Search results for: non-linear optimization problems

Authors: Mohammed Belloufi, Rachid Benzine, Badreddine Sellami

Abstract:

Conjugate gradient methods is useful for solving large scale optimization problems in scientific and engineering computation, characterized by the simplicity of their iteration and their low memory requirements. It is well known that the search direction plays a main role in the line search method. In this paper, we propose a search direction with the Wolfe line search technique for solving unconstrained optimization problems. Under the above line searches and some assumptions, the global convergence properties of the given methods are discussed. Numerical results and comparisons with other CG methods are given.

Keywords: unconstrained optimization, conjugate gradient method, strong Wolfe line search, global convergence

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Authors: Takahiro Hino, Michiharu Maeda

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Particle swarm optimization (PSO) is an optimization approach that achieves the social model of bird flocking and fish schooling. PSO works in continuous space and can solve continuous optimization problem with high quality. Set-based particle swarm optimization (SPSO) functions in discrete space by using a set. SPSO can solve combinatorial optimization problem with high quality and is successful to apply to the large-scale problem. In this paper, we present an algorithm of SPSO with status memory to decide the position based on the previous position for solving traveling salesman problem (TSP). In order to show the effectiveness of our approach. We examine SPSOSM for TSP compared to the existing algorithms.

Keywords: combinatorial optimization problems, particle swarm optimization, set-based particle swarm optimization, traveling salesman problem

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Authors: Alaa Sheta

Abstract:

Economic Load Dispatch (ELD) is one of the vital optimization problems in power system planning. Solving the ELD problems mean finding the best mixture of power unit outputs of all members of the power system network such that the total fuel cost is minimized while sustaining operation requirements limits satisfied across the entire dispatch phases. Many optimization techniques were proposed to solve this problem. A famous one is the Quadratic Programming (QP). QP is a very simple and fast method but it still suffer many problem as gradient methods that might trapped at local minimum solutions and cannot handle complex nonlinear functions. Numbers of metaheuristic algorithms were used to solve this problem such as Genetic Algorithms (GAs) and Particle Swarm Optimization (PSO). In this paper, another meta-heuristic search algorithm named Differential Evolution (DE) is used to solve the ELD problem in power systems planning. The practicality of the proposed DE based algorithm is verified for three and six power generator system test cases. The gained results are compared to existing results based on QP, GAs and PSO. The developed results show that differential evolution is superior in obtaining a combination of power loads that fulfill the problem constraints and minimize the total fuel cost. DE found to be fast in converging to the optimal power generation loads and capable of handling the non-linearity of ELD problem. The proposed DE solution is able to minimize the cost of generated power, minimize the total power loss in the transmission and maximize the reliability of the power provided to the customers.

Keywords: economic load dispatch, power systems, optimization, differential evolution

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Authors: Win Ko Ko, A. N. Temnov

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The problem of nonlinear oscillations of a two-layer liquid completely filling a limited volume is considered. Using two basic asymmetric harmonics excited in two mutually perpendicular planes, ordinary differential equations of nonlinear oscillations of the interface of a two-layer liquid are investigated. In this paper, hydrodynamic coefficients of linear and nonlinear problems in integral relations were determined. As a result, the instability regions of forced oscillations of a two-layered liquid in a cylindrical tank occurring in the plane of action of the disturbing force are constructed, as well as the dynamic instability regions of the parametric resonance for different ratios of densities of the upper and lower liquids depending on the amplitudes of liquids from the excitations frequencies. Steady-state regimes of fluid motion were found in the regions of dynamic instability of the initial oscillation form. The Bubnov-Galerkin method is used to construct instability regions for approximate solution of nonlinear differential equations.

