Search results for: optimal homotopy asymptotic method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9202

Search results for: optimal homotopy asymptotic method

8782 Reentry Trajectory Optimization Based on Differential Evolution

Authors: Songtao Chang, Yongji Wang, Lei Liu, Dangjun Zhao

Abstract:

Reentry trajectory optimization is a multi-constraints optimal control problem which is hard to solve. To tackle it, we proposed a new algorithm named CDEN(Constrained Differential Evolution Newton-Raphson Algorithm) based on Differential Evolution( DE) and Newton-Raphson.We transform the infinite dimensional optimal control problem to parameter optimization which is finite dimensional by discretize control parameter. In order to simplify the problem, we figure out the control parameter-s scope by process constraints. To handle constraints, we proposed a parameterless constraints handle process. Through comprehensive analyze the problem, we use a new algorithm integrated by DE and Newton-Raphson to solve it. It is validated by a reentry vehicle X-33, simulation results indicated that the algorithm is effective and robust.

Keywords: reentry vehicle, trajectory optimization, constraint optimal, differential evolution.

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8781 An Improved Phenomenological Model for Polymer Desorption

Authors: Joanna Sooknanan, Donna Comissiong

Abstract:

We propose a phenomenological model for the process of polymer desorption. In so doing, we omit the usual theoretical approach of incorporating a fictitious viscoelastic stress term into the flux equation. As a result, we obtain a model that captures the essence of the phenomenon of trapping skinning, while preserving the integrity of the experimentally verified Fickian law for diffusion. An appropriate asymptotic analysis is carried out, and a parameter is introduced to represent the speed of the desorption front. Numerical simulations are performed to illustrate the desorption dynamics of the model. Recommendations are made for future modifications of the model, and provisions are made for the inclusion of experimentally determined frontal speeds.

Keywords: Phenomenological Model, Polymer, Desorption, Trapping Skinning

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8780 Influence of Local Soil Conditions on Optimal Load Factors for Seismic Design of Buildings

Authors: Miguel A. Orellana, Sonia E. Ruiz, Juan Bojórquez

Abstract:

Optimal load factors (dead, live and seismic) used for the design of buildings may be different, depending of the seismic ground motion characteristics to which they are subjected, which are closely related to the type of soil conditions where the structures are located. The influence of the type of soil on those load factors, is analyzed in the present study. A methodology that is useful for establishing optimal load factors that minimize the cost over the life cycle of the structure is employed; and as a restriction, it is established that the probability of structural failure must be less than or equal to a prescribed value. The life-cycle cost model used here includes different types of costs. The optimization methodology is applied to two groups of reinforced concrete buildings. One set (consisting on 4-, 7-, and 10-story buildings) is located on firm ground (with a dominant period Ts=0.5 s) and the other (consisting on 6-, 12-, and 16-story buildings) on soft soil (Ts=1.5 s) of Mexico City. Each group of buildings is designed using different combinations of load factors. The statistics of the maximums inter-story drifts (associated with the structural capacity) are found by means of incremental dynamic analyses. The buildings located on firm zone are analyzed under the action of 10 strong seismic records, and those on soft zone, under 13 strong ground motions. All the motions correspond to seismic subduction events with magnitudes M=6.9. Then, the structural damage and the expected total costs, corresponding to each group of buildings, are estimated. It is concluded that the optimal load factors combination is different for the design of buildings located on firm ground than that for buildings located on soft soil.

Keywords: Life-cycle cost, optimal load factors, reinforced concrete buildings, total costs, type of soil.

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8779 Periodic Topology and Size Optimization Design of Tower Crane Boom

Authors: Wu Qinglong, Zhou Qicai, Xiong Xiaolei, Zhang Richeng

Abstract:

In order to achieve the layout and size optimization of the web members of tower crane boom, a truss topology and cross section size optimization method based on continuum is proposed considering three typical working conditions. Firstly, the optimization model is established by replacing web members with web plates. And the web plates are divided into several sub-domains so that periodic soft kill option (SKO) method can be carried out for topology optimization of the slender boom. After getting the optimized topology of web plates, the optimized layout of web members is formed through extracting the principal stress distribution. Finally, using the web member radius as design variable, the boom compliance as objective and the material volume of the boom as constraint, the cross section size optimization mathematical model is established. The size optimization criterion is deduced from the mathematical model by Lagrange multiplier method and Kuhn-Tucker condition. By comparing the original boom with the optimal boom, it is identified that this optimization method can effectively lighten the boom and improve its performance.

