Regulation of Dynamical Systems to Optimal Solutions of Semidefinite Programs: Algorithms and Applications to AC Optimal Power Flow

Energy Technology Data Exchange (ETDEWEB)

Dall' Anese, Emiliano; Dhople, Sairaj V.; Giannakis, Georgios B.

2015-07-01

This paper considers a collection of networked nonlinear dynamical systems, and addresses the synthesis of feedback controllers that seek optimal operating points corresponding to the solution of pertinent network-wide optimization problems. Particular emphasis is placed on the solution of semidefinite programs (SDPs). The design of the feedback controller is grounded on a dual e-subgradient approach, with the dual iterates utilized to dynamically update the dynamical-system reference signals. Global convergence is guaranteed for diminishing stepsize rules, even when the reference inputs are updated at a faster rate than the dynamical-system settling time. The application of the proposed framework to the control of power-electronic inverters in AC distribution systems is discussed. The objective is to bridge the time-scale separation between real-time inverter control and network-wide optimization. Optimization objectives assume the form of SDP relaxations of prototypical AC optimal power flow problems.

Optimal Design of Measurement Programs for the Parameter Identification of Dynamic Systems

DEFF Research Database (Denmark)

Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Brincker, Rune

The design of measurement programs devoted to parameter identification of structural dynamic systems is considered. The design problem is formulated as an optimization problem to minimize the total expected cost that is the cost of failure and the cost of the measurement program. All...... the calculations are based on a priori knowledge and engineering judgement. One of the contribution of the approach is that the optimal number of sensors can be estimated. This is shown in a numerical example where the proposed approach is demonstrated. The example is concerned with design of a measurement program...

Optimal Design of Measurement Programs for the Parameter Identification of Dynamic Systems

DEFF Research Database (Denmark)

Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Brincker, Rune

The design of a measured program devoted to parameter identification of structural dynamic systems is considered, the design problem is formulated as an optimization problem due to minimize the total expected cost of the measurement program. All the calculations are based on a priori knowledge...... and engineering judgement. One of the contribution of the approach is that the optimal nmber of sensors can be estimated. This is sown in an numerical example where the proposed approach is demonstrated. The example is concerned with design of a measurement program for estimating the modal damping parameters...

Dynamic programming for optimization of timber production and grazing in ponderosa pine

Science.gov (United States)

Kurt H. Riitters; J. Douglas Brodie; David W. Hann

1982-01-01

Dynamic programming procedures are presented for optimizing thinning and rotation of even-aged ponderosa pine by using the four descriptors: age, basal area, number of trees, and time since thinning. Because both timber yield and grazing yield are functions of stand density, the two outputs-forage and timber-can both be optimized. The soil expectation values for single...

Optimal Strategy for Integrated Dynamic Inventory Control and Supplier Selection in Unknown Environment via Stochastic Dynamic Programming

International Nuclear Information System (INIS)

Sutrisno; Widowati; Solikhin

2016-01-01

In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well. (paper)

Optimal Design of Measurement Programs for the Parameter Identification of Dynamic Systems

DEFF Research Database (Denmark)

Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Brincker, Rune

1993-01-01

The design of a measurement program devoted to parameter identification of structural dynamic systems is considered. The design problem is formulated as an optimization problem to minimize the total expected cost that is the cost of failure and the cost of the measurement program. All...... the calculations are based on a priori knowledge and engineering judgement. One of the contribution of the approach is that the optimal number of sensory can be estimated. This is shown in an numerical example where the proposed approach is demonstrated. The example is concerned with design of a measurement...

Optimal Design of Measurement Programs for the Parameter Identification of Dynamic Systems

DEFF Research Database (Denmark)

Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Brincker, Rune

1991-01-01

The design of a measurement program devoted to parameter identification of structural dynamic systems is considered. The design problem is formulated as an optimization problem to minimize the total expected cost, i.e. the cost of failure and the cost of the measurement program. All...... the calculations are based on a priori knowledge and engineering judgement. One of the contributions of the approach is that the optimal number of sensors can be estimated. This is shown in a numerical example where the proposed approach is demonstrated. The example is concerned with design of a measurement...

Applications of sub-optimality in dynamic programming to location and construction of nuclear fuel processing plant

International Nuclear Information System (INIS)

Thiriet, L.; Deledicq, A.

1968-09-01

First, the point of applying Dynamic Programming to optimization and Operational Research problems in chemical industries are recalled, as well as the conditions in which a dynamic program is illustrated by a sequential graph. A new algorithm for the determination of sub-optimal politics in a sequential graph is then developed. Finally, the applications of sub-optimality concept is shown when taking into account the indirect effects related to possible strategies, or in the case of stochastic choices and of problems of the siting of plants... application examples are given. (authors) [fr

Computer Program for Analysis, Design and Optimization of Propulsion, Dynamics, and Kinematics of Multistage Rockets

Science.gov (United States)

Lali, Mehdi

2009-03-01

A comprehensive computer program is designed in MATLAB to analyze, design and optimize the propulsion, dynamics, thermodynamics, and kinematics of any serial multi-staging rocket for a set of given data. The program is quite user-friendly. It comprises two main sections: "analysis and design" and "optimization." Each section has a GUI (Graphical User Interface) in which the rocket's data are entered by the user and by which the program is run. The first section analyzes the performance of the rocket that is previously devised by the user. Numerous plots and subplots are provided to display the performance of the rocket. The second section of the program finds the "optimum trajectory" via billions of iterations and computations which are done through sophisticated algorithms using numerical methods and incremental integrations. Innovative techniques are applied to calculate the optimal parameters for the engine and designing the "optimal pitch program." This computer program is stand-alone in such a way that it calculates almost every design parameter in regards to rocket propulsion and dynamics. It is meant to be used for actual launch operations as well as educational and research purposes.

Ckmeans.1d.dp: Optimal k-means Clustering in One Dimension by Dynamic Programming.

Science.gov (United States)

Wang, Haizhou; Song, Mingzhou

2011-12-01

The heuristic k -means algorithm, widely used for cluster analysis, does not guarantee optimality. We developed a dynamic programming algorithm for optimal one-dimensional clustering. The algorithm is implemented as an R package called Ckmeans.1d.dp . We demonstrate its advantage in optimality and runtime over the standard iterative k -means algorithm.

Policy Gradient Adaptive Dynamic Programming for Data-Based Optimal Control.

Science.gov (United States)

Luo, Biao; Liu, Derong; Wu, Huai-Ning; Wang, Ding; Lewis, Frank L

2017-10-01

The model-free optimal control problem of general discrete-time nonlinear systems is considered in this paper, and a data-based policy gradient adaptive dynamic programming (PGADP) algorithm is developed to design an adaptive optimal controller method. By using offline and online data rather than the mathematical system model, the PGADP algorithm improves control policy with a gradient descent scheme. The convergence of the PGADP algorithm is proved by demonstrating that the constructed Q -function sequence converges to the optimal Q -function. Based on the PGADP algorithm, the adaptive control method is developed with an actor-critic structure and the method of weighted residuals. Its convergence properties are analyzed, where the approximate Q -function converges to its optimum. Computer simulation results demonstrate the effectiveness of the PGADP-based adaptive control method.

Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs

International Nuclear Information System (INIS)

Porteus, E.

1982-01-01

The study of infinite-horizon nonstationary dynamic programs using the operator approach is continued. The point of view here differs slightly from that taken by others, in that Denardo's local income function is not used as a starting point. Infinite-horizon values are defined as limits of finite-horizon values, as the horizons get long. Two important conditions of an earlier paper are weakened, yet the optimality equations, the optimality criterion, and the existence of optimal ''structured'' strategies are still obtained

Hybrid Approximate Dynamic Programming Approach for Dynamic Optimal Energy Flow in the Integrated Gas and Power Systems

DEFF Research Database (Denmark)

Shuai, Hang; Ai, Xiaomeng; Wen, Jinyu

2017-01-01

This paper proposes a hybrid approximate dynamic programming (ADP) approach for the multiple time-period optimal power flow in integrated gas and power systems. ADP successively solves Bellman's equation to make decisions according to the current state of the system. So, the updated near future...

Extensions of Dynamic Programming: Decision Trees, Combinatorial Optimization, and Data Mining

KAUST Repository

Hussain, Shahid

2016-01-01

This thesis is devoted to the development of extensions of dynamic programming to the study of decision trees. The considered extensions allow us to make multi-stage optimization of decision trees relative to a sequence of cost functions, to count the number of optimal trees, and to study relationships: cost vs cost and cost vs uncertainty for decision trees by construction of the set of Pareto-optimal points for the corresponding bi-criteria optimization problem. The applications include study of totally optimal (simultaneously optimal relative to a number of cost functions) decision trees for Boolean functions, improvement of bounds on complexity of decision trees for diagnosis of circuits, study of time and memory trade-off for corner point detection, study of decision rules derived from decision trees, creation of new procedure (multi-pruning) for construction of classifiers, and comparison of heuristics for decision tree construction. Part of these extensions (multi-stage optimization) was generalized to well-known combinatorial optimization problems: matrix chain multiplication, binary search trees, global sequence alignment, and optimal paths in directed graphs.

Extensions of Dynamic Programming: Decision Trees, Combinatorial Optimization, and Data Mining

KAUST Repository

Hussain, Shahid

2016-07-10

This thesis is devoted to the development of extensions of dynamic programming to the study of decision trees. The considered extensions allow us to make multi-stage optimization of decision trees relative to a sequence of cost functions, to count the number of optimal trees, and to study relationships: cost vs cost and cost vs uncertainty for decision trees by construction of the set of Pareto-optimal points for the corresponding bi-criteria optimization problem. The applications include study of totally optimal (simultaneously optimal relative to a number of cost functions) decision trees for Boolean functions, improvement of bounds on complexity of decision trees for diagnosis of circuits, study of time and memory trade-off for corner point detection, study of decision rules derived from decision trees, creation of new procedure (multi-pruning) for construction of classifiers, and comparison of heuristics for decision tree construction. Part of these extensions (multi-stage optimization) was generalized to well-known combinatorial optimization problems: matrix chain multiplication, binary search trees, global sequence alignment, and optimal paths in directed graphs.

Dynamic Programming Foundations and Principles

CERN Document Server

Sniedovich, Moshe

2010-01-01

Focusing on the modeling and solution of deterministic multistage decision problems, this book looks at dynamic programming as a problem-solving optimization method. With over 400 useful references, this edition discusses the dynamic programming analysis of a problem, illustrates the rationale behind this analysis, and clarifies the theoretical grounds that justify the rationale. It also explains the meaning and role of the concept of state in dynamic programming, examines the purpose and function of the principle of optimality, and outlines solution strategies for problems defiant of conventi

Optimization of environmental management strategies through a dynamic stochastic possibilistic multiobjective program

Energy Technology Data Exchange (ETDEWEB)

Zhang, Xiaodong, E-mail: xiaodong.zhang@beg.utexas.edu [Bureau of Economic Geology, Jackson School of Geosciences, The University of Texas at Austin, Austin, TX 78713 (United States); Huang, Gordon [Institute of Energy, Environment and Sustainable Communities, University of Regina, Regina, Saskatchewan S4S 0A2 (Canada)

2013-02-15

Highlights: ► A dynamic stochastic possibilistic multiobjective programming model is developed. ► Greenhouse gas emission control is considered. ► Three planning scenarios are analyzed and compared. ► Optimal decision schemes under three scenarios and different p{sub i} levels are obtained. ► Tradeoffs between economics and environment are reflected. -- Abstract: Greenhouse gas (GHG) emissions from municipal solid waste (MSW) management facilities have become a serious environmental issue. In MSW management, not only economic objectives but also environmental objectives should be considered simultaneously. In this study, a dynamic stochastic possibilistic multiobjective programming (DSPMP) model is developed for supporting MSW management and associated GHG emission control. The DSPMP model improves upon the existing waste management optimization methods through incorporation of fuzzy possibilistic programming and chance-constrained programming into a general mixed-integer multiobjective linear programming (MOP) framework where various uncertainties expressed as fuzzy possibility distributions and probability distributions can be effectively reflected. Two conflicting objectives are integrally considered, including minimization of total system cost and minimization of total GHG emissions from waste management facilities. Three planning scenarios are analyzed and compared, representing different preferences of the decision makers for economic development and environmental-impact (i.e. GHG-emission) issues in integrated MSW management. Optimal decision schemes under three scenarios and different p{sub i} levels (representing the probability that the constraints would be violated) are generated for planning waste flow allocation and facility capacity expansions as well as GHG emission control. The results indicate that economic and environmental tradeoffs can be effectively reflected through the proposed DSPMP model. The generated decision variables can help

Introduction to dynamic programming

CERN Document Server

Cooper, Leon; Rodin, E Y

1981-01-01

Introduction to Dynamic Programming provides information pertinent to the fundamental aspects of dynamic programming. This book considers problems that can be quantitatively formulated and deals with mathematical models of situations or phenomena that exists in the real world.Organized into 10 chapters, this book begins with an overview of the fundamental components of any mathematical optimization model. This text then presents the details of the application of dynamic programming to variational problems. Other chapters consider the application of dynamic programming to inventory theory, Mark

Optimal blood glucose control in diabetes mellitus treatment using dynamic programming based on Ackerman’s linear model

Science.gov (United States)

Pradanti, Paskalia; Hartono

2018-03-01

Determination of insulin injection dose in diabetes mellitus treatment can be considered as an optimal control problem. This article is aimed to simulate optimal blood glucose control for patient with diabetes mellitus. The blood glucose regulation of diabetic patient is represented by Ackerman’s Linear Model. This problem is then solved using dynamic programming method. The desired blood glucose level is obtained by minimizing the performance index in Lagrange form. The results show that dynamic programming based on Ackerman’s Linear Model is quite good to solve the problem.

Dynamic programming approach for partial decision rule optimization

KAUST Repository

Amin, Talha

2012-10-04

This paper is devoted to the study of an extension of dynamic programming approach which allows optimization of partial decision rules relative to the length or coverage. We introduce an uncertainty measure J(T) which is the difference between number of rows in a decision table T and number of rows with the most common decision for T. For a nonnegative real number γ, we consider γ-decision rules (partial decision rules) that localize rows in subtables of T with uncertainty at most γ. Presented algorithm constructs a directed acyclic graph Δ γ(T) which nodes are subtables of the decision table T given by systems of equations of the kind "attribute = value". This algorithm finishes the partitioning of a subtable when its uncertainty is at most γ. The graph Δ γ(T) allows us to describe the whole set of so-called irredundant γ-decision rules. We can optimize such set of rules according to length or coverage. This paper contains also results of experiments with decision tables from UCI Machine Learning Repository.

Dynamic programming approach for partial decision rule optimization

KAUST Repository

Amin, Talha M.; Chikalov, Igor; Moshkov, Mikhail; Zielosko, Beata

2012-01-01

This paper is devoted to the study of an extension of dynamic programming approach which allows optimization of partial decision rules relative to the length or coverage. We introduce an uncertainty measure J(T) which is the difference between number of rows in a decision table T and number of rows with the most common decision for T. For a nonnegative real number γ, we consider γ-decision rules (partial decision rules) that localize rows in subtables of T with uncertainty at most γ. Presented algorithm constructs a directed acyclic graph Δ γ(T) which nodes are subtables of the decision table T given by systems of equations of the kind "attribute = value". This algorithm finishes the partitioning of a subtable when its uncertainty is at most γ. The graph Δ γ(T) allows us to describe the whole set of so-called irredundant γ-decision rules. We can optimize such set of rules according to length or coverage. This paper contains also results of experiments with decision tables from UCI Machine Learning Repository.

Element Partition Trees For H-Refined Meshes to Optimize Direct Solver Performance. Part I: Dynamic Programming

KAUST Repository

AbouEisha, Hassan M.

2017-07-13

We consider a class of two-and three-dimensional h-refined meshes generated by an adaptive finite element method. We introduce an element partition tree, which controls the execution of the multi-frontal solver algorithm over these refined grids. We propose and study algorithms with polynomial computational cost for the optimization of these element partition trees. The trees provide an ordering for the elimination of unknowns. The algorithms automatically optimize the element partition trees using extensions of dynamic programming. The construction of the trees by the dynamic programming approach is expensive. These generated trees cannot be used in practice, but rather utilized as a learning tool to propose fast heuristic algorithms. In this first part of our paper we focus on the dynamic programming approach, and draw a sketch of the heuristic algorithm. The second part will be devoted to a more detailed analysis of the heuristic algorithm extended for the case of hp-adaptive

Element Partition Trees For H-Refined Meshes to Optimize Direct Solver Performance. Part I: Dynamic Programming

KAUST Repository

AbouEisha, Hassan M.; Calo, Victor Manuel; Jopek, Konrad; Moshkov, Mikhail; Paszyńka, Anna; Paszyński, Maciej; Skotniczny, Marcin

2017-01-01

We consider a class of two-and three-dimensional h-refined meshes generated by an adaptive finite element method. We introduce an element partition tree, which controls the execution of the multi-frontal solver algorithm over these refined grids. We propose and study algorithms with polynomial computational cost for the optimization of these element partition trees. The trees provide an ordering for the elimination of unknowns. The algorithms automatically optimize the element partition trees using extensions of dynamic programming. The construction of the trees by the dynamic programming approach is expensive. These generated trees cannot be used in practice, but rather utilized as a learning tool to propose fast heuristic algorithms. In this first part of our paper we focus on the dynamic programming approach, and draw a sketch of the heuristic algorithm. The second part will be devoted to a more detailed analysis of the heuristic algorithm extended for the case of hp-adaptive

Optimization of control poison management by dynamic programming

International Nuclear Information System (INIS)

Ponzoni Filho, P.

1974-01-01

A dynamic programming approach was used to optimize the poison distribution in the core of a nuclear power plant between reloading. This method was applied to a 500 M We PWR subject to two different fuel management policies. The beginning of a stage is marked by a fuel management decision. The state vector of the system is defined by the burnups in the three fuel zones of the core. The change of the state vector is computed in several time steps. A criticality conserving poison management pattern is chosen at the beginning of each step. The burnups at the end of a step are obtained by means of depletion calculations, assuming constant neutron distribution during the step. The violation of burnup and power peaking constraints during the step eliminates the corresponding end states. In the case of identical end states, all except that which produced the largest amount of energy, are eliminated. Among the several end states one is selected for the subsequent stage, when it is subjected to a fuel management decision. This selection is based on an optimally criterion previously chosen, such as: discharged fuel burnup maximization, energy generation cost minimization, etc. (author)

Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications

Directory of Open Access Journals (Sweden)

Jingtao Shi

2013-01-01

Full Text Available This paper is concerned with the relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems. Under certain differentiability conditions, relations among the adjoint processes, the generalized Hamiltonian function, and the value function are given. A linear quadratic recursive utility portfolio optimization problem in the financial engineering is discussed as an explicitly illustrated example of the main result.

Stochastic integer programming by dynamic programming

NARCIS (Netherlands)

Lageweg, B.J.; Lenstra, J.K.; Rinnooy Kan, A.H.G.; Stougie, L.; Ermoliev, Yu.; Wets, R.J.B.

1988-01-01

Stochastic integer programming is a suitable tool for modeling hierarchical decision situations with combinatorial features. In continuation of our work on the design and analysis of heuristics for such problems, we now try to find optimal solutions. Dynamic programming techniques can be used to

Dynamic programming approach to optimization of approximate decision rules

KAUST Repository

Amin, Talha

2013-02-01

This paper is devoted to the study of an extension of dynamic programming approach which allows sequential optimization of approximate decision rules relative to the length and coverage. We introduce an uncertainty measure R(T) which is the number of unordered pairs of rows with different decisions in the decision table T. For a nonnegative real number β, we consider β-decision rules that localize rows in subtables of T with uncertainty at most β. Our algorithm constructs a directed acyclic graph Δβ(T) which nodes are subtables of the decision table T given by systems of equations of the kind "attribute = value". This algorithm finishes the partitioning of a subtable when its uncertainty is at most β. The graph Δβ(T) allows us to describe the whole set of so-called irredundant β-decision rules. We can describe all irredundant β-decision rules with minimum length, and after that among these rules describe all rules with maximum coverage. We can also change the order of optimization. The consideration of irredundant rules only does not change the results of optimization. This paper contains also results of experiments with decision tables from UCI Machine Learning Repository. © 2012 Elsevier Inc. All rights reserved.

Dynamic Programming Optimization of Multi-rate Multicast Video-Streaming Services

Directory of Open Access Journals (Sweden)

Nestor Michael Caños Tiglao

2010-06-01

Full Text Available In large scale IP Television (IPTV and Mobile TV distributions, the video signal is typically encoded and transmitted using several quality streams, over IP Multicast channels, to several groups of receivers, which are classified in terms of their reception rate. As the number of video streams is usually constrained by both the number of TV channels and the maximum capacity of the content distribution network, it is necessary to find the selection of video stream transmission rates that maximizes the overall user satisfaction. In order to efficiently solve this problem, this paper proposes the Dynamic Programming Multi-rate Optimization (DPMO algorithm. The latter was comparatively evaluated considering several user distributions, featuring different access rate patterns. The experimental results reveal that DPMO is significantly more efficient than exhaustive search, while presenting slightly higher execution times than the non-optimal Multi-rate Step Search (MSS algorithm.

INDDGO: Integrated Network Decomposition & Dynamic programming for Graph Optimization

Energy Technology Data Exchange (ETDEWEB)

Groer, Christopher S [ORNL; Sullivan, Blair D [ORNL; Weerapurage, Dinesh P [ORNL

2012-10-01

It is well-known that dynamic programming algorithms can utilize tree decompositions to provide a way to solve some \\emph{NP}-hard problems on graphs where the complexity is polynomial in the number of nodes and edges in the graph, but exponential in the width of the underlying tree decomposition. However, there has been relatively little computational work done to determine the practical utility of such dynamic programming algorithms. We have developed software to construct tree decompositions using various heuristics and have created a fast, memory-efficient dynamic programming implementation for solving maximum weighted independent set. We describe our software and the algorithms we have implemented, focusing on memory saving techniques for the dynamic programming. We compare the running time and memory usage of our implementation with other techniques for solving maximum weighted independent set, including a commercial integer programming solver and a semi-definite programming solver. Our results indicate that it is possible to solve some instances where the underlying decomposition has width much larger than suggested by the literature. For certain types of problems, our dynamic programming code runs several times faster than these other methods.

Stochastic optimal control in infinite dimension dynamic programming and HJB equations

CERN Document Server

Fabbri, Giorgio; Święch, Andrzej

2017-01-01

Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite ...

Neural-network-observer-based optimal control for unknown nonlinear systems using adaptive dynamic programming

Science.gov (United States)

Liu, Derong; Huang, Yuzhu; Wang, Ding; Wei, Qinglai

2013-09-01

In this paper, an observer-based optimal control scheme is developed for unknown nonlinear systems using adaptive dynamic programming (ADP) algorithm. First, a neural-network (NN) observer is designed to estimate system states. Then, based on the observed states, a neuro-controller is constructed via ADP method to obtain the optimal control. In this design, two NN structures are used: a three-layer NN is used to construct the observer which can be applied to systems with higher degrees of nonlinearity and without a priori knowledge of system dynamics, and a critic NN is employed to approximate the value function. The optimal control law is computed using the critic NN and the observer NN. Uniform ultimate boundedness of the closed-loop system is guaranteed. The actor, critic, and observer structures are all implemented in real-time, continuously and simultaneously. Finally, simulation results are presented to demonstrate the effectiveness of the proposed control scheme.

Joint Chance-Constrained Dynamic Programming

Science.gov (United States)

Ono, Masahiro; Kuwata, Yoshiaki; Balaram, J. Bob

2012-01-01

This paper presents a novel dynamic programming algorithm with a joint chance constraint, which explicitly bounds the risk of failure in order to maintain the state within a specified feasible region. A joint chance constraint cannot be handled by existing constrained dynamic programming approaches since their application is limited to constraints in the same form as the cost function, that is, an expectation over a sum of one-stage costs. We overcome this challenge by reformulating the joint chance constraint into a constraint on an expectation over a sum of indicator functions, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the primal variables can be optimized by a standard dynamic programming, while the dual variable is optimized by a root-finding algorithm that converges exponentially. Error bounds on the primal and dual objective values are rigorously derived. We demonstrate the algorithm on a path planning problem, as well as an optimal control problem for Mars entry, descent and landing. The simulations are conducted using a real terrain data of Mars, with four million discrete states at each time step.

Introduction to stochastic dynamic programming

CERN Document Server

Ross, Sheldon M; Lukacs, E

1983-01-01

Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the

Dynamic optimization deterministic and stochastic models

CERN Document Server

Hinderer, Karl; Stieglitz, Michael

2016-01-01

This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.

Optimization of multi-response dynamic systems integrating multiple ...

African Journals Online (AJOL)

regression and Taguchi's dynamic signal-to-noise ratio concept ..... algorithm for dynamic multi-response optimization based on goal programming approach. .... problem-solving confirmation, if no grave infringement of model suppositions is ...

Optimization and analysis of decision trees and rules: Dynamic programming approach

KAUST Repository

Alkhalid, Abdulaziz

2013-08-01

This paper is devoted to the consideration of software system Dagger created in KAUST. This system is based on extensions of dynamic programming. It allows sequential optimization of decision trees and rules relative to different cost functions, derivation of relationships between two cost functions (in particular, between number of misclassifications and depth of decision trees), and between cost and uncertainty of decision trees. We describe features of Dagger and consider examples of this systems work on decision tables from UCI Machine Learning Repository. We also use Dagger to compare 16 different greedy algorithms for decision tree construction. © 2013 Taylor and Francis Group, LLC.

Optimization and analysis of decision trees and rules: Dynamic programming approach

KAUST Repository

Alkhalid, Abdulaziz; Amin, Talha M.; Chikalov, Igor; Hussain, Shahid; Moshkov, Mikhail; Zielosko, Beata

2013-01-01

This paper is devoted to the consideration of software system Dagger created in KAUST. This system is based on extensions of dynamic programming. It allows sequential optimization of decision trees and rules relative to different cost functions, derivation of relationships between two cost functions (in particular, between number of misclassifications and depth of decision trees), and between cost and uncertainty of decision trees. We describe features of Dagger and consider examples of this systems work on decision tables from UCI Machine Learning Repository. We also use Dagger to compare 16 different greedy algorithms for decision tree construction. © 2013 Taylor and Francis Group, LLC.

Improved decomposition–coordination and discrete differential dynamic programming for optimization of large-scale hydropower system

International Nuclear Information System (INIS)

Li, Chunlong; Zhou, Jianzhong; Ouyang, Shuo; Ding, Xiaoling; Chen, Lu

2014-01-01

Highlights: • Optimization of large-scale hydropower system in the Yangtze River basin. • Improved decomposition–coordination and discrete differential dynamic programming. • Generating initial solution randomly to reduce generation time. • Proposing relative coefficient for more power generation. • Proposing adaptive bias corridor technology to enhance convergence speed. - Abstract: With the construction of major hydro plants, more and more large-scale hydropower systems are taking shape gradually, which brings up a challenge to optimize these systems. Optimization of large-scale hydropower system (OLHS), which is to determine water discharges or water levels of overall hydro plants for maximizing total power generation when subjecting to lots of constrains, is a high dimensional, nonlinear and coupling complex problem. In order to solve the OLHS problem effectively, an improved decomposition–coordination and discrete differential dynamic programming (IDC–DDDP) method is proposed in this paper. A strategy that initial solution is generated randomly is adopted to reduce generation time. Meanwhile, a relative coefficient based on maximum output capacity is proposed for more power generation. Moreover, an adaptive bias corridor technology is proposed to enhance convergence speed. The proposed method is applied to long-term optimal dispatches of large-scale hydropower system (LHS) in the Yangtze River basin. Compared to other methods, IDC–DDDP has competitive performances in not only total power generation but also convergence speed, which provides a new method to solve the OLHS problem

Dual Dynamic Programming - DDP

International Nuclear Information System (INIS)

Velasquez Bermudez, Jesus M

1998-01-01

Objections are presented to the mathematical formulation of the denominated Dual Dynamic programming-PDD that is the theoretical base of several computational model available for the optimal formulation of interconnected hydrothermal systems

Optimization of environmental management strategies through a dynamic stochastic possibilistic multiobjective program.

Science.gov (United States)

Zhang, Xiaodong; Huang, Gordon

2013-02-15

Greenhouse gas (GHG) emissions from municipal solid waste (MSW) management facilities have become a serious environmental issue. In MSW management, not only economic objectives but also environmental objectives should be considered simultaneously. In this study, a dynamic stochastic possibilistic multiobjective programming (DSPMP) model is developed for supporting MSW management and associated GHG emission control. The DSPMP model improves upon the existing waste management optimization methods through incorporation of fuzzy possibilistic programming and chance-constrained programming into a general mixed-integer multiobjective linear programming (MOP) framework where various uncertainties expressed as fuzzy possibility distributions and probability distributions can be effectively reflected. Two conflicting objectives are integrally considered, including minimization of total system cost and minimization of total GHG emissions from waste management facilities. Three planning scenarios are analyzed and compared, representing different preferences of the decision makers for economic development and environmental-impact (i.e. GHG-emission) issues in integrated MSW management. Optimal decision schemes under three scenarios and different p(i) levels (representing the probability that the constraints would be violated) are generated for planning waste flow allocation and facility capacity expansions as well as GHG emission control. The results indicate that economic and environmental tradeoffs can be effectively reflected through the proposed DSPMP model. The generated decision variables can help the decision makers justify and/or adjust their waste management strategies based on their implicit knowledge and preferences. Copyright © 2012 Elsevier B.V. All rights reserved.

Dynamic Programming Algorithm for Generation of Optimal Elimination Trees for Multi-frontal Direct Solver Over H-refined Grids

KAUST Repository

AbouEisha, Hassan M.; Moshkov, Mikhail; Calo, Victor M.; Paszynski, Maciej; Goik, Damian; Jopek, Konrad

2014-01-01

In this paper we present a dynamic programming algorithm for finding optimal elimination trees for computational grids refined towards point or edge singularities. The elimination tree is utilized to guide the multi-frontal direct solver algorithm

Optimizing basin-scale coupled water quantity and water quality management with stochastic dynamic programming

DEFF Research Database (Denmark)

Davidsen, Claus; Liu, Suxia; Mo, Xingguo

2015-01-01

Few studies address water quality in hydro-economic models, which often focus primarily on optimal allocation of water quantities. Water quality and water quantity are closely coupled, and optimal management with focus solely on either quantity or quality may cause large costs in terms of the oth......-er component. In this study, we couple water quality and water quantity in a joint hydro-economic catchment-scale optimization problem. Stochastic dynamic programming (SDP) is used to minimize the basin-wide total costs arising from water allocation, water curtailment and water treatment. The simple water...... quality module can handle conservative pollutants, first order depletion and non-linear reactions. For demonstration purposes, we model pollutant releases as biochemical oxygen demand (BOD) and use the Streeter-Phelps equation for oxygen deficit to compute the resulting min-imum dissolved oxygen...

Optimization by record dynamics

DEFF Research Database (Denmark)

Barettin, Daniele; Sibani, Paolo

2014-01-01

Large dynamical changes in thermalizing glassy systems are triggered by trajectories crossing record sized barriers, a behavior revealing the presence of a hierarchical structure in configuration space. The observation is here turned into a novel local search optimization algorithm dubbed record...... dynamics optimization,or RDO. RDO uses the Metropolis rule to accept or reject candidate solutions depending on the value of a parameter akin to the temperature and minimizes the cost function of the problem at hand through cycles where its ‘temperature’ is raised and subsequently decreased in order......), is applied to the same problem as a benchmark. RDO and PT turn out to produce solutions of similar quality for similar numerical effort, but RDO is simpler to program and additionally yields geometrical information on the system’s configuration space which is of interest in many applications. In particular...

Optimization of decision rules based on dynamic programming approach

KAUST Repository

Zielosko, Beata

2014-01-14

This chapter is devoted to the study of an extension of dynamic programming approach which allows optimization of approximate decision rules relative to the length and coverage. We introduce an uncertainty measure that is the difference between number of rows in a given decision table and the number of rows labeled with the most common decision for this table divided by the number of rows in the decision table. We fix a threshold γ, such that 0 ≤ γ < 1, and study so-called γ-decision rules (approximate decision rules) that localize rows in subtables which uncertainty is at most γ. Presented algorithm constructs a directed acyclic graph Δ γ T which nodes are subtables of the decision table T given by pairs "attribute = value". The algorithm finishes the partitioning of a subtable when its uncertainty is at most γ. The chapter contains also results of experiments with decision tables from UCI Machine Learning Repository. © 2014 Springer International Publishing Switzerland.

Hybrid Differential Dynamic Programming with Stochastic Search

Science.gov (United States)

Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob

2016-01-01

Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

Configuring Airspace Sectors with Approximate Dynamic Programming

Science.gov (United States)

Bloem, Michael; Gupta, Pramod

2010-01-01

In response to changing traffic and staffing conditions, supervisors dynamically configure airspace sectors by assigning them to control positions. A finite horizon airspace sector configuration problem models this supervisor decision. The problem is to select an airspace configuration at each time step while considering a workload cost, a reconfiguration cost, and a constraint on the number of control positions at each time step. Three algorithms for this problem are proposed and evaluated: a myopic heuristic, an exact dynamic programming algorithm, and a rollouts approximate dynamic programming algorithm. On problem instances from current operations with only dozens of possible configurations, an exact dynamic programming solution gives the optimal cost value. The rollouts algorithm achieves costs within 2% of optimal for these instances, on average. For larger problem instances that are representative of future operations and have thousands of possible configurations, excessive computation time prohibits the use of exact dynamic programming. On such problem instances, the rollouts algorithm reduces the cost achieved by the heuristic by more than 15% on average with an acceptable computation time.

Online Adaptive Optimal Control of Vehicle Active Suspension Systems Using Single-Network Approximate Dynamic Programming

Directory of Open Access Journals (Sweden)

Zhi-Jun Fu

2017-01-01

Full Text Available In view of the performance requirements (e.g., ride comfort, road holding, and suspension space limitation for vehicle suspension systems, this paper proposes an adaptive optimal control method for quarter-car active suspension system by using the approximate dynamic programming approach (ADP. Online optimal control law is obtained by using a single adaptive critic NN to approximate the solution of the Hamilton-Jacobi-Bellman (HJB equation. Stability of the closed-loop system is proved by Lyapunov theory. Compared with the classic linear quadratic regulator (LQR approach, the proposed ADP-based adaptive optimal control method demonstrates improved performance in the presence of parametric uncertainties (e.g., sprung mass and unknown road displacement. Numerical simulation results of a sedan suspension system are presented to verify the effectiveness of the proposed control strategy.

A Dynamic Programming Solution for Energy-Optimal Video Playback on Mobile Devices

Directory of Open Access Journals (Sweden)

Minseok Song

2016-01-01

Full Text Available Due to the development of mobile technology and wide availability of smartphones, the Internet of Things (IoT starts to handle high volumes of video data to facilitate multimedia-based services, which requires energy-efficient video playback. In video playback, frames have to be decoded and rendered at high playback rate, increasing the computation cost on the CPU. To save the CPU power, dynamic voltage and frequency scaling (DVFS dynamically adjusts the operating voltage of the processor along with frequency, in which appropriate selection of frequency on power could achieve a balance between performance and power. We present a decoding model that allows buffering frames to let the CPU run at low frequency and then propose an algorithm that determines the CPU frequency needed to decode each frame in a video, with the aim of minimizing power consumption while meeting buffer size and deadline constraints, using a dynamic programming technique. We finally extend this algorithm to optimize CPU frequencies over a short sequence of frames, producing a practical method of reducing the energy required for video decoding. Experimental results show a system-wide reduction in energy of 27%, compared with a processor running at full speed.

Interactive software tool to comprehend the calculation of optimal sequence alignments with dynamic programming.

Science.gov (United States)

Ibarra, Ignacio L; Melo, Francisco

2010-07-01

Dynamic programming (DP) is a general optimization strategy that is successfully used across various disciplines of science. In bioinformatics, it is widely applied in calculating the optimal alignment between pairs of protein or DNA sequences. These alignments form the basis of new, verifiable biological hypothesis. Despite its importance, there are no interactive tools available for training and education on understanding the DP algorithm. Here, we introduce an interactive computer application with a graphical interface, for the purpose of educating students about DP. The program displays the DP scoring matrix and the resulting optimal alignment(s), while allowing the user to modify key parameters such as the values in the similarity matrix, the sequence alignment algorithm version and the gap opening/extension penalties. We hope that this software will be useful to teachers and students of bioinformatics courses, as well as researchers who implement the DP algorithm for diverse applications. The software is freely available at: http:/melolab.org/sat. The software is written in the Java computer language, thus it runs on all major platforms and operating systems including Windows, Mac OS X and LINUX. All inquiries or comments about this software should be directed to Francisco Melo at fmelo@bio.puc.cl.

Optimization of biotechnological systems through geometric programming

Directory of Open Access Journals (Sweden)

Torres Nestor V

2007-09-01

Full Text Available Abstract Background In the past, tasks of model based yield optimization in metabolic engineering were either approached with stoichiometric models or with structured nonlinear models such as S-systems or linear-logarithmic representations. These models stand out among most others, because they allow the optimization task to be converted into a linear program, for which efficient solution methods are widely available. For pathway models not in one of these formats, an Indirect Optimization Method (IOM was developed where the original model is sequentially represented as an S-system model, optimized in this format with linear programming methods, reinterpreted in the initial model form, and further optimized as necessary. Results A new method is proposed for this task. We show here that the model format of a Generalized Mass Action (GMA system may be optimized very efficiently with techniques of geometric programming. We briefly review the basics of GMA systems and of geometric programming, demonstrate how the latter may be applied to the former, and illustrate the combined method with a didactic problem and two examples based on models of real systems. The first is a relatively small yet representative model of the anaerobic fermentation pathway in S. cerevisiae, while the second describes the dynamics of the tryptophan operon in E. coli. Both models have previously been used for benchmarking purposes, thus facilitating comparisons with the proposed new method. In these comparisons, the geometric programming method was found to be equal or better than the earlier methods in terms of successful identification of optima and efficiency. Conclusion GMA systems are of importance, because they contain stoichiometric, mass action and S-systems as special cases, along with many other models. Furthermore, it was previously shown that algebraic equivalence transformations of variables are sufficient to convert virtually any types of dynamical models into

Optimal Control of Complex Systems Based on Improved Dual Heuristic Dynamic Programming Algorithm

Directory of Open Access Journals (Sweden)

Hui Li

2017-01-01

Full Text Available When applied to solving the data modeling and optimal control problems of complex systems, the dual heuristic dynamic programming (DHP technique, which is based on the BP neural network algorithm (BP-DHP, has difficulty in prediction accuracy, slow convergence speed, poor stability, and so forth. In this paper, a dual DHP technique based on Extreme Learning Machine (ELM algorithm (ELM-DHP was proposed. Through constructing three kinds of network structures, the paper gives the detailed realization process of the DHP technique in the ELM. The controller designed upon the ELM-DHP algorithm controlled a molecular distillation system with complex features, such as multivariability, strong coupling, and nonlinearity. Finally, the effectiveness of the algorithm is verified by the simulation that compares DHP and HDP algorithms based on ELM and BP neural network. The algorithm can also be applied to solve the data modeling and optimal control problems of similar complex systems.

A combined stochastic programming and optimal control approach to personal finance and pensions

DEFF Research Database (Denmark)

Konicz, Agnieszka Karolina; Pisinger, David; Rasmussen, Kourosh Marjani

2015-01-01

The paper presents a model that combines a dynamic programming (stochastic optimal control) approach and a multi-stage stochastic linear programming approach (SLP), integrated into one SLP formulation. Stochastic optimal control produces an optimal policy that is easy to understand and implement....