Keywords: nonlinear oscillations, two-layered liquid, instability region, hydrodynamic coefficients, resonance frequency

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Authors: Mohammad Reza Shahnazari, Reza Kazemi, Ali Saberi

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Most of the engineering problems are in nonlinear forms. Nonlinear boundary layer problems defined in infinite intervals contain specific complexities, especially in boundary layer condition conformance. As an example of these nonlinear complex problems, the well-known Blasius equation can be mentioned, which itself is one of the classic boundary layer problems. No analytical solution has been proposed yet for the Blasius equation due to its complexity. In this paper, an analytical method, namely the Kourosh method, based on the singularity perturbation method and the Liao homotopy analysis is utilized to solve the Blasius problem. In this method, an inner solution is developed in the [0,1] interval to expedite the solution convergence. The magnitude of the f ˝(0), as an essential quantity for determining the physical parameters, is directly calculated from the solution of the boundary condition problem. The advantages of this solution are that it does not need any numerical solution, it has a closed form and that its validation is shown in the entire [0,∞] interval. Furthermore, all of the desirable parameters could be extracted through a series of simple analytical operations from the final solution. This solution also satisfies the continuity conditions, which is one of the main contributions of this paper in comparison with most of the other proposed analytical solutions available in the literature. Comparison with numerical solutions reveals that the proposed method is highly accurate and convenient for application.

Keywords: Blasius equation, boundary layer, Kourosh method, analytical solution

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Authors: Vishwesh Kulkarni, Nikhil Bellarykar

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Cellular complexity stems from the interactions among thousands of different molecular species. Thanks to the emerging fields of systems and synthetic biology, scientists are beginning to unravel these regulatory, signaling, and metabolic interactions and to understand their coordinated action. Reverse engineering of biological networks has has several benefits but a poor quality of data combined with the difficulty in reproducing it limits the applicability of these methods. A few years back, many of the commonly used predictive algorithms were tested on a network constructed in the yeast Saccharomyces cerevisiae (S. cerevisiae) to resolve this issue. The network was a synthetic network of five genes regulating each other for the so-called in vivo reverse-engineering and modeling assessment (IRMA). The network was constructed in S. cereviase since it is a simple and well characterized organism. The synthetic network included a variety of regulatory interactions, thus capturing the behaviour of larger eukaryotic gene networks on a smaller scale. We derive a new set of algorithms by solving a nonlinear optimization problem and show how these algorithms outperform other algorithms on these datasets.

Keywords: synthetic gene network, network identification, optimization, nonlinear modeling

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Authors: William Anderson, Kyle Kobold, Oleg Yakimenko

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Green microgrids using mostly renewable energy (RE) for generation, are complex systems with inherent nonlinear dynamics. Among a variety of different optimization tools there are only a few ones that adequately consider this complexity. This paper evaluates applicability of two somewhat similar optimization tools tailored for standalone RE microgrids and also assesses a machine learning tool for performance prediction that can enhance the reliability of any chosen optimization tool. It shows that one of these microgrid optimization tools has certain advantages over another and presents a detailed routine of preparing input data to simulate RE microgrid behavior. The paper also shows how neural-network-based predictive modeling can be used to validate and forecast solar power generation based on weather time series data, which improves the overall quality of standalone RE microgrid analysis.

Keywords: microgrid, renewable energy, complex systems, optimization, predictive modeling, neural networks

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Authors: Ali Dorostkar

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In this paper, a basic schematic of fractional dimensional optimization problem is presented. As will be shown, a method is performed based on a relation between roots and tangent lines of function in fractional dimensions for an arbitrary initial point. It is shown that for each polynomial function with order N at least N tangent lines must be existed in fractional dimensions of 0 < α < N+1 which pass exactly through the all roots of the proposed function. Geometrical analysis of tangent lines in fractional dimensions is also presented to clarify more intuitively the proposed method. Results show that with an appropriate selection of fractional dimensions, we can directly find the roots. Method is presented for giving a different direction of optimization problems by the use of fractional dimensions.