Keywords: Tower crane boom, topology optimization, size optimization, periodic, soft kill option, optimization criterion.

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8778 Statistical Description of Counterpoise Effective Length Based On Regressive Formulas

Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

Abstract:

This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: Counterpoise, Grounding conductor, Effective length, Lightning, Monte Carlo method, Statistical distribution.

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8777 Weighted Harmonic Arnoldi Method for Large Interior Eigenproblems

Authors: Zhengsheng Wang, Jing Qi, Chuntao Liu, Yuanjun Li

Abstract:

The harmonic Arnoldi method can be used to find interior eigenpairs of large matrices. However, it has been shown that this method may converge erratically and even may fail to do so. In this paper, we present a new method for computing interior eigenpairs of large nonsymmetric matrices, which is called weighted harmonic Arnoldi method. The implementation of the method has been tested by numerical examples, the results show that the method converges fast and works with high accuracy.

Keywords: Harmonic Arnoldi method, weighted harmonic Arnoldi method, eigenpair, interior eigenproblem, non symmetric matrix.

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8776 An Improved Construction Method for MIHCs on Cycle Composition Networks

Authors: Hsun Su, Yuan-Kang Shih, Shin-Shin Kao

Abstract:

Many well-known interconnection networks, such as kary n-cubes, recursive circulant graphs, generalized recursive circulant graphs, circulant graphs and so on, are shown to belong to the family of cycle composition networks. Recently, various studies about mutually independent hamiltonian cycles, abbreviated as MIHC-s, on interconnection networks are published. In this paper, using an improved construction method, we obtain MIHC-s on cycle composition networks with a much weaker condition than the known result. In fact, we established the existence of MIHC-s in the cycle composition networks and the result is optimal in the sense that the number of MIHC-s we constructed is maximal.

Keywords: Hamiltonian cycle, k-ary n-cube, cycle composition networks, mutually independent.

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8775 Optimization of Two Quality Characteristics in Injection Molding Processes via Taguchi Methodology

Authors: Joseph C. Chen, Venkata Karthik Jakka

Abstract:

The main objective of this research is to optimize tensile strength and dimensional accuracy in injection molding processes using Taguchi Parameter Design. An L16 orthogonal array (OA) is used in Taguchi experimental design with five control factors at four levels each and with non-controllable factor vibration. A total of 32 experiments were designed to obtain the optimal parameter setting for the process. The optimal parameters identified for the shrinkage are shot volume, 1.7 cubic inch (A4); mold term temperature, 130 ºF (B1); hold pressure, 3200 Psi (C4); injection speed, 0.61 inch3/sec (D2); and hold time of 14 seconds (E2). The optimal parameters identified for the tensile strength are shot volume, 1.7 cubic inch (A4); mold temperature, 160 ºF (B4); hold pressure, 3100 Psi (C3); injection speed, 0.69 inch3/sec (D4); and hold time of 14 seconds (E2). The Taguchi-based optimization framework was systematically and successfully implemented to obtain an adjusted optimal setting in this research. The mean shrinkage of the confirmation runs is 0.0031%, and the tensile strength value was found to be 3148.1 psi. Both outcomes are far better results from the baseline, and defects have been further reduced in injection molding processes.

Keywords: Injection molding processes, Taguchi Parameter Design, tensile strength, shrinkage test, high-density polyethylene, HDPE.

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8774 Multiobjective Optimization Solution for Shortest Path Routing Problem

Authors: C. Chitra, P. Subbaraj

Abstract:

The shortest path routing problem is a multiobjective nonlinear optimization problem with constraints. This problem has been addressed by considering Quality of service parameters, delay and cost objectives separately or as a weighted sum of both objectives. Multiobjective evolutionary algorithms can find multiple pareto-optimal solutions in one single run and this ability makes them attractive for solving problems with multiple and conflicting objectives. This paper uses an elitist multiobjective evolutionary algorithm based on the Non-dominated Sorting Genetic Algorithm (NSGA), for solving the dynamic shortest path routing problem in computer networks. A priority-based encoding scheme is proposed for population initialization. Elitism ensures that the best solution does not deteriorate in the next generations. Results for a sample test network have been presented to demonstrate the capabilities of the proposed approach to generate well-distributed pareto-optimal solutions of dynamic routing problem in one single run. The results obtained by NSGA are compared with single objective weighting factor method for which Genetic Algorithm (GA) was applied.