Optimization of Measurements on Dynamically Sensitive Structures Using a Reliability Approach

DEFF Research Database (Denmark)

Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Brincker, Rune

Design of a measuring program devoted to parameter identification of structural dynamic systems described by random fields is considered. The design problem is formulated as an optimization problem to minimize the total expected costs due to failure and costs of a measuring program. Design variab...... variables are the numbers of measuring points, the locations of these points and the required number of sample records. An example with a simply supported plane, vibrating beam is considered and tentative results are presented.......Design of a measuring program devoted to parameter identification of structural dynamic systems described by random fields is considered. The design problem is formulated as an optimization problem to minimize the total expected costs due to failure and costs of a measuring program. Design...

Optimization of Measurements on Dynamically Sensitive Structures Using a Reliability Approach

DEFF Research Database (Denmark)

Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Brincker, Rune

1990-01-01

Design of measuring program devoted to parameter identification of structural dynamic systems described by random fields is considered. The design problem is formulated as an optimization problem to minimize the total expected costs due to failure and costs of masuring program. Design variables a...... are the numbers of measuring points, the locations of these points and the required number of sample records. An example with a simply supported plane, vibrating beam is considered and tentative results are presented.......Design of measuring program devoted to parameter identification of structural dynamic systems described by random fields is considered. The design problem is formulated as an optimization problem to minimize the total expected costs due to failure and costs of masuring program. Design variables...

An Improved Dynamic Programming Decomposition Approach for Network Revenue Management

OpenAIRE

Dan Zhang

2011-01-01

We consider a nonlinear nonseparable functional approximation to the value function of a dynamic programming formulation for the network revenue management (RM) problem with customer choice. We propose a simultaneous dynamic programming approach to solve the resulting problem, which is a nonlinear optimization problem with nonlinear constraints. We show that our approximation leads to a tighter upper bound on optimal expected revenue than some known bounds in the literature. Our approach can ...

Runway Scheduling Using Generalized Dynamic Programming

Science.gov (United States)

Montoya, Justin; Wood, Zachary; Rathinam, Sivakumar

2011-01-01

A generalized dynamic programming method for finding a set of pareto optimal solutions for a runway scheduling problem is introduced. The algorithm generates a set of runway fight sequences that are optimal for both runway throughput and delay. Realistic time-based operational constraints are considered, including miles-in-trail separation, runway crossings, and wake vortex separation. The authors also model divergent runway takeoff operations to allow for reduced wake vortex separation. A modeled Dallas/Fort Worth International airport and three baseline heuristics are used to illustrate preliminary benefits of using the generalized dynamic programming method. Simulated traffic levels ranged from 10 aircraft to 30 aircraft with each test case spanning 15 minutes. The optimal solution shows a 40-70 percent decrease in the expected delay per aircraft over the baseline schedulers. Computational results suggest that the algorithm is promising for real-time application with an average computation time of 4.5 seconds. For even faster computation times, two heuristics are developed. As compared to the optimal, the heuristics are within 5% of the expected delay per aircraft and 1% of the expected number of runway operations per hour ad can be 100x faster.

Dynamic Programming Algorithm for Generation of Optimal Elimination Trees for Multi-frontal Direct Solver Over H-refined Grids

KAUST Repository

AbouEisha, Hassan M.

2014-06-06

In this paper we present a dynamic programming algorithm for finding optimal elimination trees for computational grids refined towards point or edge singularities. The elimination tree is utilized to guide the multi-frontal direct solver algorithm. Thus, the criterion for the optimization of the elimination tree is the computational cost associated with the multi-frontal solver algorithm executed over such tree. We illustrate the paper with several examples of optimal trees found for grids with point, isotropic edge and anisotropic edge mixed with point singularity. We show the comparison of the execution time of the multi-frontal solver algorithm with results of MUMPS solver with METIS library, implementing the nested dissection algorithm.

Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems.

Science.gov (United States)

Wei, Qinglai; Liu, Derong; Lin, Hanquan

2016-03-01

In this paper, a value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon undiscounted optimal control problems for discrete-time nonlinear systems. The present value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize the algorithm. A novel convergence analysis is developed to guarantee that the iterative value function converges to the optimal performance index function. Initialized by different initial functions, it is proven that the iterative value function will be monotonically nonincreasing, monotonically nondecreasing, or nonmonotonic and will converge to the optimum. In this paper, for the first time, the admissibility properties of the iterative control laws are developed for value iteration algorithms. It is emphasized that new termination criteria are established to guarantee the effectiveness of the iterative control laws. Neural networks are used to approximate the iterative value function and compute the iterative control law, respectively, for facilitating the implementation of the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.

Mathematical programming methods for large-scale topology optimization problems

DEFF Research Database (Denmark)

Rojas Labanda, Susana

for mechanical problems, but has rapidly extended to many other disciplines, such as fluid dynamics and biomechanical problems. However, the novelty and improvements of optimization methods has been very limited. It is, indeed, necessary to develop of new optimization methods to improve the final designs......, and at the same time, reduce the number of function evaluations. Nonlinear optimization methods, such as sequential quadratic programming and interior point solvers, have almost not been embraced by the topology optimization community. Thus, this work is focused on the introduction of this kind of second...... for the classical minimum compliance problem. Two of the state-of-the-art optimization algorithms are investigated and implemented for this structural topology optimization problem. A Sequential Quadratic Programming (TopSQP) and an interior point method (TopIP) are developed exploiting the specific mathematical...

A model based on stochastic dynamic programming for determining China's optimal strategic petroleum reserve policy

International Nuclear Information System (INIS)

Zhang Xiaobing; Fan Ying; Wei Yiming

2009-01-01

China's Strategic Petroleum Reserve (SPR) is currently being prepared. But how large the optimal stockpile size for China should be, what the best acquisition strategies are, how to release the reserve if a disruption occurs, and other related issues still need to be studied in detail. In this paper, we develop a stochastic dynamic programming model based on a total potential cost function of establishing SPRs to evaluate the optimal SPR policy for China. Using this model, empirical results are presented for the optimal size of China's SPR and the best acquisition and drawdown strategies for a few specific cases. The results show that with comprehensive consideration, the optimal SPR size for China is around 320 million barrels. This size is equivalent to about 90 days of net oil import amount in 2006 and should be reached in the year 2017, three years earlier than the national goal, which implies that the need for China to fill the SPR is probably more pressing; the best stockpile release action in a disruption is related to the disruption levels and expected continuation probabilities. The information provided by the results will be useful for decision makers.

Dynamic Power Management for Portable Hybrid Power-Supply Systems Utilizing Approximate Dynamic Programming

Directory of Open Access Journals (Sweden)

Jooyoung Park

2015-05-01

Full Text Available Recently, the optimization of power flows in portable hybrid power-supply systems (HPSSs has become an important issue with the advent of a variety of mobile systems and hybrid energy technologies. In this paper, a control strategy is considered for dynamically managing power flows in portable HPSSs employing batteries and supercapacitors. Our dynamic power management strategy utilizes the concept of approximate dynamic programming (ADP. ADP methods are important tools in the fields of stochastic control and machine learning, and the utilization of these tools for practical engineering problems is now an active and promising research field. We propose an ADP-based procedure based on optimization under constraints including the iterated Bellman inequalities, which can be solved by convex optimization carried out offline, to find the optimal power management rules for portable HPSSs. The effectiveness of the proposed procedure is tested through dynamic simulations for smartphone workload scenarios, and simulation results show that the proposed strategy can successfully cope with uncertain workload demands.

Optimization of Dynamic Aperture of PEP-X Baseline Design

Energy Technology Data Exchange (ETDEWEB)

Wang, Min-Huey; /SLAC; Cai, Yunhai; /SLAC; Nosochkov, Yuri; /SLAC

2010-08-23

SLAC is developing a long-range plan to transfer the evolving scientific programs at SSRL from the SPEAR3 light source to a much higher performing photon source. Storage ring design is one of the possibilities that would be housed in the 2.2-km PEP-II tunnel. The design goal of PEPX storage ring is to approach an optimal light source design with horizontal emittance less than 100 pm and vertical emittance of 8 pm to reach the diffraction limit of 1-{angstrom} x-ray. The low emittance design requires a lattice with strong focusing leading to high natural chromaticity and therefore to strong sextupoles. The latter caused reduction of dynamic aperture. The dynamic aperture requirement for horizontal injection at injection point is about 10 mm. In order to achieve the desired dynamic aperture the transverse non-linearity of PEP-X is studied. The program LEGO is used to simulate the particle motion. The technique of frequency map is used to analyze the nonlinear behavior. The effect of the non-linearity is tried to minimize at the given constrains of limited space. The details and results of dynamic aperture optimization are discussed in this paper.

Optimization of Dynamic Aperture of PEP-X Baseline Design

International Nuclear Information System (INIS)

Wang, Min-Huey

2010-01-01

SLAC is developing a long-range plan to transfer the evolving scientific programs at SSRL from the SPEAR3 light source to a much higher performing photon source. Storage ring design is one of the possibilities that would be housed in the 2.2-km PEP-II tunnel. The design goal of PEPX storage ring is to approach an optimal light source design with horizontal emittance less than 100 pm and vertical emittance of 8 pm to reach the diffraction limit of 1-(angstrom) x-ray. The low emittance design requires a lattice with strong focusing leading to high natural chromaticity and therefore to strong sextupoles. The latter caused reduction of dynamic aperture. The dynamic aperture requirement for horizontal injection at injection point is about 10 mm. In order to achieve the desired dynamic aperture the transverse non-linearity of PEP-X is studied. The program LEGO is used to simulate the particle motion. The technique of frequency map is used to analyze the nonlinear behavior. The effect of the non-linearity is tried to minimize at the given constrains of limited space. The details and results of dynamic aperture optimization are discussed in this paper.

Convergence of Sample Path Optimal Policies for Stochastic Dynamic Programming

National Research Council Canada - National Science Library

Fu, Michael C; Jin, Xing

2005-01-01

.... These results have practical implications for Monte Carlo simulation-based solution approaches to stochastic dynamic programming problems where it is impractical to extract the explicit transition...

A dynamic regrouping based sequential dynamic programming algorithm for unit commitment of combined heat and power systems

DEFF Research Database (Denmark)

Rong, Aiying; Hakonen, Henri; Lahdelma, Risto

2009-01-01

efficiency of the plants. We introduce in this paper the DRDP-RSC algorithm, which is a dynamic regrouping based dynamic programming (DP) algorithm based on linear relaxation of the ON/OFF states of the units, sequential commitment of units in small groups. Relaxed states of the plants are used to reduce...... the dimension of the UC problem and dynamic regrouping is used to improve the solution quality. Numerical results based on real-life data sets show that this algorithm is efficient and optimal or near-optimal solutions with very small optimality gap are obtained....

Stochastic quasi-gradient based optimization algorithms for dynamic reliability applications

International Nuclear Information System (INIS)

Bourgeois, F.; Labeau, P.E.

2001-01-01

On one hand, PSA results are increasingly used in decision making, system management and optimization of system design. On the other hand, when severe accidental transients are considered, dynamic reliability appears appropriate to account for the complex interaction between the transitions between hardware configurations, the operator behavior and the dynamic evolution of the system. This paper presents an exploratory work in which the estimation of the system unreliability in a dynamic context is coupled with an optimization algorithm to determine the 'best' safety policy. Because some reliability parameters are likely to be distributed, the cost function to be minimized turns out to be a random variable. Stochastic programming techniques are therefore envisioned to determine an optimal strategy. Monte Carlo simulation is used at all stages of the computations, from the estimation of the system unreliability to that of the stochastic quasi-gradient. The optimization algorithm is illustrated on a HNO 3 supply system

Nonlinear Dynamic Analysis and Optimization of Closed-Form Planetary Gear System

Directory of Open Access Journals (Sweden)

Qilin Huang

2013-01-01

Full Text Available A nonlinear purely rotational dynamic model of a multistage closed-form planetary gear set formed by two simple planetary stages is proposed in this study. The model includes time-varying mesh stiffness, excitation fluctuation and gear backlash nonlinearities. The nonlinear differential equations of motion are solved numerically using variable step-size Runge-Kutta. In order to obtain function expression of optimization objective, the nonlinear differential equations of motion are solved analytically using harmonic balance method (HBM. Based on the analytical solution of dynamic equations, the optimization mathematical model which aims at minimizing the vibration displacement of the low-speed carrier and the total mass of the gear transmission system is established. The optimization toolbox in MATLAB program is adopted to obtain the optimal solution. A case is studied to demonstrate the effectiveness of the dynamic model and the optimization method. The results show that the dynamic properties of the closed-form planetary gear transmission system have been improved and the total mass of the gear set has been decreased significantly.

A Dynamic Programming Model for Optimizing Frequency of Time-Lapse Seismic Monitoring in Geological CO2 Storage

Science.gov (United States)

Bhattacharjya, D.; Mukerji, T.; Mascarenhas, O.; Weyant, J.

2005-12-01

Designing a cost-effective and reliable monitoring program is crucial to the success of any geological CO2 storage project. Effective design entails determining both, the optimal measurement modality, as well as the frequency of monitoring the site. Time-lapse seismic provides the best spatial coverage and resolution for reservoir monitoring. Initial results from Sleipner (Norway) have demonstrated effective monitoring of CO2 plume movement. However, time-lapse seismic is an expensive monitoring technique especially over the long term life of a storage project and should be used judiciously. We present a mathematical model based on dynamic programming that can be used to estimate site-specific optimal frequency of time-lapse surveys. The dynamics of the CO2 sequestration process are simplified and modeled as a four state Markov process with transition probabilities. The states are M: injected CO2 safely migrating within the target zone; L: leakage from the target zone to the adjacent geosphere; R: safe migration after recovery from leakage state; and S: seepage from geosphere to the biosphere. The states are observed only when a monitoring survey is performed. We assume that the system may go to state S only from state L. We also assume that once observed to be in state L, remedial measures are always taken to bring it back to state R. Remediation benefits are captured by calculating the expected penalty if CO2 seeped into the biosphere. There is a trade-off between the conflicting objectives of minimum discounted costs of performing the next time-lapse survey and minimum risk of seepage and its associated costly consequences. A survey performed earlier would spot the leakage earlier. Remediation methods would have been utilized earlier, resulting in savings in costs attributed to excessive seepage. On the other hand, there are also costs for the survey and remedial measures. The problem is solved numerically using Bellman's optimality principal of dynamic

Dynamic Optimization of UV Flash Processes

DEFF Research Database (Denmark)

Ritschel, Tobias Kasper Skovborg; Capolei, Andrea; Jørgensen, John Bagterp

2017-01-01

UV ash processes, also referred to as isoenergetic-isochoric ash processes, occur for dynamic simulation and optimization of vapor-liquid equilibrium processes. Dynamic optimization and nonlinear model predictive control of distillation columns, certain two-phase ow problems, as well as oil reser...... that the optimization solver, the compiler, and high-performance linear algebra software are all important for e_cient dynamic optimization of UV ash processes....

Fast engineering optimization: A novel highly effective control parameterization approach for industrial dynamic processes.

Science.gov (United States)

Liu, Ping; Li, Guodong; Liu, Xinggao

2015-09-01

Control vector parameterization (CVP) is an important approach of the engineering optimization for the industrial dynamic processes. However, its major defect, the low optimization efficiency caused by calculating the relevant differential equations in the generated nonlinear programming (NLP) problem repeatedly, limits its wide application in the engineering optimization for the industrial dynamic processes. A novel highly effective control parameterization approach, fast-CVP, is first proposed to improve the optimization efficiency for industrial dynamic processes, where the costate gradient formulae is employed and a fast approximate scheme is presented to solve the differential equations in dynamic process simulation. Three well-known engineering optimization benchmark problems of the industrial dynamic processes are demonstrated as illustration. The research results show that the proposed fast approach achieves a fine performance that at least 90% of the computation time can be saved in contrast to the traditional CVP method, which reveals the effectiveness of the proposed fast engineering optimization approach for the industrial dynamic processes. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

The application of dynamic programming in production planning

Science.gov (United States)

Wu, Run

2017-05-01

Nowadays, with the popularity of the computers, various industries and fields are widely applying computer information technology, which brings about huge demand for a variety of application software. In order to develop software meeting various needs with most economical cost and best quality, programmers must design efficient algorithms. A superior algorithm can not only soul up one thing, but also maximize the benefits and generate the smallest overhead. As one of the common algorithms, dynamic programming algorithms are used to solving problems with some sort of optimal properties. When solving problems with a large amount of sub-problems that needs repetitive calculations, the ordinary sub-recursive method requires to consume exponential time, and dynamic programming algorithm can reduce the time complexity of the algorithm to the polynomial level, according to which we can conclude that dynamic programming algorithm is a very efficient compared to other algorithms reducing the computational complexity and enriching the computational results. In this paper, we expound the concept, basic elements, properties, core, solving steps and difficulties of the dynamic programming algorithm besides, establish the dynamic programming model of the production planning problem.

An Approximate Dynamic Programming Mode for Optimal MEDEVAC Dispatching

Science.gov (United States)

2015-03-26

over the myopic policy. This indicates the ADP policy is efficiently managing resources by 28 not immediately sending the nearest available MEDEVAC...DISPATCHING THESIS Presented to the Faculty Department of Operational Sciences Graduate School of Engineering and Management Air Force Institute of Technology...medical evacuation (MEDEVAC) dispatch policies. To solve the MDP, we apply an ap- proximate dynamic programming (ADP) technique. The problem of deciding

Integer 1/0 Knapsack Problem Dynamic Programming Approach in Building Maintenance Optimization

Directory of Open Access Journals (Sweden)

Viska Dewi Fawzy

2017-12-01

Full Text Available The most common problem in urban areas is the high public demand and the limited provision of housing. In meeting the needs of affordable housing for low income communities, the Government of Indonesia implements Rusunawa Project. Object of this research is Pandanarang Rusunawa. Rusunawa Pandanarang is one of the vertical housing in Cilacap that is facing deterioration issue and needs good maintenance management. This study aims at insetting priority and optimizing maintenance plan due to limited funds (limited budget and the amount of damage that must be repaired.This study uses one of the optimization methods of Dynamic Programing on the application of Integer 1/0 Knapsack Problem, to determine an schedule the maintenance activities. The Criteria that are used such as: the level of building components damage and the level of occupants participation. In the first criterion, the benefit (p is the percentage of damage that is fixed with the cost (w. While on the second criterion, the benefit (p is the percentage of occupant participation rate on the maintenance activities with the cost (w. For the budget of Rp 125.000.000, 00, it was obtained from the simulation that the value of the optimum solution on the first criterion at the 7th stage of 71.88% with total cost Rp 106.000.000, 00. At the second criterion, the value of the optimum solution at the 7th stage of 89.29% with total cost Rp 124.000.000, 00.

Approximate dynamic programming solving the curses of dimensionality

CERN Document Server

Powell, Warren B

2007-01-01

Warren B. Powell, PhD, is Professor of Operations Research and Financial Engineering at Princeton University, where he is founder and Director of CASTLE Laboratory, a research unit that works with industrial partners to test new ideas found in operations research. The recipient of the 2004 INFORMS Fellow Award, Dr. Powell has authored over 100 refereed publications on stochastic optimization, approximate dynamic programming, and dynamic resource management.

Optimization of approximate decision rules relative to number of misclassifications: Comparison of greedy and dynamic programming approaches

KAUST Repository

Amin, Talha

2013-01-01

In the paper, we present a comparison of dynamic programming and greedy approaches for construction and optimization of approximate decision rules relative to the number of misclassifications. We use an uncertainty measure that is a difference between the number of rows in a decision table T and the number of rows with the most common decision for T. For a nonnegative real number γ, we consider γ-decision rules that localize rows in subtables of T with uncertainty at most γ. Experimental results with decision tables from the UCI Machine Learning Repository are also presented. © 2013 Springer-Verlag.

Constrained Dynamic Optimality and Binomial Terminal Wealth

DEFF Research Database (Denmark)

Pedersen, J. L.; Peskir, G.

2018-01-01

with interest rate $r \\in {R}$). Letting $P_{t,x}$ denote a probability measure under which $X^u$ takes value $x$ at time $t,$ we study the dynamic version of the nonlinear optimal control problem $\\inf_u\\, Var{t,X_t^u}(X_T^u)$ where the infimum is taken over admissible controls $u$ subject to $X_t^u \\ge e...... a martingale method combined with Lagrange multipliers, we derive the dynamically optimal control $u_*^d$ in closed form and prove that the dynamically optimal terminal wealth $X_T^d$ can only take two values $g$ and $\\beta$. This binomial nature of the dynamically optimal strategy stands in sharp contrast...... with other known portfolio selection strategies encountered in the literature. A direct comparison shows that the dynamically optimal (time-consistent) strategy outperforms the statically optimal (time-inconsistent) strategy in the problem....

Stochastic control theory dynamic programming principle

CERN Document Server

Nisio, Makiko

2015-01-01

This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the Hamilton–Jacobi–Bellman (HJB) equation, and we characterize the value function via the nonlinear semigroup, besides the viscosity solution theory. When we control not only the dynamics of a system but also the terminal time of its evolution, control-stopping problems arise. This problem is treated in the same frameworks, via the nonlinear semigroup. Its results are applicable to the American option price problem. Zero-sum two-player time-homogeneous stochastic differential games and viscosity solutions of the Isaacs equations arising from such games are studied via a nonlinear semigroup related to DPP (the min-ma...

A short note on dynamic programming in a band.

Science.gov (United States)

Gibrat, Jean-François

2018-06-15

Third generation sequencing technologies generate long reads that exhibit high error rates, in particular for insertions and deletions which are usually the most difficult errors to cope with. The only exact algorithm capable of aligning sequences with insertions and deletions is a dynamic programming algorithm. In this note, for the sake of efficiency, we consider dynamic programming in a band. We show how to choose the band width in function of the long reads' error rates, thus obtaining an [Formula: see text] algorithm in space and time. We also propose a procedure to decide whether this algorithm, when applied to semi-global alignments, provides the optimal score. We suggest that dynamic programming in a band is well suited to the problem of aligning long reads between themselves and can be used as a core component of methods for obtaining a consensus sequence from the long reads alone. The function implementing the dynamic programming algorithm in a band is available, as a standalone program, at: https://forgemia.inra.fr/jean-francois.gibrat/BAND_DYN_PROG.git.

Distributed cooperative H∞ optimal tracking control of MIMO nonlinear multi-agent systems in strict-feedback form via adaptive dynamic programming

Science.gov (United States)

Luy, N. T.

2018-04-01

The design of distributed cooperative H∞ optimal controllers for multi-agent systems is a major challenge when the agents' models are uncertain multi-input and multi-output nonlinear systems in strict-feedback form in the presence of external disturbances. In this paper, first, the distributed cooperative H∞ optimal tracking problem is transformed into controlling the cooperative tracking error dynamics in affine form. Second, control schemes and online algorithms are proposed via adaptive dynamic programming (ADP) and the theory of zero-sum differential graphical games. The schemes use only one neural network (NN) for each agent instead of three from ADP to reduce computational complexity as well as avoid choosing initial NN weights for stabilising controllers. It is shown that despite not using knowledge of cooperative internal dynamics, the proposed algorithms not only approximate values to Nash equilibrium but also guarantee all signals, such as the NN weight approximation errors and the cooperative tracking errors in the closed-loop system, to be uniformly ultimately bounded. Finally, the effectiveness of the proposed method is shown by simulation results of an application to wheeled mobile multi-robot systems.

Dynamical System Approaches to Combinatorial Optimization

DEFF Research Database (Denmark)

Starke, Jens

2013-01-01

of large times as an asymptotically stable point of the dynamics. The obtained solutions are often not globally optimal but good approximations of it. Dynamical system and neural network approaches are appropriate methods for distributed and parallel processing. Because of the parallelization......Several dynamical system approaches to combinatorial optimization problems are described and compared. These include dynamical systems derived from penalty methods; the approach of Hopfield and Tank; self-organizing maps, that is, Kohonen networks; coupled selection equations; and hybrid methods...... thereof can be used as models for many industrial problems like manufacturing planning and optimization of flexible manufacturing systems. This is illustrated for an example in distributed robotic systems....

Fast and Cache-Oblivious Dynamic Programming with Local Dependencies

DEFF Research Database (Denmark)

Bille, Philip; Stöckel, Morten

2012-01-01

are widely used in bioinformatics to compare DNA and protein sequences. These problems can all be solved using essentially the same dynamic programming scheme over a two-dimensional matrix, where each entry depends locally on at most 3 neighboring entries. We present a simple, fast, and cache......-oblivious algorithm for this type of local dynamic programming suitable for comparing large-scale strings. Our algorithm outperforms the previous state-of-the-art solutions. Surprisingly, our new simple algorithm is competitive with a complicated, optimized, and tuned implementation of the best cache-aware algorithm...

DEGAS: Dynamic Exascale Global Address Space Programming Environments

Energy Technology Data Exchange (ETDEWEB)

Demmel, James [Univ. of California, Berkeley, CA (United States)

2018-02-23

The Dynamic, Exascale Global Address Space programming environment (DEGAS) project will develop the next generation of programming models and runtime systems to meet the challenges of Exascale computing. The Berkeley part of the project concentrated on communication-optimal code generation to optimize speed and energy efficiency by reducing data movement. Our work developed communication lower bounds, and/or communication avoiding algorithms (that either meet the lower bound, or do much less communication than their conventional counterparts) for a variety of algorithms, including linear algebra, machine learning and genomics. The Berkeley part of the project concentrated on communication-optimal code generation to optimize speed and energy efficiency by reducing data movement. Our work developed communication lower bounds, and/or communication avoiding algorithms (that either meet the lower bound, or do much less communication than their conventional counterparts) for a variety of algorithms, including linear algebra, machine learning and genomics.

Adaptive Dynamic Programming for Control Algorithms and Stability

CERN Document Server

Zhang, Huaguang; Luo, Yanhong; Wang, Ding

2013-01-01

There are many methods of stable controller design for nonlinear systems. In seeking to go beyond the minimum requirement of stability, Adaptive Dynamic Programming for Control approaches the challenging topic of optimal control for nonlinear systems using the tools of  adaptive dynamic programming (ADP). The range of systems treated is extensive; affine, switched, singularly perturbed and time-delay nonlinear systems are discussed as are the uses of neural networks and techniques of value and policy iteration. The text features three main aspects of ADP in which the methods proposed for stabilization and for tracking and games benefit from the incorporation of optimal control methods: • infinite-horizon control for which the difficulty of solving partial differential Hamilton–Jacobi–Bellman equations directly is overcome, and  proof provided that the iterative value function updating sequence converges to the infimum of all the value functions obtained by admissible control law sequences; • finite-...

An algorithm for the solution of dynamic linear programs

Science.gov (United States)

Psiaki, Mark L.

1989-01-01

The algorithm's objective is to efficiently solve Dynamic Linear Programs (DLP) by taking advantage of their special staircase structure. This algorithm constitutes a stepping stone to an improved algorithm for solving Dynamic Quadratic Programs, which, in turn, would make the nonlinear programming method of Successive Quadratic Programs more practical for solving trajectory optimization problems. The ultimate goal is to being trajectory optimization solution speeds into the realm of real-time control. The algorithm exploits the staircase nature of the large constraint matrix of the equality-constrained DLPs encountered when solving inequality-constrained DLPs by an active set approach. A numerically-stable, staircase QL factorization of the staircase constraint matrix is carried out starting from its last rows and columns. The resulting recursion is like the time-varying Riccati equation from multi-stage LQR theory. The resulting factorization increases the efficiency of all of the typical LP solution operations over that of a dense matrix LP code. At the same time numerical stability is ensured. The algorithm also takes advantage of dynamic programming ideas about the cost-to-go by relaxing active pseudo constraints in a backwards sweeping process. This further decreases the cost per update of the LP rank-1 updating procedure, although it may result in more changes of the active set that if pseudo constraints were relaxed in a non-stagewise fashion. The usual stability of closed-loop Linear/Quadratic optimally-controlled systems, if it carries over to strictly linear cost functions, implies that the saving due to reduced factor update effort may outweigh the cost of an increased number of updates. An aerospace example is presented in which a ground-to-ground rocket's distance is maximized. This example demonstrates the applicability of this class of algorithms to aerospace guidance. It also sheds light on the efficacy of the proposed pseudo constraint relaxation

A novel comprehensive learning artificial bee colony optimizer for dynamic optimization biological problems.

Science.gov (United States)

Su, Weixing; Chen, Hanning; Liu, Fang; Lin, Na; Jing, Shikai; Liang, Xiaodan; Liu, Wei

2017-03-01

There are many dynamic optimization problems in the real world, whose convergence and searching ability is cautiously desired, obviously different from static optimization cases. This requires an optimization algorithm adaptively seek the changing optima over dynamic environments, instead of only finding the global optimal solution in the static environment. This paper proposes a novel comprehensive learning artificial bee colony optimizer (CLABC) for optimization in dynamic environments problems, which employs a pool of optimal foraging strategies to balance the exploration and exploitation tradeoff. The main motive of CLABC is to enrich artificial bee foraging behaviors in the ABC model by combining Powell's pattern search method, life-cycle, and crossover-based social learning strategy. The proposed CLABC is a more bee-colony-realistic model that the bee can reproduce and die dynamically throughout the foraging process and population size varies as the algorithm runs. The experiments for evaluating CLABC are conducted on the dynamic moving peak benchmarks. Furthermore, the proposed algorithm is applied to a real-world application of dynamic RFID network optimization. Statistical analysis of all these cases highlights the significant performance improvement due to the beneficial combination and demonstrates the performance superiority of the proposed algorithm.

Aerodynamic shape optimization for alleviating dynamic stall characteristics of helicopter rotor airfoil

Directory of Open Access Journals (Sweden)

Wang Qing

2015-04-01

Full Text Available In order to alleviate the dynamic stall effects in helicopter rotor, the sequential quadratic programming (SQP method is employed to optimize the characteristics of airfoil under dynamic stall conditions based on the SC1095 airfoil. The geometry of airfoil is parameterized by the class-shape-transformation (CST method, and the C-topology body-fitted mesh is then automatically generated around the airfoil by solving the Poisson equations. Based on the grid generation technology, the unsteady Reynolds-averaged Navier-Stokes (RANS equations are chosen as the governing equations for predicting airfoil flow field and the highly-efficient implicit scheme of lower–upper symmetric Gauss–Seidel (LU-SGS is adopted for temporal discretization. To capture the dynamic stall phenomenon of the rotor more accurately, the Spalart–Allmaras turbulence model is employed to close the RANS equations. The optimized airfoil with a larger leading edge radius and camber is obtained. The leading edge vortex and trailing edge separation of the optimized airfoil under unsteady conditions are obviously weakened, and the dynamic stall characteristics of optimized airfoil at different Mach numbers, reduced frequencies and angles of attack are also obviously improved compared with the baseline SC1095 airfoil. It is demonstrated that the optimized method is effective and the optimized airfoil is suitable as the helicopter rotor airfoil.

A novel comprehensive learning artificial bee colony optimizer for dynamic optimization biological problems

Directory of Open Access Journals (Sweden)

Weixing Su

2017-03-01

Full Text Available There are many dynamic optimization problems in the real world, whose convergence and searching ability is cautiously desired, obviously different from static optimization cases. This requires an optimization algorithm adaptively seek the changing optima over dynamic environments, instead of only finding the global optimal solution in the static environment. This paper proposes a novel comprehensive learning artificial bee colony optimizer (CLABC for optimization in dynamic environments problems, which employs a pool of optimal foraging strategies to balance the exploration and exploitation tradeoff. The main motive of CLABC is to enrich artificial bee foraging behaviors in the ABC model by combining Powell’s pattern search method, life-cycle, and crossover-based social learning strategy. The proposed CLABC is a more bee-colony-realistic model that the bee can reproduce and die dynamically throughout the foraging process and population size varies as the algorithm runs. The experiments for evaluating CLABC are conducted on the dynamic moving peak benchmarks. Furthermore, the proposed algorithm is applied to a real-world application of dynamic RFID network optimization. Statistical analysis of all these cases highlights the significant performance improvement due to the beneficial combination and demonstrates the performance superiority of the proposed algorithm.

A Hybrid Dynamic Programming for Solving Fixed Cost Transportation with Discounted Mechanism

Directory of Open Access Journals (Sweden)

Farhad Ghassemi Tari

2016-01-01

Full Text Available The problem of allocating different types of vehicles for transporting a set of products from a manufacturer to its depots/cross docks, in an existing transportation network, to minimize the total transportation costs, is considered. The distribution network involves a heterogeneous fleet of vehicles, with a variable transportation cost and a fixed cost in which a discount mechanism is applied on the fixed part of the transportation costs. It is assumed that the number of available vehicles is limited for some types. A mathematical programming model in the form of the discrete nonlinear optimization model is proposed. A hybrid dynamic programming algorithm is developed for finding the optimal solution. To increase the computational efficiency of the solution algorithm, several concepts and routines, such as the imbedded state routine, surrogate constraint concept, and bounding schemes, are incorporated in the dynamic programming algorithm. A real world case problem is selected and solved by the proposed solution algorithm, and the optimal solution is obtained.

Optimization of fuel management and control poison of a nuclear power reactor by dynamic programming

International Nuclear Information System (INIS)

Lima, C.A.R. de.

1977-01-01

The distribution of fuel and control poison in a nuclear reactor was optimized by the method of Dynamic Programming. A 620 M We Pressurized Water Reactor similar to Angra-1 was studied. The reactor operation was simulated in a IBM-1130 computer. Two fuel shuffling schemes and three poison management schemes were simultaneously employed in the reactor divided into three regions of equal volume and two consecutive stages were studied in order to determine the influence of poison management on the optimum fuel management policy. When uniform poisoning on all the three regions was permitted the traditional out-in fuel management policy proved to be more economic. On introducing simultaneous poison management, the optimum fuel management sequence was found to be different. The results obtained indicate a stronger interaction between the fuel management and the poison management than anticipated in previous works. (author)

New numerical methods for open-loop and feedback solutions to dynamic optimization problems

Science.gov (United States)

Ghosh, Pradipto

The topic of the first part of this research is trajectory optimization of dynamical systems via computational swarm intelligence. Particle swarm optimization is a nature-inspired heuristic search method that relies on a group of potential solutions to explore the fitness landscape. Conceptually, each particle in the swarm uses its own memory as well as the knowledge accumulated by the entire swarm to iteratively converge on an optimal or near-optimal solution. It is relatively straightforward to implement and unlike gradient-based solvers, does not require an initial guess or continuity in the problem definition. Although particle swarm optimization has been successfully employed in solving static optimization problems, its application in dynamic optimization, as posed in optimal control theory, is still relatively new. In the first half of this thesis particle swarm optimization is used to generate near-optimal solutions to several nontrivial trajectory optimization problems including thrust programming for minimum fuel, multi-burn spacecraft orbit transfer, and computing minimum-time rest-to-rest trajectories for a robotic manipulator. A distinct feature of the particle swarm optimization implementation in this work is the runtime selection of the optimal solution structure. Optimal trajectories are generated by solving instances of constrained nonlinear mixed-integer programming problems with the swarming technique. For each solved optimal programming problem, the particle swarm optimization result is compared with a nearly exact solution found via a direct method using nonlinear programming. Numerical experiments indicate that swarm search can locate solutions to very great accuracy. The second half of this research develops a new extremal-field approach for synthesizing nearly optimal feedback controllers for optimal control and two-player pursuit-evasion games described by general nonlinear differential equations. A notable revelation from this development

On Revenue-Optimal Dynamic Auctions for Bidders with Interdependent Values

Science.gov (United States)

Constantin, Florin; Parkes, David C.

In a dynamic market, being able to update one's value based on information available to other bidders currently in the market can be critical to having profitable transactions. This is nicely captured by the model of interdependent values (IDV): a bidder's value can explicitly depend on the private information of other bidders. In this paper we present preliminary results about the revenue properties of dynamic auctions for IDV bidders. We adopt a computational approach to design single-item revenue-optimal dynamic auctions with known arrivals and departures but (private) signals that arrive online. In leveraging a characterization of truthful auctions, we present a mixed-integer programming formulation of the design problem. Although a discretization is imposed on bidder signals the solution is a mechanism applicable to continuous signals. The formulation size grows exponentially in the dependence of bidders' values on other bidders' signals. We highlight general properties of revenue-optimal dynamic auctions in a simple parametrized example and study the sensitivity of prices and revenue to model parameters.

Dynamic optimization and differential games

CERN Document Server

Friesz, Terry L

2010-01-01

Dynamic Optimization and Differential Games has been written to address the increasing number of Operations Research and Management Science problems that involve the explicit consideration of time and of gaming among multiple agents. With end-of-chapter exercises throughout, it is a book that can be used both as a reference and as a textbook. It will be useful as a guide to engineers, operations researchers, applied mathematicians and social scientists whose work involves both the theoretical and computational aspects of dynamic optimization and differential games. Included throughout the text are detailed explanations of several original dynamic and game-theoretic mathematical models which are of particular relevance in today's technologically-driven-global economy: revenue management, oligopoly pricing, production planning, supply chain management, dynamic traffic assignment and dynamic congestion pricing. The book emphasizes deterministic theory, computational tools and applications associated with the stu...

A note on dynamic programming in accounts receivable management

NARCIS (Netherlands)

Dirickx, Y.M.I.; Kistner, K.-P.

1982-01-01

The paper considers a dynamic programming formulation of the accounts receivable problem for single outstanding amounts. An optimal collection policy can be computed efficiently by invoking a “planning horizon” result that determines a time period beyond which the decision process cannot extend. The

A New Method Based on Simulation-Optimization Approach to Find Optimal Solution in Dynamic Job-shop Scheduling Problem with Breakdown and Rework

Directory of Open Access Journals (Sweden)

Farzad Amirkhani

2017-03-01

The proposed method is implemented on classical job-shop problems with objective of makespan and results are compared with mixed integer programming model. Moreover, the appropriate dispatching priorities are achieved for dynamic job-shop problem minimizing a multi-objective criteria. The results show that simulation-based optimization are highly capable to capture the main characteristics of the shop and produce optimal/near-optimal solutions with highly credibility degree.

Design optimization applied in structural dynamics

NARCIS (Netherlands)

Akcay-Perdahcioglu, Didem; de Boer, Andries; van der Hoogt, Peter; Tiskarna, T

2007-01-01

This paper introduces the design optimization strategies, especially for structures which have dynamic constraints. Design optimization involves first the modeling and then the optimization of the problem. Utilizing the Finite Element (FE) model of a structure directly in an optimization process

Model-based dynamic control and optimization of gas networks

Energy Technology Data Exchange (ETDEWEB)

Hofsten, Kai

2001-07-01

This work contributes to the research on control, optimization and simulation of gas transmission systems to support the dispatch personnel at gas control centres for the decision makings in the daily operation of the natural gas transportation systems. Different control and optimization strategies have been studied. The focus is on the operation of long distance natural gas transportation systems. Stationary optimization in conjunction with linear model predictive control using state space models is proposed for supply security, the control of quality parameters and minimization of transportation costs for networks offering transportation services. The result from the stationary optimization together with a reformulation of a simplified fluid flow model formulates a linear dynamic optimization model. This model is used in a finite time control and state constrained linear model predictive controller. The deviation from the control and the state reference determined from the stationary optimization is penalized quadratically. Because of the time varying status of infrastructure, the control space is also generally time varying. When the average load is expected to change considerably, a new stationary optimization is performed, giving a new state and control reference together with a new dynamic model that is used for both optimization and state estimation. Another proposed control strategy is a control and output constrained nonlinear model predictive controller for the operation of gas transmission systems. Here, the objective is also the security of the supply, quality control and minimization of transportation costs. An output vector is defined, which together with a control vector are both penalized quadratically from their respective references in the objective function. The nonlinear model predictive controller can be combined with a stationary optimization. At each sampling instant, a non convex nonlinear programming problem is solved giving a local minimum

A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization.