Keywords: tangent line, fractional dimension, root, optimization problem

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Authors: Hamid Havasi, Mohamad Reza Gholami Dehbalaei, Hamed Khorami, Shahram Karimi, Hamdi Abdi

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Doubly-fed induction generator (DFIG) equipped with a power converter is an efficient tool for converting mechanical energy of a variable speed system to a fixed-frequency electrical grid. Since electrical energy sources faces with production problems such as harmonics caused by nonlinear loads, so in this paper, compensation performance of DPC and FOC method on harmonics reduction of a DFIG wind turbine connected to a nonlinear load in MATLAB Simulink model has been simulated and effect of each method on nonlinear load harmonic elimination has been compared. Results of the two mentioned control methods shows the advantage of the FOC method on DPC method for harmonic compensation. Also, the fifth and seventh harmonic components of the network and THD greatly reduced.

Keywords: DFIG machine, energy conversion, nonlinear load, THD, DPC, FOC

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Authors: Arshad Mehmood Ch, Riaz Ahmad, Imran Ali Ch, Waqas Durrani

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This study deals with the application of Ant Colony Optimization (ACO) approach to solve no-wait flowshop scheduling problem (NW-FSSP). ACO algorithm so developed has been coded on Matlab computer application. The paper covers detailed steps to apply ACO and focuses on judging the strength of ACO in relation to other solution techniques previously applied to solve no-wait flowshop problem. The general purpose approach was able to find reasonably accurate solutions for almost all the problems under consideration and was able to handle a fairly large spectrum of problems with far reduced CPU effort. Careful scrutiny of the results reveals that the algorithm presented results better than other approaches like Genetic algorithm and Tabu Search heuristics etc; earlier applied to solve NW-FSSP data sets.

Keywords: no-wait, flowshop, scheduling, ant colony optimization (ACO), makespan

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Authors: Sourabh Joshi, Tarun Sharma, Anurag Sharma

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Ant Colony Optimization is heuristic Algorithm which has been proven a successful technique applied on number of combinatorial optimization problems. Two variants of Ant Colony Optimization algorithm named Ant System and Max-Min Ant System are implemented in MATLAB to solve travelling Salesman Problem and the results are compared. In, this paper both systems are analyzed by solving the some Travelling Salesman Problem and depict which system solve the problem better in term of cost and time.

Keywords: Ant Colony Optimization, Travelling Salesman Problem, Ant System, Max-Min Ant System

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Authors: Abdullah Eqal Al Mazrooei

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In this work, a new nonlinear model will be introduced. The model is in the state-space form. The nonlinearity of this model is in the state equation where the state vector is multiplied by its self. This technique makes our model generalizes many famous models as Lotka-Volterra model and Lorenz model which have many applications in the real life. We will apply our new model to estimate the wind speed by using a new nonlinear estimator which suitable to work with our model.

Keywords: nonlinear systems, state-space model, Kronecker product, nonlinear estimator

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Authors: Mohammadreza Akbari, Pooya Soleimani Besheli, Reza Khalili, Sara Akbari

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In this study, we investigate building structures nonlinear behavior also solving analytic of nonlinear differential at vibrations. As we know most of engineering systems behavior in practical are non- linear process (especial at structural) and analytical solving (no numerical) these problems are complex, difficult and sometimes impossible (of course at form of analytical solving). In this symposium, we are going to exposure one method in engineering, that can solve sets of nonlinear differential equations with high accuracy and simple solution and so this issue will emerge after comparing the achieved solutions by Numerical Method (Runge-Kutte 4th) and exact solutions. Finally, we can proof AGM method could be created huge evolution for researcher and student (engineering and basic science) in whole over the world, because of AGM coding system, so by using this software, we can analytical solve all complicated linear and nonlinear differential equations, with help of that there is no difficulty for solving nonlinear differential equations.