Keywords: Multiobjective optimization, Non-dominated SortingGenetic Algorithm, Routing, Weighted sum.

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8773 Cryogenic Freezing Process Optimization Based On Desirability Function on the Path of Steepest Ascent

Authors: R. Uporn, P. Luangpaiboon

Abstract:

This paper presents a comparative study of statistical methods for the multi-response surface optimization of a cryogenic freezing process. Taguchi design and analysis and steepest ascent methods based on the desirability function were conducted to ascertain the influential factors of a cryogenic freezing process and their optimal levels. The more preferable levels of the set point, exhaust fan speed, retention time and flow direction are set at -90oC, 20 Hz, 18 minutes and Counter Current, respectively. The overall desirability level is 0.7044.

Keywords: Cryogenic Freezing Process, Taguchi Design and Analysis, Response Surface Method, Steepest Ascent Method and Desirability Function Approach.

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8772 An Adverse Model for Price Discrimination in the Case of Monopoly

Authors: Daniela Elena Marinescu, Ioana Manafi, Dumitru Marin

Abstract:

We consider a Principal-Agent model with the Principal being a seller who does not know perfectly how much the buyer (the Agent) is willing to pay for the good. The buyer-s preferences are hence his private information. The model corresponds to the nonlinear pricing problem of Maskin and Riley. We assume there are three types of Agents. The model is solved using “informational rents" as variables. In the last section we present the main characteristics of the optimal contracts in asymmetric information and some possible extensions of the model.

Keywords: Adverse selection, asymmetric information, informational rent, nonlinear pricing, optimal contract

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8771 Optimal Criteria for Non-Minimal Phase Plants

Authors: Z. Nemec, R. Matousek

Abstract:

The paper describes the evaluation of quality of control for cases of controlled non-minimal phase plants. Control circuits containing non-minimal phase plants have different properties, they manifest reversed reaction at the beginning of unit step response. For these types of plants are developed special criterion of quality of control, which considers the difference and can be helpful for synthesis of optimal controller tuning. All results are clearly presented using Matlab/Simulink models.

Keywords: control design, non-minimal phase system, optimalcriteria, power plant, heating plant, water turbine, Matlab, Simulink.

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8770 Lean Thinking Process in the Determination of Design Suggestions to Optimize Treatment of WEEE

Authors: Anastasia Katsamaki, Nikolaos Bilalis, Vassilis Dedoussis

Abstract:

This work proposes a set of actions to assist redesign procedure in existing products of Electric and Electronic Equipment (EEE). The aim is to improve their environmental behavior after their withdrawal in the End-of-Life (EOL) phase. In the beginning data collection takes place. Then follows selection and implementation of the optimal EOL Treatment Strategy (EOL_TS) and its results- evaluation concerning the environment. In parallel, product design characteristics that can be altered are selected based on their significance for the environment in the EOL stage. All results from the previous stages are combined and possible redesign actions are formulated for further examination and afterwards configuration in the design stage. The applied method to perform these tasks is Lean Thinking (LT). At the end, results concerning the application of the proposed method on a distribution transformer are presented.

Keywords: End-of-life treatment, Lean thinking, WEEE

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8769 Dissipation of Higher Mode using Numerical Integration Algorithm in Dynamic Analysis

Authors: Jin Sup Kim, Woo Young Jung, Minho Kwon

Abstract:

In general dynamic analyses, lower mode response is of interest, however the higher modes of spatially discretized equations generally do not represent the real behavior and not affects to global response much. Some implicit algorithms, therefore, are introduced to filter out the high-frequency modes using intended numerical error. The objective of this study is to introduce the P-method and PC α-method to compare that with dissipation method and Newmark method through the stability analysis and numerical example. PC α-method gives more accuracy than other methods because it based on the α-method inherits the superior properties of the implicit α-method. In finite element analysis, the PC α-method is more useful than other methods because it is the explicit scheme and it achieves the second order accuracy and numerical damping simultaneously.

Keywords: Dynamic, α-Method, P-Method, PC α-Method, Newmark method.