Science.gov (United States)

Liu, Qingshan; Guo, Zhishan; Wang, Jun

2012-02-01

In this paper, a one-layer recurrent neural network is proposed for solving pseudoconvex optimization problems subject to linear equality and bound constraints. Compared with the existing neural networks for optimization (e.g., the projection neural networks), the proposed neural network is capable of solving more general pseudoconvex optimization problems with equality and bound constraints. Moreover, it is capable of solving constrained fractional programming problems as a special case. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed as long as the designed parameters in the model are larger than the derived lower bounds. Numerical examples with simulation results illustrate the effectiveness and characteristics of the proposed neural network. In addition, an application for dynamic portfolio optimization is discussed. Copyright © 2011 Elsevier Ltd. All rights reserved.

Dynamic Programming and Graph Algorithms in Computer Vision*

Science.gov (United States)

Felzenszwalb, Pedro F.; Zabih, Ramin

2013-01-01

Optimization is a powerful paradigm for expressing and solving problems in a wide range of areas, and has been successfully applied to many vision problems. Discrete optimization techniques are especially interesting, since by carefully exploiting problem structure they often provide non-trivial guarantees concerning solution quality. In this paper we briefly review dynamic programming and graph algorithms, and discuss representative examples of how these discrete optimization techniques have been applied to some classical vision problems. We focus on the low-level vision problem of stereo; the mid-level problem of interactive object segmentation; and the high-level problem of model-based recognition. PMID:20660950

Chaotic system optimal tracking using data-based synchronous method with unknown dynamics and disturbances

International Nuclear Information System (INIS)

Song Ruizhuo; Wei Qinglai

2017-01-01

We develop an optimal tracking control method for chaotic system with unknown dynamics and disturbances. The method allows the optimal cost function and the corresponding tracking control to update synchronously. According to the tracking error and the reference dynamics, the augmented system is constructed. Then the optimal tracking control problem is defined. The policy iteration (PI) is introduced to solve the min-max optimization problem. The off-policy adaptive dynamic programming (ADP) algorithm is then proposed to find the solution of the tracking Hamilton–Jacobi–Isaacs (HJI) equation online only using measured data and without any knowledge about the system dynamics. Critic neural network (CNN), action neural network (ANN), and disturbance neural network (DNN) are used to approximate the cost function, control, and disturbance. The weights of these networks compose the augmented weight matrix, and the uniformly ultimately bounded (UUB) of which is proven. The convergence of the tracking error system is also proven. Two examples are given to show the effectiveness of the proposed synchronous solution method for the chaotic system tracking problem. (paper)

Optimization of rotor blades for combined structural, dynamic, and aerodynamic properties

Science.gov (United States)

He, Cheng-Jian; Peters, David A.

1990-01-01

Optimal helicopter blade design with computer-based mathematical programming has received more and more attention in recent years. Most of the research has focused on optimum dynamic characteristics of rotor blades to reduce vehicle vibration. There is also work on optimization of aerodynamic performance and on composite structural design. This research has greatly increased our understanding of helicopter optimum design in each of these aspects. Helicopter design is an inherently multidisciplinary process involving strong interactions among various disciplines which can appropriately include aerodynamics; dynamics, both flight dynamics and structural dynamics; aeroelasticity: vibrations and stability; and even acoustics. Therefore, the helicopter design process must satisfy manifold requirements related to the aforementioned diverse disciplines. In our present work, we attempt to combine several of these important effects in a unified manner. First, we design a blade with optimum aerodynamic performance by proper layout of blade planform and spanwise twist. Second, the blade is designed to have natural frequencies that are placed away from integer multiples of the rotor speed for a good dynamic characteristics. Third, the structure is made as light as possible with sufficient rotational inertia to allow for autorotational landing, with safe stress margins and flight fatigue life at each cross-section, and with aeroelastical stability and low vibrations. Finally, a unified optimization refines the solution.

Design and Analysis of Decision Rules via Dynamic Programming

KAUST Repository

Amin, Talha M.

2017-04-24

The areas of machine learning, data mining, and knowledge representation have many different formats used to represent information. Decision rules, amongst these formats, are the most expressive and easily-understood by humans. In this thesis, we use dynamic programming to design decision rules and analyze them. The use of dynamic programming allows us to work with decision rules in ways that were previously only possible for brute force methods. Our algorithms allow us to describe the set of all rules for a given decision table. Further, we can perform multi-stage optimization by repeatedly reducing this set to only contain rules that are optimal with respect to selected criteria. One way that we apply this study is to generate small systems with short rules by simulating a greedy algorithm for the set cover problem. We also compare maximum path lengths (depth) of deterministic and non-deterministic decision trees (a non-deterministic decision tree is effectively a complete system of decision rules) with regards to Boolean functions. Another area of advancement is the presentation of algorithms for constructing Pareto optimal points for rules and rule systems. This allows us to study the existence of “totally optimal” decision rules (rules that are simultaneously optimal with regards to multiple criteria). We also utilize Pareto optimal points to compare and rate greedy heuristics with regards to two criteria at once. Another application of Pareto optimal points is the study of trade-offs between cost and uncertainty which allows us to find reasonable systems of decision rules that strike a balance between length and accuracy.

Comparison of particle swarm optimization and dynamic programming for large scale hydro unit load dispatch

International Nuclear Information System (INIS)

Cheng Chuntian; Liao Shengli; Tang Zitian; Zhao Mingyan

2009-01-01

Dynamic programming (DP) is one of classic and sophisticated optimization methods that have successfully been applied to solve the problem of hydro unit load dispatch (HULD). However, DP will be faced with the curse of dimensionality with the increase of unit number and installed generating capacity of hydropower station. With the appearance of the huge hydropower station similar to the Three George with 26 generators of 700 MW, it is hard to apply the DP to large scale HULD problem. It is crucial to seek for other optimization techniques in order to improve the operation quality and efficiency. Different with the most of literature about power generation scheduling that focused on the comparisons of novel PSO algorithms with other techniques, the paper will pay emphasis on comparison study of PSO with DP based on a case hydropower station. The objective of study is to seek for an effective and feasible method for the large scale of hydropower station of the current and future in China. This paper first compares the performance of PSO and DP using a sample load curve of the Wujiangdu hydropower plant located in the upper stream of the Yangtze River in China and contained five units with the installed capacity of 1250 MW. Next, the effect of different load interval and unit number on the optimal results and efficiency of two methods has also been implemented. The comparison results show that the PSO is feasible for HULD. Furthermore, we simulated the effect of the magnitude of unit number and load capacity on the optimal results and cost time. The simulation comparisons show that PSO has a great advantage over DP in the efficiency and will be one of effective methods for HULD problem of huge hydropower stations.

Management Optimization of Saguling Reservoir with Bellman Dynamic Programming and “Du Couloir” Iterative Method

Directory of Open Access Journals (Sweden)

Mariana Marselina

2016-08-01

Full Text Available The increasingly growth of population and industry sector have lead to an enhanced demand for electrical energy. One of the electricity providers in the area of Java-Madura Bali (Jamali is Saguling Reservoir. Saguling Reservoir is one of the three reservoirs that stem the flow of Citarum River in advance of to Jatiluhur and Cirata Reservoir. The average electricity production of Saguling Reservoir was 2,334,318.138 MWh/year in the period of 1986-2014. The water intake of Saguling Reservoir is the upstream Citarum Watershed with an area of 2340.88 km2 which also serves as the irrigation, inland fisheries, recreation, and other activities. An effort to improve the function of Saguling Reservoir in producing electrical energy is by optimizing the reservoir management. The optimization of Saguling Reservoir management in this study refers to Government Regulation No. 37/2010 on Dam/Reservoir Article 44 which states that the system of reservoir management consisting of the operation system in dry years, normal years, and wet years. In this research, the determination of the trajectory guideline in Saguling operation was divided in dry, normal and wet years. Trajectory guideline was conducted based on the electricity price of turbine inflow that various in every month. The determination of the trajectory guideline in various electricity price was done by using Program Dynamic Bellman (PD Bellman and “Du Couloir” iterative method which the objective to optimize the gain from electricity production. and “Du Couloir” iterative method was development of PD Bellman that can calculate the value of gain with a smaller discretization until 0,1 juta m3 effectively where PD Bellman just calculate until 10 million m3.  Smaller discretization can give maximum benefit from electricity production and the trajectory guideline will be closer to trajectory actual so optimization of Saguling operation will be achieved.

Comparison of particle swarm optimization and dynamic programming for large scale hydro unit load dispatch

Energy Technology Data Exchange (ETDEWEB)

Cheng Chuntian, E-mail: ctcheng@dlut.edu.c [Department of Civil and Hydraulic Engineering, Dalian University of Technology, 116024 Dalian (China); Liao Shengli; Tang Zitian [Department of Civil and Hydraulic Engineering, Dalian University of Technology, 116024 Dalian (China); Zhao Mingyan [Department of Environmental Science and Engineering, Tsinghua University, 100084 Beijing (China)

2009-12-15

Dynamic programming (DP) is one of classic and sophisticated optimization methods that have successfully been applied to solve the problem of hydro unit load dispatch (HULD). However, DP will be faced with the curse of dimensionality with the increase of unit number and installed generating capacity of hydropower station. With the appearance of the huge hydropower station similar to the Three George with 26 generators of 700 MW, it is hard to apply the DP to large scale HULD problem. It is crucial to seek for other optimization techniques in order to improve the operation quality and efficiency. Different with the most of literature about power generation scheduling that focused on the comparisons of novel PSO algorithms with other techniques, the paper will pay emphasis on comparison study of PSO with DP based on a case hydropower station. The objective of study is to seek for an effective and feasible method for the large scale of hydropower station of the current and future in China. This paper first compares the performance of PSO and DP using a sample load curve of the Wujiangdu hydropower plant located in the upper stream of the Yangtze River in China and contained five units with the installed capacity of 1250 MW. Next, the effect of different load interval and unit number on the optimal results and efficiency of two methods has also been implemented. The comparison results show that the PSO is feasible for HULD. Furthermore, we simulated the effect of the magnitude of unit number and load capacity on the optimal results and cost time. The simulation comparisons show that PSO has a great advantage over DP in the efficiency and will be one of effective methods for HULD problem of huge hydropower stations.

Comparison of particle swarm optimization and dynamic programming for large scale hydro unit load dispatch

Energy Technology Data Exchange (ETDEWEB)

Chun-tian Cheng; Sheng-li Liao; Zi-Tian Tang [Dept. of Civil and Hydraulic Engineering, Dalian Univ. of Technology, 116024 Dalian (China); Ming-yan Zhao [Dept. of Environmental Science and Engineering, Tsinghua Univ., 100084 Beijing (China)

2009-12-15

Dynamic programming (DP) is one of classic and sophisticated optimization methods that have successfully been applied to solve the problem of hydro unit load dispatch (HULD). However, DP will be faced with the curse of dimensionality with the increase of unit number and installed generating capacity of hydropower station. With the appearance of the huge hydropower station similar to the Three George with 26 generators of 700 MW, it is hard to apply the DP to large scale HULD problem. It is crucial to seek for other optimization techniques in order to improve the operation quality and efficiency. Different with the most of literature about power generation scheduling that focused on the comparisons of novel PSO algorithms with other techniques, the paper will pay emphasis on comparison study of PSO with DP based on a case hydropower station. The objective of study is to seek for an effective and feasible method for the large scale of hydropower station of the current and future in China. This paper first compares the performance of PSO and DP using a sample load curve of the Wujiangdu hydropower plant located in the upper stream of the Yangtze River in China and contained five units with the installed capacity of 1250 MW. Next, the effect of different load interval and unit number on the optimal results and efficiency of two methods has also been implemented. The comparison results show that the PSO is feasible for HULD. Furthermore, we simulated the effect of the magnitude of unit number and load capacity on the optimal results and cost time. The simulation comparisons show that PSO has a great advantage over DP in the efficiency and will be one of effective methods for HULD problem of huge hydropower stations. (author)

Nonlinear dynamic simulation of optimal depletion of crude oil in the lower 48 United States

International Nuclear Information System (INIS)

Ruth, M.; Cleveland, C.J.

1993-01-01

This study combines the economic theory of optimal resource use with econometric estimates of demand and supply parameters to develop a nonlinear dynamic model of crude oil exploration, development, and production in the lower 48 United States. The model is simulated with the graphical programming language STELLA, for the years 1985 to 2020. The procedure encourages use of economic theory and econometrics in combination with nonlinear dynamic simulation to enhance our understanding of complex interactions present in models of optimal resource use. (author)

Dynamic optimization and adaptive controller design

Science.gov (United States)

Inamdar, S. R.

2010-10-01

In this work I present a new type of controller which is an adaptive tracking controller which employs dynamic optimization for optimizing current value of controller action for the temperature control of nonisothermal continuously stirred tank reactor (CSTR). We begin with a two-state model of nonisothermal CSTR which are mass and heat balance equations and then add cooling system dynamics to eliminate input multiplicity. The initial design value is obtained using local stability of steady states where approach temperature for cooling action is specified as a steady state and a design specification. Later we make a correction in the dynamics where material balance is manipulated to use feed concentration as a system parameter as an adaptive control measure in order to avoid actuator saturation for the main control loop. The analysis leading to design of dynamic optimization based parameter adaptive controller is presented. The important component of this mathematical framework is reference trajectory generation to form an adaptive control measure.

An energy management for series hybrid electric vehicle using improved dynamic programming

Science.gov (United States)

Peng, Hao; Yang, Yaoquan; Liu, Chunyu

2018-02-01

With the increasing numbers of hybrid electric vehicle (HEV), management for two energy sources, engine and battery, is more and more important to achieve the minimum fuel consumption. This paper introduces several working modes of series hybrid electric vehicle (SHEV) firstly and then describes the mathematical model of main relative components in SHEV. On the foundation of this model, dynamic programming is applied to distribute energy of engine and battery on the platform of matlab and acquires less fuel consumption compared with traditional control strategy. Besides, control rule recovering energy in brake profiles is added into dynamic programming, so shorter computing time is realized by improved dynamic programming and optimization on algorithm.

Distributed Optimal Consensus Control for Nonlinear Multiagent System With Unknown Dynamic.

Science.gov (United States)

Zhang, Jilie; Zhang, Huaguang; Feng, Tao

2017-08-01

This paper focuses on the distributed optimal cooperative control for continuous-time nonlinear multiagent systems (MASs) with completely unknown dynamics via adaptive dynamic programming (ADP) technology. By introducing predesigned extra compensators, the augmented neighborhood error systems are derived, which successfully circumvents the system knowledge requirement for ADP. It is revealed that the optimal consensus protocols actually work as the solutions of the MAS differential game. Policy iteration algorithm is adopted, and it is theoretically proved that the iterative value function sequence strictly converges to the solution of the coupled Hamilton-Jacobi-Bellman equation. Based on this point, a novel online iterative scheme is proposed, which runs based on the data sampled from the augmented system and the gradient of the value function. Neural networks are employed to implement the algorithm and the weights are updated, in the least-square sense, to the ideal value, which yields approximated optimal consensus protocols. Finally, a numerical example is given to illustrate the effectiveness of the proposed scheme.

Dynamic Programming Approach for Construction of Association Rule Systems

KAUST Repository

Alsolami, Fawaz

2016-11-18

In the paper, an application of dynamic programming approach for optimization of association rules from the point of view of knowledge representation is considered. The association rule set is optimized in two stages, first for minimum cardinality and then for minimum length of rules. Experimental results present cardinality of the set of association rules constructed for information system and lower bound on minimum possible cardinality of rule set based on the information obtained during algorithm work as well as obtained results for length.

Dynamic Programming Approach for Construction of Association Rule Systems

KAUST Repository

Alsolami, Fawaz; Amin, Talha M.; Chikalov, Igor; Moshkov, Mikhail; Zielosko, Beata

2016-01-01

In the paper, an application of dynamic programming approach for optimization of association rules from the point of view of knowledge representation is considered. The association rule set is optimized in two stages, first for minimum cardinality and then for minimum length of rules. Experimental results present cardinality of the set of association rules constructed for information system and lower bound on minimum possible cardinality of rule set based on the information obtained during algorithm work as well as obtained results for length.

COMPARISON OF NONLINEAR DYNAMICS OPTIMIZATION METHODS FOR APS-U

Energy Technology Data Exchange (ETDEWEB)

Sun, Y.; Borland, Michael

2017-06-25

Many different objectives and genetic algorithms have been proposed for storage ring nonlinear dynamics performance optimization. These optimization objectives include nonlinear chromaticities and driving/detuning terms, on-momentum and off-momentum dynamic acceptance, chromatic detuning, local momentum acceptance, variation of transverse invariant, Touschek lifetime, etc. In this paper, the effectiveness of several different optimization methods and objectives are compared for the nonlinear beam dynamics optimization of the Advanced Photon Source upgrade (APS-U) lattice. The optimized solutions from these different methods are preliminarily compared in terms of the dynamic acceptance, local momentum acceptance, chromatic detuning, and other performance measures.

Dynamic optimization of the complex adaptive controlling by the structure of enterprise’s product range

Directory of Open Access Journals (Sweden)

Andrey Fyodorovich Shorikov

2013-06-01

Full Text Available This paper reviews a methodical approach to solve multi-step dynamic problem of optimal integrated adaptive management of a product portfolio structure of the enterprise. For the organization of optimal adaptive terminal control of the system the recurrent algorithm, which reduces an initial multistage problem to the realization of the final sequence of problems of optimal program terminal control is offered. In turn, the decision of each problem of optimal program terminal control is reduced to the realization of the final sequence only single-step operations in the form of the problems solving of linear and convex mathematical programming. Thus, the offered approach allows to develop management solutions at current information support, which consider feedback, and which create the optimal structure of an enterprise’s product lines, contributing to optimising of profits, as well as maintenance of the desired level of profit for a long period of time

Optimizing conjunctive use of surface water and groundwater resources with stochastic dynamic programming

DEFF Research Database (Denmark)

Davidsen, Claus; Liu, Suxia; Mo, Xinguo

2014-01-01

. A stochastic dynamic programming (SDP) approach is used to minimize the basin-wide total costs arising from water allocations and water curtailments. Dynamic allocation problems with inclusion of groundwater resources proved to be more complex to solve with SDP than pure surface water allocation problems due...... to head-dependent pumping costs. These dynamic pumping costs strongly affect the total costs and can lead to non-convexity of the future cost function. The water user groups (agriculture, industry, domestic) are characterized by inelastic demands and fixed water allocation and water supply curtailment...

Optimal dynamic economic dispatch of generation: A review

International Nuclear Information System (INIS)

Xia, X.; Elaiw, A.M.

2010-01-01

This paper presents a review of the research of the optimal power dynamic dispatch problem. The dynamic dispatch problem differs from the static economic dispatch problem by incorporating generator ramp rate constraints. There are two different formulations of this problem in the literature. The first formulation is the optimal control dynamic dispatch (OCDD) where the power system generation has been modeled as a control system and optimization is done in the optimal control setting with respect to the ramp rates as input variables. The second one is a later formulation known as the dynamic economic dispatch (DED) where optimization is done with respect to the dispatchable powers of the committed generation units. In this paper we first outline the two formulations, then present an overview on the mathematical optimization methods, Artificial Intelligence (AI) techniques and hybrid methods used to solve the problem incorporating extended and complex objective functions or constraints. The DED problem in deregulated electricity markets is also reported. (author)

Real-Time Reactive Power Distribution in Microgrids by Dynamic Programing

DEFF Research Database (Denmark)

Levron, Yoash; Beck, Yuval; Katzir, Liran

2017-01-01

In this paper a new real-time optimization method for reactive power distribution in microgrids is proposed. The method enables location of a globally optimal distribution of reactive power under normal operating conditions. The method exploits the typical compact structure of microgrids to obtain...... combination of reactive powers, by means of dynamic programming. Since every single step involves a one-dimensional problem, the complexity of the solution is only linear with the number of clusters, and as a result, a globally optimal solution may be obtained in real time. The paper includes the results...

Global Optimal Energy Management Strategy Research for a Plug-In Series-Parallel Hybrid Electric Bus by Using Dynamic Programming

Directory of Open Access Journals (Sweden)

Hongwen He

2013-01-01

Full Text Available Energy management strategy influences the power performance and fuel economy of plug-in hybrid electric vehicles greatly. To explore the fuel-saving potential of a plug-in hybrid electric bus (PHEB, this paper searched the global optimal energy management strategy using dynamic programming (DP algorithm. Firstly, the simplified backward model of the PHEB was built which is necessary for DP algorithm. Then the torque and speed of engine and the torque of motor were selected as the control variables, and the battery state of charge (SOC was selected as the state variables. The DP solution procedure was listed, and the way was presented to find all possible control variables at every state of each stage in detail. Finally, the appropriate SOC increment is determined after quantizing the state variables, and then the optimal control of long driving distance of a specific driving cycle is replaced with the optimal control of one driving cycle, which reduces the computational time significantly and keeps the precision at the same time. The simulation results show that the fuel economy of the PEHB with the optimal energy management strategy is improved by 53.7% compared with that of the conventional bus, which can be a benchmark for the assessment of other control strategies.

Dynamic optimization in environmental economics

International Nuclear Information System (INIS)

Moser, Elke; Tragler, Gernot; Veliov, Vladimir M.; Semmler, Willi

2014-01-01

This book contains two chapters with the topics: 1. Chapter: INTERACTIONS BETWEEN ECONOMY AND CLIMATE: (a) Climate Change and Technical Progress: Impact of Informational Constraints. (b) Environmental Policy in a Dynamic Model with Heterogeneous Agents and Voting. (c) Optimal Environmental Policy in the Presence of Multiple Equilibria and Reversible Hysteresis. (d). Modeling the Dynamics of the Transition to a Green Economy. (e) One-Parameter GHG Emission Policy With R and D-Based Growth. (f) Pollution, Public Health Care, and Life Expectancy when Inequality Matters. (g) Uncertain Climate Policy and the Green Paradox. (h) Uniqueness Versus Indeterminacy in the Tragedy of the Commons - A ''Geometric'' Approach. 2. Chapter: OPTIMAL EXTRACTION OF RESOURCES: (j) Dynamic Behavior of Oil Importers and Exporters Under Uncertainty. (k) Robust Control of a Spatially Distributed Commercial Fishery. (l) On the Effect of Resource Exploitation on Growth: Domestic Innovation vs. Technological Diffusion Through Trade. (m) Forest Management and Biodiversity in Size-Structured Forests Under Climate Change. (n) Carbon Taxes and Comparison of Trading Regimes in Fossil Fuels. (o) Landowning, Status and Population Growth. (p) Optimal Harvesting of Size-Structured Biological Populations.

First principles molecular dynamics without self-consistent field optimization

International Nuclear Information System (INIS)

Souvatzis, Petros; Niklasson, Anders M. N.

2014-01-01

We present a first principles molecular dynamics approach that is based on time-reversible extended Lagrangian Born-Oppenheimer molecular dynamics [A. M. N. Niklasson, Phys. Rev. Lett. 100, 123004 (2008)] in the limit of vanishing self-consistent field optimization. The optimization-free dynamics keeps the computational cost to a minimum and typically provides molecular trajectories that closely follow the exact Born-Oppenheimer potential energy surface. Only one single diagonalization and Hamiltonian (or Fockian) construction are required in each integration time step. The proposed dynamics is derived for a general free-energy potential surface valid at finite electronic temperatures within hybrid density functional theory. Even in the event of irregular functional behavior that may cause a dynamical instability, the optimization-free limit represents a natural starting guess for force calculations that may require a more elaborate iterative electronic ground state optimization. Our optimization-free dynamics thus represents a flexible theoretical framework for a broad and general class of ab initio molecular dynamics simulations

A Dynamic Multistage Hybrid Swarm Intelligence Optimization Algorithm for Function Optimization

Directory of Open Access Journals (Sweden)

Daqing Wu

2012-01-01

Full Text Available A novel dynamic multistage hybrid swarm intelligence optimization algorithm is introduced, which is abbreviated as DM-PSO-ABC. The DM-PSO-ABC combined the exploration capabilities of the dynamic multiswarm particle swarm optimizer (PSO and the stochastic exploitation of the cooperative artificial bee colony algorithm (CABC for solving the function optimization. In the proposed hybrid algorithm, the whole process is divided into three stages. In the first stage, a dynamic multiswarm PSO is constructed to maintain the population diversity. In the second stage, the parallel, positive feedback of CABC was implemented in each small swarm. In the third stage, we make use of the particle swarm optimization global model, which has a faster convergence speed to enhance the global convergence in solving the whole problem. To verify the effectiveness and efficiency of the proposed hybrid algorithm, various scale benchmark problems are tested to demonstrate the potential of the proposed multistage hybrid swarm intelligence optimization algorithm. The results show that DM-PSO-ABC is better in the search precision, and convergence property and has strong ability to escape from the local suboptima when compared with several other peer algorithms.

Online adaptive optimal control for continuous-time nonlinear systems with completely unknown dynamics

Science.gov (United States)

Lv, Yongfeng; Na, Jing; Yang, Qinmin; Wu, Xing; Guo, Yu

2016-01-01

An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.

On the Dynamic Programming Approach for the 3D Navier-Stokes Equations

International Nuclear Information System (INIS)

Manca, Luigi

2008-01-01

The dynamic programming approach for the control of a 3D flow governed by the stochastic Navier-Stokes equations for incompressible fluid in a bounded domain is studied. By a compactness argument, existence of solutions for the associated Hamilton-Jacobi-Bellman equation is proved. Finally, existence of an optimal control through the feedback formula and of an optimal state is discussed

Comparisons of Energy Management Methods for a Parallel Plug-In Hybrid Electric Vehicle between the Convex Optimization and Dynamic Programming

Directory of Open Access Journals (Sweden)

Renxin Xiao

2018-01-01

Full Text Available This paper proposes a comparison study of energy management methods for a parallel plug-in hybrid electric vehicle (PHEV. Based on detailed analysis of the vehicle driveline, quadratic convex functions are presented to describe the nonlinear relationship between engine fuel-rate and battery charging power at different vehicle speed and driveline power demand. The engine-on power threshold is estimated by the simulated annealing (SA algorithm, and the battery power command is achieved by convex optimization with target of improving fuel economy, compared with the dynamic programming (DP based method and the charging depleting–charging sustaining (CD/CS method. In addition, the proposed control methods are discussed at different initial battery state of charge (SOC values to extend the application. Simulation results validate that the proposed strategy based on convex optimization can save the fuel consumption and reduce the computation burden obviously.

Complex fluid network optimization and control integrative design based on nonlinear dynamic model

International Nuclear Information System (INIS)

Sui, Jinxue; Yang, Li; Hu, Yunan

2016-01-01

In view of distribution according to complex fluid network’s needs, this paper proposed one optimization computation method of the nonlinear programming mathematical model based on genetic algorithm. The simulation result shows that the overall energy consumption of the optimized fluid network has a decrease obviously. The control model of the fluid network is established based on nonlinear dynamics. We design the control law based on feedback linearization, take the optimal value by genetic algorithm as the simulation data, can also solve the branch resistance under the optimal value. These resistances can provide technical support and reference for fluid network design and construction, so can realize complex fluid network optimization and control integration design.

Dynamic optimization in environmental economics

Energy Technology Data Exchange (ETDEWEB)

Moser, Elke; Tragler, Gernot; Veliov, Vladimir M. (eds.) [Vienna Univ. of Technology (Austria). Inst. of Mathematical Methods in Economics; Semmler, Willi [The New School for Social Research, New York, NY (United States). Dept. of Economics

2014-11-01

This book contains two chapters with the topics: 1. Chapter: INTERACTIONS BETWEEN ECONOMY AND CLIMATE: (a) Climate Change and Technical Progress: Impact of Informational Constraints. (b) Environmental Policy in a Dynamic Model with Heterogeneous Agents and Voting. (c) Optimal Environmental Policy in the Presence of Multiple Equilibria and Reversible Hysteresis. (d). Modeling the Dynamics of the Transition to a Green Economy. (e) One-Parameter GHG Emission Policy With R and D-Based Growth. (f) Pollution, Public Health Care, and Life Expectancy when Inequality Matters. (g) Uncertain Climate Policy and the Green Paradox. (h) Uniqueness Versus Indeterminacy in the Tragedy of the Commons - A ''Geometric'' Approach. 2. Chapter: OPTIMAL EXTRACTION OF RESOURCES: (j) Dynamic Behavior of Oil Importers and Exporters Under Uncertainty. (k) Robust Control of a Spatially Distributed Commercial Fishery. (l) On the Effect of Resource Exploitation on Growth: Domestic Innovation vs. Technological Diffusion Through Trade. (m) Forest Management and Biodiversity in Size-Structured Forests Under Climate Change. (n) Carbon Taxes and Comparison of Trading Regimes in Fossil Fuels. (o) Landowning, Status and Population Growth. (p) Optimal Harvesting of Size-Structured Biological Populations.

Dynamic modeling and optimal joint torque coordination of advanced robotic systems

Science.gov (United States)

Kang, Hee-Jun

The development is documented of an efficient dynamic modeling algorithm and the subsequent optimal joint input load coordination of advanced robotic systems for industrial application. A closed-form dynamic modeling algorithm for the general closed-chain robotic linkage systems is presented. The algorithm is based on the transfer of system dependence from a set of open chain Lagrangian coordinates to any desired system generalized coordinate set of the closed-chain. Three different techniques for evaluation of the kinematic closed chain constraints allow the representation of the dynamic modeling parameters in terms of system generalized coordinates and have no restriction with regard to kinematic redundancy. The total computational requirement of the closed-chain system model is largely dependent on the computation required for the dynamic model of an open kinematic chain. In order to improve computational efficiency, modification of an existing open-chain KIC based dynamic formulation is made by the introduction of the generalized augmented body concept. This algorithm allows a 44 pct. computational saving over the current optimized one (O(N4), 5995 when N = 6). As means of resolving redundancies in advanced robotic systems, local joint torque optimization is applied for effectively using actuator power while avoiding joint torque limits. The stability problem in local joint torque optimization schemes is eliminated by using fictitious dissipating forces which act in the necessary null space. The performance index representing the global torque norm is shown to be satisfactory. In addition, the resulting joint motion trajectory becomes conservative, after a transient stage, for repetitive cyclic end-effector trajectories. The effectiveness of the null space damping method is shown. The modular robot, which is built of well defined structural modules from a finite-size inventory and is controlled by one general computer system, is another class of evolving

Role of controllability in optimizing quantum dynamics

International Nuclear Information System (INIS)

Wu Rebing; Hsieh, Michael A.; Rabitz, Herschel

2011-01-01

This paper reveals an important role that controllability plays in the complexity of optimizing quantum control dynamics. We show that the loss of controllability generally leads to multiple locally suboptimal controls when gate fidelity in a quantum control system is maximized, which does not happen if the system is controllable. Such local suboptimal controls may attract an optimization algorithm into a local trap when a global optimal solution is sought, even if the target gate can be perfectly realized. This conclusion results from an analysis of the critical topology of the corresponding quantum control landscape, which refers to the gate fidelity objective as a functional of the control fields. For uncontrollable systems, due to SU(2) and SU(3) dynamical symmetries, the control landscape corresponding to an implementable target gate is proven to possess multiple locally optimal critical points, and its ruggedness can be further increased if the target gate is not realizable. These results imply that the optimization of quantum dynamics can be seriously impeded when operating with local search algorithms under these conditions, and thus full controllability is demanded.

Optimal lag in dynamical investments

OpenAIRE

Serva, M.

1998-01-01

A portfolio of different stocks and a risk-less security whose composition is dynamically maintained stable by trading shares at any time step leads to a growth of the capital with a nonrandom rate. This is the key for the theory of optimal-growth investment formulated by Kelly. In presence of transaction costs, the optimal composition changes and, more important, it turns out that the frequency of transactions must be reduced. This simple observation leads to the definition of an optimal lag...

An corrigendum on the paper : Solving the job-shop scheduling problem optimally by dynamic programming (Computers and Operations Research 39(12) (2968–2977) (S0305054812000500) (10.1016/j.cor.2012.02.024))

NARCIS (Netherlands)

van Hoorn, Jelke J.; Nogueira, Agustín; Ojea, Ignacio; Gromicho Dos Santos, Joaquim Antonio

2017-01-01

In [1] an algorithm is proposed for solving the job-shop scheduling problem optimally using a dynamic programming strategy. This is, according to our knowledge, the first exact algorithm for the Job Shop problem which is not based on integer linear programming and branch and bound. Despite the

Conjugate gradient optimization programs for shuttle reentry

Science.gov (United States)

Powers, W. F.; Jacobson, R. A.; Leonard, D. A.

1972-01-01

Two computer programs for shuttle reentry trajectory optimization are listed and described. Both programs use the conjugate gradient method as the optimization procedure. The Phase 1 Program is developed in cartesian coordinates for a rotating spherical earth, and crossrange, downrange, maximum deceleration, total heating, and terminal speed, altitude, and flight path angle are included in the performance index. The programs make extensive use of subroutines so that they may be easily adapted to other atmospheric trajectory optimization problems.

Gradient-based optimization in nonlinear structural dynamics

DEFF Research Database (Denmark)

Dou, Suguang

The intrinsic nonlinearity of mechanical structures can give rise to rich nonlinear dynamics. Recently, nonlinear dynamics of micro-mechanical structures have contributed to developing new Micro-Electro-Mechanical Systems (MEMS), for example, atomic force microscope, passive frequency divider......, frequency stabilization, and disk resonator gyroscope. For advanced design of these structures, it is of considerable value to extend current optimization in linear structural dynamics into nonlinear structural dynamics. In this thesis, we present a framework for modelling, analysis, characterization......, and optimization of nonlinear structural dynamics. In the modelling, nonlinear finite elements are used. In the analysis, nonlinear frequency response and nonlinear normal modes are calculated based on a harmonic balance method with higher-order harmonics. In the characterization, nonlinear modal coupling...

Dynamic Optimal Energy Flow in the Integrated Natural Gas and Electrical Power Systems

DEFF Research Database (Denmark)

Fang, Jiakun; Zeng, Qing; Ai, Xiaomeng

2018-01-01

. Simulation on the test case illustrates the success of the modelling and the beneficial roles of the power-to-gas are analyzed. The proposed model can be used in the decision support for both planning and operation of the coordinated natural gas and electrical power systems.......This work focuses on the optimal operation of the integrated gas and electrical power system with bi-directional energy conversion. Considering the different response times of the gas and power systems, the transient gas flow and steady- state power flow are combined to formulate the dynamic...... optimal energy flow in the integrated gas and power systems. With proper assumptions and simplifications, the problem is transformed into a single stage linear programming. And only a single stage linear programming is needed to obtain the optimal operation strategy for both gas and power systems...

Modeling and Optimal Control of a Class of Warfare Hybrid Dynamic Systems Based on Lanchester (n,1 Attrition Model

Directory of Open Access Journals (Sweden)

Xiangyong Chen

2014-01-01

hybrid dynamic systems is established based on Lanchester equation in a (n,1 battle, where a heterogeneous force of n different troop types faces a homogeneous force. This model can be characterized by the interaction of continuous-time models (governed by Lanchester equation, and discrete event systems (described by variable tactics. Furthermore, an expository discussion is presented on an optimal variable tactics control problem for warfare hybrid dynamic system. The optimal control strategies are designed based on dynamic programming and differential game theory. As an example of the consequences of this optimal control problem, we take the (2, 1 case and solve the optimal strategies in a (2, 1 case. Simulation results show the feasibility of warfare hybrid system model and the effectiveness of the optimal control strategies designed.

Dynamic optimization approach for integrated supplier selection and tracking control of single product inventory system with product discount

Science.gov (United States)

Sutrisno; Widowati; Heru Tjahjana, R.

2017-01-01

In this paper, we propose a mathematical model in the form of dynamic/multi-stage optimization to solve an integrated supplier selection problem and tracking control problem of single product inventory system with product discount. The product discount will be stated as a piece-wise linear function. We use dynamic programming to solve this proposed optimization to determine the optimal supplier and the optimal product volume that will be purchased from the optimal supplier for each time period so that the inventory level tracks a reference trajectory given by decision maker with minimal total cost. We give a numerical experiment to evaluate the proposed model. From the result, the optimal supplier was determined for each time period and the inventory level follows the given reference well.

Dynamic optimization of maintenance and improvement planning for water main system: Periodic replacement approach

Energy Technology Data Exchange (ETDEWEB)

Kim, Jong Woo; Choi, Go Bong; Lee, Jong Min [Seoul National University, Seoul (Korea, Republic of); Suh, Jung Chul [Samchully Corporation, Seoul (Korea, Republic of)

2016-01-15

This paper proposes a Markov decision process (MDP) based approach to derive an optimal schedule of maintenance, rehabilitation and replacement of the water main system. The scheduling problem utilizes auxiliary information of a pipe such as the current state, cost, and deterioration model. The objective function and detailed algorithm of dynamic programming are modified to solve the periodic replacement problem. The optimal policy evaluated by the proposed algorithm is compared to several existing policies via Monte Carlo simulations. The proposed decision framework provides a systematic way to obtain an optimal policy.

Effect of the CTL proliferation program on virus dynamics

DEFF Research Database (Denmark)

Wodarz, Dominik; Thomsen, Allan Randrup

2005-01-01

Experiments have established that CTLs do not require continuous antigenic stimulation for expansion. Instead, responses develop by a process of programmed proliferation which involves approximately 7-10 antigen-independent cell divisions, the generation of effector cells and the differentiation...... virus loads and thus acute symptoms. The reason is that the programmed divisions are independent from antigenic stimulation, and an increase in virus load does not speed up the rate of CTL expansion. We hypothesize that the 7-10 programmed divisions observed in vivo represent an optimal solution...... into memory cells. The effect of this program on the infection dynamics and the advantages gained by the program have, however, not been explored yet. We investigate this with mathematical models. We find that more programmed divisions can make virus clearance more efficient because CTL division continues...

Exploiting variability for energy optimization of parallel programs

Energy Technology Data Exchange (ETDEWEB)

Lavrijsen, Wim [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Iancu, Costin [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); de Jong, Wibe [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Chen, Xin [Georgia Inst. of Technology, Atlanta, GA (United States); Schwan, Karsten [Georgia Inst. of Technology, Atlanta, GA (United States)

2016-04-18

Here in this paper we present optimizations that use DVFS mechanisms to reduce the total energy usage in scientific applications. Our main insight is that noise is intrinsic to large scale parallel executions and it appears whenever shared resources are contended. The presence of noise allows us to identify and manipulate any program regions amenable to DVFS. When compared to previous energy optimizations that make per core decisions using predictions of the running time, our scheme uses a qualitative approach to recognize the signature of executions amenable to DVFS. By recognizing the "shape of variability" we can optimize codes with highly dynamic behavior, which pose challenges to all existing DVFS techniques. We validate our approach using offline and online analyses for one-sided and two-sided communication paradigms. We have applied our methods to NWChem, and we show best case improvements in energy use of 12% at no loss in performance when using online optimizations running on 720 Haswell cores with one-sided communication. With NWChem on MPI two-sided and offline analysis, capturing the initialization, we find energy savings of up to 20%, with less than 1% performance cost.

Hamiltonian-Driven Adaptive Dynamic Programming for Continuous Nonlinear Dynamical Systems.

Science.gov (United States)

Yang, Yongliang; Wunsch, Donald; Yin, Yixin

2017-08-01

This paper presents a Hamiltonian-driven framework of adaptive dynamic programming (ADP) for continuous time nonlinear systems, which consists of evaluation of an admissible control, comparison between two different admissible policies with respect to the corresponding the performance function, and the performance improvement of an admissible control. It is showed that the Hamiltonian can serve as the temporal difference for continuous-time systems. In the Hamiltonian-driven ADP, the critic network is trained to output the value gradient. Then, the inner product between the critic and the system dynamics produces the value derivative. Under some conditions, the minimization of the Hamiltonian functional is equivalent to the value function approximation. An iterative algorithm starting from an arbitrary admissible control is presented for the optimal control approximation with its convergence proof. The implementation is accomplished by a neural network approximation. Two simulation studies demonstrate the effectiveness of Hamiltonian-driven ADP.

