Lahdelma

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High penetration of intermittent renewable energy sources (RES) such as solar power and wind power into the energy system has caused temporal and spatial imbalance between electric power supply and demand for some countries and regions. This brings about the critical need for coordinating power production and power exchange for different regions. As compared with the power-only systems, the combined heat and power (CHP) systems can provide additional flexibility of utilizing RES by exploiting the interdependence of power and heat production in the CHP plant. In the CHP system, power production can be influenced by adjusting heat production level and electric power can be used to satisfy heat demand by electric boiler or heat pump in conjunction with heat storage, which is much cheaper than electric storage. This paper addresses multi-site CHP systems without considering RES, which lay foundation for handling penetration of RES. The problem under study is the unit commitment (UC) of the transmission-constrained multi-site CHP systems. We solve the problem by combining linear relaxation of ON/OFF states and sequential dynamic programming (DP) techniques, where relaxed states are used to reduce the dimension of the UC problem and DP for improving the solution quality. Numerical results for daily scheduling with realistic models and data show that DP-based algorithm is from a few to a few hundred times faster than CPLEX (standard commercial optimization software) with good solution accuracy (less than 1% relative gap from the optimal solution on the average).

Keywords: dynamic programming, multi-site combined heat and power system, relaxed states, transmission-constrained generation unit commitment

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Authors: Seyedehsomayeh Hosseini

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Much attention has been paid over centuries to understanding and solving the problem of minimization of functions. Compared to linear programming and nonlinear unconstrained optimization problems, nonlinear constrained optimization problems are much more difficult. Since the procedure of finding an optimizer is a search based on the local information of the constraints and the objective function, it is very important to develop techniques using geometric properties of the constraints and the objective function. In fact, differential geometry provides a powerful tool to characterize and analyze these geometric properties. Thus, there is clearly a link between the techniques of optimization on manifolds and standard constrained optimization approaches. Furthermore, there are manifolds that are not defined as constrained sets in R^n an important example is the Grassmann manifolds. Hence, to solve optimization problems on these spaces, intrinsic methods are used. In a nondifferentiable problem, the gradient information of the objective function generally cannot be used to determine the direction in which the function is decreasing. Therefore, techniques of nonsmooth analysis are needed to deal with such a problem. As a manifold, in general, does not have a linear structure, the usual techniques, which are often used in nonsmooth analysis on linear spaces, cannot be applied and new techniques need to be developed. This paper presents necessary and sufficient conditions for a strict local minimum of extended real-valued, nonsmooth functions defined on Riemannian manifolds.

Keywords: Riemannian manifolds, nonsmooth optimization, lower semicontinuous functions, subdifferential

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