Keywords: new method AGM, vibrations, beam-column, angular frequency, energy dissipated, critical load

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Authors: Rahul Paul, Kedar Nath Das

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The field of machine learning (ML) is experiencing rapid development, resulting in a multitude of theoretical advancements and extensive practical implementations across various disciplines. The objective of ML is to facilitate the ability of machines to perform cognitive tasks by leveraging knowledge gained from prior experiences and effectively addressing complex problems, even in situations that deviate from previously encountered instances. Reinforcement Learning (RL) has emerged as a prominent subfield within ML and has gained considerable attention in recent times from researchers. This surge in interest can be attributed to the practical applications of RL, the increasing availability of data, and the rapid advancements in computing power. At the same time, optimization algorithms play a pivotal role in the field of ML and have attracted considerable interest from researchers. A multitude of proposals have been put forth to address optimization problems or improve optimization techniques within the domain of ML. The necessity of a thorough examination and implementation of optimization algorithms within the context of ML is of utmost importance in order to provide guidance for the advancement of research in both optimization and ML. This article provides a comprehensive overview of the application of metaheuristic evolutionary optimization algorithms in conjunction with RL to address a diverse range of scientific challenges. Furthermore, this article delves into the various challenges and unresolved issues pertaining to the optimization of RL models.

Keywords: machine learning, reinforcement learning, loss function, evolutionary optimization techniques

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Authors: S. Adhirai, R. P. Mahapatra, Paramjit Singh

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Optimization is an important tool in making decisions and in analysing physical systems. In mathematical terms, an optimization problem is the problem of finding the best solution from among the set of all feasible solutions. The paper discusses the Whale Optimization Algorithm (WOA), and its applications in different fields. The algorithm is tested using MATLAB because of its unique and powerful features. The benchmark functions used in WOA algorithm are grouped as: unimodal (F1-F7), multimodal (F8-F13), and fixed-dimension multimodal (F14-F23). Out of these benchmark functions, we show the experimental results for F7, F11, and F19 for different number of iterations. The search space and objective space for the selected function are drawn, and finally, the best solution as well as the best optimal value of the objective function found by WOA is presented. The algorithmic results demonstrate that the WOA performs better than the state-of-the-art meta-heuristic and conventional algorithms.

Keywords: optimization, optimal value, objective function, optimization problems, meta-heuristic optimization algorithms, Whale Optimization Algorithm, implementation, MATLAB

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Authors: Geetanjali Panda, Suvrakanti Chakraborty

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In this paper, Newton-like descent methods are proposed for unconstrained optimization problems, which use q-derivatives of the gradient of an objective function. First, a local scheme is developed with alternative sufficient optimality condition, and then the method is extended to a global scheme. Moreover, a variant of practical Newton scheme is also developed introducing a real sequence. Global convergence of these schemes is proved under some mild conditions. Numerical experiments and graphical illustrations are provided. Finally, the performance profiles on a test set show that the proposed schemes are competitive to the existing first-order schemes for optimization problems.

Keywords: Descent algorithm, line search method, q calculus, Quasi Newton method

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Authors: Abdullah Eqal Al Mazrooei

Abstract:

In this paper, a nonlinear dynamical system is presented. This system is a bilinear class. The bilinear systems are very important kind of nonlinear systems because they have many applications in real life. They are used in biology, chemistry, manufacturing, engineering, and economics where linear models are ineffective or inadequate. They have also been recently used to analyze and forecast weather conditions. Bilinear systems have three advantages: First, they define many problems which have a great applied importance. Second, they give us approximations to nonlinear systems. Thirdly, they have a rich geometric and algebraic structures, which promises to be a fruitful field of research for scientists and applications. The type of nonlinearity that is treated and analyzed consists of bilinear interaction between the states vectors and the system input. By using some properties of the tensor product, these systems can be transformed to linear systems. But, here we discuss the nonlinearity when the state vector is multiplied by itself. So, this model will be able to handle evolutions according to the Lotka-Volterra models or the Lorenz weather models, thus enabling a wider and more flexible application of such models. Here we apply by using an estimator to estimate temperatures. The results prove the efficiency of the proposed system.

Keywords: Lorenz models, nonlinear systems, nonlinear estimator, state-space model

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Authors: M. A. Rubio, A. Urquia

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Genetic algorithms (GA) are applied to the solution of high-dimensional optimization problems. Additionally, sensitivity analysis (SA) is usually carried out to determine the effect on optimal solutions of changes in parameter values of the objective function. These two analyses (i.e., optimization and sensitivity analysis) are computationally intensive when applied to high-dimensional functions. The approach presented in this paper consists in performing the SA during the GA execution, by statistically analyzing the data obtained of running the GA. The advantage is that in this case SA does not involve making additional evaluations of the objective function and, consequently, this proposed approach requires less computational effort than conducting optimization and SA in two consecutive steps.