Optimal Quadratic Programming Algorithms

CERN Document Server

Dostal, Zdenek

2009-01-01

Quadratic programming (QP) is one technique that allows for the optimization of a quadratic function in several variables in the presence of linear constraints. This title presents various algorithms for solving large QP problems. It is suitable as an introductory text on quadratic programming for graduate students and researchers

Dynamic optimization of a FCC converter unit: numerical analysis

Directory of Open Access Journals (Sweden)

E. Almeida Nt

2011-03-01

Full Text Available Fluidized-bed Catalytic Cracking (FCC is a process subject to frequent variations in the operating conditions (including feed quality and feed rate. The production objectives usually are the maximization of LPG and gasoline production. This fact makes the FCC converter unit an excellent opportunity for real-time optimization. The present work aims to apply a dynamic optimization in an industrial FCC converter unit, using a mechanistic dynamic model, and to carry out a numerical analysis of the solution procedure. A simultaneous approach was used to discretize the system of differential-algebraic equations and the resulting large-scale NLP problem was solved using the IPOPT solver. This study also does a short comparison between the results obtained by a potential dynamic real-time optimization (DRTO against a possible steady-state real-time optimization (RTO application. The results demonstrate that the application of dynamic real-time optimization of a FCC converter unit can bring significant benefits in production.

Near-Optimal Tracking Control of Mobile Robots Via Receding-Horizon Dual Heuristic Programming.

Science.gov (United States)

Lian, Chuanqiang; Xu, Xin; Chen, Hong; He, Haibo

2016-11-01

Trajectory tracking control of wheeled mobile robots (WMRs) has been an important research topic in control theory and robotics. Although various tracking control methods with stability have been developed for WMRs, it is still difficult to design optimal or near-optimal tracking controller under uncertainties and disturbances. In this paper, a near-optimal tracking control method is presented for WMRs based on receding-horizon dual heuristic programming (RHDHP). In the proposed method, a backstepping kinematic controller is designed to generate desired velocity profiles and the receding horizon strategy is used to decompose the infinite-horizon optimal control problem into a series of finite-horizon optimal control problems. In each horizon, a closed-loop tracking control policy is successively updated using a class of approximate dynamic programming algorithms called finite-horizon dual heuristic programming (DHP). The convergence property of the proposed method is analyzed and it is shown that the tracking control system based on RHDHP is asymptotically stable by using the Lyapunov approach. Simulation results on three tracking control problems demonstrate that the proposed method has improved control performance when compared with conventional model predictive control (MPC) and DHP. It is also illustrated that the proposed method has lower computational burden than conventional MPC, which is very beneficial for real-time tracking control.

A fast and optimized dynamic economic load dispatch for large scale power systems

International Nuclear Information System (INIS)

Musse Mohamud Ahmed; Mohd Ruddin Ab Ghani; Ismail Hassan

2000-01-01

This paper presents Lagrangian Multipliers (LM) and Linear Programming (LP) based dynamic economic load dispatch (DELD) solution for large-scale power system operations. It is to minimize the operation cost of power generation. units subject to the considered constraints. After individual generator units are economically loaded and periodically dispatched, fast and optimized DELD has been achieved. DELD with period intervals has been taken into consideration The results found from the algorithm based on LM and LP techniques appear to be modest in both optimizing the operation cost and achieving fast computation. (author)

Optimal installation program for reprocessing plants

International Nuclear Information System (INIS)

Kubokawa, Toshihiko; Kiyose, Ryohei

1976-01-01

Optimization of the program of installation of reprocessing plants is mathematically formulated as problem of mixed integer programming, which is numerically solved by the branch-and-bound method. A new concept of quasi-penalty is used to obviate the difficulties associated with dual degeneracy. The finiteness of the useful life of the plant is also taken into consideration. It is shown that an analogous formulation is possible for the cases in which the demand forecasts and expected plant lives cannot be predicted with certainty. The scale of the problem is found to have kN binary variables, (k+2)N continuous variables, and (k+3)N constraint conditions, where k is the number of intervals used in the piece-wise linear approximation of a nonlinear objective function, and N the overall duration of the period covered by the installation program. Calculations are made for N=24 yr and k=3, with the assumption that the plant life is 15 yr, the plant scale factor 0.5, and the maximum plant capacity 900 (t/yr). The results are calculated and discussed for four different demand forecasts. The difference of net profit between optimal and non-optimal installation programs is found to be in the range of 50 -- 100 M$. The pay-off matrix is calculated, and the optimal choice of action when the demand cannot be forecast with certainty is determined by applying Bayes' theory. The optimal installation program under such conditions of uncertainty is obtained also with a stochastic mixed integer programming model. (auth.)

TH-EF-BRB-02: Feasibility of Optimization for Dynamic Trajectory Radiotherapy

Energy Technology Data Exchange (ETDEWEB)

Fix, MK; Frei, D; Volken, W; Terribilini, D; Aebersold, DM; Manser, P [Division of Medical Radiation Physics and Department of Radiation Oncology, Inselspital, Bern University Hospital, and University of Bern, Berne (Switzerland)

2016-06-15

Purpose: Over the last years, volumetric modulated arc therapy (VMAT) has been widely introduced into clinical routine using a coplanar delivery technique. However, VMAT might be improved by including dynamic couch and collimator rotations, leading to dynamic trajectory radiotherapy (DTRT). In this work the feasibility and the potential benefit of DTRT was investigated. Methods: A general framework for the optimization was developed using the Eclipse Scripting Research Application Programming Interface (ESRAPI). Based on contoured target and organs at risk (OARs), the structures are extracted using the ESRAPI. Sampling potential beam directions, regularly distributed on a sphere using a Fibanocci-lattice, the fractional volume-overlap of each OAR and the target is determined and used to establish dynamic gantry-couch movements. Then, for each gantry-couch track the most suitable collimator angle is determined for each control point by optimizing the area between the MLC leaves and the target contour. The resulting dynamic trajectories are used as input to perform the optimization using a research version of the VMAT optimization algorithm and the ESRAPI. The feasibility of this procedure was tested for a clinically motivated head and neck case. Resulting dose distributions for the VMAT plan and for the dynamic trajectory treatment plan were compared based on DVH-parameters. Results: While the DVH for the target is virtually preserved, improvements in maximum dose for the DTRT plan were achieved for all OARs except for the inner-ear, where maximum dose remains the same. The major improvements in maximum dose were 6.5% of the prescribed dose (66 Gy) for the parotid and 5.5% for the myelon and the eye. Conclusion: The result of this work suggests that DTRT has a great potential to reduce dose to OARs with similar target coverage when compared to conventional VMAT treatment plans. This work was supported by Varian Medical Systems. This work was supported by Varian

Boundary Control of Linear Uncertain 1-D Parabolic PDE Using Approximate Dynamic Programming.

Science.gov (United States)

Talaei, Behzad; Jagannathan, Sarangapani; Singler, John

2018-04-01

This paper develops a near optimal boundary control method for distributed parameter systems governed by uncertain linear 1-D parabolic partial differential equations (PDE) by using approximate dynamic programming. A quadratic surface integral is proposed to express the optimal cost functional for the infinite-dimensional state space. Accordingly, the Hamilton-Jacobi-Bellman (HJB) equation is formulated in the infinite-dimensional domain without using any model reduction. Subsequently, a neural network identifier is developed to estimate the unknown spatially varying coefficient in PDE dynamics. Novel tuning law is proposed to guarantee the boundedness of identifier approximation error in the PDE domain. A radial basis network (RBN) is subsequently proposed to generate an approximate solution for the optimal surface kernel function online. The tuning law for near optimal RBN weights is created, such that the HJB equation error is minimized while the dynamics are identified and closed-loop system remains stable. Ultimate boundedness (UB) of the closed-loop system is verified by using the Lyapunov theory. The performance of the proposed controller is successfully confirmed by simulation on an unstable diffusion-reaction process.

Three-Dimensional Dynamic Topology Optimization with Frequency Constraints Using Composite Exponential Function and ICM Method

Directory of Open Access Journals (Sweden)

Hongling Ye

2015-01-01

Full Text Available The dynamic topology optimization of three-dimensional continuum structures subject to frequency constraints is investigated using Independent Continuous Mapping (ICM design variable fields. The composite exponential function (CEF is selected to be a filter function which recognizes the design variables and to implement the changing process of design variables from “discrete” to “continuous” and back to “discrete.” Explicit formulations of frequency constraints are given based on filter functions, first-order Taylor series expansion. And an improved optimal model is formulated using CEF and the explicit frequency constraints. Dual sequential quadratic programming (DSQP algorithm is used to solve the optimal model. The program is developed on the platform of MSC Patran & Nastran. Finally, numerical examples are given to demonstrate the validity and applicability of the proposed method.

Practical method for generation expansion planning based on the dynamic programming. Dynamic programming ni motozuku dengen keikaku shuho

Energy Technology Data Exchange (ETDEWEB)

Tanabe, R.; Yasuda, K.; Yokoyama, R. (Tokyo Metropolitan Univ., Tokyo (Japan))

1992-05-20

To supply cheap, high-reliable and a planty of the electricity is an important task of the electric supply system because the requirement for the electricity is rapidly increased in Japan. In order to solve this problem, the authors of the paper are developing a most suitable practical method based on algorithm, according to which the generation expansion planning is divided into two problems: the optimal generation mix and the optimal generation construction process and the two problems are solved respectively. But there are some bad points in the method, for example, there are only approximative practical restriction of the capacity of single machine and the existing electric supply etc., because the optimal generation mix is determined on the basis of non-linear planning. So, in the present paper, the electric supply support system is practically constructed while proposing an unified generation expansion planning based on the dynamic programming that is possible to consider these restrictions strictly and the usefullness of the method is inspected. 12 refs., 7 figs., 5 tabs.

VMAT optimization with dynamic collimator rotation.

Science.gov (United States)

Lyu, Qihui; O'Connor, Daniel; Ruan, Dan; Yu, Victoria; Nguyen, Dan; Sheng, Ke

2018-04-16

Although collimator rotation is an optimization variable that can be exploited for dosimetric advantages, existing Volumetric Modulated Arc Therapy (VMAT) optimization uses a fixed collimator angle in each arc and only rotates the collimator between arcs. In this study, we develop a novel integrated optimization method for VMAT, accounting for dynamic collimator angles during the arc motion. Direct Aperture Optimization (DAO) for Dynamic Collimator in VMAT (DC-VMAT) was achieved by adding to the existing dose fidelity objective an anisotropic total variation term for regulating the fluence smoothness, a binary variable for forming simple apertures, and a group sparsity term for controlling collimator rotation. The optimal collimator angle for each beam angle was selected using the Dijkstra's algorithm, where the node costs depend on the estimated fluence map at the current iteration and the edge costs account for the mechanical constraints of multi-leaf collimator (MLC). An alternating optimization strategy was implemented to solve the DAO and collimator angle selection (CAS). Feasibility of DC-VMAT using one full-arc with dynamic collimator rotation was tested on a phantom with two small spherical targets, a brain, a lung and a prostate cancer patient. The plan was compared against a static collimator VMAT (SC-VMAT) plan using three full arcs with 60 degrees of collimator angle separation in patient studies. With the same target coverage, DC-VMAT achieved 20.3% reduction of R50 in the phantom study, and reduced the average max and mean OAR dose by 4.49% and 2.53% of the prescription dose in patient studies, as compared with SC-VMAT. The collimator rotation co-ordinated with the gantry rotation in DC-VMAT plans for deliverability. There were 13 beam angles in the single-arc DC-VMAT plan in patient studies that requires slower gantry rotation to accommodate multiple collimator angles. The novel DC-VMAT approach utilizes the dynamic collimator rotation during arc

How to Use Linear Programming for Information System Performances Optimization

Directory of Open Access Journals (Sweden)

Hell Marko

2014-09-01

Full Text Available Background: Organisations nowadays operate in a very dynamic environment, and therefore, their ability of continuously adjusting the strategic plan to the new conditions is a must for achieving their strategic objectives. BSC is a well-known methodology for measuring performances enabling organizations to learn how well they are doing. In this paper, “BSC for IS” will be proposed in order to measure the IS impact on the achievement of organizations’ business goals. Objectives: The objective of this paper is to present the original procedure which is used to enhance the BSC methodology in planning the optimal targets of IS performances value in order to maximize the organization's effectiveness. Methods/Approach: The method used in this paper is the quantitative methodology - linear programming. In the case study, linear programming is used for optimizing organization’s strategic performance. Results: Results are shown on the example of a case study national park. An optimal performance value for the strategic objective has been calculated, as well as an optimal performance value for each DO (derived objective. Results are calculated in Excel, using Solver Add-in. Conclusions: The presentation of methodology through the case study of a national park shows that this methodology, though it requires a high level of formalisation, provides a very transparent performance calculation.

Reinforcement learning for partially observable dynamic processes: adaptive dynamic programming using measured output data.

Science.gov (United States)

Lewis, F L; Vamvoudakis, Kyriakos G

2011-02-01

Approximate dynamic programming (ADP) is a class of reinforcement learning methods that have shown their importance in a variety of applications, including feedback control of dynamical systems. ADP generally requires full information about the system internal states, which is usually not available in practical situations. In this paper, we show how to implement ADP methods using only measured input/output data from the system. Linear dynamical systems with deterministic behavior are considered herein, which are systems of great interest in the control system community. In control system theory, these types of methods are referred to as output feedback (OPFB). The stochastic equivalent of the systems dealt with in this paper is a class of partially observable Markov decision processes. We develop both policy iteration and value iteration algorithms that converge to an optimal controller that requires only OPFB. It is shown that, similar to Q -learning, the new methods have the important advantage that knowledge of the system dynamics is not needed for the implementation of these learning algorithms or for the OPFB control. Only the order of the system, as well as an upper bound on its "observability index," must be known. The learned OPFB controller is in the form of a polynomial autoregressive moving-average controller that has equivalent performance with the optimal state variable feedback gain.

Accurate Natural Trail Detection Using a Combination of a Deep Neural Network and Dynamic Programming.

Science.gov (United States)

Adhikari, Shyam Prasad; Yang, Changju; Slot, Krzysztof; Kim, Hyongsuk

2018-01-10

This paper presents a vision sensor-based solution to the challenging problem of detecting and following trails in highly unstructured natural environments like forests, rural areas and mountains, using a combination of a deep neural network and dynamic programming. The deep neural network (DNN) concept has recently emerged as a very effective tool for processing vision sensor signals. A patch-based DNN is trained with supervised data to classify fixed-size image patches into "trail" and "non-trail" categories, and reshaped to a fully convolutional architecture to produce trail segmentation map for arbitrary-sized input images. As trail and non-trail patches do not exhibit clearly defined shapes or forms, the patch-based classifier is prone to misclassification, and produces sub-optimal trail segmentation maps. Dynamic programming is introduced to find an optimal trail on the sub-optimal DNN output map. Experimental results showing accurate trail detection for real-world trail datasets captured with a head mounted vision system are presented.

Dynamic optimization the calculus of variations and optimal control in economics and management

CERN Document Server

Kamien, Morton I

2012-01-01

Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.

Memory-efficient dynamic programming backtrace and pairwise local sequence alignment.

Science.gov (United States)

Newberg, Lee A

2008-08-15

A backtrace through a dynamic programming algorithm's intermediate results in search of an optimal path, or to sample paths according to an implied probability distribution, or as the second stage of a forward-backward algorithm, is a task of fundamental importance in computational biology. When there is insufficient space to store all intermediate results in high-speed memory (e.g. cache) existing approaches store selected stages of the computation, and recompute missing values from these checkpoints on an as-needed basis. Here we present an optimal checkpointing strategy, and demonstrate its utility with pairwise local sequence alignment of sequences of length 10,000. Sample C++-code for optimal backtrace is available in the Supplementary Materials. Supplementary data is available at Bioinformatics online.

Explicit/multi-parametric model predictive control (MPC) of linear discrete-time systems by dynamic and multi-parametric programming

KAUST Repository

Kouramas, K.I.

2011-08-01

This work presents a new algorithm for solving the explicit/multi- parametric model predictive control (or mp-MPC) problem for linear, time-invariant discrete-time systems, based on dynamic programming and multi-parametric programming techniques. The algorithm features two key steps: (i) a dynamic programming step, in which the mp-MPC problem is decomposed into a set of smaller subproblems in which only the current control, state variables, and constraints are considered, and (ii) a multi-parametric programming step, in which each subproblem is solved as a convex multi-parametric programming problem, to derive the control variables as an explicit function of the states. The key feature of the proposed method is that it overcomes potential limitations of previous methods for solving multi-parametric programming problems with dynamic programming, such as the need for global optimization for each subproblem of the dynamic programming step. © 2011 Elsevier Ltd. All rights reserved.

Automated Flight Routing Using Stochastic Dynamic Programming

Science.gov (United States)

Ng, Hok K.; Morando, Alex; Grabbe, Shon

2010-01-01

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Optimal dynamic detection of explosives

Energy Technology Data Exchange (ETDEWEB)

Moore, David Steven [Los Alamos National Laboratory; Mcgrane, Shawn D [Los Alamos National Laboratory; Greenfield, Margo T [Los Alamos National Laboratory; Scharff, R J [Los Alamos National Laboratory; Rabitz, Herschel A [PRINCETON UNIV; Roslund, J [PRINCETON UNIV

2009-01-01

The detection of explosives is a notoriously difficult problem, especially at stand-off distances, due to their (generally) low vapor pressure, environmental and matrix interferences, and packaging. We are exploring optimal dynamic detection to exploit the best capabilities of recent advances in laser technology and recent discoveries in optimal shaping of laser pulses for control of molecular processes to significantly enhance the standoff detection of explosives. The core of the ODD-Ex technique is the introduction of optimally shaped laser pulses to simultaneously enhance sensitivity of explosives signatures while reducing the influence of noise and the signals from background interferents in the field (increase selectivity). These goals are being addressed by operating in an optimal nonlinear fashion, typically with a single shaped laser pulse inherently containing within it coherently locked control and probe sub-pulses. With sufficient bandwidth, the technique is capable of intrinsically providing orthogonal broad spectral information for data fusion, all from a single optimal pulse.

Evaluation and improvement of dynamic optimality in electrochemical reactors

International Nuclear Information System (INIS)

Vijayasekaran, B.; Basha, C. Ahmed

2005-01-01

A systematic approach for the dynamic optimization problem statement to improve the dynamic optimality in electrochemical reactors is presented in this paper. The formulation takes an account of the diffusion phenomenon in the electrode/electrolyte interface. To demonstrate the present methodology, the optimal time-varying electrode potential for a coupled chemical-electrochemical reaction scheme, that maximizes the production of the desired product in a batch electrochemical reactor with/without recirculation are determined. The dynamic optimization problem statement, based upon this approach, is a nonlinear differential algebraic system, and its solution provides information about the optimal policy. Optimal control policy at different conditions is evaluated using the best-known Pontryagin's maximum principle. The two-point boundary value problem resulting from the application of the maximum principle is then solved using the control vector iteration technique. These optimal time-varying profiles of electrode potential are then compared to the best uniform operation through the relative improvements of the performance index. The application of the proposed approach to two electrochemical systems, described by ordinary differential equations, shows that the existing electrochemical process control strategy could be improved considerably when the proposed method is incorporated

Optimal control theory an introduction

CERN Document Server

Kirk, Donald E

2004-01-01

Optimal control theory is the science of maximizing the returns from and minimizing the costs of the operation of physical, social, and economic processes. Geared toward upper-level undergraduates, this text introduces three aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization.Chapters 1 and 2 focus on describing systems and evaluating their performances. Chapter 3 deals with dynamic programming. The calculus of variations and Pontryagin's minimum principle are the subjects of chapters 4 and 5, and chapter

Optimizing Technology-Oriented Constructional Paramour's of complex dynamic systems

International Nuclear Information System (INIS)

Novak, S.M.

1998-01-01

Creating optimal vibro systems requires sequential solving of a few problems: selecting the basic pattern of dynamic actions, synthesizing the dynamic active systems, optimizing technological, technical, economic and design parameters. This approach is illustrated by an example of a high-efficiency vibro system synthesized for forming building structure components. When using only one single source to excite oscillations, resonance oscillations are imparted to the product to be formed in the horizontal and vertical planes. In order to obtain versatile and dynamically optimized parameters, a factor is introduced into the differential equations of the motion, accounting for the relationship between the parameters, which determine the frequency characteristics of the system and the parameter variation range. This results in obtaining non-sophisticated mathematical models of the system under investigation, convenient for optimization and for engineering design and calculations as well

Graphic Interface for LCP2 Optimization Program

DEFF Research Database (Denmark)

Nicolae, Taropa Laurentiu; Gaunholt, Hans

1998-01-01

This report provides information about the software interface that is programmed for the Optimization Program LCP2. The first part is about the general description of the program followed by a guide for using the interface. The last chapters contain a discussion about problems or futute extension...... of the project. The program is written in Visual C++5.0 on a Windows NT4.0 operating system.......This report provides information about the software interface that is programmed for the Optimization Program LCP2. The first part is about the general description of the program followed by a guide for using the interface. The last chapters contain a discussion about problems or futute extensions...

Policy Iteration for $H_\\infty $ Optimal Control of Polynomial Nonlinear Systems via Sum of Squares Programming.

Science.gov (United States)

Zhu, Yuanheng; Zhao, Dongbin; Yang, Xiong; Zhang, Qichao

2018-02-01

Sum of squares (SOS) polynomials have provided a computationally tractable way to deal with inequality constraints appearing in many control problems. It can also act as an approximator in the framework of adaptive dynamic programming. In this paper, an approximate solution to the optimal control of polynomial nonlinear systems is proposed. Under a given attenuation coefficient, the Hamilton-Jacobi-Isaacs equation is relaxed to an optimization problem with a set of inequalities. After applying the policy iteration technique and constraining inequalities to SOS, the optimization problem is divided into a sequence of feasible semidefinite programming problems. With the converged solution, the attenuation coefficient is further minimized to a lower value. After iterations, approximate solutions to the smallest -gain and the associated optimal controller are obtained. Four examples are employed to verify the effectiveness of the proposed algorithm.

DYNAMIC PROGRAMMING APPROACH TO TESTING RESOURCE ALLOCATION PROBLEM FOR MODULAR SOFTWARE

Directory of Open Access Journals (Sweden)

P.K. Kapur

2003-02-01

Full Text Available Testing phase of a software begins with module testing. During this period modules are tested independently to remove maximum possible number of faults within a specified time limit or testing resource budget. This gives rise to some interesting optimization problems, which are discussed in this paper. Two Optimization models are proposed for optimal allocation of testing resources among the modules of a Software. In the first model, we maximize the total fault removal, subject to budgetary Constraint. In the second model, additional constraint representing aspiration level for fault removals for each module of the software is added. These models are solved using dynamic programming technique. The methods have been illustrated through numerical examples.

Optimization of Regional Geodynamic Models for Mantle Dynamics

Science.gov (United States)

Knepley, M.; Isaac, T.; Jadamec, M. A.

2016-12-01

The SubductionGenerator program is used to construct high resolution, 3D regional thermal structures for mantle convection simulations using a variety of data sources, including sea floor ages and geographically referenced 3D slab locations based on seismic observations. The initial bulk temperature field is constructed using a half-space cooling model or plate cooling model, and related smoothing functions based on a diffusion length-scale analysis. In this work, we seek to improve the 3D thermal model and test different model geometries and dynamically driven flow fields using constraints from observed seismic velocities and plate motions. Through a formal adjoint analysis, we construct the primal-dual version of the multi-objective PDE-constrained optimization problem for the plate motions and seismic misfit. We have efficient, scalable preconditioners for both the forward and adjoint problems based upon a block preconditioning strategy, and a simple gradient update is used to improve the control residual. The full optimal control problem is formulated on a nested hierarchy of grids, allowing a nonlinear multigrid method to accelerate the solution.

Penerapan Batas Ramp-Rate dengan Menggunakan Kombinasi Metode FDP (Forward Dynamic Programming dan QP (Quadratic Programming Pada Unit Commitment-Economic Dispatch

Directory of Open Access Journals (Sweden)

Riza Fahmi Andriyanto

2017-01-01

Full Text Available Kebutuhan akan energi listrik terus menigkat seiring dengan perkembangan teknologi. meningkatnya beban listrik ini harus diimbangi dengan penambahan daya yang dibangkitkan. Hal ini sangat berpengaruh pada penjadwalan unit pembangkit yang harus ditentukan dengan baik agar didapatkan pembangkitan yang optimal. Pada Tugas Akhir ini mengambil topik mengenai unit commitment dan economic dispatch dengan mempertimbangkan nilai dari batasan generator (ramp-rate. Metode yang digunakan adalah complete enumeration dengan forward dynamic programming pada unit commitment dan quadratic programming pada economic dispatch. Metode - metode tersebut diterapkan dalam pemrograman matlab sehingga dapat dijadikan suatu program perhitungan unit commitment dan economic dispatch dengan mempertimbangkan nilai batasan ramp-rate. Dengan metode tersebut, diharapkan permasalahan penjadwalan unit pembangkit dapat terselesaikan dengan baik dan optimal sehingga memperoleh total biaya pembangkitan yang ekonomis.

Optimal decisions principles of programming

CERN Document Server

Lange, Oskar

1971-01-01

Optimal Decisions: Principles of Programming deals with all important problems related to programming.This book provides a general interpretation of the theory of programming based on the application of the Lagrange multipliers, followed by a presentation of the marginal and linear programming as special cases of this general theory. The praxeological interpretation of the method of Lagrange multipliers is also discussed.This text covers the Koopmans' model of transportation, geometric interpretation of the programming problem, and nature of activity analysis. The solution of t

Evaluation of Electric Power Procurement Strategies by Stochastic Dynamic Programming

Science.gov (United States)

Saisho, Yuichi; Hayashi, Taketo; Fujii, Yasumasa; Yamaji, Kenji

In deregulated electricity markets, the role of a distribution company is to purchase electricity from the wholesale electricity market at randomly fluctuating prices and to provide it to its customers at a given fixed price. Therefore the company has to take risk stemming from the uncertainties of electricity prices and/or demand fluctuation instead of the customers. The way to avoid the risk is to make a bilateral contact with generating companies or install its own power generation facility. This entails the necessity to develop a certain method to make an optimal strategy for electric power procurement. In such a circumstance, this research has the purpose for proposing a mathematical method based on stochastic dynamic programming and additionally considering the characteristics of the start-up cost of electric power generation facility to evaluate strategies of combination of the bilateral contract and power auto-generation with its own facility for procuring electric power in deregulated electricity market. In the beginning we proposed two approaches to solve the stochastic dynamic programming, and they are a Monte Carlo simulation method and a finite difference method to derive the solution of a partial differential equation of the total procurement cost of electric power. Finally we discussed the influences of the price uncertainty on optimal strategies of power procurement.

Optimal dynamic water allocation: Irrigation extractions and environmental tradeoffs in the Murray River, Australia

Science.gov (United States)

Grafton, R. Quentin; Chu, Hoang Long; Stewardson, Michael; Kompas, Tom

2011-12-01

A key challenge in managing semiarid basins, such as in the Murray-Darling in Australia, is to balance the trade-offs between the net benefits of allocating water for irrigated agriculture, and other uses, versus the costs of reduced surface flows for the environment. Typically, water planners do not have the tools to optimally and dynamically allocate water among competing uses. We address this problem by developing a general stochastic, dynamic programming model with four state variables (the drought status, the current weather, weather correlation, and current storage) and two controls (environmental release and irrigation allocation) to optimally allocate water between extractions and in situ uses. The model is calibrated to Australia's Murray River that generates: (1) a robust qualitative result that "pulse" or artificial flood events are an optimal way to deliver environmental flows over and above conveyance of base flows; (2) from 2001 to 2009 a water reallocation that would have given less to irrigated agriculture and more to environmental flows would have generated between half a billion and over 3 billion U.S. dollars in overall economic benefits; and (3) water markets increase optimal environmental releases by reducing the losses associated with reduced water diversions.

Dynamic programming algorithms for biological sequence comparison.

Science.gov (United States)

Pearson, W R; Miller, W

1992-01-01

Efficient dynamic programming algorithms are available for a broad class of protein and DNA sequence comparison problems. These algorithms require computer time proportional to the product of the lengths of the two sequences being compared [O(N2)] but require memory space proportional only to the sum of these lengths [O(N)]. Although the requirement for O(N2) time limits use of the algorithms to the largest computers when searching protein and DNA sequence databases, many other applications of these algorithms, such as calculation of distances for evolutionary trees and comparison of a new sequence to a library of sequence profiles, are well within the capabilities of desktop computers. In particular, the results of library searches with rapid searching programs, such as FASTA or BLAST, should be confirmed by performing a rigorous optimal alignment. Whereas rapid methods do not overlook significant sequence similarities, FASTA limits the number of gaps that can be inserted into an alignment, so that a rigorous alignment may extend the alignment substantially in some cases. BLAST does not allow gaps in the local regions that it reports; a calculation that allows gaps is very likely to extend the alignment substantially. Although a Monte Carlo evaluation of the statistical significance of a similarity score with a rigorous algorithm is much slower than the heuristic approach used by the RDF2 program, the dynamic programming approach should take less than 1 hr on a 386-based PC or desktop Unix workstation. For descriptive purposes, we have limited our discussion to methods for calculating similarity scores and distances that use gap penalties of the form g = rk. Nevertheless, programs for the more general case (g = q+rk) are readily available. Versions of these programs that run either on Unix workstations, IBM-PC class computers, or the Macintosh can be obtained from either of the authors.

Optimized controllers for enhancing dynamic performance of PV interface system

Directory of Open Access Journals (Sweden)

Mahmoud A. Attia

2018-05-01

Full Text Available The dynamic performance of PV interface system can be improved by optimizing the gains of the Proportional–Integral (PI controller. In this work, gravitational search algorithm and harmony search algorithm are utilized to optimal tuning of PI controller gains. Performance comparison between the PV system with optimized PI gains utilizing different techniques are carried out. Finally, the dynamic behavior of the system is studied under hypothetical sudden variations in irradiance. The examination of the proposed techniques for optimal tuning of PI gains is conducted using MATLAB/SIMULINK software package. The main contribution of this work is investigating the dynamic performance of PV interfacing system with application of gravitational search algorithm and harmony search algorithm for optimal PI parameters tuning. Keywords: Photovoltaic power systems, Gravitational search algorithm, Harmony search algorithm, Genetic algorithm, Artificial intelligence

Final Report from The University of Texas at Austin for DEGAS: Dynamic Global Address Space programming environments

Energy Technology Data Exchange (ETDEWEB)

Erez, Mattan

2018-02-21

The Dynamic, Exascale Global Address Space programming environment (DEGAS) project will develop the next generation of programming models and runtime systems to meet the challenges of Exascale computing. Our approach is to provide an efficient and scalable programming model that can be adapted to application needs through the use of dynamic runtime features and domain-specific languages for computational kernels. We address the following technical challenges: Programmability: Rich set of programming constructs based on a Hierarchical Partitioned Global Address Space (HPGAS) model, demonstrated in UPC++. Scalability: Hierarchical locality control, lightweight communication (extended GASNet), and ef- ficient synchronization mechanisms (Phasers). Performance Portability: Just-in-time specialization (SEJITS) for generating hardware-specific code and scheduling libraries for domain-specific adaptive runtimes (Habanero). Energy Efficiency: Communication-optimal code generation to optimize energy efficiency by re- ducing data movement. Resilience: Containment Domains for flexible, domain-specific resilience, using state capture mechanisms and lightweight, asynchronous recovery mechanisms. Interoperability: Runtime and language interoperability with MPI and OpenMP to encourage broad adoption.

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

Energy Technology Data Exchange (ETDEWEB)

Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com [Laboratoire de Probabilités et Modèles Aléatoires, CNRS, UMR 7599, Université Paris Diderot (France)

2016-12-15

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

International Nuclear Information System (INIS)

Pham, Huyên; Wei, Xiaoli

2016-01-01

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

Optimizing the hydraulic program of cementing casing strings

Energy Technology Data Exchange (ETDEWEB)

Novakovic, M

1984-01-01

A technique is described for calculating the optimal parameters of the flow of plugging mud which takes into consideration the geometry of the annular space and the rheological characteristics of the muds. The optimization algorithm was illustrated by a block diagram. Examples are given for practical application of the optimization programs in production conditions. It is stressed that optimizing the hydraulic cementing program is effective if other technical-technological problems in cementing casing strings have been resolved.

Stochastic dynamic programming model for optimal resource ...

Indian Academy of Sciences (India)

M Bhuvaneswari

2018-04-11

Apr 11, 2018 ... handover in VANET; because of high dynamics in net- work topology, collaboration ... containers, doctors, nurses, cash and stocks. Similarly, ... GTBA does not take the resource types and availability into consideration.

Ant colony optimization and constraint programming

CERN Document Server

Solnon, Christine

2013-01-01

Ant colony optimization is a metaheuristic which has been successfully applied to a wide range of combinatorial optimization problems. The author describes this metaheuristic and studies its efficiency for solving some hard combinatorial problems, with a specific focus on constraint programming. The text is organized into three parts. The first part introduces constraint programming, which provides high level features to declaratively model problems by means of constraints. It describes the main existing approaches for solving constraint satisfaction problems, including complete tree search

The optimal dynamic immunization under a controlled heterogeneous node-based SIRS model

Science.gov (United States)

Yang, Lu-Xing; Draief, Moez; Yang, Xiaofan

2016-05-01

Dynamic immunizations, under which the state of the propagation network of electronic viruses can be changed by adjusting the control measures, are regarded as an alternative to static immunizations. This paper addresses the optimal dynamical immunization under the widely accepted SIRS assumption. First, based on a controlled heterogeneous node-based SIRS model, an optimal control problem capturing the optimal dynamical immunization is formulated. Second, the existence of an optimal dynamical immunization scheme is shown, and the corresponding optimality system is derived. Next, some numerical examples are given to show that an optimal immunization strategy can be worked out by numerically solving the optimality system, from which it is found that the network topology has a complex impact on the optimal immunization strategy. Finally, the difference between a payoff and the minimum payoff is estimated in terms of the deviation of the corresponding immunization strategy from the optimal immunization strategy. The proposed optimal immunization scheme is justified, because it can achieve a low level of infections at a low cost.

Dynamic Heat Supply Prediction Using Support Vector Regression Optimized by Particle Swarm Optimization Algorithm

Directory of Open Access Journals (Sweden)

Meiping Wang

2016-01-01

Full Text Available We developed an effective intelligent model to predict the dynamic heat supply of heat source. A hybrid forecasting method was proposed based on support vector regression (SVR model-optimized particle swarm optimization (PSO algorithms. Due to the interaction of meteorological conditions and the heating parameters of heating system, it is extremely difficult to forecast dynamic heat supply. Firstly, the correlations among heat supply and related influencing factors in the heating system were analyzed through the correlation analysis of statistical theory. Then, the SVR model was employed to forecast dynamic heat supply. In the model, the input variables were selected based on the correlation analysis and three crucial parameters, including the penalties factor, gamma of the kernel RBF, and insensitive loss function, were optimized by PSO algorithms. The optimized SVR model was compared with the basic SVR, optimized genetic algorithm-SVR (GA-SVR, and artificial neural network (ANN through six groups of experiment data from two heat sources. The results of the correlation coefficient analysis revealed the relationship between the influencing factors and the forecasted heat supply and determined the input variables. The performance of the PSO-SVR model is superior to those of the other three models. The PSO-SVR method is statistically robust and can be applied to practical heating system.

Optimal Route Searching with Multiple Dynamical Constraints—A Geometric Algebra Approach

Directory of Open Access Journals (Sweden)

Dongshuang Li

2018-05-01

Full Text Available The process of searching for a dynamic constrained optimal path has received increasing attention in traffic planning, evacuation, and personalized or collaborative traffic service. As most existing multiple constrained optimal path (MCOP methods cannot search for a path given various types of constraints that dynamically change during the search, few approaches for dynamic multiple constrained optimal path (DMCOP with type II dynamics are available for practical use. In this study, we develop a method to solve the DMCOP problem with type II dynamics based on the unification of various types of constraints under a geometric algebra (GA framework. In our method, the network topology and three different types of constraints are represented by using algebraic base coding. With a parameterized optimization of the MCOP algorithm based on a greedy search strategy under the generation-refinement paradigm, this algorithm is found to accurately support the discovery of optimal paths as the constraints of numerical values, nodes, and route structure types are dynamically added to the network. The algorithm was tested with simulated cases of optimal tourism route searches in China’s road networks with various combinations of constraints. The case study indicates that our algorithm can not only solve the DMCOP with different types of constraints but also use constraints to speed up the route filtering.

Portfolio optimization using fuzzy linear programming

Science.gov (United States)

Pandit, Purnima K.

2013-09-01

Portfolio Optimization (PO) is a problem in Finance, in which investor tries to maximize return and minimize risk by carefully choosing different assets. Expected return and risk are the most important parameters with regard to optimal portfolios. In the simple form PO can be modeled as quadratic programming problem which can be put into equivalent linear form. PO problems with the fuzzy parameters can be solved as multi-objective fuzzy linear programming problem. In this paper we give the solution to such problems with an illustrative example.

Optimization Research of Generation Investment Based on Linear Programming Model

Science.gov (United States)

Wu, Juan; Ge, Xueqian

Linear programming is an important branch of operational research and it is a mathematical method to assist the people to carry out scientific management. GAMS is an advanced simulation and optimization modeling language and it will combine a large number of complex mathematical programming, such as linear programming LP, nonlinear programming NLP, MIP and other mixed-integer programming with the system simulation. In this paper, based on the linear programming model, the optimized investment decision-making of generation is simulated and analyzed. At last, the optimal installed capacity of power plants and the final total cost are got, which provides the rational decision-making basis for optimized investments.

A dynamic programming approach for optimizing train speed profiles with speed restrictions and passage points

DEFF Research Database (Denmark)

Haahr, Jørgen Thorlund; Pisinger, David; Sabbaghian, Mohammad

2017-01-01

This paper considers a novel solution method for generating improved train speed profiles with reduced energy consumption. The solution method makes use of a time-space graph formulation which can be solved through Dynamic Programming. Instead of using uniform discretization of time and space...

Global Optimization for Bus Line Timetable Setting Problem

Directory of Open Access Journals (Sweden)

Qun Chen

2014-01-01

Full Text Available This paper defines bus timetables setting problem during each time period divided in terms of passenger flow intensity; it is supposed that passengers evenly arrive and bus runs are set evenly; the problem is to determine bus runs assignment in each time period to minimize the total waiting time of passengers on platforms if the number of the total runs is known. For such a multistage decision problem, this paper designed a dynamic programming algorithm to solve it. Global optimization procedures using dynamic programming are developed. A numerical example about bus runs assignment optimization of a single line is given to demonstrate the efficiency of the proposed methodology, showing that optimizing buses’ departure time using dynamic programming can save computational time and find the global optimal solution.

Quasiconvex optimization and location theory

CERN Document Server

Santos Gromicho, Jaoquim António

1998-01-01

grams of which the objective is given by the ratio of a convex by a positive (over a convex domain) concave function. As observed by Sniedovich (Ref. [102, 103]) most of the properties of fractional pro­ grams could be found in other programs, given that the objective function could be written as a particular composition of functions. He called this new field C­ programming, standing for composite concave programming. In his seminal book on dynamic programming (Ref. [104]), Sniedovich shows how the study of such com­ positions can help tackling non-separable dynamic programs that otherwise would defeat solution. Barros and Frenk (Ref. [9]) developed a cutting plane algorithm capable of optimizing C-programs. More recently, this algorithm has been used by Carrizosa and Plastria to solve a global optimization problem in facility location (Ref. [16]). The distinction between global optimization problems (Ref. [54]) and generalized convex problems can sometimes be hard to establish. That is exactly the reason ...