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8768 Optimization of Energy Conservation Potential for VAV Air Conditioning System using Fuzzy based Genetic Algorithm

Authors: R. Parameshwaran, R. Karunakaran, S. Iniyan, Anand A. Samuel

Abstract:

The objective of this study is to present the test results of variable air volume (VAV) air conditioning system optimized by two objective genetic algorithm (GA). The objective functions are energy savings and thermal comfort. The optimal set points for fuzzy logic controller (FLC) are the supply air temperature (Ts), the supply duct static pressure (Ps), the chilled water temperature (Tw), and zone temperature (Tz) that is taken as the problem variables. Supply airflow rate and chilled water flow rate are considered to be the constraints. The optimal set point values are obtained from GA process and assigned into fuzzy logic controller (FLC) in order to conserve energy and maintain thermal comfort in real time VAV air conditioning system. A VAV air conditioning system with FLC installed in a software laboratory has been taken for the purpose of energy analysis. The total energy saving obtained in VAV GA optimization system with FLC compared with constant air volume (CAV) system is expected to achieve 31.5%. The optimal duct static pressure obtained through Genetic fuzzy methodology attributes to better air distribution by delivering the optimal quantity of supply air to the conditioned space. This combination enhanced the advantages of uniform air distribution, thermal comfort and improved energy savings potential.

Keywords: Energy savings, fuzzy logic, Genetic algorithm, Thermal Comfort

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8767 A Probabilistic Reinforcement-Based Approach to Conceptualization

Authors: Hadi Firouzi, Majid Nili Ahmadabadi, Babak N. Araabi

Abstract:

Conceptualization strengthens intelligent systems in generalization skill, effective knowledge representation, real-time inference, and managing uncertain and indefinite situations in addition to facilitating knowledge communication for learning agents situated in real world. Concept learning introduces a way of abstraction by which the continuous state is formed as entities called concepts which are connected to the action space and thus, they illustrate somehow the complex action space. Of computational concept learning approaches, action-based conceptualization is favored because of its simplicity and mirror neuron foundations in neuroscience. In this paper, a new biologically inspired concept learning approach based on the probabilistic framework is proposed. This approach exploits and extends the mirror neuron-s role in conceptualization for a reinforcement learning agent in nondeterministic environments. In the proposed method, instead of building a huge numerical knowledge, the concepts are learnt gradually from rewards through interaction with the environment. Moreover the probabilistic formation of the concepts is employed to deal with uncertain and dynamic nature of real problems in addition to the ability of generalization. These characteristics as a whole distinguish the proposed learning algorithm from both a pure classification algorithm and typical reinforcement learning. Simulation results show advantages of the proposed framework in terms of convergence speed as well as generalization and asymptotic behavior because of utilizing both success and failures attempts through received rewards. Experimental results, on the other hand, show the applicability and effectiveness of the proposed method in continuous and noisy environments for a real robotic task such as maze as well as the benefits of implementing an incremental learning scenario in artificial agents.

Keywords: Concept learning, probabilistic decision making, reinforcement learning.

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8766 Feedback Stabilization Based on Observer and Guaranteed Cost Control for Lipschitz Nonlinear Systems

Authors: A. Thabet, G. B. H. Frej, M. Boutayeb

Abstract:

This paper presents a design of dynamic feedback control based on observer for a class of large scale Lipschitz nonlinear systems. The use of Differential Mean Value Theorem (DMVT) is to introduce a general condition on the nonlinear functions. To ensure asymptotic stability, sufficient conditions are expressed in terms of linear matrix inequalities (LMIs). High performances are shown through real time implementation with ARDUINO Duemilanove board to the one-link flexible joint robot.

Keywords: Feedback stabilization, DMVT, Lipschitz nonlinear systems, nonlinear observer, real time implementation.

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8765 Linear Phase High Pass FIR Filter Design using Improved Particle Swarm Optimization

Authors: Sangeeta Mondal, Vasundhara, Rajib Kar, Durbadal Mandal, S. P. Ghoshal

Abstract:

This paper presents an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Improved Particle Swarm Optimization (IPSO). In the design process, the filter length, pass band and stop band frequencies, feasible pass band and stop band ripple sizes are specified. FIR filter design is a multi-modal optimization problem. An iterative method is introduced to find the optimal solution of FIR filter design problem. Evolutionary algorithms like real code genetic algorithm (RGA), particle swarm optimization (PSO), improved particle swarm optimization (IPSO) have been used in this work for the design of linear phase high pass FIR filter. IPSO is an improved PSO that proposes a new definition for the velocity vector and swarm updating and hence the solution quality is improved. A comparison of simulation results reveals the optimization efficacy of the algorithm over the prevailing optimization techniques for the solution of the multimodal, nondifferentiable, highly non-linear, and constrained FIR filter design problems.