Keywords: optimization, sensitivity, genetic algorithms, model calibration

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Authors: Sai Siddharth S., Prasanna Kumar G. M., Alagarsamy R.

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This research introduces an alternative approach to urban road maintenance by utilizing Blended Wing Body (BWB) design and Vertical Takeoff and Landing (VTOL) drones. The integration of this aerospace innovation, combining blended wing efficiency with VTOL maneuverability, aims to optimize fuel consumption and explore versatile applications in solving urban problems. A few problems are discussed along with optimization of the design and comparative study with other drone configurations.

Keywords: design optimization, CFD, CAD, VTOL, blended wing body

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Authors: Swapan Maiti, Dipanwita Roy Chowdhury

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Nonlinear functions are essential in different cryptoprimitives as they play an important role on the security of the cipher designs. Rule 30 was identified as a powerful nonlinear function for cryptographic applications. However, an attack (MS attack) was mounted against Rule 30 Cellular Automata (CA). Nonlinear rules as well as maximum period CA increase randomness property. In this work, nonlinear rules of maximum period nonlinear hybrid CA (M-NHCA) are studied and it is shown to be a better crypto-primitive than Rule 30 CA. It has also been analysed that the M-NHCA with single nonlinearity injection proposed in the literature is vulnerable against MS attack, whereas M-NHCA with multiple nonlinearity injections provide maximum length cycle as well as better cryptographic primitives and they are also secure against MS attack.

Keywords: cellular automata, maximum period nonlinear CA, Meier and Staffelbach attack, nonlinear functions

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Authors: D. Li

Abstract:

Optical thin films are used in a wide variety of optical components and there are many software tools programmed for advancing multilayer thin film design. The available software packages for designing the thin film structure may not provide optimum designs. Normally, almost all current software programs obtain their final designs either from optimizing a starting guess or by technique, which may or may not involve a pseudorandom process, that give different answers every time, depending upon the initial conditions. With the increasing power of personal computers, functional methods in optimization and synthesis of optical multilayer systems have been developed such as DGL Optimization, Simulated Annealing, Genetic Algorithms, Needle Optimization, Inductive Optimization and Flip-Flop Optimization. Among these, DGL Optimization has proved its efficiency in optical thin film designs. The application of the DGL optimization technique to the design of optical coating is presented. A DGL optimization technique is provided, and its main features are discussed. Guidelines on the application of the DGL optimization technique to various types of design problems are given. The innovative global optimization strategies used in a software tool, OnlyFilm, to optimize multilayer thin film designs through different filter designs are outlined. OnlyFilm is a powerful, versatile, and user-friendly thin film software on the market, which combines optimization and synthesis design capabilities with powerful analytical tools for optical thin film designers. It is also the only thin film design software that offers a true global optimization function.

Keywords: optical coatings, optimization, design software, thin film design

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Authors: Belloufi Mohammed, Sellami Badreddine

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Conjugate gradient methods have played a special role for solving large scale optimization problems due to the simplicity of their iteration, convergence properties and their low memory requirements. In this work, we propose a new class of conjugate gradient methods which ensures sufficient descent. Moreover, we propose a new search direction with the Wolfe line search technique for solving unconstrained optimization problems, a global convergence result for general functions is established provided that the line search satisfies the Wolfe conditions. Our numerical experiments indicate that our proposed methods are preferable and in general superior to the classical conjugate gradient methods in terms of efficiency and robustness.