Dynamic Vehicle Routing Problems with Enhanced Ant Colony Optimization

Directory of Open Access Journals (Sweden)

Haitao Xu

2018-01-01

Full Text Available As we all know, there are a great number of optimization problems in the world. One of the relatively complicated and high-level problems is the vehicle routing problem (VRP. Dynamic vehicle routing problem (DVRP is a major variant of VRP, and it is closer to real logistic scene. In DVRP, the customers’ demands appear with time, and the unserved customers’ points must be updated and rearranged while carrying out the programming paths. Owing to the complexity and significance of the problem, DVRP applications have grabbed the attention of researchers in the past two decades. In this paper, we have two main contributions to solving DVRP. Firstly, DVRP is solved with enhanced Ant Colony Optimization (E-ACO, which is the traditional Ant Colony Optimization (ACO fusing improved K-means and crossover operation. K-means can divide the region with the most reasonable distance, while ACO using crossover is applied to extend search space and avoid falling into local optimum prematurely. Secondly, several new evaluation benchmarks are proposed, which can objectively and comprehensively estimate the proposed method. In the experiment, the results for different scale problems are compared to those of previously published papers. Experimental results show that the algorithm is feasible and efficient.

The Programming Optimization of Capacitorless 1T DRAM Based on the Dual-Gate TFET.

Science.gov (United States)

Li, Wei; Liu, Hongxia; Wang, Shulong; Chen, Shupeng; Wang, Qianqiong

2017-09-06

The larger volume of capacitor and higher leakage current of transistor have become the inherent disadvantages for the traditional one transistor (1T)-one capacitor (1C) dynamic random access memory (DRAM). Recently, the tunneling FET (TFET) is applied in DRAM cell due to the low off-state current and high switching ratio. The dual-gate TFET (DG-TFET) DRAM cell with the capacitorless structure has the superior performance-higher retention time (RT) and weak temperature dependence. But the performance of TFET DRAM cell is sensitive to programming condition. In this paper, the guideline of programming optimization is discussed in detail by using simulation tool-Silvaco Atlas. Both the writing and reading operations of DG-TFET DRAM depend on the band-to-band tunneling (BTBT). During the writing operation, the holes coming from BTBT governed by Gate2 are stored in potential well under Gate2. A small negative voltage is applied at Gate2 to retain holes for a long time during holding "1". The BTBT governed by Gate1 mainly influences the reading current. Using the optimized programming condition, the DG-TFET DRAM obtains the higher current ratio of reading "1" to reading "0" (10 7 ) and RT of more than 2 s. The higher RT reduces the refresh rate and dynamic power consumption of DRAM.

The Programming Optimization of Capacitorless 1T DRAM Based on the Dual-Gate TFET

Science.gov (United States)

Li, Wei; Liu, Hongxia; Wang, Shulong; Chen, Shupeng; Wang, Qianqiong

2017-09-01

The larger volume of capacitor and higher leakage current of transistor have become the inherent disadvantages for the traditional one transistor (1T)-one capacitor (1C) dynamic random access memory (DRAM). Recently, the tunneling FET (TFET) is applied in DRAM cell due to the low off-state current and high switching ratio. The dual-gate TFET (DG-TFET) DRAM cell with the capacitorless structure has the superior performance-higher retention time (RT) and weak temperature dependence. But the performance of TFET DRAM cell is sensitive to programming condition. In this paper, the guideline of programming optimization is discussed in detail by using simulation tool—Silvaco Atlas. Both the writing and reading operations of DG-TFET DRAM depend on the band-to-band tunneling (BTBT). During the writing operation, the holes coming from BTBT governed by Gate2 are stored in potential well under Gate2. A small negative voltage is applied at Gate2 to retain holes for a long time during holding "1". The BTBT governed by Gate1 mainly influences the reading current. Using the optimized programming condition, the DG-TFET DRAM obtains the higher current ratio of reading "1" to reading "0" (107) and RT of more than 2 s. The higher RT reduces the refresh rate and dynamic power consumption of DRAM.

Measurement configuration optimization for dynamic metrology using Stokes polarimetry

Science.gov (United States)

Liu, Jiamin; Zhang, Chuanwei; Zhong, Zhicheng; Gu, Honggang; Chen, Xiuguo; Jiang, Hao; Liu, Shiyuan

2018-05-01

As dynamic loading experiments such as a shock compression test are usually characterized by short duration, unrepeatability and high costs, high temporal resolution and precise accuracy of the measurements is required. Due to high temporal resolution up to a ten-nanosecond-scale, a Stokes polarimeter with six parallel channels has been developed to capture such instantaneous changes in optical properties in this paper. Since the measurement accuracy heavily depends on the configuration of the probing beam incident angle and the polarizer azimuth angle, it is important to select an optimal combination from the numerous options. In this paper, a systematic error propagation-based measurement configuration optimization method corresponding to the Stokes polarimeter was proposed. The maximal Frobenius norm of the combinatorial matrix of the configuration error propagating matrix and the intrinsic error propagating matrix is introduced to assess the measurement accuracy. The optimal configuration for thickness measurement of a SiO2 thin film deposited on a Si substrate has been achieved by minimizing the merit function. Simulation and experimental results show a good agreement between the optimal measurement configuration achieved experimentally using the polarimeter and the theoretical prediction. In particular, the experimental result shows that the relative error in the thickness measurement can be reduced from 6% to 1% by using the optimal polarizer azimuth angle when the incident angle is 45°. Furthermore, the optimal configuration for the dynamic metrology of a nickel foil under quasi-dynamic loading is investigated using the proposed optimization method.

DYNAMIC OPTIMAL BUDGET ALLOCATION FOR INTEGRATED MARKETING CONSIDERING PERSISTENCE

OpenAIRE

SHIZHONG AI; RONG DU; QIYING HU

2010-01-01

Aiming at forming dynamic optimal integrated marketing policies, we build a budget allocation model considering both current effects and sustained ones. The model includes multiple time periods and multiple marketing tools which interact through a common resource pool as well as through delayed cross influences on each other's sales, reflecting the nature of "integrated marketing" and its dynamics. In our study, marginal analysis is used to illuminate the structure of optimal policy. We deriv...

An Optimization Framework for Dynamic, Distributed Real-Time Systems

Science.gov (United States)

Eckert, Klaus; Juedes, David; Welch, Lonnie; Chelberg, David; Bruggerman, Carl; Drews, Frank; Fleeman, David; Parrott, David; Pfarr, Barbara

2003-01-01

Abstract. This paper presents a model that is useful for developing resource allocation algorithms for distributed real-time systems .that operate in dynamic environments. Interesting aspects of the model include dynamic environments, utility and service levels, which provide a means for graceful degradation in resource-constrained situations and support optimization of the allocation of resources. The paper also provides an allocation algorithm that illustrates how to use the model for producing feasible, optimal resource allocations.

Stockpile strategy for China's emergency oil reserve: A dynamic programming approach

International Nuclear Information System (INIS)

Bai, Y.; Dahl, C.A.; Zhou, D.Q.; Zhou, P.

2014-01-01

China is currently accelerating construction of its strategic petroleum reserves. How should China fill the SPR in a cost-effective manner in the short-run? How might this affect world oil prices? Using a dynamic programming model to answer these questions, the objective of this paper is to minimize the stockpiling costs, including consumer surplus as well as crude acquisition and holding costs. The crude oil acquisition price in the model is determined by global equilibrium between supply and demand. Demand, in turn, depends on world market conditions including China's stockpile filling rate. Our empirical study under different market conditions shows that China's optimal stockpile acquisition rate varies from 9 to 19 million barrels per month, and the optimal stockpiling drives up the world oil price by 3–7%. The endogenous price increase accounts for 52% of total stockpiling costs in the base case. When the market is tighter or the demand function is more inelastic, the stockpiling affects the market more significantly and pushes prices even higher. Alternatively, in a disruption, drawdown from the stockpile can effectively dampen soaring prices, though the shortage is likely to leave the price higher than before the disruption. - Highlights: • China's SPR policies are examined by dynamic programming. • The optimal stockpile acquisition rate varies from 9 to 19 million barrels per month. • The optimal stockpiling drives up world oil price by 3–7%

DYNAMIC PROGRAMMING – EFFICIENT TOOL FOR POWER SYSTEM EXPANSION PLANNING

Directory of Open Access Journals (Sweden)

SIMO A.

2015-03-01

Full Text Available The paper isfocusing on dynamic programming use for power system expansion planning (EP – transmission network (TNEP and distribution network (DNEP. The EP problem has been approached from the retrospective and prospective point of view. To achieve this goal, the authors are developing two software-tools in Matlab environment. Two techniques have been tackled: particle swarm optimization (PSO and genetic algorithms (GA. The case study refers to Test 25 buses test power system developed within the Power Systems Department.

Applications of sub-optimality in dynamic programming to location and construction of nuclear fuel processing plant; Application de la sous-optimalite en programmation dynamique a la localisation et la cadence optimales de construction des equipements

Energy Technology Data Exchange (ETDEWEB)

Thiriet, L; Deledicq, A [Commissariat a l' Energie Atomique, 92 - Fontenay-aux-Roses (France). Centre d' Etudes Nucleaires, section des etudes economiques generales

1968-09-01

First, the point of applying Dynamic Programming to optimization and Operational Research problems in chemical industries are recalled, as well as the conditions in which a dynamic program is illustrated by a sequential graph. A new algorithm for the determination of sub-optimal politics in a sequential graph is then developed. Finally, the applications of sub-optimality concept is shown when taking into account the indirect effects related to possible strategies, or in the case of stochastic choices and of problems of the siting of plants... application examples are given. (authors) [French] On rappelle d'abord l'interet de la Programmation Dynamique dans les problemes d'optimisation et de Recherche Operationnelle dans les industries chimiques, et les conditions de representation d'un programme dynamique par un graphe sequentiel. On expose ensuite un nouvel algorithme de determination de politiques sous-optimales dans un graphe sequentiel. On montre enfin les applications du concept de sous-optimalite a la prise en compte d'effets indirects lies aux politiques possibles, aux choix dans l'aleatoire, a des problemes de localisation optimale d'usines... et on donne des exemples d'utilisation. (auteurs)

Dynamic electricity pricing for electric vehicles using stochastic programming

International Nuclear Information System (INIS)

Soares, João; Ghazvini, Mohammad Ali Fotouhi; Borges, Nuno; Vale, Zita

2017-01-01

Electric Vehicles (EVs) are an important source of uncertainty, due to their variable demand, departure time and location. In smart grids, the electricity demand can be controlled via Demand Response (DR) programs. Smart charging and vehicle-to-grid seem highly promising methods for EVs control. However, high capital costs remain a barrier to implementation. Meanwhile, incentive and price-based schemes that do not require high level of control can be implemented to influence the EVs' demand. Having effective tools to deal with the increasing level of uncertainty is increasingly important for players, such as energy aggregators. This paper formulates a stochastic model for day-ahead energy resource scheduling, integrated with the dynamic electricity pricing for EVs, to address the challenges brought by the demand and renewable sources uncertainty. The two-stage stochastic programming approach is used to obtain the optimal electricity pricing for EVs. A realistic case study projected for 2030 is presented based on Zaragoza network. The results demonstrate that it is more effective than the deterministic model and that the optimal pricing is preferable. This study indicates that adequate DR schemes like the proposed one are promising to increase the customers' satisfaction in addition to improve the profitability of the energy aggregation business. - Highlights: • A stochastic model for energy scheduling tackling several uncertainty sources. • A two-stage stochastic programming is used to tackle the developed model. • Optimal EV electricity pricing seems to improve the profits. • The propose results suggest to increase the customers' satisfaction.

A Stereo Dual-Channel Dynamic Programming Algorithm for UAV Image Stitching.

Science.gov (United States)

Li, Ming; Chen, Ruizhi; Zhang, Weilong; Li, Deren; Liao, Xuan; Wang, Lei; Pan, Yuanjin; Zhang, Peng

2017-09-08

Dislocation is one of the major challenges in unmanned aerial vehicle (UAV) image stitching. In this paper, we propose a new algorithm for seamlessly stitching UAV images based on a dynamic programming approach. Our solution consists of two steps: Firstly, an image matching algorithm is used to correct the images so that they are in the same coordinate system. Secondly, a new dynamic programming algorithm is developed based on the concept of a stereo dual-channel energy accumulation. A new energy aggregation and traversal strategy is adopted in our solution, which can find a more optimal seam line for image stitching. Our algorithm overcomes the theoretical limitation of the classical Duplaquet algorithm. Experiments show that the algorithm can effectively solve the dislocation problem in UAV image stitching, especially for the cases in dense urban areas. Our solution is also direction-independent, which has better adaptability and robustness for stitching images.

Practical synchronization on complex dynamical networks via optimal pinning control

Science.gov (United States)

Li, Kezan; Sun, Weigang; Small, Michael; Fu, Xinchu

2015-07-01

We consider practical synchronization on complex dynamical networks under linear feedback control designed by optimal control theory. The control goal is to minimize global synchronization error and control strength over a given finite time interval, and synchronization error at terminal time. By utilizing the Pontryagin's minimum principle, and based on a general complex dynamical network, we obtain an optimal system to achieve the control goal. The result is verified by performing some numerical simulations on Star networks, Watts-Strogatz networks, and Barabási-Albert networks. Moreover, by combining optimal control and traditional pinning control, we propose an optimal pinning control strategy which depends on the network's topological structure. Obtained results show that optimal pinning control is very effective for synchronization control in real applications.

Using Stochastic Dynamic Programming to Support Water Resources Management in the Ziya River Basin, China

DEFF Research Database (Denmark)

Davidsen, Claus; Cardenal, Silvio Javier Pereira; Liu, Suxia

2015-01-01

of stochastic dynamic programming, to optimize water resources management in the Ziya River basin. Natural runoff from the upper basin was estimated with a rainfall-runoff model autocalibrated using in situ measured discharge. The runoff serial correlation was described by a Markov chain and used as input...

A dynamic model of functioning of a bank

Science.gov (United States)

Malafeyev, Oleg; Awasthi, Achal; Zaitseva, Irina; Rezenkov, Denis; Bogdanova, Svetlana

2018-04-01

In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the description of bank's work is described in this paper. The problem is then approached using the method of dynamic programming. Dynamic programming makes sure that the solutions obtained are globally optimal and numerically stable. The optimization process is set up as a discrete multi-stage decision process and solved with the help of dynamic programming.

Optimal Implantable Cardioverter Defibrillator Programming.

Science.gov (United States)

Shah, Bindi K

Optimal programming of implantable cardioverter defibrillators (ICDs) is essential to appropriately treat ventricular tachyarrhythmias and to avoid unnecessary and inappropriate shocks. There have been a series of large clinical trials evaluating tailored programming of ICDs. We reviewed the clinical trials evaluating ICD therapies and detection, and the consensus statement on ICD programming. In doing so, we found that prolonged ICD detection times, higher rate cutoffs, and antitachycardia pacing (ATP) programming decreases inappropriate and painful therapies in a primary prevention population. The use of supraventricular tachyarrhythmia discriminators can also decrease inappropriate shocks. Tailored ICD programming using the knowledge gained from recent ICD trials can decrease inappropriate and unnecessary ICD therapies and decrease mortality.

Optimal Piecewise-Linear Approximation of the Quadratic Chaotic Dynamics

Directory of Open Access Journals (Sweden)

J. Petrzela

2012-04-01

Full Text Available This paper shows the influence of piecewise-linear approximation on the global dynamics associated with autonomous third-order dynamical systems with the quadratic vector fields. The novel method for optimal nonlinear function approximation preserving the system behavior is proposed and experimentally verified. This approach is based on the calculation of the state attractor metric dimension inside a stochastic optimization routine. The approximated systems are compared to the original by means of the numerical integration. Real electronic circuits representing individual dynamical systems are derived using classical as well as integrator-based synthesis and verified by time-domain analysis in Orcad Pspice simulator. The universality of the proposed method is briefly discussed, especially from the viewpoint of the higher-order dynamical systems. Future topics and perspectives are also provided

An effective streamflow process model for optimal reservoir operation using stochastic dual dynamic programming

OpenAIRE

Raso , L.; Malaterre , P.O.; Bader , J.C.

2017-01-01

International audience; This article presents an innovative streamflow process model for use in reservoir operational rule design in stochastic dual dynamic programming (SDDP). Model features, which can be applied independently, are (1) a multiplicative process model for the forward phase and its linearized version for the backward phase; and (2) a nonuniform time-step length that is inversely proportional to seasonal variability. The advantages are (1) guaranteeing positive streamflow values...

Optimal long-term contracting with learning

OpenAIRE

He, Zhiguo; Wei, Bin; Yu, Jianfeng; Gao, Feng

2016-01-01

We introduce uncertainty into Holmstrom and Milgrom (1987) to study optimal long-term contracting with learning. In a dynamic relationship, the agent's shirking not only reduces current performance but also increases the agent's information rent due to the persistent belief manipulation effect. We characterize the optimal contract using the dynamic programming technique in which information rent is the unique state variable. In the optimal contract, the optimal effort is front-loaded and decr...

The Adjoint Method for Gradient-based Dynamic Optimization of UV Flash Processes

DEFF Research Database (Denmark)

Ritschel, Tobias Kasper Skovborg; Capolei, Andrea; Jørgensen, John Bagterp

2017-01-01

This paper presents a novel single-shooting algorithm for gradient-based solution of optimal control problems with vapor-liquid equilibrium constraints. Dynamic optimization of UV flash processes is relevant in nonlinear model predictive control of distillation columns, certain two-phase flow pro......-component flash process which demonstrate the importance of the optimization solver, the compiler, and the linear algebra software for the efficiency of dynamic optimization of UV flash processes....

Polyhedral and semidefinite programming methods in combinatorial optimization

CERN Document Server

Tunçel, Levent

2010-01-01

Since the early 1960s, polyhedral methods have played a central role in both the theory and practice of combinatorial optimization. Since the early 1990s, a new technique, semidefinite programming, has been increasingly applied to some combinatorial optimization problems. The semidefinite programming problem is the problem of optimizing a linear function of matrix variables, subject to finitely many linear inequalities and the positive semidefiniteness condition on some of the matrix variables. On certain problems, such as maximum cut, maximum satisfiability, maximum stable set and geometric r

Optimal control of HIV/AIDS dynamic: Education and treatment

Science.gov (United States)

Sule, Amiru; Abdullah, Farah Aini

2014-07-01

A mathematical model which describes the transmission dynamics of HIV/AIDS is developed. The optimal control representing education and treatment for this model is explored. The existence of optimal Control is established analytically by the use of optimal control theory. Numerical simulations suggest that education and treatment for the infected has a positive impact on HIV/AIDS control.

Semantic Edge Based Disparity Estimation Using Adaptive Dynamic Programming for Binocular Sensors.

Science.gov (United States)

Zhu, Dongchen; Li, Jiamao; Wang, Xianshun; Peng, Jingquan; Shi, Wenjun; Zhang, Xiaolin

2018-04-03

Disparity calculation is crucial for binocular sensor ranging. The disparity estimation based on edges is an important branch in the research of sparse stereo matching and plays an important role in visual navigation. In this paper, we propose a robust sparse stereo matching method based on the semantic edges. Some simple matching costs are used first, and then a novel adaptive dynamic programming algorithm is proposed to obtain optimal solutions. This algorithm makes use of the disparity or semantic consistency constraint between the stereo images to adaptively search parameters, which can improve the robustness of our method. The proposed method is compared quantitatively and qualitatively with the traditional dynamic programming method, some dense stereo matching methods, and the advanced edge-based method respectively. Experiments show that our method can provide superior performance on the above comparison.

Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Admissibility and Termination Analysis.

Science.gov (United States)

Wei, Qinglai; Liu, Derong; Lin, Qiao

In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.

Algorithms for optimal sequencing of dynamic multileaf collimators

Energy Technology Data Exchange (ETDEWEB)

Kamath, Srijit [Department of Computer and Information Science and Engineering, University of Florida, Gainesville, FL (United States); Sahni, Sartaj [Department of Computer and Information Science and Engineering, University of Florida, Gainesville, FL (United States); Palta, Jatinder [Department of Radiation Oncology, University of Florida, Gainesville, FL (United States); Ranka, Sanjay [Department of Computer and Information Science and Engineering, University of Florida, Gainesville, FL (United States)

2004-01-07

Dynamic multileaf collimator (DMLC) intensity modulated radiation therapy (IMRT) is used to deliver intensity modulated beams using a multileaf collimator (MLC), with the leaves in motion. DMLC-IMRT requires the conversion of a radiation intensity map into a leaf sequence file that controls the movement of the MLC while the beam is on. It is imperative that the intensity map delivered using the leaf sequence file be as close as possible to the intensity map generated by the dose optimization algorithm, while satisfying hardware constraints of the delivery system. Optimization of the leaf-sequencing algorithm has been the subject of several recent investigations. In this work, we present a systematic study of the optimization of leaf-sequencing algorithms for dynamic multileaf collimator beam delivery and provide rigorous mathematical proofs of optimized leaf sequence settings in terms of monitor unit (MU) efficiency under the most common leaf movement constraints that include leaf interdigitation constraint. Our analytical analysis shows that leaf sequencing based on unidirectional movement of the MLC leaves is as MU efficient as bi-directional movement of the MLC leaves.

Algorithms for optimal sequencing of dynamic multileaf collimators

International Nuclear Information System (INIS)

Kamath, Srijit; Sahni, Sartaj; Palta, Jatinder; Ranka, Sanjay

2004-01-01

Dynamic multileaf collimator (DMLC) intensity modulated radiation therapy (IMRT) is used to deliver intensity modulated beams using a multileaf collimator (MLC), with the leaves in motion. DMLC-IMRT requires the conversion of a radiation intensity map into a leaf sequence file that controls the movement of the MLC while the beam is on. It is imperative that the intensity map delivered using the leaf sequence file be as close as possible to the intensity map generated by the dose optimization algorithm, while satisfying hardware constraints of the delivery system. Optimization of the leaf-sequencing algorithm has been the subject of several recent investigations. In this work, we present a systematic study of the optimization of leaf-sequencing algorithms for dynamic multileaf collimator beam delivery and provide rigorous mathematical proofs of optimized leaf sequence settings in terms of monitor unit (MU) efficiency under the most common leaf movement constraints that include leaf interdigitation constraint. Our analytical analysis shows that leaf sequencing based on unidirectional movement of the MLC leaves is as MU efficient as bi-directional movement of the MLC leaves

Improved dynamic-programming-based algorithms for segmentation of masses in mammograms

International Nuclear Information System (INIS)

Dominguez, Alfonso Rojas; Nandi, Asoke K.

2007-01-01

In this paper, two new boundary tracing algorithms for segmentation of breast masses are presented. These new algorithms are based on the dynamic programming-based boundary tracing (DPBT) algorithm proposed in Timp and Karssemeijer, [S. Timp and N. Karssemeijer, Med. Phys. 31, 958-971 (2004)] The DPBT algorithm contains two main steps: (1) construction of a local cost function, and (2) application of dynamic programming to the selection of the optimal boundary based on the local cost function. The validity of some assumptions used in the design of the DPBT algorithm is tested in this paper using a set of 349 mammographic images. Based on the results of the tests, modifications to the computation of the local cost function have been designed and have resulted in the Improved-DPBT (IDPBT) algorithm. A procedure for the dynamic selection of the strength of the components of the local cost function is presented that makes these parameters independent of the image dataset. Incorporation of this dynamic selection procedure has produced another new algorithm which we have called ID 2 PBT. Methods for the determination of some other parameters of the DPBT algorithm that were not covered in the original paper are presented as well. The merits of the new IDPBT and ID 2 PBT algorithms are demonstrated experimentally by comparison against the DPBT algorithm. The segmentation results are evaluated with base on the area overlap measure and other segmentation metrics. Both of the new algorithms outperform the original DPBT; the improvements in the algorithms performance are more noticeable around the values of the segmentation metrics corresponding to the highest segmentation accuracy, i.e., the new algorithms produce more optimally segmented regions, rather than a pronounced increase in the average quality of all the segmented regions

Optimal Long-term Contracting with Learning

OpenAIRE

Jianfeng Yu; Bin Wei; Zhiguo He

2012-01-01

This paper introduces profitability uncertainty into an infinite-horizon variation of the classic Holmstrom and Milgrom (1987) model, and studies optimal dynamic contracting with endogenous learning. The agent's potential belief manipulation leads to the hidden information problem, which makes incentive provisions intertemporally linked in the optimal contract. We reduce the contracting problem into a dynamic programming problem with one state variable, and characterize the optimal contract w...

GPAW optimized for Blue Gene/P using hybrid programming

DEFF Research Database (Denmark)

Kristensen, Mads Ruben Burgdorff; Happe, Hans Henrik; Vinter, Brian

2009-01-01

In this work we present optimizations of a Grid-based projector-augmented wave method software, GPAW for the Blue Gene/P architecture. The improvements are achieved by exploring the advantage of shared and distributed memory programming also known as hybrid programming. The work focuses on optimi......In this work we present optimizations of a Grid-based projector-augmented wave method software, GPAW for the Blue Gene/P architecture. The improvements are achieved by exploring the advantage of shared and distributed memory programming also known as hybrid programming. The work focuses...... on optimizing a very time consuming operation in GPAW, the finite-different stencil operation, and different hybrid programming approaches are evaluated. The work succeeds in demonstrating a hybrid programming model which is clearly beneficial compared to the original flat programming model. In total...... an improvement of 1.94 compared to the original implementation is obtained. The results we demonstrate here are reasonably general and may be applied to other finite difference codes....

Portfolio optimization by using linear programing models based on genetic algorithm

Science.gov (United States)

Sukono; Hidayat, Y.; Lesmana, E.; Putra, A. S.; Napitupulu, H.; Supian, S.

2018-01-01

In this paper, we discussed the investment portfolio optimization using linear programming model based on genetic algorithms. It is assumed that the portfolio risk is measured by absolute standard deviation, and each investor has a risk tolerance on the investment portfolio. To complete the investment portfolio optimization problem, the issue is arranged into a linear programming model. Furthermore, determination of the optimum solution for linear programming is done by using a genetic algorithm. As a numerical illustration, we analyze some of the stocks traded on the capital market in Indonesia. Based on the analysis, it is shown that the portfolio optimization performed by genetic algorithm approach produces more optimal efficient portfolio, compared to the portfolio optimization performed by a linear programming algorithm approach. Therefore, genetic algorithms can be considered as an alternative on determining the investment portfolio optimization, particularly using linear programming models.

Stochastic optimization in insurance a dynamic programming approach

CERN Document Server

Azcue, Pablo

2014-01-01

The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance. The problems covered are the maximization of survival probability as well as the maximization of dividends in the classical collective risk model. The authors consider the possibility of controlling the risk process by reinsurance as well as by investments. They show that optimal value functions are characterized as either the unique or the smallest viscosity solution of the associated Hamilton-Jacobi-Bellman equation; they also study the structure of the optimal strategies and show how to find them. The viscosity approach was widely used in control problems related to mathematical finance but until quite recently it was not used to solve control problems related to actuarial mathematical science. This book is designed to familiarize the reader on how to use this approach. The intended audience is graduate students as well as researchers in this area.

Structural optimization for nonlinear dynamic response

DEFF Research Database (Denmark)

Dou, Suguang; Strachan, B. Scott; Shaw, Steven W.

2015-01-01

by a single vibrating mode, or by a pair of internally resonant modes. The approach combines techniques from nonlinear dynamics, computational mechanics and optimization, and it allows one to relate the geometric and material properties of structural elements to terms in the normal form for a given resonance......Much is known about the nonlinear resonant response of mechanical systems, but methods for the systematic design of structures that optimize aspects of these responses have received little attention. Progress in this area is particularly important in the area of micro-systems, where nonlinear...... resonant behaviour is being used for a variety of applications in sensing and signal conditioning. In this work, we describe a computational method that provides a systematic means for manipulating and optimizing features of nonlinear resonant responses of mechanical structures that are described...

Direct Optimal Control of Duffing Dynamics

Science.gov (United States)

Oz, Hayrani; Ramsey, John K.

2002-01-01

The "direct control method" is a novel concept that is an attractive alternative and competitor to the differential-equation-based methods. The direct method is equally well applicable to nonlinear, linear, time-varying, and time-invariant systems. For all such systems, the method yields explicit closed-form control laws based on minimization of a quadratic control performance measure. We present an application of the direct method to the dynamics and optimal control of the Duffing system where the control performance measure is not restricted to a quadratic form and hence may include a quartic energy term. The results we present in this report also constitute further generalizations of our earlier work in "direct optimal control methodology." The approach is demonstrated for the optimal control of the Duffing equation with a softening nonlinear stiffness.

Weather and Climate Manipulation as an Optimal Control for Adaptive Dynamical Systems

Directory of Open Access Journals (Sweden)

Sergei A. Soldatenko

2017-01-01

Full Text Available The weather and climate manipulation is examined as an optimal control problem for the earth climate system, which is considered as a complex adaptive dynamical system. Weather and climate manipulations are actually amorphous operations. Since their objectives are usually formulated vaguely, the expected results are fairly unpredictable and uncertain. However, weather and climate modification is a purposeful process and, therefore, we can formulate operations to manipulate weather and climate as the optimization problem within the framework of the optimal control theory. The complexity of the earth’s climate system is discussed and illustrated using the simplified low-order coupled chaotic dynamical system. The necessary conditions of optimality are derived for the large-scale atmospheric dynamics. This confirms that even a relatively simplified control problem for the atmospheric dynamics requires significant efforts to obtain the solution.

An adaptive immune optimization algorithm with dynamic lattice searching operation for fast optimization of atomic clusters

International Nuclear Information System (INIS)

Wu, Xia; Wu, Genhua

2014-01-01

Highlights: • A high efficient method for optimization of atomic clusters is developed. • Its performance is studied by optimizing Lennard-Jones clusters and Ag clusters. • The method is proved to be quite efficient. • A new Ag 61 cluster with stacking-fault face-centered cubic motif is found. - Abstract: Geometrical optimization of atomic clusters is performed by a development of adaptive immune optimization algorithm (AIOA) with dynamic lattice searching (DLS) operation (AIOA-DLS method). By a cycle of construction and searching of the dynamic lattice (DL), DLS algorithm rapidly makes the clusters more regular and greatly reduces the potential energy. DLS can thus be used as an operation acting on the new individuals after mutation operation in AIOA to improve the performance of the AIOA. The AIOA-DLS method combines the merit of evolutionary algorithm and idea of dynamic lattice. The performance of the proposed method is investigated in the optimization of Lennard-Jones clusters within 250 atoms and silver clusters described by many-body Gupta potential within 150 atoms. Results reported in the literature are reproduced, and the motif of Ag 61 cluster is found to be stacking-fault face-centered cubic, whose energy is lower than that of previously obtained icosahedron

Bridging developmental systems theory and evolutionary psychology using dynamic optimization.

Science.gov (United States)

Frankenhuis, Willem E; Panchanathan, Karthik; Clark Barrett, H

2013-07-01

Interactions between evolutionary psychologists and developmental systems theorists have been largely antagonistic. This is unfortunate because potential synergies between the two approaches remain unexplored. This article presents a method that may help to bridge the divide, and that has proven fruitful in biology: dynamic optimization. Dynamic optimization integrates developmental systems theorists' focus on dynamics and contingency with the 'design stance' of evolutionary psychology. It provides a theoretical framework as well as a set of tools for exploring the properties of developmental systems that natural selection might favor, given particular evolutionary ecologies. We also discuss limitations of the approach. © 2013 Blackwell Publishing Ltd.

Probabilistic methods for maintenance program optimization

International Nuclear Information System (INIS)

Liming, J.K.; Smith, M.J.; Gekler, W.C.

1989-01-01

In today's regulatory and economic environments, it is more important than ever that managers, engineers, and plant staff join together in developing and implementing effective management plans for safety and economic risk. This need applied to both power generating stations and other process facilities. One of the most critical parts of these management plans is the development and continuous enhancement of a maintenance program that optimizes plant or facility safety and profitability. The ultimate objective is to maximize the potential for station or facility success, usually measured in terms of projected financial profitability, while meeting or exceeding meaningful and reasonable safety goals, usually measured in terms of projected damage or consequence frequencies. This paper describes the use of the latest concepts in developing and evaluating maintenance programs to achieve maintenance program optimization (MPO). These concepts are based on significant field experience gained through the integration and application of fundamentals developed for industry and Electric Power Research Institute (EPRI)-sponsored projects on preventive maintenance (PM) program development and reliability-centered maintenance (RCM)

Optimal dynamic performance for high-precision actuators/stages

International Nuclear Information System (INIS)

Preissner, C.; Lee, S.-H.; Royston, T. J.; Shu, D.

2002-01-01

System dynamic performance of actuator/stage groups, such as those found in optical instrument positioning systems and other high-precision applications, is dependent upon both individual component behavior and the system configuration. Experimental modal analysis techniques were implemented to determine the six degree of freedom stiffnesses and damping for individual actuator components. These experimental data were then used in a multibody dynamic computer model to investigate the effect of stage group configuration. Running the computer model through the possible stage configurations and observing the predicted vibratory response determined the optimal stage group configuration. Configuration optimization can be performed for any group of stages, provided there is stiffness and damping data available for the constituent pieces

Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas

Directory of Open Access Journals (Sweden)

Jin Xisong

2018-02-01

Full Text Available Previous research has focused on the importance of modeling the multivariate distribution for optimal portfolio allocation and active risk management. However, existing dynamic models are not easily applied to high-dimensional problems due to the curse of dimensionality. In this paper, we extend the framework of the Dynamic Conditional Correlation/Equicorrelation and an extreme value approach into a series of Dynamic Conditional Elliptical Copulas. We investigate risk measures such as Value at Risk (VaR and Expected Shortfall (ES for passive portfolios and dynamic optimal portfolios using Mean-Variance and ES criteria for a sample of US stocks over a period of 10 years. Our results suggest that (1 Modeling the marginal distribution is important for dynamic high-dimensional multivariate models. (2 Neglecting the dynamic dependence in the copula causes over-aggressive risk management. (3 The DCC/DECO Gaussian copula and t-copula work very well for both VaR and ES. (4 Grouped t-copulas and t-copulas with dynamic degrees of freedom further match the fat tail. (5 Correctly modeling the dependence structure makes an improvement in portfolio optimization with respect to tail risk. (6 Models driven by multivariate t innovations with exogenously given degrees of freedom provide a flexible and applicable alternative for optimal portfolio risk management.

Computer program for optimal BWR congtrol rod programming

International Nuclear Information System (INIS)

Taner, M.S.; Levine, S.H.; Carmody, J.M.

1995-01-01

A fully automated computer program has been developed for designing optimal control rod (CR) patterns for boiling water reactors (BWRs). The new program, called OCTOPUS-3, is based on the OCTOPUS code and employs SIMULATE-3 (Ref. 2) for the analysis. There are three aspects of OCTOPUS-3 that make it successful for use at PECO Energy. It incorporates a new feasibility algorithm that makes the CR design meet all constraints, it has been coupled to a Bourne Shell program 3 to allow the user to run the code interactively without the need for a manual, and it develops a low axial peak to extend the cycle. For PECO Energy Co.'s limericks it increased the energy output by 1 to 2% over the traditional PECO Energy design. The objective of the optimization in OCTOPUS-3 is to approximate a very low axial peaked target power distribution while maintaining criticality, keeping the nodal and assembly peaks below the allowed maximum, and meeting the other constraints. The user-specified input for each exposure point includes: CR groups allowed-to-move, target k eff , and amount of core flow. The OCTOPUS-3 code uses the CR pattern from the previous step as the initial guess unless indicated otherwise

Optimization programs of radiation protection applied to post-graduation and encouraging research

International Nuclear Information System (INIS)

Levy, Denise S.; Sordi, Gian Maria A.A.

2013-01-01

In 2011 we started the automation and integration of radiological protection optimization programs, in order to offer unified programs and inter-related information in Portuguese, providing Brazilian radioactive facilities a complete repository for research, consultation and information. The authors of this project extended it to postgraduate education, in order to encourage postgraduate students researches, expanding methods for enhancing student learning through the use of different combined resources, such as educational technology, information technology and group dynamics. This new methodology was applied in a postgraduate discipline at Instituto de Pesquisas Energeticas e Nucleares (IPEN), Brazil, in the postgraduate discipline entitled Fundamental Elements of Radiological Protection (TNA-5732). Students have six weeks to assimilate a complex content of optimization, considering national and international standards, guidelines and recommendations published by different organizations over the past decades. Unlike traditional classes, in which students receive prompt responses, this new methodology stimulates discussion, encouraging collective thinking processes and promoting ongoing personal reflection and researches. Case-oriented problem-solving permitted students to play different roles, promoting whole-group discussions and cooperative learning, approaching theory and practical applications. Students discussed different papers, published in international conferences, and their implications according to current standards. The automation of optimization programs was essential as a research tool during the course. The results of this experience were evaluated in two consecutive years. We had excellent results compared to the previous 14 years. The methodology has exceeded expectations and will be also applied in 2013 to ionizing radiation monitoring postgraduate classes. (author)

Sub-optimal control of fuzzy linear dynamical systems under granular differentiability concept.

Science.gov (United States)

Mazandarani, Mehran; Pariz, Naser

2018-05-01

This paper deals with sub-optimal control of a fuzzy linear dynamical system. The aim is to keep the state variables of the fuzzy linear dynamical system close to zero in an optimal manner. In the fuzzy dynamical system, the fuzzy derivative is considered as the granular derivative; and all the coefficients and initial conditions can be uncertain. The criterion for assessing the optimality is regarded as a granular integral whose integrand is a quadratic function of the state variables and control inputs. Using the relative-distance-measure (RDM) fuzzy interval arithmetic and calculus of variations, the optimal control law is presented as the fuzzy state variables feedback. Since the optimal feedback gains are obtained as fuzzy functions, they need to be defuzzified. This will result in the sub-optimal control law. This paper also sheds light on the restrictions imposed by the approaches which are based on fuzzy standard interval arithmetic (FSIA), and use strongly generalized Hukuhara and generalized Hukuhara differentiability concepts for obtaining the optimal control law. The granular eigenvalues notion is also defined. Using an RLC circuit mathematical model, it is shown that, due to their unnatural behavior in the modeling phenomenon, the FSIA-based approaches may obtain some eigenvalues sets that might be different from the inherent eigenvalues set of the fuzzy dynamical system. This is, however, not the case with the approach proposed in this study. The notions of granular controllability and granular stabilizability of the fuzzy linear dynamical system are also presented in this paper. Moreover, a sub-optimal control for regulating a Boeing 747 in longitudinal direction with uncertain initial conditions and parameters is gained. In addition, an uncertain suspension system of one of the four wheels of a bus is regulated using the sub-optimal control introduced in this paper. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

A Dynamic Optimization Strategy for the Operation of Large Scale Seawater Reverses Osmosis System

Directory of Open Access Journals (Sweden)

Aipeng Jiang

2014-01-01

Full Text Available In this work, an efficient strategy was proposed for efficient solution of the dynamic model of SWRO system. Since the dynamic model is formulated by a set of differential-algebraic equations, simultaneous strategies based on collocations on finite element were used to transform the DAOP into large scale nonlinear programming problem named Opt2. Then, simulation of RO process and storage tanks was carried element by element and step by step with fixed control variables. All the obtained values of these variables then were used as the initial value for the optimal solution of SWRO system. Finally, in order to accelerate the computing efficiency and at the same time to keep enough accuracy for the solution of Opt2, a simple but efficient finite element refinement rule was used to reduce the scale of Opt2. The proposed strategy was applied to a large scale SWRO system with 8 RO plants and 4 storage tanks as case study. Computing result shows that the proposed strategy is quite effective for optimal operation of the large scale SWRO system; the optimal problem can be successfully solved within decades of iterations and several minutes when load and other operating parameters fluctuate.