Keywords: FIR Filter, IPSO, GA, PSO, Parks and McClellan Algorithm, Evolutionary Optimization, High Pass Filter

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8764 State Estimation Based on Unscented Kalman Filter for Burgers’ Equation

Authors: Takashi Shimizu, Tomoaki Hashimoto

Abstract:

Controlling the flow of fluids is a challenging problem that arises in many fields. Burgers’ equation is a fundamental equation for several flow phenomena such as traffic, shock waves, and turbulence. The optimal feedback control method, so-called model predictive control, has been proposed for Burgers’ equation. However, the model predictive control method is inapplicable to systems whose all state variables are not exactly known. In practical point of view, it is unusual that all the state variables of systems are exactly known, because the state variables of systems are measured through output sensors and limited parts of them can be only available. In fact, it is usual that flow velocities of fluid systems cannot be measured for all spatial domains. Hence, any practical feedback controller for fluid systems must incorporate some type of state estimator. To apply the model predictive control to the fluid systems described by Burgers’ equation, it is needed to establish a state estimation method for Burgers’ equation with limited measurable state variables. To this purpose, we apply unscented Kalman filter for estimating the state variables of fluid systems described by Burgers’ equation. The objective of this study is to establish a state estimation method based on unscented Kalman filter for Burgers’ equation. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: State estimation, fluid systems, observer systems, unscented Kalman filter.

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8763 A Nondominated Sorting Genetic Algorithm for Shortest Path Routing Problem

Authors: C. Chitra, P. Subbaraj

Abstract:

The shortest path routing problem is a multiobjective nonlinear optimization problem with constraints. This problem has been addressed by considering Quality of service parameters, delay and cost objectives separately or as a weighted sum of both objectives. Multiobjective evolutionary algorithms can find multiple pareto-optimal solutions in one single run and this ability makes them attractive for solving problems with multiple and conflicting objectives. This paper uses an elitist multiobjective evolutionary algorithm based on the Non-dominated Sorting Genetic Algorithm (NSGA), for solving the dynamic shortest path routing problem in computer networks. A priority-based encoding scheme is proposed for population initialization. Elitism ensures that the best solution does not deteriorate in the next generations. Results for a sample test network have been presented to demonstrate the capabilities of the proposed approach to generate well-distributed pareto-optimal solutions of dynamic routing problem in one single run. The results obtained by NSGA are compared with single objective weighting factor method for which Genetic Algorithm (GA) was applied.

Keywords: Multiobjective optimization, Non-dominated Sorting Genetic Algorithm, Routing, Weighted sum.

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8762 Multi-Objective Random Drift Particle Swarm Optimization Algorithm Based on RDPSO and Crowding Distance Sorting

Authors: Yiqiong Yuan, Jun Sun, Dongmei Zhou, Jianan Sun

Abstract:

In this paper, we presented a Multi-Objective Random Drift Particle Swarm Optimization algorithm (MORDPSO-CD) based on RDPSO and crowding distance sorting to improve the convergence and distribution with less computation cost. MORDPSO-CD makes the most of RDPSO to approach the true Pareto optimal solutions fast. We adopt the crowding distance sorting technique to update and maintain the archived optimal solutions. Introducing the crowding distance technique into MORDPSO can make the leader particles find the true Pareto solution ultimately. The simulation results reveal that the proposed algorithm has better convergence and distribution.

Keywords: Multi-objective optimization, random drift particle swarm optimization, crowding distance, Pareto optimal solution.

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8761 Stochastic Learning Algorithms for Modeling Human Category Learning

Authors: Toshihiko Matsuka, James E. Corter

Abstract:

Most neural network (NN) models of human category learning use a gradient-based learning method, which assumes that locally-optimal changes are made to model parameters on each learning trial. This method tends to under predict variability in individual-level cognitive processes. In addition many recent models of human category learning have been criticized for not being able to replicate rapid changes in categorization accuracy and attention processes observed in empirical studies. In this paper we introduce stochastic learning algorithms for NN models of human category learning and show that use of the algorithms can result in (a) rapid changes in accuracy and attention allocation, and (b) different learning trajectories and more realistic variability at the individual-level.

Keywords: category learning, cognitive modeling, radial basis function, stochastic optimization.