Keywords: unconstrained optimization, conjugate gradient method, sufficient descent property, numerical comparisons

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Authors: Martin Cermak, Stanislav Sysala

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In this paper we present the efficient parallel implementation of elastoplastic problems based on the TFETI (Total Finite Element Tearing and Interconnecting) domain decomposition method. This approach allow us to use parallel solution and compute this nonlinear problem on the supercomputers and decrease the solution time and compute problems with millions of DOFs. In our approach we consider an associated elastoplastic model with the von Mises plastic criterion and the combination of linear isotropic-kinematic hardening law. This model is discretized by the implicit Euler method in time and by the finite element method in space. We consider the system of nonlinear equations with a strongly semismooth and strongly monotone operator. The semismooth Newton method is applied to solve this nonlinear system. Corresponding linearized problems arising in the Newton iterations are solved in parallel by the above mentioned TFETI. The implementation of this problem is realized in our in-house MatSol packages developed in MATLAB.

Keywords: isotropic-kinematic hardening, TFETI, domain decomposition, parallel solution

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Authors: Belloufi Mohammed, Sellami Badreddine

Abstract:

This paper deals with a new nonlinear modified three-term conjugate gradient algorithm for solving large-scale unstrained optimization problems. The search direction of the algorithms from this class has three terms and is computed as modifications of the classical conjugate gradient algorithms to satisfy both the descent and the conjugacy conditions. An example of three-term conjugate gradient algorithm from this class, as modifications of the classical and well known Hestenes and Stiefel or of the CG_DESCENT by Hager and Zhang conjugate gradient algorithms, satisfying both the descent and the conjugacy conditions is presented. Under mild conditions, we prove that the modified three-term conjugate gradient algorithm with Wolfe type line search is globally convergent. Preliminary numerical results show the proposed method is very promising.

Keywords: unconstrained optimization, three-term conjugate gradient, sufficient descent property, line search

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Authors: Badr M. Alshammari, T. Guesmi

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In this paper, the concept of a non-dominated sorting multi-objective particle swarm optimization with local search (NSPSO-LS) is presented for the optimal design of multimachine power system stabilizers (PSSs). The controller design is formulated as an optimization problem in order to shift the system electromechanical modes in a pre-specified region in the s-plan. A composite set of objective functions comprising the damping factor and the damping ratio of the undamped and lightly damped electromechanical modes is considered. The performance of the proposed optimization algorithm is verified for the 3-machine 9-bus system. Simulation results based on eigenvalue analysis and nonlinear time-domain simulation show the potential and superiority of the NSPSO-LS algorithm in tuning PSSs over a wide range of loading conditions and large disturbance compared to the classic PSO technique and genetic algorithms.

Keywords: multi-objective optimization, particle swarm optimization, power system stabilizer, low frequency oscillations

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Authors: I. A. Farhat

Abstract:

The dynamic economic dispatch (DED) problem is one of the complex, constrained optimization problems that have nonlinear, con-convex and non-smooth objective functions. The purpose of the DED is to determine the optimal economic operation of the committed units while meeting the load demand. Associated to this constrained problem there exist highly nonlinear and non-convex practical constraints to be satisfied. Therefore, classical and derivative-based methods are likely not to converge to an optimal or near optimal solution to such a dynamic and large-scale problem. In this paper, an Artificial Immune System technique (AIS) is implemented and applied to solve the DED problem considering the transmission power losses and the valve-point effects in addition to the other operational constraints. To demonstrate the effectiveness of the proposed technique, two case studies are considered. The results obtained using the AIS are compared to those obtained by other methods reported in the literature and found better.

Keywords: artificial immune system, dynamic economic dispatch, optimal economic operation, large-scale problem

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Authors: Rajesh Bera, Durbadal Mandal, Rajib Kar, Sakti P. Ghoshal

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This paper describes optimal thinning of an Elliptical Cylindrical Array (ECA) of uniformly excited isotropic antennas which can generate directive beam with minimum relative Side Lobe Level (SLL). The Particle Swarm Optimization (PSO) method, which represents a new approach for optimization problems in electromagnetic, is used in the optimization process. The PSO is used to determine the optimal set of ‘ON-OFF’ elements that provides a radiation pattern with maximum SLL reduction. Optimization is done without prefixing the value of First Null Beam Width (FNBW). The variation of SLL with element spacing of thinned array is also reported. Simulation results show that the number of array elements can be reduced by more than 50% of the total number of elements in the array with a simultaneous reduction in SLL to less than -27dB.