Topology optimization of continuum structure with dynamic constraints using mode identification

International Nuclear Information System (INIS)

Li, Jianhongyu; Chen, Shenyan; Huang, Hai

2015-01-01

For the problems such as mode exchange and localized modes in topology optimization of continuum structure with dynamic constraints, it is difficult to apply the traditional optimization model which considers fixed order mode frequencies as constraints in optimization calculation. A new optimization model is established, in which the dynamical constraints are changed as frequencies of structural principal vibrations. The order of the principal vibrations is recognized through modal identification in the optimization process, and the constraints are updated to make the optimization calculation execute smoothly. Localized mode elimination techniques are introduced to reduce the localized modes induced by the low density elements, which could improve the optimization efficiency. A new optimization process is designed, which achieves the purpose of overcoming mode exchange problem and localized mode problem at the cost of increasing several structural analyses. Optimization system is developed by using Nastran to perform structural analysis and sensitivity analysis and two-level multipoint approximation algorithm as optimizer. Numerical results verified that the presented method is effective and reasonable.

Lean and Efficient Software: Whole-Program Optimization of Executables

Science.gov (United States)

2015-09-30

Lean and Efficient Software: Whole-Program Optimization of Executables” Project Summary Report #5 (Report Period: 7/1/2015 to 9/30/2015...TYPE 3. DATES COVERED 00-00-2015 to 00-00-2015 4. TITLE AND SUBTITLE Lean and Efficient Software: Whole-Program Optimization of Executables 5a...unclassified c. THIS PAGE unclassified Standard Form 298 (Rev. 8-98) Prescribed by ANSI Std Z39-18 Lean and Efficient Software: Whole-Program

Dynamic optimal control of groundwater remediation with management periods: Linearized and quasi-Newton approaches

International Nuclear Information System (INIS)

Culver, T.B.

1991-01-01

Several modifications of the linear-quadratic regulator (LQR) optimization algorithm are developed, and the computational efficiency of each algorithm with respect to groundwater remediation is evaluated. In each case, the optimization model is combined with a finite element groundwater flow and transport simulation model to determine the optimal time-varying pump-and-treat policy. The first modification of the LQR algorithm incorporated management periods, which are groups of simulation time steps during which the pumping policy remains constant. Management periods reduced the total computational demand, as measured by the CPU time, by as much as 85% compared to the time needed for the LQR solution without management periods. Complexity analysis revealed that computational savings of equal or greater magnitude can be expected in general for groundwater remediation applications and for many other applications of dynamic control. The LQR algorithm with management periods was further modified by assuming steady-state hydraulics within a management period (SSLQR), which simplifies the derivatives of the transition equation. A quasi-Newton differential dynamic programming (QNDDP) was formulated by approximating the complicated second derivatives of the transition equation using a Broyden rank-one approximation. QNDDP converged to the optimal policy for the test problem significantly faster than the LQR algorithm, requiring approximately half the computational time. With the test problem expanded to include the capacity of the treatment facility as a state variable, QNDDP with management periods can determine the optimal treatment facility capacity. With many management periods, the addition of the capital costs of the treatment facility changed the optimal policy so that the required treatment facility capacity was reduced

Pathwise dynamic programming

NARCIS (Netherlands)

Bender, Christian; Gärtner, Christian; Schweizer, Nikolaus

2017-01-01

We present a novel method for deriving tight Monte Carlo confidence intervals for solutions of stochastic dynamic programming equations. Taking some approximate solution to the equation as an input, we construct pathwise recursions with a known bias. Suitably coupling the recursions for lower and

Optimization of Algorithms Using Extensions of Dynamic Programming

KAUST Repository

AbouEisha, Hassan M.

2017-01-01

of the thesis presents a novel model of computation (element partition tree) that represents a class of algorithms for multi-frontal solvers along with cost functions reflecting various complexity measures such as: time and space. It then introduces dynamic

Neutrophil programming dynamics and its disease relevance.

Science.gov (United States)

Ran, Taojing; Geng, Shuo; Li, Liwu

2017-11-01

Neutrophils are traditionally considered as first responders to infection and provide antimicrobial host defense. However, recent advances indicate that neutrophils are also critically involved in the modulation of host immune environments by dynamically adopting distinct functional states. Functionally diverse neutrophil subsets are increasingly recognized as critical components mediating host pathophysiology. Despite its emerging significance, molecular mechanisms as well as functional relevance of dynamically programmed neutrophils remain to be better defined. The increasing complexity of neutrophil functions may require integrative studies that address programming dynamics of neutrophils and their pathophysiological relevance. This review aims to provide an update on the emerging topics of neutrophil programming dynamics as well as their functional relevance in diseases.

Adaptive Event-Triggered Control Based on Heuristic Dynamic Programming for Nonlinear Discrete-Time Systems.

Science.gov (United States)

Dong, Lu; Zhong, Xiangnan; Sun, Changyin; He, Haibo

2017-07-01

This paper presents the design of a novel adaptive event-triggered control method based on the heuristic dynamic programming (HDP) technique for nonlinear discrete-time systems with unknown system dynamics. In the proposed method, the control law is only updated when the event-triggered condition is violated. Compared with the periodic updates in the traditional adaptive dynamic programming (ADP) control, the proposed method can reduce the computation and transmission cost. An actor-critic framework is used to learn the optimal event-triggered control law and the value function. Furthermore, a model network is designed to estimate the system state vector. The main contribution of this paper is to design a new trigger threshold for discrete-time systems. A detailed Lyapunov stability analysis shows that our proposed event-triggered controller can asymptotically stabilize the discrete-time systems. Finally, we test our method on two different discrete-time systems, and the simulation results are included.

Optimal reduction of flexible dynamic system

International Nuclear Information System (INIS)

Jankovic, J.

1994-01-01

Dynamic system reduction is basic procedure in various problems of active control synthesis of flexible structures. In this paper is presented direct method for system reduction by explicit extraction of modes included in reduced model form. Criterion for optimal system discrete approximation in synthesis reduced dynamic model is also presented. Subjected method of system decomposition is discussed in relation to the Schur method of solving matrix algebraic Riccati equation as condition for system reduction. By using exposed method procedure of flexible system reduction in addition with corresponding example is presented. Shown procedure is powerful in problems of active control synthesis of flexible system vibrations

Research on the optimal dynamical systems of three-dimensional Navier-Stokes equations based on weighted residual

Science.gov (United States)

Peng, NaiFu; Guan, Hui; Wu, ChuiJie

2016-04-01

In this paper, the theory of constructing optimal dynamical systems based on weighted residual presented by Wu & Sha is applied to three-dimensional Navier-Stokes equations, and the optimal dynamical system modeling equations are derived. Then the multiscale global optimization method based on coarse graining analysis is presented, by which a set of approximate global optimal bases is directly obtained from Navier-Stokes equations and the construction of optimal dynamical systems is realized. The optimal bases show good properties, such as showing the physical properties of complex flows and the turbulent vortex structures, being intrinsic to real physical problem and dynamical systems, and having scaling symmetry in mathematics, etc.. In conclusion, using fewer terms of optimal bases will approach the exact solutions of Navier-Stokes equations, and the dynamical systems based on them show the most optimal behavior.

Dynamic analysis program for frame structure

International Nuclear Information System (INIS)

Ando, Kozo; Chiba, Toshio

1975-01-01

A general purpose computer program named ISTRAN/FD (Isub(HI) STRucture ANalysis/Frame structure, Dynamic analysis) has been developed for dynamic analysis of three-dimensional frame structures. This program has functions of free vibration analysis, seismic response analysis, graphic display by plotter and CRT, etc. This paper introduces ISTRAN/FD; examples of its application are shown with various problems : idealization of the cantilever, dynamic analysis of the main tower of the suspension bridge, three-dimensional vibration in the plate girder bridge, seismic response in the boiler steel structure, and dynamic properties of the underground LNG tank. In this last example, solid elements, in addition to beam elements, are especially used for the analysis. (auth.)

A dynamic global and local combined particle swarm optimization algorithm

International Nuclear Information System (INIS)

Jiao Bin; Lian Zhigang; Chen Qunxian

2009-01-01

Particle swarm optimization (PSO) algorithm has been developing rapidly and many results have been reported. PSO algorithm has shown some important advantages by providing high speed of convergence in specific problems, but it has a tendency to get stuck in a near optimal solution and one may find it difficult to improve solution accuracy by fine tuning. This paper presents a dynamic global and local combined particle swarm optimization (DGLCPSO) algorithm to improve the performance of original PSO, in which all particles dynamically share the best information of the local particle, global particle and group particles. It is tested with a set of eight benchmark functions with different dimensions and compared with original PSO. Experimental results indicate that the DGLCPSO algorithm improves the search performance on the benchmark functions significantly, and shows the effectiveness of the algorithm to solve optimization problems.

A program package for solving linear optimization problems

International Nuclear Information System (INIS)

Horikami, Kunihiko; Fujimura, Toichiro; Nakahara, Yasuaki

1980-09-01

Seven computer programs for the solution of linear, integer and quadratic programming (four programs for linear programming, one for integer programming and two for quadratic programming) have been prepared and tested on FACOM M200 computer, and auxiliary programs have been written to make it easy to use the optimization program package. The characteristics of each program are explained and the detailed input/output descriptions are given in order to let users know how to use them. (author)

Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games.

Science.gov (United States)

Wei, Qinglai; Liu, Derong; Lin, Qiao; Song, Ruizhuo

2018-04-01

In this paper, a novel adaptive dynamic programming (ADP) algorithm, called "iterative zero-sum ADP algorithm," is developed to solve infinite-horizon discrete-time two-player zero-sum games of nonlinear systems. The present iterative zero-sum ADP algorithm permits arbitrary positive semidefinite functions to initialize the upper and lower iterations. A novel convergence analysis is developed to guarantee the upper and lower iterative value functions to converge to the upper and lower optimums, respectively. When the saddle-point equilibrium exists, it is emphasized that both the upper and lower iterative value functions are proved to converge to the optimal solution of the zero-sum game, where the existence criteria of the saddle-point equilibrium are not required. If the saddle-point equilibrium does not exist, the upper and lower optimal performance index functions are obtained, respectively, where the upper and lower performance index functions are proved to be not equivalent. Finally, simulation results and comparisons are shown to illustrate the performance of the present method.

Generic Optimization Program User Manual Version 3.0.0

International Nuclear Information System (INIS)

Wetter, Michael

2009-01-01

GenOpt is an optimization program for the minimization of a cost function that is evaluated by an external simulation program. It has been developed for optimization problems where the cost function is computationally expensive and its derivatives are not available or may not even exist. GenOpt can be coupled to any simulation program that reads its input from text files and writes its output to text files. The independent variables can be continuous variables (possibly with lower and upper bounds), discrete variables, or both, continuous and discrete variables. Constraints on dependent variables can be implemented using penalty or barrier functions. GenOpt uses parallel computing to evaluate the simulations. GenOpt has a library with local and global multi-dimensional and one-dimensional optimization algorithms, and algorithms for doing parametric runs. An algorithm interface allows adding new minimization algorithms without knowing the details of the program structure. GenOpt is written in Java so that it is platform independent. The platform independence and the general interface make GenOpt applicable to a wide range of optimization problems. GenOpt has not been designed for linear programming problems, quadratic programming problems, and problems where the gradient of the cost function is available. For such problems, as well as for other problems, special tailored software exists that is more efficient

Generic Optimization Program User Manual Version 3.0.0

Energy Technology Data Exchange (ETDEWEB)

Wetter, Michael

2009-05-11

GenOpt is an optimization program for the minimization of a cost function that is evaluated by an external simulation program. It has been developed for optimization problems where the cost function is computationally expensive and its derivatives are not available or may not even exist. GenOpt can be coupled to any simulation program that reads its input from text files and writes its output to text files. The independent variables can be continuous variables (possibly with lower and upper bounds), discrete variables, or both, continuous and discrete variables. Constraints on dependent variables can be implemented using penalty or barrier functions. GenOpt uses parallel computing to evaluate the simulations. GenOpt has a library with local and global multi-dimensional and one-dimensional optimization algorithms, and algorithms for doing parametric runs. An algorithm interface allows adding new minimization algorithms without knowing the details of the program structure. GenOpt is written in Java so that it is platform independent. The platform independence and the general interface make GenOpt applicable to a wide range of optimization problems. GenOpt has not been designed for linear programming problems, quadratic programming problems, and problems where the gradient of the cost function is available. For such problems, as well as for other problems, special tailored software exists that is more efficient.

Off-road vehicle dynamics analysis, modelling and optimization

CERN Document Server

Taghavifar, Hamid

2017-01-01

This book deals with the analysis of off-road vehicle dynamics from kinetics and kinematics perspectives and the performance of vehicle traversing over rough and irregular terrain. The authors consider the wheel performance, soil-tire interactions and their interface, tractive performance of the vehicle, ride comfort, stability over maneuvering, transient and steady state conditions of the vehicle traversing, modeling the aforementioned aspects and optimization from energetic and vehicle mobility perspectives. This book brings novel figures for the transient dynamics and original wheel terrain dynamics at on-the-go condition.

Transmission Dynamics and Optimal Control of Malaria in Kenya

Directory of Open Access Journals (Sweden)

Gabriel Otieno

2016-01-01

Full Text Available This paper proposes and analyses a mathematical model for the transmission dynamics of malaria with four-time dependent control measures in Kenya: insecticide treated bed nets (ITNs, treatment, indoor residual spray (IRS, and intermittent preventive treatment of malaria in pregnancy (IPTp. We first considered constant control parameters and calculate the basic reproduction number and investigate existence and stability of equilibria as well as stability analysis. We proved that if R0≤1, the disease-free equilibrium is globally asymptotically stable in D. If R0>1, the unique endemic equilibrium exists and is globally asymptotically stable. The model also exhibits backward bifurcation at R0=1. If R0>1, the model admits a unique endemic equilibrium which is globally asymptotically stable in the interior of feasible region D. The sensitivity results showed that the most sensitive parameters are mosquito death rate and mosquito biting rates. We then consider the time-dependent control case and use Pontryagin’s Maximum Principle to derive the necessary conditions for the optimal control of the disease using the proposed model. The existence of optimal control problem is proved. Numerical simulations of the optimal control problem using a set of reasonable parameter values suggest that the optimal control strategy for malaria control in endemic areas is the combined use of treatment and IRS; for epidemic prone areas is the use of treatment and IRS; for seasonal areas is the use of treatment; and for low risk areas is the use of ITNs and treatment. Control programs that follow these strategies can effectively reduce the spread of malaria disease in different malaria transmission settings in Kenya.

Using system dynamics for simulation and optimization of one coal industry system under fuzzy environment

Energy Technology Data Exchange (ETDEWEB)

Xu, J.P.; Li, X.F. [Sichuan University, Chengdu (China)

2011-09-15

In this paper, we have developed a model that integrates system dynamics with fuzzy multiple objective programming (SD-FMOP). This model can be used to study the complex interactions in a industry system. In the process of confirming sensitive parameters and fuzzy variables of the SD model, we made use of fuzzy multi-objective programming to help yield the solution. We adopted the chance-constraint programming model to convert the fuzzy variables into precise values. We use genetic algorithm to solve FMOP model, and obtain the Pareto solution through the programming models. It is evident that FMOP is effective in optimizing the given system to obtain the decision objectives of the SD model. The results recorded from the SD model are in our option, reasonable and credible. These results may help governments to establish more effective policy related to the coal industry development.

Implementing optimal thinning strategies

Science.gov (United States)

Kurt H. Riitters; J. Douglas Brodie

1984-01-01

Optimal thinning regimes for achieving several management objectives were derived from two stand-growth simulators by dynamic programming. Residual mean tree volumes were then plotted against stand density management diagrams. The results supported the use of density management diagrams for comparing, checking, and implementing the results of optimization analyses....

Programming for Sparse Minimax Optimization

DEFF Research Database (Denmark)

Jonasson, K.; Madsen, Kaj

1994-01-01

We present an algorithm for nonlinear minimax optimization which is well suited for large and sparse problems. The method is based on trust regions and sequential linear programming. On each iteration, a linear minimax problem is solved for a basic step. If necessary, this is followed...... by the determination of a minimum norm corrective step based on a first-order Taylor approximation. No Hessian information needs to be stored. Global convergence is proved. This new method has been extensively tested and compared with other methods, including two well known codes for nonlinear programming...

Optimal and centralized reservoir management for drought and flood protection via Stochastic Dual Dynamic Programming on the Upper Seine-Aube River system

Science.gov (United States)

Chiavico, Mattia; Raso, Luciano; Dorchies, David; Malaterre, Pierre-Olivier

2015-04-01

Seine river region is an extremely important logistic and economic junction for France and Europe. The hydraulic protection of most part of the region relies on four controlled reservoirs, managed by EPTB Seine-Grands Lacs. Presently, reservoirs operation is not centrally coordinated, and release rules are based on empirical filling curves. In this study, we analyze how a centralized release policy can face flood and drought risks, optimizing water system efficiency. The optimal and centralized decisional problem is solved by Stochastic Dual Dynamic Programming (SDDP) method, minimizing an operational indicator for each planning objective. SDDP allows us to include into the system: 1) the hydrological discharge, specifically a stochastic semi-distributed auto-regressive model, 2) the hydraulic transfer model, represented by a linear lag and route model, and 3) reservoirs and diversions. The novelty of this study lies on the combination of reservoir and hydraulic models in SDDP for flood and drought protection problems. The study case covers the Seine basin until the confluence with Aube River: this system includes two reservoirs, the city of Troyes, and the Nuclear power plant of Nogent-Sur-Seine. The conflict between the interests of flood protection, drought protection, water use and ecology leads to analyze the environmental system in a Multi-Objective perspective.

Optimal control landscape for the generation of unitary transformations with constrained dynamics

International Nuclear Information System (INIS)

Hsieh, Michael; Wu, Rebing; Rabitz, Herschel; Lidar, Daniel

2010-01-01

The reliable and precise generation of quantum unitary transformations is essential for the realization of a number of fundamental objectives, such as quantum control and quantum information processing. Prior work has explored the optimal control problem of generating such unitary transformations as a surface-optimization problem over the quantum control landscape, defined as a metric for realizing a desired unitary transformation as a function of the control variables. It was found that under the assumption of nondissipative and controllable dynamics, the landscape topology is trap free, which implies that any reasonable optimization heuristic should be able to identify globally optimal solutions. The present work is a control landscape analysis, which incorporates specific constraints in the Hamiltonian that correspond to certain dynamical symmetries in the underlying physical system. It is found that the presence of such symmetries does not destroy the trap-free topology. These findings expand the class of quantum dynamical systems on which control problems are intrinsically amenable to a solution by optimal control.

Nested algorithms for optimal reservoir operation and their embedding in a decision support platform

NARCIS (Netherlands)

Delipetrev, B.

2016-01-01

Reservoir operation is a multi-objective optimization problem traditionally solved with dynamic programming (DP) and stochastic dynamic programming (SDP) algorithms. The thesis presents novel algorithms for optimal reservoir operation named nested DP (nDP), nested SDP (nSDP), nested reinforcement

Optimal timing of joint replacement using mathematical programming and stochastic programming models.

Science.gov (United States)

Keren, Baruch; Pliskin, Joseph S

2011-12-01

The optimal timing for performing radical medical procedures as joint (e.g., hip) replacement must be seriously considered. In this paper we show that under deterministic assumptions the optimal timing for joint replacement is a solution of a mathematical programming problem, and under stochastic assumptions the optimal timing can be formulated as a stochastic programming problem. We formulate deterministic and stochastic models that can serve as decision support tools. The results show that the benefit from joint replacement surgery is heavily dependent on timing. Moreover, for a special case where the patient's remaining life is normally distributed along with a normally distributed survival of the new joint, the expected benefit function from surgery is completely solved. This enables practitioners to draw the expected benefit graph, to find the optimal timing, to evaluate the benefit for each patient, to set priorities among patients and to decide if joint replacement should be performed and when.

Dynamic Allocation of SPM Based on Time-Slotted Cache Conflict Graph for System Optimization

Science.gov (United States)

Wu, Jianping; Ling, Ming; Zhang, Yang; Mei, Chen; Wang, Huan

This paper proposes a novel dynamic Scratch-pad Memory allocation strategy to optimize the energy consumption of the memory sub-system. Firstly, the whole program execution process is sliced into several time slots according to the temporal dimension; thereafter, a Time-Slotted Cache Conflict Graph (TSCCG) is introduced to model the behavior of Data Cache (D-Cache) conflicts within each time slot. Then, Integer Nonlinear Programming (INP) is implemented, which can avoid time-consuming linearization process, to select the most profitable data pages. Virtual Memory System (VMS) is adopted to remap those data pages, which will cause severe Cache conflicts within a time slot, to SPM. In order to minimize the swapping overhead of dynamic SPM allocation, a novel SPM controller with a tightly coupled DMA is introduced to issue the swapping operations without CPU's intervention. Last but not the least, this paper discusses the fluctuation of system energy profit based on different MMU page size as well as the Time Slot duration quantitatively. According to our design space exploration, the proposed method can optimize all of the data segments, including global data, heap and stack data in general, and reduce the total energy consumption by 27.28% on average, up to 55.22% with a marginal performance promotion. And comparing to the conventional static CCG (Cache Conflicts Graph), our approach can obtain 24.7% energy profit on average, up to 30.5% with a sight boost in performance.

Environmental/dynamic mechanical equipment qualification and dynamic electrical equipment qualification program (EDQP)

International Nuclear Information System (INIS)

Hunter, J.A.

1984-01-01

Equipment qualification research is being conducted to investigate acceptable criteria, requirements, and methodologies for the dynamic (including seismic) and environmental qualification of mechanical equipment and for the dynamic (including seismic) qualification of electrical equipment. The program is organized into three elements: (1) General Research, (2) Environmental Research, and (3) Dynamic Research. This paper presents the highlights of the results to date in these three elements of the program

Dynamic ADMM for Real-time Optimal Power Flow: Preprint

Energy Technology Data Exchange (ETDEWEB)

Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States)

2018-02-23

This paper considers distribution networks featuring distributed energy resources (DERs), and develops a dynamic optimization method to maximize given operational objectives in real time while adhering to relevant network constraints. The design of the dynamic algorithm is based on suitable linearizations of the AC power flow equations, and it leverages the so-called alternating direction method of multipliers (ADMM). The steps of the ADMM, however, are suitably modified to accommodate appropriate measurements from the distribution network and the DERs. With the aid of these measurements, the resultant algorithm can enforce given operational constraints in spite of inaccuracies in the representation of the AC power flows, and it avoids ubiquitous metering to gather the state of non-controllable resources. Optimality and convergence of the propose algorithm are established in terms of tracking of the solution of a convex surrogate of the AC optimal power flow problem.

Numerical methods of mathematical optimization with Algol and Fortran programs

CERN Document Server

Künzi, Hans P; Zehnder, C A; Rheinboldt, Werner

1971-01-01

Numerical Methods of Mathematical Optimization: With ALGOL and FORTRAN Programs reviews the theory and the practical application of the numerical methods of mathematical optimization. An ALGOL and a FORTRAN program was developed for each one of the algorithms described in the theoretical section. This should result in easy access to the application of the different optimization methods.Comprised of four chapters, this volume begins with a discussion on the theory of linear and nonlinear optimization, with the main stress on an easily understood, mathematically precise presentation. In addition

Optimization algorithm based on densification and dynamic canonical descent

Science.gov (United States)

Bousson, K.; Correia, S. D.

2006-07-01

Stochastic methods have gained some popularity in global optimization in that most of them do not assume the cost functions to be differentiable. They have capabilities to avoid being trapped by local optima, and may converge even faster than gradient-based optimization methods on some problems. The present paper proposes an optimization method, which reduces the search space by means of densification curves, coupled with the dynamic canonical descent algorithm. The performances of the new method are shown on several known problems classically used for testing optimization algorithms, and proved to outperform competitive algorithms such as simulated annealing and genetic algorithms.

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

International Nuclear Information System (INIS)

Bokanowski, Olivier; Picarelli, Athena; Zidani, Hasnaa

2015-01-01

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

Energy Technology Data Exchange (ETDEWEB)

Bokanowski, Olivier, E-mail: boka@math.jussieu.fr [Laboratoire Jacques-Louis Lions, Université Paris-Diderot (Paris 7) UFR de Mathématiques - Bât. Sophie Germain (France); Picarelli, Athena, E-mail: athena.picarelli@inria.fr [Projet Commands, INRIA Saclay & ENSTA ParisTech (France); Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr [Unité de Mathématiques appliquées (UMA), ENSTA ParisTech (France)

2015-02-15

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.

CAN-DO, CFD-based Aerodynamic Nozzle Design and Optimization program for supersonic/hypersonic wind tunnels

Science.gov (United States)

Korte, John J.; Kumar, Ajay; Singh, D. J.; White, J. A.

1992-01-01

A design program is developed which incorporates a modern approach to the design of supersonic/hypersonic wind-tunnel nozzles. The approach is obtained by the coupling of computational fluid dynamics (CFD) with design optimization. The program can be used to design a 2D or axisymmetric, supersonic or hypersonic, wind-tunnel nozzles that can be modeled with a calorically perfect gas. The nozzle design is obtained by solving a nonlinear least-squares optimization problem (LSOP). The LSOP is solved using an iterative procedure which requires intermediate flowfield solutions. The nozzle flowfield is simulated by solving the Navier-Stokes equations for the subsonic and transonic flow regions and the parabolized Navier-Stokes equations for the supersonic flow regions. The advantages of this method are that the design is based on the solution of the viscous equations eliminating the need to make separate corrections to a design contour, and the flexibility of applying the procedure to different types of nozzle design problems.

Energy-Aware Routing Optimization in Dynamic GMPLS Controlled Optical Networks

DEFF Research Database (Denmark)

Wang, Jiayuan; Ricciardi, Sergio; Fagertun, Anna Manolova

2012-01-01

In this paper, routing optimizations based on energy sources are proposed in dynamic GMPLS controlled optical networks. The influences of re-routing and load balancing factors on the algorithm are evaluated, with a focus on different re-routing thresholds. Results from dynamic network simulations...

Optimality Conditions for Fuzzy Number Quadratic Programming with Fuzzy Coefficients

Directory of Open Access Journals (Sweden)

Xue-Gang Zhou

2014-01-01

Full Text Available The purpose of the present paper is to investigate optimality conditions and duality theory in fuzzy number quadratic programming (FNQP in which the objective function is fuzzy quadratic function with fuzzy number coefficients and the constraint set is fuzzy linear functions with fuzzy number coefficients. Firstly, the equivalent quadratic programming of FNQP is presented by utilizing a linear ranking function and the dual of fuzzy number quadratic programming primal problems is introduced. Secondly, we present optimality conditions for fuzzy number quadratic programming. We then prove several duality results for fuzzy number quadratic programming problems with fuzzy coefficients.

A Thermodynamic Library for Simulation and Optimization of Dynamic Processes

DEFF Research Database (Denmark)

Ritschel, Tobias Kasper Skovborg; Gaspar, Jozsef; Jørgensen, John Bagterp

2017-01-01

Process system tools, such as simulation and optimization of dynamic systems, are widely used in the process industries for development of operational strategies and control for process systems. These tools rely on thermodynamic models and many thermodynamic models have been developed for different...... compounds and mixtures. However, rigorous thermodynamic models are generally computationally intensive and not available as open-source libraries for process simulation and optimization. In this paper, we describe the application of a novel open-source rigorous thermodynamic library, ThermoLib, which...... is designed for dynamic simulation and optimization of vapor-liquid processes. ThermoLib is implemented in Matlab and C and uses cubic equations of state to compute vapor and liquid phase thermodynamic properties. The novelty of ThermoLib is that it provides analytical first and second order derivatives...

Approximate Dynamic Programming Solving the Curses of Dimensionality

CERN Document Server

Powell, Warren B

2011-01-01

Praise for the First Edition "Finally, a book devoted to dynamic programming and written using the language of operations research (OR)! This beautiful book fills a gap in the libraries of OR specialists and practitioners."-Computing Reviews This new edition showcases a focus on modeling and computation for complex classes of approximate dynamic programming problems Understanding approximate dynamic programming (ADP) is vital in order to develop practical and high-quality solutions to complex industrial problems, particularly when those problems involve making decisions in the presence of unce

SMART Optimization of a Parenting Program for Active Duty Families

Science.gov (United States)

2017-10-01

child and caregiver outcomes over time, based on a sample of 200 military personnel and their co- parents who have recently or will soon separate from...AWARD NUMBER: W81XWH-16-1-0407 TITLE: SMART Optimization of a Parenting Program for Active Duty Families PRINCIPAL INVESTIGATOR: Abigail...Optimization of a Parenting Program for Active Duty 5a. CONTRACT NUMBER Families 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Abigail

Application of genetic programming in shape optimization of concrete gravity dams by metaheuristics

Directory of Open Access Journals (Sweden)

Abdolhossein Baghlani

2014-12-01

Full Text Available A gravity dam maintains its stability against the external loads by its massive size. Hence, minimization of the weight of the dam can remarkably reduce the construction costs. In this paper, a procedure for finding optimal shape of concrete gravity dams with a computationally efficient approach is introduced. Genetic programming (GP in conjunction with metaheuristics is used for this purpose. As a case study, shape optimization of the Bluestone dam is presented. Pseudo-dynamic analysis is carried out on a total number of 322 models in order to establish a database of the results. This database is then used to find appropriate relations based on GP for design criteria of the dam. This procedure eliminates the necessity of the time-consuming process of structural analyses in evolutionary optimization methods. The method is hybridized with three different metaheuristics, including particle swarm optimization, firefly algorithm (FA, and teaching–learning-based optimization, and a comparison is made. The results show that although all algorithms are very suitable, FA is slightly superior to other two algorithms in finding a lighter structure in less number of iterations. The proposed method reduces the weight of dam up to 14.6% with very low computational effort.

Optimization of multi-response dynamic systems integrating multiple ...

African Journals Online (AJOL)

It also results in better optimization performance than back-propagation neural network-based approach and data mining-based approach reported by the past researchers. Keywords: multiple responses, multiple regression, weighted dynamic signal-to-noise ratio, performance measure modelling, response function ...

Optimal foraging and predator-prey dynamics III

Czech Academy of Sciences Publication Activity Database

Křivan, Vlastimil; Eisner, Jan

2003-01-01

Roč. 63, - (2003), s. 269-279 ISSN 0040-5809 R&D Projects: GA ČR GA201/03/0091; GA MŠk LA 101 Institutional research plan: CEZ:AV0Z5007907 Keywords : Optimal foraging theory * adaptive behavior * predator-prec population dynamics Subject RIV: EH - Ecology, Behaviour Impact factor: 2.261, year: 2003

Comparative Study of Dynamic Programming and Pontryagin’s Minimum Principle on Energy Management for a Parallel Hybrid Electric Vehicle

Directory of Open Access Journals (Sweden)

Huei Peng

2013-04-01

Full Text Available This paper compares two optimal energy management methods for parallel hybrid electric vehicles using an Automatic Manual Transmission (AMT. A control-oriented model of the powertrain and vehicle dynamics is built first. The energy management is formulated as a typical optimal control problem to trade off the fuel consumption and gear shifting frequency under admissible constraints. The Dynamic Programming (DP and Pontryagin’s Minimum Principle (PMP are applied to obtain the optimal solutions. Tuning with the appropriate co-states, the PMP solution is found to be very close to that from DP. The solution for the gear shifting in PMP has an algebraic expression associated with the vehicular velocity and can be implemented more efficiently in the control algorithm. The computation time of PMP is significantly less than DP.

A Dynamic Simulation Program for a Hydriodic Acid Concentration and Decomposition Process in the VHTR-SI Process

International Nuclear Information System (INIS)

Chang, Ji Woon; Shin, Young Joon; Lee, Tae Hoon; Lee, Ki Young; Kim, Yong Wan; Chang, Jong Hwa; Youn, Cheung

2011-01-01

The Sulfur-Iodine (SI) cycle which can produce hydrogen by using nuclear heat consists of a Bunsen reaction (Section 1), a sulfur acid concentration and decomposition (Section 2), and a hydriodic acid concentration and decomposition (Section 3). The heat required in the SI process can be supplied through an intermediate heat exchanger (IHX) by a Very High Temperature Gas Cooled Reactor (VHTR). The Korea Atomic Energy Research Institute-Dynamic Simulation Code (KAERI-DySCo) based on the Visual C++ is an integration application software that simulates the dynamic behavior of the SI process. KAERI-DySCo was prepared to solve dynamic problem of the seven chemical reactors which consist of Sections 2 and 3. Section 3 is the key part of the SI process, because the strong non-ideality and the partial immiscibility of the binary HI.H 2 O and the ternary HI.I 2 .H 2 O (HIX solution) mixture make it difficult to model and simulate the dynamic behavior of the system. Therefore, it is necessary to compose separately a dynamic simulation program for Section 3 in KAERI-DySCo optimization. In this paper, a simulation program to analyze the dynamic behavior of Section 3 is introduced using the prepared KAERI-DySCo, and results of dynamic simulation are represented by running the program

Confronting dynamics and uncertainty in optimal decision making for conservation

Science.gov (United States)

Williams, Byron K.; Johnson, Fred A.

2013-06-01

The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a

Confronting dynamics and uncertainty in optimal decision making for conservation

Science.gov (United States)

Williams, Byron K.; Johnson, Fred A.

2013-01-01

The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a

Confronting dynamics and uncertainty in optimal decision making for conservation

International Nuclear Information System (INIS)

Williams, Byron K; Johnson, Fred A

2013-01-01

The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a

Nonlinear Dynamic in an Ecological System with Impulsive Effect and Optimal Foraging

Directory of Open Access Journals (Sweden)

Min Zhao

2014-01-01

Full Text Available The population dynamics of a three-species ecological system with impulsive effect are investigated. Using the theories of impulsive equations and small-amplitude perturbation scales, the conditions for the system to be permanent when the number of predators released is less than some critical value can be obtained. Furthermore, because the predator in the system follows the predictions of optimal foraging theory, it follows that optimal foraging promotes species coexistence. In particular, the less beneficial prey can support the predator alone when the more beneficial prey goes extinct. Moreover, the influences of the impulsive effect and optimal foraging on inherent oscillations are studied using simulation, which reveals rich dynamic behaviors such as period-halving bifurcations, a chaotic band, a periodic window, and chaotic crises. In addition, the largest Lyapunov exponent and the power spectra of the strange attractor, which can help analyze the chaotic dynamic behavior of the model, are investigated. This information will be useful for studying the dynamic complexity of ecosystems.

Optimal interdependence enhances the dynamical robustness of complex systems

Science.gov (United States)

Singh, Rishu Kumar; Sinha, Sitabhra

2017-08-01

Although interdependent systems have usually been associated with increased fragility, we show that strengthening the interdependence between dynamical processes on different networks can make them more likely to survive over long times. By coupling the dynamics of networks that in isolation exhibit catastrophic collapse with extinction of nodal activity, we demonstrate system-wide persistence of activity for an optimal range of interdependence between the networks. This is related to the appearance of attractors of the global dynamics comprising disjoint sets ("islands") of stable activity.

Optimal transport of particle beams

International Nuclear Information System (INIS)

Allen, C.K.; Reiser, M.

1997-01-01

The transport and matching problem for a low energy transport system is approached from a control theoretical viewpoint. We develop a model for a beam transport and matching section based on a multistage control network. To this model we apply the principles of optimal control to formulate techniques aiding in the design of the transport and matching section. Both nonlinear programming and dynamic programming techniques are used in the optimization. These techniques are implemented in a computer-aided design program called SPOT. Examples are presented to demonstrate the procedure and outline the results. (orig.)

Genetic algorithm optimization for dynamic construction site layout planning

Directory of Open Access Journals (Sweden)

Farmakis Panagiotis M.

2018-02-01

Full Text Available The dynamic construction site layout planning (DCSLP problem refers to the efficient placement and relocation of temporary construction facilities within a dynamically changing construction site environment considering the characteristics of facilities and work interrelationships, the shape and topography of the construction site, and the time-varying project needs. A multi-objective dynamic optimization model is developed for this problem that considers construction and relocation costs of facilities, transportation costs of resources moving from one facility to another or to workplaces, as well as safety and environmental considerations resulting from facilities’ operations and interconnections. The latter considerations are taken into account in the form of preferences or constraints regarding the proximity or remoteness of particular facilities to other facilities or work areas. The analysis of multiple project phases and the dynamic facility relocation from phase to phase highly increases the problem size, which, even in its static form, falls within the NP (for Nondeterministic Polynomial time- hard class of combinatorial optimization problems. For this reason, a genetic algorithm has been implemented for the solution due to its capability to robustly search within a large solution space. Several case studies and operational scenarios have been implemented through the Palisade’s Evolver software for model testing and evaluation. The results indi­cate satisfactory model response to time-varying input data in terms of solution quality and computation time. The model can provide decision support to site managers, allowing them to examine alternative scenarios and fine-tune optimal solutions according to their experience by introducing desirable preferences or constraints in the decision process.

Review of dynamic optimization methods in renewable natural resource management

Science.gov (United States)

Williams, B.K.

1989-01-01

In recent years, the applications of dynamic optimization procedures in natural resource management have proliferated. A systematic review of these applications is given in terms of a number of optimization methodologies and natural resource systems. The applicability of the methods to renewable natural resource systems are compared in terms of system complexity, system size, and precision of the optimal solutions. Recommendations are made concerning the appropriate methods for certain kinds of biological resource problems.

Feedback optimal control of dynamic stochastic two-machine flowshop with a finite buffer

Directory of Open Access Journals (Sweden)

Thang Diep

2010-06-01

Full Text Available This paper examines the optimization of production involving a tandem two-machine system producing a single part type, with each machine being subject to random breakdowns and repairs. An analytical model is formulated with a view to solving an optimal stochastic production problem of the system with machines having up-downtime non-exponential distributions. The model developed is obtained by using a dynamic programming approach and a semi-Markov process. The control problem aims to find the production rates needed by the machines to meet the demand rate, through a minimization of the inventory/shortage cost. Using the Bellman principle, the optimality conditions obtained satisfy the Hamilton-Jacobi-Bellman equation, which depends on time and system states, and ultimately, leads to a feedback control. Consequently, the new model enables us to improve the coefficient of variation (CVup/down to be less than one while it is equal to one in Markov model. Heuristics methods are used to involve the problem because of the difficulty of the analytical model using several states, and to show what control law should be used in each system state (i.e., including Kanban, feedback and CONWIP control. Numerical methods are used to solve the optimality conditions and to show how a machine should produce.

Optimizing the dynamic response of the H.B. Robinson nuclear plant using multiobjective particle swarm optimization

International Nuclear Information System (INIS)

Elsays, Mostafa A.; Naguib Aly, M.; Badawi, Alya A.

2009-01-01

In this paper, the Particle Swarm Optimization (PSO) algorithm is modified to deal with Multiobjective Optimization Problems (MOPs). A mathematical model for predicting the dynamic response of the H. B. Robinson nuclear power plant, which represents an Initial Value Problem (IVP) of Ordinary Differential Equations (ODEs), is solved using Runge-Kutta formula. The resulted data values are represented as a system of nonlinear algebraic equations by interpolation schemes for data fitting. This system of fitted nonlinear algebraic equations represents a nonlinear multiobjective optimization problem. A Multiobjective Particle Swarm Optimizer (MOPSO) which is based on the Pareto optimality concept is developed and applied to maximize the above mentioned problem. Results show that MOPSO efficiently cope with the problem and finds multiple Pareto optimal solutions. (orig.)

Improving the Dynamic Characteristics of Body-in-White Structure Using Structural Optimization

Directory of Open Access Journals (Sweden)

Aizzat S. Yahaya Rashid

2014-01-01

Full Text Available The dynamic behavior of a body-in-white (BIW structure has significant influence on the noise, vibration, and harshness (NVH and crashworthiness of a car. Therefore, by improving the dynamic characteristics of BIW, problems and failures associated with resonance and fatigue can be prevented. The design objectives attempt to improve the existing torsion and bending modes by using structural optimization subjected to dynamic load without compromising other factors such as mass and stiffness of the structure. The natural frequency of the design was modified by identifying and reinforcing the structure at critical locations. These crucial points are first identified by topology optimization using mass and natural frequencies as the design variables. The individual components obtained from the analysis go through a size optimization step to find their target thickness of the structure. The thickness of affected regions of the components will be modified according to the analysis. The results of both optimization steps suggest several design modifications to achieve the target vibration specifications without compromising the stiffness of the structure. A method of combining both optimization approaches is proposed to improve the design modification process.