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8760 Dynamic Model of a Buck Converter with a Sliding Mode Control

Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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8759 New Adaptive Linear Discriminante Analysis for Face Recognition with SVM

Authors: Mehdi Ghayoumi

Abstract:

We have applied new accelerated algorithm for linear discriminate analysis (LDA) in face recognition with support vector machine. The new algorithm has the advantage of optimal selection of the step size. The gradient descent method and new algorithm has been implemented in software and evaluated on the Yale face database B. The eigenfaces of these approaches have been used to training a KNN. Recognition rate with new algorithm is compared with gradient.

Keywords: lda, adaptive, svm, face recognition.

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8758 Characteristics of Maximum Gliding Endurance Path for High-Altitude Solar UAVs

Authors: Gao Xian-Zhong, Hou Zhong-xi, Guo Zheng, Liu Jian-xia

Abstract:

Gliding during night without electric power is an efficient method to enhance endurance performance of solar aircrafts. The properties of maximum gliding endurance path are studied in this paper. The problem is formulated as an optimization problem about maximum endurance can be sustained by certain potential energy storage with dynamic equations and aerodynamic parameter constrains. The optimal gliding path is generated based on gauss pseudo-spectral method. In order to analyse relationship between altitude, velocity of solar UAVs and its endurance performance, the lift coefficient in interval of [0.4, 1.2] and flight envelopes between 0~30km are investigated. Results show that broad range of lift coefficient can improve solar aircrafts- long endurance performance, and it is possible for a solar aircraft to achieve the aim of long endurance during whole night just by potential energy storage.

Keywords: Solar UAVs, Gliding Endurance, gauss pseudo-spectral method, optimization problem

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8757 Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model

Authors: Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete

Abstract:

In this paper, the mandatory contribution, additional voluntary contribution (AVC) and administrative charges are merged together to determine the optimal investment strategy (OIS) for a pension plan member (PPM) in a defined contribution (DC) pension scheme under the modified constant elasticity of variance (M-CEV) model. We assume that the voluntary contribution is a stochastic process and a portfolio consisting of one risk free asset and one risky asset modeled by the M-CEV model is considered. Also, a stochastic differential equation consisting of PPM’s monthly contributions, voluntary contributions and administrative charges is obtained. More so, an optimization problem in the form of Hamilton Jacobi Bellman equation which is a nonlinear partial differential equation is obtained. Using power transformation and change of variables method, an explicit solution of the OIS and the value function are obtained under constant absolute risk averse (CARA). Furthermore, numerical simulations on the impact of some sensitive parameters on OIS were discussed extensively. Finally, our result generalizes some existing result in the literature.

Keywords: DC pension fund, modified constant elasticity of variance, optimal investment strategies, voluntary contribution, administrative charges.

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8756 Optimal Allocation of PHEV Parking Lots to Minimize Distribution System Losses

Authors: Mahmud Fotuhi-Firuzabad, Ali Abbaspour, Mohsen Mazidi, Mohamamd Rastegar

Abstract:

To tackle the air pollution issues, Plug-in Hybrid Electric Vehicles (PHEVs) are proposed as an appropriate solution. Charging a large amount of PHEV batteries, if not controlled, would have negative impacts on the distribution system. The control process of charging of these vehicles can be centralized in parking lots that may provide a chance for better coordination than the individual charging in houses. In this paper, an optimization-based approach is proposed to determine the optimum PHEV parking capacities in candidate nodes of the distribution system. In so doing, a profile for charging and discharging of PHEVs is developed in order to flatten the network load profile. Then, this profile is used in solving an optimization problem to minimize the distribution system losses. The outputs of the proposed method are the proper place for PHEV parking lots and optimum capacity for each parking. The application of the proposed method on the IEEE-34 node test feeder verifies the effectiveness of the method.

Keywords: Plug-in Hybrid Electric Vehicle (PHEV), PHEV parking lot, V2G.