Keywords: thinned array, Particle Swarm Optimization, Elliptical Cylindrical Array, Side Lobe Label.

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Authors: Sofiane Bououden, Ilyes Boulkaibet

Abstract:

In this paper, a robust model predictive controller (RMPC) for uncertain nonlinear system under actuator saturation is designed to control a DC-DC buck converter in PV pumping application, where this system is subject to actuator saturation and parameter uncertainties. The considered nonlinear system contains a linear constant part perturbed by an additive state-dependent nonlinear term. Based on the saturating actuator property, an appropriate linear feedback control law is constructed and used to minimize an infinite horizon cost function within the framework of linear matrix inequalities. The proposed approach has successfully provided a solution to the optimization problem that can stabilize the nonlinear plants. Furthermore, sufficient conditions for the existence of the proposed controller guarantee the robust stability of the system in the presence of polytypic uncertainties. In addition, the simulation results have demonstrated the efficiency of the proposed control scheme.

Keywords: PV pumping system, DC-DC buck converter, robust model predictive controller, nonlinear system, actuator saturation, linear matrix inequality

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Authors: Ranadhir Roy

Abstract:

Inverse problems arise in medical (molecular) imaging. These problems are characterized by large in three dimensions, and by the diffusion equation which models the physical phenomena within the media. The inverse problems are posed as a nonlinear optimization where the unknown parameters are found by minimizing the difference between the predicted data and the measured data. To obtain a unique and stable solution to an ill-posed inverse problem, a priori information must be used. Mathematical conditions to obtain stable solutions are established in Tikhonov’s regularization method, where the a priori information is introduced via a stabilizing functional, which may be designed to incorporate some relevant information of an inverse problem. Effective determination of the Tikhonov regularization parameter requires knowledge of the true solution, or in the case of optical imaging, the true image. Yet, in, clinically-based imaging, true image is not known. To alleviate these difficulties we have applied the penalty/modified barrier function (PMBF) method instead of Tikhonov regularization technique to make the inverse problems well-posed. Unlike the Tikhonov regularization method, the constrained optimization technique, which is based on simple bounds of the optical parameter properties of the tissue, can easily be implemented in the PMBF method. Imposing the constraints on the optical properties of the tissue explicitly restricts solution sets and can restore uniqueness. Like the Tikhonov regularization method, the PMBF method limits the size of the condition number of the Hessian matrix of the given objective function. The accuracy and the rapid convergence of the PMBF method require a good initial guess of the Lagrange multipliers. To obtain the initial guess of the multipliers, we use a least square unconstrained minimization problem. Three-dimensional images of fluorescence absorption coefficients and lifetimes were reconstructed from contact and noncontact experimentally measured data.

Keywords: constrained minimization, ill-conditioned inverse problems, Tikhonov regularization method, penalty modified barrier function method

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Authors: K. Asanimoghadam, M. Salahi, A. Jamalian

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Data envelopment analysis is an approach to measure the efficiency of decision making units with multiple inputs and outputs. The structure of many decision making units also has decision-making subunits that are not considered in most data envelopment analysis models. Also, the inputs and outputs of the decision-making units usually are considered desirable, while in some real-world problems, the nature of some inputs or outputs are undesirable. In this thesis, we study the evaluation of the efficiency of two stage decision-making units, where some outputs are undesirable using two non-radial models, the SBM and the ASBM models. We formulate the nonlinear ASBM model as a second order cone optimization problem. Finally, we compare two models for both external and internal evaluation approaches for two real world example in the presence of undesirable outputs. The results show that, in both external and internal evaluations, the overall efficiency of ASBM model is greater than or equal to the overall efficiency value of the SBM model, and in internal evaluation, the ASBM model is more flexible than the SBM model.

Keywords: network DEA, conic optimization, undesirable output, SBM

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