Lean and Efficient Software: Whole Program Optimization of Executables

Science.gov (United States)

2016-12-31

19b. TELEPHONE NUMBER (Include area code) 12/31/2016 Final Technical Report (Phase I - Base Period) 30-06-2014 - 31-12-2016 Lean and Efficient...Software: Whole-Program Optimization of Executables Final Report Evan Driscoll Tom Johnson GrammaTech, Inc. 531 Esty Street Ithaca, NY 14850 Office of...hardening U U U UU 30 Tom Johnson (607) 273-7340 x.134 Page 1 of 30 “ Lean and Efficient Software: Whole-Program Optimization of Executables

Optimal energy management strategy for self-reconfigurable batteries

International Nuclear Information System (INIS)

Bouchhima, Nejmeddine; Schnierle, Marc; Schulte, Sascha; Birke, Kai Peter

2017-01-01

This paper proposes a novel energy management strategy for multi-cell high voltage batteries where the current through each cell can be controlled, called self-reconfigurable batteries. An optimized control strategy further enhances the energy efficiency gained by the hardware architecture of those batteries. Currently, achieving cell equalization by using the active balancing circuits is considered as the best way to optimize the energy efficiency of the battery pack. This study demonstrates that optimizing the energy efficiency of self-reconfigurable batteries is no more strongly correlated to the cell balancing. According to the features of this novel battery architecture, the energy management strategy is formulated as nonlinear dynamic optimization problem. To solve this optimal control, an optimization algorithm that generates the optimal discharge policy for a given driving cycle is developed based on dynamic programming and code vectorization. The simulation results show that the designed energy management strategy maximizes the system efficiency across the battery lifetime over conventional approaches. Furthermore, the present energy management strategy can be implemented online due to the reduced complexity of the optimization algorithm. - Highlights: • The energy efficiency of self-reconfigurable batteries is maximized. • The energy management strategy for the battery is formulated as optimal control problem. • Developing an optimization algorithm using dynamic programming techniques and code vectorization. • Simulation studies are conducted to validate the proposed optimal strategy.

Programmed evolution for optimization of orthogonal metabolic output in bacteria.

Directory of Open Access Journals (Sweden)

Todd T Eckdahl

Full Text Available Current use of microbes for metabolic engineering suffers from loss of metabolic output due to natural selection. Rather than combat the evolution of bacterial populations, we chose to embrace what makes biological engineering unique among engineering fields - evolving materials. We harnessed bacteria to compute solutions to the biological problem of metabolic pathway optimization. Our approach is called Programmed Evolution to capture two concepts. First, a population of cells is programmed with DNA code to enable it to compute solutions to a chosen optimization problem. As analog computers, bacteria process known and unknown inputs and direct the output of their biochemical hardware. Second, the system employs the evolution of bacteria toward an optimal metabolic solution by imposing fitness defined by metabolic output. The current study is a proof-of-concept for Programmed Evolution applied to the optimization of a metabolic pathway for the conversion of caffeine to theophylline in E. coli. Introduced genotype variations included strength of the promoter and ribosome binding site, plasmid copy number, and chaperone proteins. We constructed 24 strains using all combinations of the genetic variables. We used a theophylline riboswitch and a tetracycline resistance gene to link theophylline production to fitness. After subjecting the mixed population to selection, we measured a change in the distribution of genotypes in the population and an increased conversion of caffeine to theophylline among the most fit strains, demonstrating Programmed Evolution. Programmed Evolution inverts the standard paradigm in metabolic engineering by harnessing evolution instead of fighting it. Our modular system enables researchers to program bacteria and use evolution to determine the combination of genetic control elements that optimizes catabolic or anabolic output and to maintain it in a population of cells. Programmed Evolution could be used for applications in

Programmed Evolution for Optimization of Orthogonal Metabolic Output in Bacteria

Science.gov (United States)

Eckdahl, Todd T.; Campbell, A. Malcolm; Heyer, Laurie J.; Poet, Jeffrey L.; Blauch, David N.; Snyder, Nicole L.; Atchley, Dustin T.; Baker, Erich J.; Brown, Micah; Brunner, Elizabeth C.; Callen, Sean A.; Campbell, Jesse S.; Carr, Caleb J.; Carr, David R.; Chadinha, Spencer A.; Chester, Grace I.; Chester, Josh; Clarkson, Ben R.; Cochran, Kelly E.; Doherty, Shannon E.; Doyle, Catherine; Dwyer, Sarah; Edlin, Linnea M.; Evans, Rebecca A.; Fluharty, Taylor; Frederick, Janna; Galeota-Sprung, Jonah; Gammon, Betsy L.; Grieshaber, Brandon; Gronniger, Jessica; Gutteridge, Katelyn; Henningsen, Joel; Isom, Bradley; Itell, Hannah L.; Keffeler, Erica C.; Lantz, Andrew J.; Lim, Jonathan N.; McGuire, Erin P.; Moore, Alexander K.; Morton, Jerrad; Nakano, Meredith; Pearson, Sara A.; Perkins, Virginia; Parrish, Phoebe; Pierson, Claire E.; Polpityaarachchige, Sachith; Quaney, Michael J.; Slattery, Abagael; Smith, Kathryn E.; Spell, Jackson; Spencer, Morgan; Taye, Telavive; Trueblood, Kamay; Vrana, Caroline J.; Whitesides, E. Tucker

2015-01-01

Current use of microbes for metabolic engineering suffers from loss of metabolic output due to natural selection. Rather than combat the evolution of bacterial populations, we chose to embrace what makes biological engineering unique among engineering fields – evolving materials. We harnessed bacteria to compute solutions to the biological problem of metabolic pathway optimization. Our approach is called Programmed Evolution to capture two concepts. First, a population of cells is programmed with DNA code to enable it to compute solutions to a chosen optimization problem. As analog computers, bacteria process known and unknown inputs and direct the output of their biochemical hardware. Second, the system employs the evolution of bacteria toward an optimal metabolic solution by imposing fitness defined by metabolic output. The current study is a proof-of-concept for Programmed Evolution applied to the optimization of a metabolic pathway for the conversion of caffeine to theophylline in E. coli. Introduced genotype variations included strength of the promoter and ribosome binding site, plasmid copy number, and chaperone proteins. We constructed 24 strains using all combinations of the genetic variables. We used a theophylline riboswitch and a tetracycline resistance gene to link theophylline production to fitness. After subjecting the mixed population to selection, we measured a change in the distribution of genotypes in the population and an increased conversion of caffeine to theophylline among the most fit strains, demonstrating Programmed Evolution. Programmed Evolution inverts the standard paradigm in metabolic engineering by harnessing evolution instead of fighting it. Our modular system enables researchers to program bacteria and use evolution to determine the combination of genetic control elements that optimizes catabolic or anabolic output and to maintain it in a population of cells. Programmed Evolution could be used for applications in energy

Partial Overhaul and Initial Parallel Optimization of KINETICS, a Coupled Dynamics and Chemistry Atmosphere Model

Science.gov (United States)

Nguyen, Howard; Willacy, Karen; Allen, Mark

2012-01-01

KINETICS is a coupled dynamics and chemistry atmosphere model that is data intensive and computationally demanding. The potential performance gain from using a supercomputer motivates the adaptation from a serial version to a parallelized one. Although the initial parallelization had been done, bottlenecks caused by an abundance of communication calls between processors led to an unfavorable drop in performance. Before starting on the parallel optimization process, a partial overhaul was required because a large emphasis was placed on streamlining the code for user convenience and revising the program to accommodate the new supercomputers at Caltech and JPL. After the first round of optimizations, the partial runtime was reduced by a factor of 23; however, performance gains are dependent on the size of the data, the number of processors requested, and the computer used.

Dynamic electricity pricing—Which programs do consumers prefer?

International Nuclear Information System (INIS)

Dütschke, Elisabeth; Paetz, Alexandra-Gwyn

2013-01-01

Dynamic pricing is being discussed as one method of demand side management (DSM) which could be crucial for integrating more renewable energy sources into the electricity system. At the same time, there have been very few analyses of consumer preferences in this regard: Which type of pricing program are consumers most likely to choose and why? This paper sheds some light on these issues based on two empirical studies from Germany: (1) A questionnaire study including a conjoint analysis-design and (2) A field experiment with test-residents of a smart home laboratory. The results show that consumers are open to dynamic pricing, but prefer simple programs to complex and highly dynamic ones; smart home technologies including demand automation are seen as a prerequisite for DSM. The study provides some indications that consumers might be more willing to accept more dynamic pricing programs if they have the chance to experience in practice how these can be managed in everyday life. At the same time, the individual and societal advantages of such programs are not obvious to consumers. For this reason, any market roll-out will need to be accompanied by convincing communication and information campaigns to ensure that these advantages are perceived. - Highlights: • Little is known about consumer preferences on dynamic pricing. • Two studies are conducted to analyze this topic. • A survey shows that consumers without experience prefer conventional programs. • Test residents of a smart home were more open to dynamic pricing. • They also prefer well-structured programs

Exploration of automatic optimization for CUDA programming

KAUST Repository

Al-Mouhamed, Mayez; Khan, Ayaz ul Hassan

2012-01-01

Graphic processing Units (GPUs) are gaining ground in high-performance computing. CUDA (an extension to C) is most widely used parallel programming framework for general purpose GPU computations. However, the task of writing optimized CUDA program is complex even for experts. We present a method for restructuring loops into an optimized CUDA kernels based on a 3-step algorithm which are loop tiling, coalesced memory access, and resource optimization. We also establish the relationships between the influencing parameters and propose a method for finding possible tiling solutions with coalesced memory access that best meets the identified constraints. We also present a simplified algorithm for restructuring loops and rewrite them as an efficient CUDA Kernel. The execution model of synthesized kernel consists of uniformly distributing the kernel threads to keep all cores busy while transferring a tailored data locality which is accessed using coalesced pattern to amortize the long latency of the secondary memory. In the evaluation, we implement some simple applications using the proposed restructuring strategy and evaluate the performance in terms of execution time and GPU throughput. © 2012 IEEE.

Exploration of automatic optimization for CUDA programming

KAUST Repository

Al-Mouhamed, Mayez

2012-12-01

Graphic processing Units (GPUs) are gaining ground in high-performance computing. CUDA (an extension to C) is most widely used parallel programming framework for general purpose GPU computations. However, the task of writing optimized CUDA program is complex even for experts. We present a method for restructuring loops into an optimized CUDA kernels based on a 3-step algorithm which are loop tiling, coalesced memory access, and resource optimization. We also establish the relationships between the influencing parameters and propose a method for finding possible tiling solutions with coalesced memory access that best meets the identified constraints. We also present a simplified algorithm for restructuring loops and rewrite them as an efficient CUDA Kernel. The execution model of synthesized kernel consists of uniformly distributing the kernel threads to keep all cores busy while transferring a tailored data locality which is accessed using coalesced pattern to amortize the long latency of the secondary memory. In the evaluation, we implement some simple applications using the proposed restructuring strategy and evaluate the performance in terms of execution time and GPU throughput. © 2012 IEEE.

Optimal Dynamics of Intermittent Water Supply

Science.gov (United States)

Lieb, Anna; Wilkening, Jon; Rycroft, Chris

2014-11-01

In many urban areas of the developing world, piped water is supplied only intermittently, as valves direct water to different parts of the water distribution system at different times. The flow is transient, and may transition between free-surface and pressurized, resulting in complex dynamical features with important consequences for water suppliers and users. These consequences include degradation of distribution system components, compromised water quality, and inequitable water availability. The goal of this work is to model the important dynamics and identify operating conditions that mitigate certain negative effects of intermittent water supply. Specifically, we will look at valve parameters occurring as boundary conditions in a network model of transient, transition flow through closed pipes. Optimization will be used to find boundary values to minimize pressure gradients and ensure equitable water availability.

Optimal Acceleration-Velocity-Bounded Trajectory Planning in Dynamic Crowd Simulation

Directory of Open Access Journals (Sweden)

Fu Yue-wen

2014-01-01

Full Text Available Creating complex and realistic crowd behaviors, such as pedestrian navigation behavior with dynamic obstacles, is a difficult and time consuming task. In this paper, we study one special type of crowd which is composed of urgent individuals, normal individuals, and normal groups. We use three steps to construct the crowd simulation in dynamic environment. The first one is that the urgent individuals move forward along a given path around dynamic obstacles and other crowd members. An optimal acceleration-velocity-bounded trajectory planning method is utilized to model their behaviors, which ensures that the durations of the generated trajectories are minimal and the urgent individuals are collision-free with dynamic obstacles (e.g., dynamic vehicles. In the second step, a pushing model is adopted to simulate the interactions between urgent members and normal ones, which ensures that the computational cost of the optimal trajectory planning is acceptable. The third step is obligated to imitate the interactions among normal members using collision avoidance behavior and flocking behavior. Various simulation results demonstrate that these three steps give realistic crowd phenomenon just like the real world.

Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift

DEFF Research Database (Denmark)

Palczewski, Jan; Poulsen, Rolf; Schenk-Hoppe, Klaus Reiner

2015-01-01

The problem of dynamic portfolio choice with transaction costs is often addressed by constructing a Markov Chain approximation of the continuous time price processes. Using this approximation, we present an efficient numerical method to determine optimal portfolio strategies under time- and state......-dependent drift and proportional transaction costs. This scenario arises when investors have behavioral biases or the actual drift is unknown and needs to be estimated. Our numerical method solves dynamic optimal portfolio problems with an exponential utility function for time-horizons of up to 40 years....... It is applied to measure the value of information and the loss from transaction costs using the indifference principle....

Focusing light through dynamical samples using fast continuous wavefront optimization.

Science.gov (United States)

Blochet, B; Bourdieu, L; Gigan, S

2017-12-01

We describe a fast continuous optimization wavefront shaping system able to focus light through dynamic scattering media. A micro-electro-mechanical system-based spatial light modulator, a fast photodetector, and field programmable gate array electronics are combined to implement a continuous optimization of a wavefront with a single-mode optimization rate of 4.1 kHz. The system performances are demonstrated by focusing light through colloidal solutions of TiO 2 particles in glycerol with tunable temporal stability.

A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk

Directory of Open Access Journals (Sweden)

Wolfgang Karl Härdle

2017-10-01

Full Text Available Weather derivatives are contingent claims with payoff based on a pre-specified weather index. Firms exposed to weather risk can transfer it to financial markets via weather derivatives. We develop a utility-based model for pricing baskets of weather derivatives under default risk on the issuer side in over-the-counter markets. In our model, agents maximise the expected utility of their terminal wealth, while they dynamically rebalance their weather portfolios over a finite investment horizon. Using dynamic programming approach, we obtain semi-closed forms for the equilibrium prices of weather derivatives and for the optimal strategies of the agents. We give an example on how to price rainfall derivatives on selected stations in China in the universe of a financial investor and a weather exposed crop insurer.

A dynamic inertia weight particle swarm optimization algorithm

International Nuclear Information System (INIS)

Jiao Bin; Lian Zhigang; Gu Xingsheng

2008-01-01

Particle swarm optimization (PSO) algorithm has been developing rapidly and has been applied widely since it was introduced, as it is easily understood and realized. This paper presents an improved particle swarm optimization algorithm (IPSO) to improve the performance of standard PSO, which uses the dynamic inertia weight that decreases according to iterative generation increasing. It is tested with a set of 6 benchmark functions with 30, 50 and 150 different dimensions and compared with standard PSO. Experimental results indicate that the IPSO improves the search performance on the benchmark functions significantly

Dynamic optimization of distributed biological systems using robust and efficient numerical techniques.

Science.gov (United States)

Vilas, Carlos; Balsa-Canto, Eva; García, Maria-Sonia G; Banga, Julio R; Alonso, Antonio A

2012-07-02

Systems biology allows the analysis of biological systems behavior under different conditions through in silico experimentation. The possibility of perturbing biological systems in different manners calls for the design of perturbations to achieve particular goals. Examples would include, the design of a chemical stimulation to maximize the amplitude of a given cellular signal or to achieve a desired pattern in pattern formation systems, etc. Such design problems can be mathematically formulated as dynamic optimization problems which are particularly challenging when the system is described by partial differential equations.This work addresses the numerical solution of such dynamic optimization problems for spatially distributed biological systems. The usual nonlinear and large scale nature of the mathematical models related to this class of systems and the presence of constraints on the optimization problems, impose a number of difficulties, such as the presence of suboptimal solutions, which call for robust and efficient numerical techniques. Here, the use of a control vector parameterization approach combined with efficient and robust hybrid global optimization methods and a reduced order model methodology is proposed. The capabilities of this strategy are illustrated considering the solution of a two challenging problems: bacterial chemotaxis and the FitzHugh-Nagumo model. In the process of chemotaxis the objective was to efficiently compute the time-varying optimal concentration of chemotractant in one of the spatial boundaries in order to achieve predefined cell distribution profiles. Results are in agreement with those previously published in the literature. The FitzHugh-Nagumo problem is also efficiently solved and it illustrates very well how dynamic optimization may be used to force a system to evolve from an undesired to a desired pattern with a reduced number of actuators. The presented methodology can be used for the efficient dynamic optimization of

A Dynamic Programming based method for optimizing power system restoration with high wind power penetration

DEFF Research Database (Denmark)

Hu, Rui; Hu, Weihao; Li, Pengfei

2016-01-01

and relatively low cost. Thus, many countries are increasing the wind power penetration in their power system step by step, such as Denmark, Spain and Germany. The incremental wind power penetration brings a lot of new issues in operation and programming. The power system sometimes will operate close to its...... stable limits. Once the blackout happens, a well-designed restoration strategy is significant. This paper focuses on how to ameliorate the power system restoration procedures to adapt the high wind power penetration and how to take full advantages of the wind power plants during the restoration....... In this paper, the possibility to exploit the stochastic wind power during restoration was discussed, and a Dynamic Programming (DP) method was proposed to make wind power contribute in the restoration rationally as far as possible. In this paper, the method is tested and verified by a modified IEEE 30 Buses...

Extraction of Static and Dynamic Reservoir Operation Rules by Genetic Programming

Directory of Open Access Journals (Sweden)

Habib Akbari Alashti

2014-11-01

Full Text Available Considering the necessity of desirable operation of limited water resources and assuming the significant role of dams in controlling and consuming the surface waters, highlights the advantageous of suitable operation rules for optimal and sustainable operation of dams. This study investigates the hydroelectric supply of a one-reservoir system of Karoon3 using nonlinear programming (NLP, genetic algorithm (GA, genetic programming (GP and fixed length gen GP (FLGGP in real-time operation of dam considering two approaches of static and dynamic operation rules. In static operation rule, only one rule curve is extracted for all months in a year whereas in dynamic operation rule, monthly rule curves (12 rules are extracted for each month of a year. In addition, nonlinear decision rule (NLDR curves are considered, and the total deficiency function as the target (objective function have been used for evaluating the performance of each method and approach. Results show appropriate efficiency of GP and FLGGP methods in extracting operation rules in both approaches. Superiority of these methods to operation methods yielded by GA and NLP is 5%. Moreover, according to the results, it can be remarked that, FLGGP method is an alternative for GP method, whereas the GP method cannot be used due to its limitations. Comparison of two approaches of static and dynamic operation rules demonstrated the superiority of dynamic operation rule to static operation rule (about 10% and therefore this method has more capabilities in real-time operation of the reservoirs systems.

Application of numerical optimization techniques to control system design for nonlinear dynamic models of aircraft

Science.gov (United States)

Lan, C. Edward; Ge, Fuying

1989-01-01

Control system design for general nonlinear flight dynamic models is considered through numerical simulation. The design is accomplished through a numerical optimizer coupled with analysis of flight dynamic equations. The general flight dynamic equations are numerically integrated and dynamic characteristics are then identified from the dynamic response. The design variables are determined iteratively by the optimizer to optimize a prescribed objective function which is related to desired dynamic characteristics. Generality of the method allows nonlinear effects to aerodynamics and dynamic coupling to be considered in the design process. To demonstrate the method, nonlinear simulation models for an F-5A and an F-16 configurations are used to design dampers to satisfy specifications on flying qualities and control systems to prevent departure. The results indicate that the present method is simple in formulation and effective in satisfying the design objectives.

Uncertain and multi-objective programming models for crop planting structure optimization

Directory of Open Access Journals (Sweden)

Mo LI,Ping GUO,Liudong ZHANG,Chenglong ZHANG

2016-03-01

Full Text Available Crop planting structure optimization is a significant way to increase agricultural economic benefits and improve agricultural water management. The complexities of fluctuating stream conditions, varying economic profits, and uncertainties and errors in estimated modeling parameters, as well as the complexities among economic, social, natural resources and environmental aspects, have led to the necessity of developing optimization models for crop planting structure which consider uncertainty and multi-objectives elements. In this study, three single-objective programming models under uncertainty for crop planting structure optimization were developed, including an interval linear programming model, an inexact fuzzy chance-constrained programming (IFCCP model and an inexact fuzzy linear programming (IFLP model. Each of the three models takes grayness into account. Moreover, the IFCCP model considers fuzzy uncertainty of parameters/variables and stochastic characteristics of constraints, while the IFLP model takes into account the fuzzy uncertainty of both constraints and objective functions. To satisfy the sustainable development of crop planting structure planning, a fuzzy-optimization-theory-based fuzzy linear multi-objective programming model was developed, which is capable of reflecting both uncertainties and multi-objective. In addition, a multi-objective fractional programming model for crop structure optimization was also developed to quantitatively express the multi-objective in one optimization model with the numerator representing maximum economic benefits and the denominator representing minimum crop planting area allocation. These models better reflect actual situations, considering the uncertainties and multi-objectives of crop planting structure optimization systems. The five models developed were then applied to a real case study in Minqin County, north-west China. The advantages, the applicable conditions and the solution methods

Dynamic Programming Algorithms in Speech Recognition

Directory of Open Access Journals (Sweden)

Titus Felix FURTUNA

2008-01-01

Full Text Available In a system of speech recognition containing words, the recognition requires the comparison between the entry signal of the word and the various words of the dictionary. The problem can be solved efficiently by a dynamic comparison algorithm whose goal is to put in optimal correspondence the temporal scales of the two words. An algorithm of this type is Dynamic Time Warping. This paper presents two alternatives for implementation of the algorithm designed for recognition of the isolated words.

Two example applications of optimization techniques to US Department of Energy contractor radiation protection programs

International Nuclear Information System (INIS)

Merwin, S.E.; Martin, J.B.; Selby, J.M.; Vallario, E.J.

1986-01-01

Six numerical examples of optimization of radiation protection are provided in the appendices of ICRP Publication 37. In each case, the calculations are based on fairly well defined parameters and assumptions that were well understood. In this paper, we have examined two numerical examples that are based on empirical data and less certain assumptions. These examples may represent typical applications of optimization principles to the evaluation of specific elements of a radiation protection program. In the first example, the optimum bioassay frequency for tritium workers was found to be once every 95 days, which compared well with ICRP Publication 10 recommendations. However, this result depended heavily on the assumption that the value of a potential undetected rem was US $1000. The second example showed that the optimum frequency for recalibrating Cutie Pie (CP) type ionization chamber survey instruments was once every 102 days, which compared well with the Hanford standard frequency of once every 90 days. This result depended largely on the assumption that an improperly operating CP instrument could lead to a serious overexposure. These examples have led us to conclude that optimization of radiation protection programs must be a very dynamic process. Examples must be recalculated as empirical data expand and improve and as the uncertainties surrounding assumptions are reduced

Fluid dynamics computer programs for NERVA turbopump

Science.gov (United States)

Brunner, J. J.

1972-01-01

During the design of the NERVA turbopump, numerous computer programs were developed for the analyses of fluid dynamic problems within the machine. Program descriptions, example cases, users instructions, and listings for the majority of these programs are presented.

Post optimization paradigm in maximum 3-satisfiability logic programming

Science.gov (United States)

Mansor, Mohd. Asyraf; Sathasivam, Saratha; Kasihmuddin, Mohd Shareduwan Mohd

2017-08-01

Maximum 3-Satisfiability (MAX-3SAT) is a counterpart of the Boolean satisfiability problem that can be treated as a constraint optimization problem. It deals with a conundrum of searching the maximum number of satisfied clauses in a particular 3-SAT formula. This paper presents the implementation of enhanced Hopfield network in hastening the Maximum 3-Satisfiability (MAX-3SAT) logic programming. Four post optimization techniques are investigated, including the Elliot symmetric activation function, Gaussian activation function, Wavelet activation function and Hyperbolic tangent activation function. The performances of these post optimization techniques in accelerating MAX-3SAT logic programming will be discussed in terms of the ratio of maximum satisfied clauses, Hamming distance and the computation time. Dev-C++ was used as the platform for training, testing and validating our proposed techniques. The results depict the Hyperbolic tangent activation function and Elliot symmetric activation function can be used in doing MAX-3SAT logic programming.

A Thrust Allocation Method for Efficient Dynamic Positioning of a Semisubmersible Drilling Rig Based on the Hybrid Optimization Algorithm

Directory of Open Access Journals (Sweden)

Luman Zhao

2015-01-01

Full Text Available A thrust allocation method was proposed based on a hybrid optimization algorithm to efficiently and dynamically position a semisubmersible drilling rig. That is, the thrust allocation was optimized to produce the generalized forces and moment required while at the same time minimizing the total power consumption under the premise that forbidden zones should be taken into account. An optimization problem was mathematically formulated to provide the optimal thrust allocation by introducing the corresponding design variables, objective function, and constraints. A hybrid optimization algorithm consisting of a genetic algorithm and a sequential quadratic programming (SQP algorithm was selected and used to solve this problem. The proposed method was evaluated by applying it to a thrust allocation problem for a semisubmersible drilling rig. The results indicate that the proposed method can be used as part of a cost-effective strategy for thrust allocation of the rig.

Optimal Passive Dynamics for Physical Interaction: Catching a Mass

Directory of Open Access Journals (Sweden)

Kevin Kemper

2013-05-01

Full Text Available For manipulation tasks in uncertain environments, intentionally designed series impedance in mechanical systems can provide significant benefits that cannot be achieved in software. Traditionally, the design of actuated systems revolves around sizing torques, speeds, and control strategies without considering the system’s passive dynamics. However, the passive dynamics of the mechanical system, including inertia, stiffness, and damping along with other parameters such as torque and stroke limits often impose performance limitations that cannot be overcome with software control. In this paper, we develop relationships between an actuator’s passive dynamics and the resulting performance for the purpose of better understanding how to tune the passive dynamics for catching an unexpected object. We use a mathematically optimal controller subject to force limitations to stop the incoming object without breaking contact and bouncing. The use of an optimal controller is important so that our results directly reflect the physical system’s performance. We analytically calculate the maximum velocity that can be caught by a realistic actuator with limitations such as force and stroke limits. The results show that in order to maximize the velocity of an object that can be caught without exceeding the actuator’s torque and stroke limits, a soft spring along with a strong damper will be desired.

Optimal selection for shielding materials by fuzzy linear programming

International Nuclear Information System (INIS)

Kanai, Y.; Miura, N.; Sugasawa, S.

1996-01-01

An application of fuzzy linear programming methods to optimization of a radiation shield is presented. The main purpose of the present study is the choice of materials and the search of the ratio of mixture-component as the first stage of the methodology on optimum shielding design according to individual requirements of nuclear reactor, reprocessing facility, shipping cask installing spent fuel, ect. The characteristic values for the shield optimization may be considered their cost, spatial space, weight and some shielding qualities such as activation rate and total dose rate for neutron and gamma ray (includes secondary gamma ray). This new approach can reduce huge combination calculations for conventional two-valued logic approaches to representative single shielding calculation by group-wised optimization parameters determined in advance. Using the fuzzy linear programming method, possibilities for reducing radiation effects attainable in optimal compositions hydrated, lead- and boron-contained materials are investigated

Optimal dynamic voltage scaling for wireless sensor nodes with real-time constraints

Science.gov (United States)

Cassandras, Christos G.; Zhuang, Shixin

2005-11-01

Sensors are increasingly embedded in manufacturing systems and wirelessly networked to monitor and manage operations ranging from process and inventory control to tracking equipment and even post-manufacturing product monitoring. In building such sensor networks, a critical issue is the limited and hard to replenish energy in the devices involved. Dynamic voltage scaling is a technique that controls the operating voltage of a processor to provide desired performance while conserving energy and prolonging the overall network's lifetime. We consider such power-limited devices processing time-critical tasks which are non-preemptive, aperiodic and have uncertain arrival times. We treat voltage scaling as a dynamic optimization problem whose objective is to minimize energy consumption subject to hard or soft real-time execution constraints. In the case of hard constraints, we build on prior work (which engages a voltage scaling controller at task completion times) by developing an intra-task controller that acts at all arrival times of incoming tasks. We show that this optimization problem can be decomposed into two simpler ones whose solution leads to an algorithm that does not actually require solving any nonlinear programming problems. In the case of soft constraints, this decomposition must be partly relaxed, but it still leads to a scalable (linear in the number of tasks) algorithm. Simulation results are provided to illustrate performance improvements in systems with intra-task controllers compared to uncontrolled systems or those using inter-task control.

A dynamic approach for the optimal electricity dispatch in the deregulated market

International Nuclear Information System (INIS)

Carraretto, Cristian; Lazzaretto, Andrea

2004-01-01

The electricity market has been experiencing the deregulation process in many countries. Effective approaches to the management of single power plants or groups of plants are therefore becoming crucial for the competitiveness of energy utilities. A dynamic programming approach is presented in this paper for the optimal plant management in the new Italian deregulated market. A thorough description of the method is given in cases of free or fixed production over time (e.g. when the overall production is limited by bilateral contracts or cogeneration). Analysis of market characteristics, detailed thermodynamic models of plant operation and reliable price forecasts over the time period of interest are required. The suggested approach is useful for both long-term scheduling and planning daily offers in the market

Comparison of Greedy Algorithms for Decision Tree Optimization

KAUST Repository

Alkhalid, Abdulaziz; Chikalov, Igor; Moshkov, Mikhail

2013-01-01

This chapter is devoted to the study of 16 types of greedy algorithms for decision tree construction. The dynamic programming approach is used for construction of optimal decision trees. Optimization is performed relative to minimal values

Dynamic programming models and applications

CERN Document Server

Denardo, Eric V

2003-01-01

Introduction to sequential decision processes covers use of dynamic programming in studying models of resource allocation, methods for approximating solutions of control problems in continuous time, production control, more. 1982 edition.

Dynamic optimization and robust explicit model predictive control of hydrogen storage tank

KAUST Repository

Panos, C.

2010-09-01

We present a general framework for the optimal design and control of a metal-hydride bed under hydrogen desorption operation. The framework features: (i) a detailed two-dimension dynamic process model, (ii) a design and operational dynamic optimization step, and (iii) an explicit/multi-parametric model predictive controller design step. For the controller design, a reduced order approximate model is obtained, based on which nominal and robust multi-parametric controllers are designed. © 2010 Elsevier Ltd.

Dynamic optimization and robust explicit model predictive control of hydrogen storage tank

KAUST Repository

Panos, C.; Kouramas, K.I.; Georgiadis, M.C.; Pistikopoulos, E.N.

2010-01-01

We present a general framework for the optimal design and control of a metal-hydride bed under hydrogen desorption operation. The framework features: (i) a detailed two-dimension dynamic process model, (ii) a design and operational dynamic optimization step, and (iii) an explicit/multi-parametric model predictive controller design step. For the controller design, a reduced order approximate model is obtained, based on which nominal and robust multi-parametric controllers are designed. © 2010 Elsevier Ltd.

Deterministic global optimization algorithm based on outer approximation for the parameter estimation of nonlinear dynamic biological systems.

Science.gov (United States)

Miró, Anton; Pozo, Carlos; Guillén-Gosálbez, Gonzalo; Egea, Jose A; Jiménez, Laureano

2012-05-10

The estimation of parameter values for mathematical models of biological systems is an optimization problem that is particularly challenging due to the nonlinearities involved. One major difficulty is the existence of multiple minima in which standard optimization methods may fall during the search. Deterministic global optimization methods overcome this limitation, ensuring convergence to the global optimum within a desired tolerance. Global optimization techniques are usually classified into stochastic and deterministic. The former typically lead to lower CPU times but offer no guarantee of convergence to the global minimum in a finite number of iterations. In contrast, deterministic methods provide solutions of a given quality (i.e., optimality gap), but tend to lead to large computational burdens. This work presents a deterministic outer approximation-based algorithm for the global optimization of dynamic problems arising in the parameter estimation of models of biological systems. Our approach, which offers a theoretical guarantee of convergence to global minimum, is based on reformulating the set of ordinary differential equations into an equivalent set of algebraic equations through the use of orthogonal collocation methods, giving rise to a nonconvex nonlinear programming (NLP) problem. This nonconvex NLP is decomposed into two hierarchical levels: a master mixed-integer linear programming problem (MILP) that provides a rigorous lower bound on the optimal solution, and a reduced-space slave NLP that yields an upper bound. The algorithm iterates between these two levels until a termination criterion is satisfied. The capabilities of our approach were tested in two benchmark problems, in which the performance of our algorithm was compared with that of the commercial global optimization package BARON. The proposed strategy produced near optimal solutions (i.e., within a desired tolerance) in a fraction of the CPU time required by BARON.

Communication: Time-dependent optimized coupled-cluster method for multielectron dynamics

Science.gov (United States)

Sato, Takeshi; Pathak, Himadri; Orimo, Yuki; Ishikawa, Kenichi L.

2018-02-01

Time-dependent coupled-cluster method with time-varying orbital functions, called time-dependent optimized coupled-cluster (TD-OCC) method, is formulated for multielectron dynamics in an intense laser field. We have successfully derived the equations of motion for CC amplitudes and orthonormal orbital functions based on the real action functional, and implemented the method including double excitations (TD-OCCD) and double and triple excitations (TD-OCCDT) within the optimized active orbitals. The present method is size extensive and gauge invariant, a polynomial cost-scaling alternative to the time-dependent multiconfiguration self-consistent-field method. The first application of the TD-OCC method of intense-laser driven correlated electron dynamics in Ar atom is reported.

Optimal Dynamic Pricing for Perishable Assets with Nonhomogeneous Demand

OpenAIRE

Wen Zhao; Yu-Sheng Zheng

2000-01-01

We consider a dynamic pricing model for selling a given stock of a perishable product over a finite time horizon. Customers, whose reservation price distribution changes over time, arrive according to a nonhomogeneous Poisson process. We show that at any given time, the optimal price decreases with inventory. We also identify a sufficient condition under which the optimal price decreases over time for a given inventory level. This sufficient condition requires that the willingness of a custom...

Kernel optimization for short-range molecular dynamics

Science.gov (United States)

Hu, Changjun; Wang, Xianmeng; Li, Jianjiang; He, Xinfu; Li, Shigang; Feng, Yangde; Yang, Shaofeng; Bai, He

2017-02-01

To optimize short-range force computations in Molecular Dynamics (MD) simulations, multi-threading and SIMD optimizations are presented in this paper. With respect to multi-threading optimization, a Partition-and-Separate-Calculation (PSC) method is designed to avoid write conflicts caused by using Newton's third law. Serial bottlenecks are eliminated with no additional memory usage. The method is implemented by using the OpenMP model. Furthermore, the PSC method is employed on Intel Xeon Phi coprocessors in both native and offload models. We also evaluate the performance of the PSC method under different thread affinities on the MIC architecture. In the SIMD execution, we explain the performance influence in the PSC method, considering the "if-clause" of the cutoff radius check. The experiment results show that our PSC method is relatively more efficient compared to some traditional methods. In double precision, our 256-bit SIMD implementation is about 3 times faster than the scalar version.

Optimization of the annual construction program solutions

Directory of Open Access Journals (Sweden)

Oleinik Pavel

2017-01-01

Full Text Available The article considers potentially possible optimization solutions in scheduling while forming the annual production programs of the construction complex organizations. The optimization instrument is represented as a two-component system. As a fundamentally new approach in the first block of the annual program solutions, the authors propose to use a scientifically grounded methodology for determining the scope of work permissible for the transfer to a subcontractor without risk of General Contractor’s management control losing over the construction site. For this purpose, a special indicator is introduced that characterizes the activity of the general construction organization - the coefficient of construction production management. In the second block, the principal methods for the formation of calendar plans for the fulfillment of the critical work effort by the leading stream are proposed, depending on the intensity characteristic.

A Study of Joint Cost Inclusion in Linear Programming Optimization

Directory of Open Access Journals (Sweden)

P. Armaos

2013-08-01

Full Text Available The concept of Structural Optimization has been a topic or research over the past century. Linear Programming Optimization has proved being the most reliable method of structural optimization. Global advances in linear programming optimization have been recently powered by University of Sheffield researchers, to include joint cost, self-weight and buckling considerations. A joint cost inclusion scopes to reduce the number of joints existing in an optimized structural solution, transforming it to a practically viable solution. The topic of the current paper is to investigate the effects of joint cost inclusion, as this is currently implemented in the optimization code. An extended literature review on this subject was conducted prior to familiarization with small scale optimization software. Using IntelliFORM software, a structured series of problems were set and analyzed. The joint cost tests examined benchmark problems and their consequent changes in the member topology, as the design domain was expanding. The findings of the analyses were remarkable and are being commented further on. The distinct topologies of solutions created by optimization processes are also recognized. Finally an alternative strategy of penalizing joints is presented.

Dynamic Programming: An Introduction by Example

Science.gov (United States)

Zietz, Joachim

2007-01-01

The author introduces some basic dynamic programming techniques, using examples, with the help of the computer algebra system "Maple". The emphasis is on building confidence and intuition for the solution of dynamic problems in economics. To integrate the material better, the same examples are used to introduce different techniques. One covers the…

Achieving Optimal Self-Adaptivity for Dynamic Tuning of Organic Semiconductors through Resonance Engineering.

Science.gov (United States)

Tao, Ye; Xu, Lijia; Zhang, Zhen; Chen, Runfeng; Li, Huanhuan; Xu, Hui; Zheng, Chao; Huang, Wei

2016-08-03

Current static-state explorations of organic semiconductors for optimal material properties and device performance are hindered by limited insights into the dynamically changed molecular states and charge transport and energy transfer processes upon device operation. Here, we propose a simple yet successful strategy, resonance variation-based dynamic adaptation (RVDA), to realize optimized self-adaptive properties in donor-resonance-acceptor molecules by engineering the resonance variation for dynamic tuning of organic semiconductors. Organic light-emitting diodes hosted by these RVDA materials exhibit remarkably high performance, with external quantum efficiencies up to 21.7% and favorable device stability. Our approach, which supports simultaneous realization of dynamically adapted and selectively enhanced properties via resonance engineering, illustrates a feasible design map for the preparation of smart organic semiconductors capable of dynamic structure and property modulations, promoting the studies of organic electronics from static to dynamic.

Iterative Adaptive Dynamic Programming for Solving Unknown Nonlinear Zero-Sum Game Based on Online Data.

Science.gov (United States)

Zhu, Yuanheng; Zhao, Dongbin; Li, Xiangjun

2017-03-01

H ∞ control is a powerful method to solve the disturbance attenuation problems that occur in some control systems. The design of such controllers relies on solving the zero-sum game (ZSG). But in practical applications, the exact dynamics is mostly unknown. Identification of dynamics also produces errors that are detrimental to the control performance. To overcome this problem, an iterative adaptive dynamic programming algorithm is proposed in this paper to solve the continuous-time, unknown nonlinear ZSG with only online data. A model-free approach to the Hamilton-Jacobi-Isaacs equation is developed based on the policy iteration method. Control and disturbance policies and value are approximated by neural networks (NNs) under the critic-actor-disturber structure. The NN weights are solved by the least-squares method. According to the theoretical analysis, our algorithm is equivalent to a Gauss-Newton method solving an optimization problem, and it converges uniformly to the optimal solution. The online data can also be used repeatedly, which is highly efficient. Simulation results demonstrate its feasibility to solve the unknown nonlinear ZSG. When compared with other algorithms, it saves a significant amount of online measurement time.