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8755 Operation Strategy of Multi-Energy Storage System Considering Power System Reliability

Authors: Wook-Won Kim, Je-Seok Shin, Jin-O Kim

Abstract:

As the penetration of Energy Storage System (ESS) increases in the power system due to higher performance and lower cost than ever, ESS is expanding its role to the ancillary service as well as the storage of extra energy from the intermittent renewable energy resources. For multi-ESS with different capacity and SOC level each other, it is required to make the optimal schedule of SOC level use the multi-ESS effectively. This paper proposes the energy allocation method for the multiple battery ESS with reliability constraint, in order to make the ESS discharge the required energy as long as possible. A simple but effective method is proposed in this paper, to satisfy the power for the spinning reserve requirement while improving the system reliability. Modelling of ESS is also proposed, and reliability is evaluated by using the combined reliability model which includes the proposed ESS model and conventional generation one. In the case study, it can be observed that the required power is distributed to each ESS adequately and accordingly, the SOC is scheduled to improve the reliability indices such as Loss of Load Probability (LOLP) and Loss of Load Expectation (LOLE).

Keywords: Multiple energy storage system, energy allocation method, SOC schedule, reliability constraints.

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8754 An Iterative Updating Method for Damped Gyroscopic Systems

Authors: Yongxin Yuan

Abstract:

The problem of updating damped gyroscopic systems using measured modal data can be mathematically formulated as following two problems. Problem I: Given Ma ∈ Rn×n, Λ = diag{λ1, ··· , λp} ∈ Cp×p, X = [x1, ··· , xp] ∈ Cn×p, where p<n and both Λ and X are closed under complex conjugation in the sense that λ2j = λ¯2j−1 ∈ C, x2j = ¯x2j−1 ∈ Cn for j = 1, ··· , l, and λk ∈ R, xk ∈ Rn for k = 2l + 1, ··· , p, find real-valued symmetric matrices D,K and a real-valued skew-symmetric matrix G (that is, GT = −G) such that MaXΛ2 + (D + G)XΛ + KX = 0. Problem II: Given real-valued symmetric matrices Da, Ka ∈ Rn×n and a real-valued skew-symmetric matrix Ga, find (D, ˆ G, ˆ Kˆ ) ∈ SE such that Dˆ −Da2+Gˆ−Ga2+Kˆ −Ka2 = min(D,G,K)∈SE (D− Da2 + G − Ga2 + K − Ka2), where SE is the solution set of Problem I and · is the Frobenius norm. This paper presents an iterative algorithm to solve Problem I and Problem II. By using the proposed iterative method, a solution of Problem I can be obtained within finite iteration steps in the absence of roundoff errors, and the minimum Frobenius norm solution of Problem I can be obtained by choosing a special kind of initial matrices. Moreover, the optimal approximation solution (D, ˆ G, ˆ Kˆ ) of Problem II can be obtained by finding the minimum Frobenius norm solution of a changed Problem I. A numerical example shows that the introduced iterative algorithm is quite efficient.

Keywords: Model updating, iterative algorithm, gyroscopic system, partially prescribed spectral data, optimal approximation.

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8753 Evaluation of Optimum Performance of Lateral Intakes

Authors: Mohammad Reza Pirestani, Hamid Reza Vosoghifar, Pegah Jazayeri

Abstract:

In designing river intakes and diversion structures, it is paramount that the sediments entering the intake are minimized or, if possible, completely separated. Due to high water velocity, sediments can significantly damage hydraulic structures especially when mechanical equipment like pumps and turbines are used. This subsequently results in wasting water, electricity and further costs. Therefore, it is prudent to investigate and analyze the performance of lateral intakes affected by sediment control structures. Laboratory experiments, despite their vast potential and benefits, can face certain limitations and challenges. Some of these include: limitations in equipment and facilities, space constraints, equipment errors including lack of adequate precision or mal-operation, and finally, human error. Research has shown that in order to achieve the ultimate goal of intake structure design – which is to design longlasting and proficient structures – the best combination of sediment control structures (such as sill and submerged vanes) along with parameters that increase their performance (such as diversion angle and location) should be determined. Cost, difficulty of execution and environmental impacts should also be included in evaluating the optimal design. This solution can then be applied to similar problems in the future. Subsequently, the model used to arrive at the optimal design requires high level of accuracy and precision in order to avoid improper design and execution of projects. Process of creating and executing the design should be as comprehensive and applicable as possible. Therefore, it is important that influential parameters and vital criteria is fully understood and applied at all stages of choosing the optimal design. In this article, influential parameters on optimal performance of the intake, advantages and disadvantages, and efficiency of a given design are studied. Then, a multi-criterion decision matrix is utilized to choose the optimal model that can be used to determine the proper parameters in constructing the intake.

Keywords: Diversion structures lateral intake, multi criteria decision making, optimal design, sediment control.

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