Optimization of multi-stage dynamic treatment regimes utilizing accumulated data.

Science.gov (United States)

Huang, Xuelin; Choi, Sangbum; Wang, Lu; Thall, Peter F

2015-11-20

In medical therapies involving multiple stages, a physician's choice of a subject's treatment at each stage depends on the subject's history of previous treatments and outcomes. The sequence of decisions is known as a dynamic treatment regime or treatment policy. We consider dynamic treatment regimes in settings where each subject's final outcome can be defined as the sum of longitudinally observed values, each corresponding to a stage of the regime. Q-learning, which is a backward induction method, is used to first optimize the last stage treatment then sequentially optimize each previous stage treatment until the first stage treatment is optimized. During this process, model-based expectations of outcomes of late stages are used in the optimization of earlier stages. When the outcome models are misspecified, bias can accumulate from stage to stage and become severe, especially when the number of treatment stages is large. We demonstrate that a modification of standard Q-learning can help reduce the accumulated bias. We provide a computational algorithm, estimators, and closed-form variance formulas. Simulation studies show that the modified Q-learning method has a higher probability of identifying the optimal treatment regime even in settings with misspecified models for outcomes. It is applied to identify optimal treatment regimes in a study for advanced prostate cancer and to estimate and compare the final mean rewards of all the possible discrete two-stage treatment sequences. Copyright © 2015 John Wiley & Sons, Ltd.

Quasi-Optimal Elimination Trees for 2D Grids with Singularities

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A. Paszyńska

2015-01-01

Full Text Available We construct quasi-optimal elimination trees for 2D finite element meshes with singularities. These trees minimize the complexity of the solution of the discrete system. The computational cost estimates of the elimination process model the execution of the multifrontal algorithms in serial and in parallel shared-memory executions. Since the meshes considered are a subspace of all possible mesh partitions, we call these minimizers quasi-optimal. We minimize the cost functionals using dynamic programming. Finding these minimizers is more computationally expensive than solving the original algebraic system. Nevertheless, from the insights provided by the analysis of the dynamic programming minima, we propose a heuristic construction of the elimination trees that has cost ONelog⁡Ne, where Ne is the number of elements in the mesh. We show that this heuristic ordering has similar computational cost to the quasi-optimal elimination trees found with dynamic programming and outperforms state-of-the-art alternatives in our numerical experiments.

Quasi-Optimal Elimination Trees for 2D Grids with Singularities

KAUST Repository

Paszyńska, A.

2015-04-22

We construct quasi-optimal elimination trees for 2D finite element meshes with singularities.These trees minimize the complexity of the solution of the discrete system. The computational cost estimates of the elimination process model the execution of the multifrontal algorithms in serial and in parallel shared-memory executions. Since the meshes considered are a subspace of all possible mesh partitions, we call these minimizers quasi-optimal.We minimize the cost functionals using dynamic programming. Finding these minimizers is more computationally expensive than solving the original algebraic system. Nevertheless, from the insights provided by the analysis of the dynamic programming minima, we propose a heuristic construction of the elimination trees that has cost O(log(Ne log(Ne)), where N e is the number of elements in the mesh.We show that this heuristic ordering has similar computational cost to the quasi-optimal elimination trees found with dynamic programming and outperforms state-of-the-art alternatives in our numerical experiments.

Quasi-Optimal Elimination Trees for 2D Grids with Singularities

KAUST Repository

Paszyńska, A.; Paszyński, M.; Jopek, K.; Woźniak, M.; Goik, D.; Gurgul, P.; AbouEisha, H.; Moshkov, Mikhail; Calo, Victor M.; Lenharth, A.; Nguyen, D.; Pingali, K.

2015-01-01

We construct quasi-optimal elimination trees for 2D finite element meshes with singularities.These trees minimize the complexity of the solution of the discrete system. The computational cost estimates of the elimination process model the execution of the multifrontal algorithms in serial and in parallel shared-memory executions. Since the meshes considered are a subspace of all possible mesh partitions, we call these minimizers quasi-optimal.We minimize the cost functionals using dynamic programming. Finding these minimizers is more computationally expensive than solving the original algebraic system. Nevertheless, from the insights provided by the analysis of the dynamic programming minima, we propose a heuristic construction of the elimination trees that has cost O(log(Ne log(Ne)), where N e is the number of elements in the mesh.We show that this heuristic ordering has similar computational cost to the quasi-optimal elimination trees found with dynamic programming and outperforms state-of-the-art alternatives in our numerical experiments.

A Mathematical Optimization Problem in Bioinformatics

Science.gov (United States)

Heyer, Laurie J.

2008-01-01

This article describes the sequence alignment problem in bioinformatics. Through examples, we formulate sequence alignment as an optimization problem and show how to compute the optimal alignment with dynamic programming. The examples and sample exercises have been used by the author in a specialized course in bioinformatics, but could be adapted…

Propositional Optimal Trajectory Programming for Improving Stability ...

African Journals Online (AJOL)

Propositional Optimal Trajectory Programming for Improving Stability of Hermite Definite Control System. ... PROMOTING ACCESS TO AFRICAN RESEARCH. AFRICAN JOURNALS ONLINE (AJOL) ... Knowledge of systems operation subjected to heat diffusion constraints is required of systems analysts. In an instance that ...

Optimizing spread dynamics on graphs by message passing

International Nuclear Information System (INIS)

Altarelli, F; Braunstein, A; Dall’Asta, L; Zecchina, R

2013-01-01

Cascade processes are responsible for many important phenomena in natural and social sciences. Simple models of irreversible dynamics on graphs, in which nodes activate depending on the state of their neighbors, have been successfully applied to describe cascades in a large variety of contexts. Over the past decades, much effort has been devoted to understanding the typical behavior of the cascades arising from initial conditions extracted at random from some given ensemble. However, the problem of optimizing the trajectory of the system, i.e. of identifying appropriate initial conditions to maximize (or minimize) the final number of active nodes, is still considered to be practically intractable, with the only exception being models that satisfy a sort of diminishing returns property called submodularity. Submodular models can be approximately solved by means of greedy strategies, but by definition they lack cooperative characteristics which are fundamental in many real systems. Here we introduce an efficient algorithm based on statistical physics for the optimization of trajectories in cascade processes on graphs. We show that for a wide class of irreversible dynamics, even in the absence of submodularity, the spread optimization problem can be solved efficiently on large networks. Analytic and algorithmic results on random graphs are complemented by the solution of the spread maximization problem on a real-world network (the Epinions consumer reviews network). (paper)

Optimizing spread dynamics on graphs by message passing

Science.gov (United States)

Altarelli, F.; Braunstein, A.; Dall'Asta, L.; Zecchina, R.

2013-09-01

Cascade processes are responsible for many important phenomena in natural and social sciences. Simple models of irreversible dynamics on graphs, in which nodes activate depending on the state of their neighbors, have been successfully applied to describe cascades in a large variety of contexts. Over the past decades, much effort has been devoted to understanding the typical behavior of the cascades arising from initial conditions extracted at random from some given ensemble. However, the problem of optimizing the trajectory of the system, i.e. of identifying appropriate initial conditions to maximize (or minimize) the final number of active nodes, is still considered to be practically intractable, with the only exception being models that satisfy a sort of diminishing returns property called submodularity. Submodular models can be approximately solved by means of greedy strategies, but by definition they lack cooperative characteristics which are fundamental in many real systems. Here we introduce an efficient algorithm based on statistical physics for the optimization of trajectories in cascade processes on graphs. We show that for a wide class of irreversible dynamics, even in the absence of submodularity, the spread optimization problem can be solved efficiently on large networks. Analytic and algorithmic results on random graphs are complemented by the solution of the spread maximization problem on a real-world network (the Epinions consumer reviews network).

Common planning of operations of and extensions to a nuclear park and a high-voltage network of a service area with the aid of a modified optimization method of dynamic programming

International Nuclear Information System (INIS)

Bieselt, R.

1974-01-01

While making extensive use of the possibilities dynamic programming as an optimization method has to offer, a planning method for the common operation and the extension of a nuclear park and a high-voltage network for a service area of a large size is worked out in a system-analytical manner in this thesis. With the aid of the computer programmes developed, those decisions concerning construction and operation of power plant and network are looked for which result within appr. 10 years of planning in a minimum of overall generating and transmission costs. (orig./LN) [de

A heuristic algorithm to approximate dynamic program of a novel new product development process

Directory of Open Access Journals (Sweden)

Hamed Fazlollahtabar

2016-01-01

Full Text Available We are concerned with a new product development (NPD network in digital environment in which the aim is to find integrated attributes for value added purposes. Different views exist for new product development. Here, the effective factors are categorized into customers, competitors and the company’s own past experience. Also, various attributes are considered for the development of a product. Thus, using digital data of attributes, the optimal set of attributes is chosen for user in the new product development. Regarding the multi stage decision making process of the customer, competitor and company’s own past experience, we develop a multi-dimensional dynamic program as a useful tool for multi stage decision making. To counteract the dynamism of the digital data in different time periods, two concepts of state and policy direction are introduced to determine the cost of moving through the stages of the proposed NPD digital network. Since the space requirements and value function computations become impractical for even moderate size, we approximate the optimal value function developing a heuristic algorithm.

Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas

OpenAIRE

Thorsten Lehnert; Xisong Jin

2011-01-01

Previous research focuses on the importance of modeling the multivariate distribution for optimal portfolio allocation and active risk management. However, available dynamic models are not easily applied for high-dimensional problems due to the curse of dimensionality. In this paper, we extend the framework of the Dynamic Conditional Correlation/Equicorrelation and an extreme value approach into a series of Dynamic Conditional Elliptical Copulas. We investigate risk measures like Value at Ris...

On the equivalent static loads approach for dynamic response structural optimization

DEFF Research Database (Denmark)

Stolpe, Mathias

2014-01-01

The equivalent static loads algorithm is an increasingly popular approach to solve dynamic response structural optimization problems. The algorithm is based on solving a sequence of related static response structural optimization problems with the same objective and constraint functions...... as the original problem. The optimization theoretical foundation of the algorithm is mainly developed in Park and Kang (J Optim Theory Appl 118(1):191–200, 2003). In that article it is shown, for a certain class of problems, that if the equivalent static loads algorithm terminates then the KKT conditions...

Optimized remedial groundwater extraction using linear programming

International Nuclear Information System (INIS)

Quinn, J.J.

1995-01-01

Groundwater extraction systems are typically installed to remediate contaminant plumes or prevent further spread of contamination. These systems are expensive to install and maintain. A traditional approach to designing such a wellfield uses a series of trial-and-error simulations to test the effects of various well locations and pump rates. However, the optimal locations and pump rates of extraction wells are difficult to determine when objectives related to the site hydrogeology and potential pumping scheme are considered. This paper describes a case study of an application of linear programming theory to determine optimal well placement and pump rates. The objectives of the pumping scheme were to contain contaminant migration and reduce contaminant concentrations while minimizing the total amount of water pumped and treated. Past site activities at the area under study included disposal of contaminants in pits. Several groundwater plumes have been identified, and others may be present. The area of concern is bordered on three sides by a wetland, which receives a portion of its input budget as groundwater discharge from the pits. Optimization of the containment pumping scheme was intended to meet three goals: (1) prevent discharge of contaminated groundwater to the wetland, (2) minimize the total water pumped and treated (cost benefit), and (3) avoid dewatering of the wetland (cost and ecological benefits). Possible well locations were placed at known source areas. To constrain the problem, the optimization program was instructed to prevent any flow toward the wetland along a user-specified border. In this manner, the optimization routine selects well locations and pump rates so that a groundwater divide is produced along this boundary

Optimal control of dissipative nonlinear dynamical systems with triggers of coupled singularities

International Nuclear Information System (INIS)

Hedrih, K

2008-01-01

This paper analyses the controllability of motion of nonconservative nonlinear dynamical systems in which triggers of coupled singularities exist or appear. It is shown that the phase plane method is useful for the analysis of nonlinear dynamics of nonconservative systems with one degree of freedom of control strategies and also shows the way it can be used for controlling the relative motion in rheonomic systems having equivalent scleronomic conservative or nonconservative system For the system with one generalized coordinate described by nonlinear differential equation of nonlinear dynamics with trigger of coupled singularities, the functions of system potential energy and conservative force must satisfy some conditions defined by a Theorem on the existence of a trigger of coupled singularities and the separatrix in the form of 'an open a spiral form' of number eight. Task of the defined dynamical nonconservative system optimal control is: by using controlling force acting to the system, transfer initial state of the nonlinear dynamics of the system into the final state of the nonlinear dynamics in the minimal time for that optimal control task

Optimal control of dissipative nonlinear dynamical systems with triggers of coupled singularities

Science.gov (United States)

Stevanović Hedrih, K.

2008-02-01

This paper analyses the controllability of motion of nonconservative nonlinear dynamical systems in which triggers of coupled singularities exist or appear. It is shown that the phase plane method is useful for the analysis of nonlinear dynamics of nonconservative systems with one degree of freedom of control strategies and also shows the way it can be used for controlling the relative motion in rheonomic systems having equivalent scleronomic conservative or nonconservative system For the system with one generalized coordinate described by nonlinear differential equation of nonlinear dynamics with trigger of coupled singularities, the functions of system potential energy and conservative force must satisfy some conditions defined by a Theorem on the existence of a trigger of coupled singularities and the separatrix in the form of "an open a spiral form" of number eight. Task of the defined dynamical nonconservative system optimal control is: by using controlling force acting to the system, transfer initial state of the nonlinear dynamics of the system into the final state of the nonlinear dynamics in the minimal time for that optimal control task

Optimized maritime emergency resource allocation under dynamic demand.

Directory of Open Access Journals (Sweden)

Wenfen Zhang

Full Text Available Emergency resource is important for people evacuation and property rescue when accident occurs. The relief efforts could be promoted by a reasonable emergency resource allocation schedule in advance. As the marine environment is complicated and changeful, the place, type, severity of maritime accident is uncertain and stochastic, bringing about dynamic demand of emergency resource. Considering dynamic demand, how to make a reasonable emergency resource allocation schedule is challenging. The key problem is to determine the optimal stock of emergency resource for supplier centers to improve relief efforts. This paper studies the dynamic demand, and which is defined as a set. Then a maritime emergency resource allocation model with uncertain data is presented. Afterwards, a robust approach is developed and used to make sure that the resource allocation schedule performs well with dynamic demand. Finally, a case study shows that the proposed methodology is feasible in maritime emergency resource allocation. The findings could help emergency manager to schedule the emergency resource allocation more flexibly in terms of dynamic demand.

BILGO: Bilateral greedy optimization for large scale semidefinite programming

KAUST Repository

Hao, Zhifeng; Yuan, Ganzhao; Ghanem, Bernard

2013-01-01

Many machine learning tasks (e.g. metric and manifold learning problems) can be formulated as convex semidefinite programs. To enable the application of these tasks on a large-scale, scalability and computational efficiency are considered as desirable properties for a practical semidefinite programming algorithm. In this paper, we theoretically analyze a new bilateral greedy optimization (denoted BILGO) strategy in solving general semidefinite programs on large-scale datasets. As compared to existing methods, BILGO employs a bilateral search strategy during each optimization iteration. In such an iteration, the current semidefinite matrix solution is updated as a bilateral linear combination of the previous solution and a suitable rank-1 matrix, which can be efficiently computed from the leading eigenvector of the descent direction at this iteration. By optimizing for the coefficients of the bilateral combination, BILGO reduces the cost function in every iteration until the KKT conditions are fully satisfied, thus, it tends to converge to a global optimum. In fact, we prove that BILGO converges to the global optimal solution at a rate of O(1/k), where k is the iteration counter. The algorithm thus successfully combines the efficiency of conventional rank-1 update algorithms and the effectiveness of gradient descent. Moreover, BILGO can be easily extended to handle low rank constraints. To validate the effectiveness and efficiency of BILGO, we apply it to two important machine learning tasks, namely Mahalanobis metric learning and maximum variance unfolding. Extensive experimental results clearly demonstrate that BILGO can solve large-scale semidefinite programs efficiently.

BILGO: Bilateral greedy optimization for large scale semidefinite programming

KAUST Repository

Hao, Zhifeng

2013-10-03

Many machine learning tasks (e.g. metric and manifold learning problems) can be formulated as convex semidefinite programs. To enable the application of these tasks on a large-scale, scalability and computational efficiency are considered as desirable properties for a practical semidefinite programming algorithm. In this paper, we theoretically analyze a new bilateral greedy optimization (denoted BILGO) strategy in solving general semidefinite programs on large-scale datasets. As compared to existing methods, BILGO employs a bilateral search strategy during each optimization iteration. In such an iteration, the current semidefinite matrix solution is updated as a bilateral linear combination of the previous solution and a suitable rank-1 matrix, which can be efficiently computed from the leading eigenvector of the descent direction at this iteration. By optimizing for the coefficients of the bilateral combination, BILGO reduces the cost function in every iteration until the KKT conditions are fully satisfied, thus, it tends to converge to a global optimum. In fact, we prove that BILGO converges to the global optimal solution at a rate of O(1/k), where k is the iteration counter. The algorithm thus successfully combines the efficiency of conventional rank-1 update algorithms and the effectiveness of gradient descent. Moreover, BILGO can be easily extended to handle low rank constraints. To validate the effectiveness and efficiency of BILGO, we apply it to two important machine learning tasks, namely Mahalanobis metric learning and maximum variance unfolding. Extensive experimental results clearly demonstrate that BILGO can solve large-scale semidefinite programs efficiently.

Optimal guidance law in quantum mechanics

International Nuclear Information System (INIS)

Yang, Ciann-Dong; Cheng, Lieh-Lieh

2013-01-01

Following de Broglie’s idea of a pilot wave, this paper treats quantum mechanics as a problem of stochastic optimal guidance law design. The guidance scenario considered in the quantum world is that an electron is the flight vehicle to be guided and its accompanying pilot wave is the guidance law to be designed so as to guide the electron to a random target driven by the Wiener process, while minimizing a cost-to-go function. After solving the stochastic optimal guidance problem by differential dynamic programming, we point out that the optimal pilot wave guiding the particle’s motion is just the wavefunction Ψ(t,x), a solution to the Schrödinger equation; meanwhile, the closed-loop guidance system forms a complex state–space dynamics for Ψ(t,x), from which quantum operators emerge naturally. Quantum trajectories under the action of the optimal guidance law are solved and their statistical distribution is shown to coincide with the prediction of the probability density function Ψ ∗ Ψ. -- Highlights: •Treating quantum mechanics as a pursuit-evasion game. •Reveal an interesting analogy between guided flight motion and guided quantum motion. •Solve optimal quantum guidance problem by dynamic programming. •Gives a formal proof of de Broglie–Bohm’s idea of a pilot wave. •The optimal pilot wave is shown to be a wavefunction solved from Schrödinger equation

Optimal guidance law in quantum mechanics

Energy Technology Data Exchange (ETDEWEB)

Yang, Ciann-Dong, E-mail: cdyang@mail.ncku.edu.tw; Cheng, Lieh-Lieh, E-mail: leo8101@hotmail.com

2013-11-15

Following de Broglie’s idea of a pilot wave, this paper treats quantum mechanics as a problem of stochastic optimal guidance law design. The guidance scenario considered in the quantum world is that an electron is the flight vehicle to be guided and its accompanying pilot wave is the guidance law to be designed so as to guide the electron to a random target driven by the Wiener process, while minimizing a cost-to-go function. After solving the stochastic optimal guidance problem by differential dynamic programming, we point out that the optimal pilot wave guiding the particle’s motion is just the wavefunction Ψ(t,x), a solution to the Schrödinger equation; meanwhile, the closed-loop guidance system forms a complex state–space dynamics for Ψ(t,x), from which quantum operators emerge naturally. Quantum trajectories under the action of the optimal guidance law are solved and their statistical distribution is shown to coincide with the prediction of the probability density function Ψ{sup ∗}Ψ. -- Highlights: •Treating quantum mechanics as a pursuit-evasion game. •Reveal an interesting analogy between guided flight motion and guided quantum motion. •Solve optimal quantum guidance problem by dynamic programming. •Gives a formal proof of de Broglie–Bohm’s idea of a pilot wave. •The optimal pilot wave is shown to be a wavefunction solved from Schrödinger equation.

Industrial cogeneration optimization program. Final report, September 1979

Energy Technology Data Exchange (ETDEWEB)

Davis, Jerry; McWhinney, Jr., Robert T.

1980-01-01

This study program is part of the DOE Integrated Industry Cogeneration Program to optimize, evaluate, and demonstrate cogeneration systems, with direct participation of the industries most affected. One objective is to characterize five major energy-intensive industries with respect to their energy-use profiles. The industries are: petroleum refining and related industries, textile mill products, paper and allied products, chemicals and allied products, and food and kindred products. Another objective is to select optimum cogeneration systems for site-specific reference case plants in terms of maximum energy savings subject to given return on investment hurdle rates. Analyses were made that define the range of optimal cogeneration systems for each reference-case plant considering technology applicability, economic factors, and energy savings by type of fuel. This study also provides guidance to other parts of the program through information developed with regard to component development requirements, institutional and regulatory barriers, as well as fuel use and environmental considerations. (MCW)

Multidisciplinary Design Optimization Techniques: Implications and Opportunities for Fluid Dynamics Research

Science.gov (United States)

Zang, Thomas A.; Green, Lawrence L.

1999-01-01

A challenge for the fluid dynamics community is to adapt to and exploit the trend towards greater multidisciplinary focus in research and technology. The past decade has witnessed substantial growth in the research field of Multidisciplinary Design Optimization (MDO). MDO is a methodology for the design of complex engineering systems and subsystems that coherently exploits the synergism of mutually interacting phenomena. As evidenced by the papers, which appear in the biannual AIAA/USAF/NASA/ISSMO Symposia on Multidisciplinary Analysis and Optimization, the MDO technical community focuses on vehicle and system design issues. This paper provides an overview of the MDO technology field from a fluid dynamics perspective, giving emphasis to suggestions of specific applications of recent MDO technologies that can enhance fluid dynamics research itself across the spectrum, from basic flow physics to full configuration aerodynamics.

Dynamic supplier selection problem considering full truck load in probabilistic environment

Science.gov (United States)

Sutrisno, Wicaksono, Purnawan Adi

2017-11-01

In this paper, we propose a mathematical model in a probabilistic dynamic optimization to solve a dynamic supplier selection problem considering full truck load in probabilistic environment where some parameters are uncertain. We determine the optimal strategy for this problem by using stochastic dynamic programming. We give some numerical experiments to evaluate and analyze the model. From the results, the optimal supplier and the optimal product volume from the optimal supplier were determined for each time period.

Methods for optimizing over the efficient and weakly efficient sets of an affine fractional vector optimization program

DEFF Research Database (Denmark)

Le, T.H.A.; Pham, D. T.; Canh, Nam Nguyen

2010-01-01

Both the efficient and weakly efficient sets of an affine fractional vector optimization problem, in general, are neither convex nor given explicitly. Optimization problems over one of these sets are thus nonconvex. We propose two methods for optimizing a real-valued function over the efficient...... and weakly efficient sets of an affine fractional vector optimization problem. The first method is a local one. By using a regularization function, we reformulate the problem into a standard smooth mathematical programming problem that allows applying available methods for smooth programming. In case...... the objective function is linear, we have investigated a global algorithm based upon a branch-and-bound procedure. The algorithm uses Lagrangian bound coupling with a simplicial bisection in the criteria space. Preliminary computational results show that the global algorithm is promising....

Discrete Adjoint-Based Design Optimization of Unsteady Turbulent Flows on Dynamic Unstructured Grids

Science.gov (United States)

Nielsen, Eric J.; Diskin, Boris; Yamaleev, Nail K.

2009-01-01

An adjoint-based methodology for design optimization of unsteady turbulent flows on dynamic unstructured grids is described. The implementation relies on an existing unsteady three-dimensional unstructured grid solver capable of dynamic mesh simulations and discrete adjoint capabilities previously developed for steady flows. The discrete equations for the primal and adjoint systems are presented for the backward-difference family of time-integration schemes on both static and dynamic grids. The consistency of sensitivity derivatives is established via comparisons with complex-variable computations. The current work is believed to be the first verified implementation of an adjoint-based optimization methodology for the true time-dependent formulation of the Navier-Stokes equations in a practical computational code. Large-scale shape optimizations are demonstrated for turbulent flows over a tiltrotor geometry and a simulated aeroelastic motion of a fighter jet.

Fuzzy Constrained Predictive Optimal Control of High Speed Train with Actuator Dynamics

Directory of Open Access Journals (Sweden)

Xi Wang

2016-01-01

Full Text Available We investigate the problem of fuzzy constrained predictive optimal control of high speed train considering the effect of actuator dynamics. The dynamics feature of the high speed train is modeled as a cascade of cars connected by flexible couplers, and the formulation is mathematically transformed into a Takagi-Sugeno (T-S fuzzy model. The goal of this study is to design a state feedback control law at each decision step to enhance safety, comfort, and energy efficiency of high speed train subject to safety constraints on the control input. Based on Lyapunov stability theory, the problem of optimizing an upper bound on the cruise control cost function subject to input constraints is reduced to a convex optimization problem involving linear matrix inequalities (LMIs. Furthermore, we analyze the influences of second-order actuator dynamics on the fuzzy constrained predictive controller, which shows risk of potentially deteriorating the overall system. Employing backstepping method, an actuator compensator is proposed to accommodate for the influence of the actuator dynamics. The experimental results show that with the proposed approach high speed train can track the desired speed, the relative coupler displacement between the neighbouring cars is stable at the equilibrium state, and the influence of actuator dynamics is reduced, which demonstrate the validity and effectiveness of the proposed approaches.

Volatile decision dynamics: experiments, stochastic description, intermittency control and traffic optimization

Science.gov (United States)

Helbing, Dirk; Schönhof, Martin; Kern, Daniel

2002-06-01

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc, they normally make decisions based on aggregate rather than complete information, such as TV news or stock market indices. In related experiments, we have observed a volatile decision dynamics and far-from-optimal payoff distributions. We have also identified methods of information presentation that can considerably improve the overall performance of the system. In order to determine optimal strategies of decision guidance by means of user-specific recommendations, a stochastic behavioural description is developed. These strategies manage to increase the adaptibility to changing conditions and to reduce the deviation from the time-dependent user equilibrium, thereby enhancing the average and individual payoffs. Hence, our guidance strategies can increase the performance of all users by reducing overreaction and stabilizing the decision dynamics. These results are highly significant for predicting decision behaviour, for reaching optimal behavioural distributions by decision support systems and for information service providers. One of the promising fields of application is traffic optimization.

Computer-Aided Communication Satellite System Analysis and Optimization.

Science.gov (United States)

Stagl, Thomas W.; And Others

Various published computer programs for fixed/broadcast communication satellite system synthesis and optimization are discussed. The rationale for selecting General Dynamics/Convair's Satellite Telecommunication Analysis and Modeling Program (STAMP) in modified form to aid in the system costing and sensitivity analysis work in the Program on…

Minimizing transient influence in WHPA delineation: An optimization approach for optimal pumping rate schemes

Science.gov (United States)

Rodriguez-Pretelin, A.; Nowak, W.

2017-12-01

For most groundwater protection management programs, Wellhead Protection Areas (WHPAs) have served as primarily protection measure. In their delineation, the influence of time-varying groundwater flow conditions is often underestimated because steady-state assumptions are commonly made. However, it has been demonstrated that temporary variations lead to significant changes in the required size and shape of WHPAs. Apart from natural transient groundwater drivers (e.g., changes in the regional angle of flow direction and seasonal natural groundwater recharge), anthropogenic causes such as transient pumping rates are of the most influential factors that require larger WHPAs. We hypothesize that WHPA programs that integrate adaptive and optimized pumping-injection management schemes can counter transient effects and thus reduce the additional areal demand in well protection under transient conditions. The main goal of this study is to present a novel management framework that optimizes pumping schemes dynamically, in order to minimize the impact triggered by transient conditions in WHPA delineation. For optimizing pumping schemes, we consider three objectives: 1) to minimize the risk of pumping water from outside a given WHPA, 2) to maximize the groundwater supply and 3) to minimize the involved operating costs. We solve transient groundwater flow through an available transient groundwater and Lagrangian particle tracking model. The optimization problem is formulated as a dynamic programming problem. Two different optimization approaches are explored: I) the first approach aims for single-objective optimization under objective (1) only. The second approach performs multiobjective optimization under all three objectives where compromise pumping rates are selected from the current Pareto front. Finally, we look for WHPA outlines that are as small as possible, yet allow the optimization problem to find the most suitable solutions.

Grid-Optimization Program for Photovoltaic Cells

Science.gov (United States)

Daniel, R. E.; Lee, T. S.

1986-01-01

CELLOPT program developed to assist in designing grid pattern of current-conducting material on photovoltaic cell. Analyzes parasitic resistance losses and shadow loss associated with metallized grid pattern on both round and rectangular solar cells. Though performs sensitivity studies, used primarily to optimize grid design in terms of bus bar and grid lines by minimizing power loss. CELLOPT written in APL.

Application of Dynamic Mutated Particle Swarm Optimization Algorithm to Design Water Distribution Networks

Directory of Open Access Journals (Sweden)

Kazem Mohammadi- Aghdam

2015-10-01

Full Text Available This paper proposes the application of a new version of the heuristic particle swarm optimization (PSO method for designing water distribution networks (WDNs. The optimization problem of looped water distribution networks is recognized as an NP-hard combinatorial problem which cannot be easily solved using traditional mathematical optimization techniques. In this paper, the concept of dynamic swarm size is considered in an attempt to increase the convergence speed of the original PSO algorithm. In this strategy, the size of the swarm is dynamically changed according to the iteration number of the algorithm. Furthermore, a novel mutation approach is introduced to increase the diversification property of the PSO and to help the algorithm to avoid trapping in local optima. The new version of the PSO algorithm is called dynamic mutated particle swarm optimization (DMPSO. The proposed DMPSO is then applied to solve WDN design problems. Finally, two illustrative examples are used for comparison to verify the efficiency of the proposed DMPSO as compared to other intelligent algorithms.

A One-Layer Recurrent Neural Network for Real-Time Portfolio Optimization With Probability Criterion.

Science.gov (United States)

Liu, Qingshan; Dang, Chuangyin; Huang, Tingwen

2013-02-01

This paper presents a decision-making model described by a recurrent neural network for dynamic portfolio optimization. The portfolio-optimization problem is first converted into a constrained fractional programming problem. Since the objective function in the programming problem is not convex, the traditional optimization techniques are no longer applicable for solving this problem. Fortunately, the objective function in the fractional programming is pseudoconvex on the feasible region. It leads to a one-layer recurrent neural network modeled by means of a discontinuous dynamic system. To ensure the optimal solutions for portfolio optimization, the convergence of the proposed neural network is analyzed and proved. In fact, the neural network guarantees to get the optimal solutions for portfolio-investment advice if some mild conditions are satisfied. A numerical example with simulation results substantiates the effectiveness and illustrates the characteristics of the proposed neural network.

ROTAX: a nonlinear optimization program by axes rotation method

International Nuclear Information System (INIS)

Suzuki, Tadakazu

1977-09-01

A nonlinear optimization program employing the axes rotation method has been developed for solving nonlinear problems subject to nonlinear inequality constraints and its stability and convergence efficiency were examined. The axes rotation method is a direct search of the optimum point by rotating the orthogonal coordinate system in a direction giving the minimum objective. The searching direction is rotated freely in multi-dimensional space, so the method is effective for the problems represented with the contours having deep curved valleys. In application of the axes rotation method to the optimization problems subject to nonlinear inequality constraints, an improved version of R.R. Allran and S.E.J. Johnsen's method is used, which deals with a new objective function composed of the original objective and a penalty term to consider the inequality constraints. The program is incorporated in optimization code system SCOOP. (auth.)

Optimal dynamic premium control in non-life insurance. Maximizing dividend pay-outs

DEFF Research Database (Denmark)

Højgaard, Bjarne

2002-01-01

In this paper we consider the problem of finding optimal dynamic premium policies in non-life insurance. The reserve of a company is modeled using the classical Cramér-Lundberg model with premium rates calculated via the expected value principle. The company controls dynamically the relative safety...... loading with the possibility of gaining or loosing customers. It distributes dividends according to a 'barrier strategy' and the objective of the company is to find an optimal premium policy and dividend barrier maximizing the expected total, discounted pay-out of dividends. In the case of exponential...

An Improved Particle Swarm Optimization for Solving Bilevel Multiobjective Programming Problem

Directory of Open Access Journals (Sweden)

Tao Zhang

2012-01-01

Full Text Available An improved particle swarm optimization (PSO algorithm is proposed for solving bilevel multiobjective programming problem (BLMPP. For such problems, the proposed algorithm directly simulates the decision process of bilevel programming, which is different from most traditional algorithms designed for specific versions or based on specific assumptions. The BLMPP is transformed to solve multiobjective optimization problems in the upper level and the lower level interactively by an improved PSO. And a set of approximate Pareto optimal solutions for BLMPP is obtained using the elite strategy. This interactive procedure is repeated until the accurate Pareto optimal solutions of the original problem are found. Finally, some numerical examples are given to illustrate the feasibility of the proposed algorithm.

A man in the loop trajectory optimization program (MILTOP)

Science.gov (United States)

Reinfields, J.

1974-01-01

An interactive trajectory optimization program is developed for use in initial fixing of launch configurations. The program is called MILTOP for Man-In-the-Loop-Trajectory Optimization-Program. The program is designed to facilitate quick look studies using man-machine decision combinations to reduce the time required to solve a given problem. MILTOP integrates the equations of motion of a point-mass in 3-Dimensions with drag as the only aerodynamic force present. Any point in time at which an integration step terminates, may be used as a decision-break-point, with complete user control over all variables and routines at this point. Automatic phases are provided for different modes of control: vertical rise, pitch-over, gravity turn, chi-freeze and control turn. Stage parameters are initialized from a separate routine so the user may fly as many stages as his problem demands. The MILTOP system uses both interactively on storage scope consoles, or in batch mode with numerical output on the live printer.

Optimal investment for enhancing social concern about biodiversity conservation: a dynamic approach.

Science.gov (United States)

Lee, Joung Hun; Iwasa, Yoh

2012-11-01

To maintain biodiversity conservation areas, we need to invest in activities, such as monitoring the condition of the ecosystem, preventing illegal exploitation, and removing harmful alien species. These require a constant supply of resources, the level of which is determined by the concern of the society about biodiversity conservation. In this paper, we study the optimal fraction of the resources to invest in activities for enhancing the social concern y(t) by environmental education, museum displays, publications, and media exposure. We search for the strategy that maximizes the time-integral of the quality of the conservation area x(t) with temporal discounting. Analyses based on dynamic programming and Pontryagin's maximum principle show that the optimal control consists of two phases: (1) in the first phase, the social concern level approaches to the final optimal value y(∗), (2) in the second phase, resources are allocated to both activities, and the social concern level is kept constant y(t) = y(∗). If the social concern starts from a low initial level, the optimal path includes a period in which the quality of the conservation area declines temporarily, because all the resources are invested to enhance the social concern. When the support rate increases with the quality of the conservation area itself x(t) as well as with the level of social concern y(t), both variables may increase simultaneously in the second phase. We discuss the implication of the results to good management of biodiversity conservation areas. 2012 Elsevier Inc. All rights reserved

Dynamic optimization of combined harvesting of a two-species fishery

International Nuclear Information System (INIS)

Chaudhuri, K.

1986-06-01

In the present paper, the author considers the problem of dynamic optimization of the exploitation policy connected with the combined harvesting of two competing fish species, each of which obeys the logistic growth law. The singular extremal trajectory in the phase plane is derived by taking the harvesting effort as a dynamic variable. Biological or bioeconomic interpretations of the constraints required for this singular extremal are also given. (author)

Review: Optimization methods for groundwater modeling and management

Science.gov (United States)

Yeh, William W.-G.

2015-09-01

Optimization methods have been used in groundwater modeling as well as for the planning and management of groundwater systems. This paper reviews and evaluates the various optimization methods that have been used for solving the inverse problem of parameter identification (estimation), experimental design, and groundwater planning and management. Various model selection criteria are discussed, as well as criteria used for model discrimination. The inverse problem of parameter identification concerns the optimal determination of model parameters using water-level observations. In general, the optimal experimental design seeks to find sampling strategies for the purpose of estimating the unknown model parameters. A typical objective of optimal conjunctive-use planning of surface water and groundwater is to minimize the operational costs of meeting water demand. The optimization methods include mathematical programming techniques such as linear programming, quadratic programming, dynamic programming, stochastic programming, nonlinear programming, and the global search algorithms such as genetic algorithms, simulated annealing, and tabu search. Emphasis is placed on groundwater flow problems as opposed to contaminant transport problems. A typical two-dimensional groundwater flow problem is used to explain the basic formulations and algorithms that have been used to solve the formulated optimization problems.

Optimal Charging of Electric Drive Vehicles: A Dynamic Programming Approach

DEFF Research Database (Denmark)

Delikaraoglou, Stefanos; Capion, Karsten Emil; Juul, Nina

2013-01-01

, therefore, we propose an ex ante vehicle aggregation approach. We illustrate the results in a Danish case study and find that, although optimal management of the vehicles does not allow for storage and day-to-day flexibility in the electricity system, the market provides incentive for intra-day flexibility....

Optimal Sizing of Energy Storage for Community Microgrids Considering Building Thermal Dynamics

Energy Technology Data Exchange (ETDEWEB)

Liu, Guodong [ORNL; Li, Zhi [ORNL; Starke, Michael R. [ORNL; Ollis, Ben [ORNL; Tomsovic, Kevin [University of Tennessee, Knoxville (UTK)

2017-07-01

This paper proposes an optimization model for the optimal sizing of energy storage in community microgrids considering the building thermal dynamics and customer comfort preference. The proposed model minimizes the annualized cost of the community microgrid, including energy storage investment, purchased energy cost, demand charge, energy storage degradation cost, voluntary load shedding cost and the cost associated with customer discomfort due to room temperature deviation. The decision variables are the power and energy capacity of invested energy storage. In particular, we assume the heating, ventilation and air-conditioning (HVAC) systems can be scheduled intelligently by the microgrid central controller while maintaining the indoor temperature in the comfort range set by customers. For this purpose, the detailed thermal dynamic characteristics of buildings have been integrated into the optimization model. Numerical simulation shows significant cost reduction by the proposed model. The impacts of various costs on the optimal solution are investigated by sensitivity analysis.

The dynamical core of the Aeolus 1.0 statistical-dynamical atmosphere model: validation and parameter optimization

Science.gov (United States)

Totz, Sonja; Eliseev, Alexey V.; Petri, Stefan; Flechsig, Michael; Caesar, Levke; Petoukhov, Vladimir; Coumou, Dim

2018-02-01

We present and validate a set of equations for representing the atmosphere's large-scale general circulation in an Earth system model of intermediate complexity (EMIC). These dynamical equations have been implemented in Aeolus 1.0, which is a statistical-dynamical atmosphere model (SDAM) and includes radiative transfer and cloud modules (Coumou et al., 2011; Eliseev et al., 2013). The statistical dynamical approach is computationally efficient and thus enables us to perform climate simulations at multimillennia timescales, which is a prime aim of our model development. Further, this computational efficiency enables us to scan large and high-dimensional parameter space to tune the model parameters, e.g., for sensitivity studies.Here, we present novel equations for the large-scale zonal-mean wind as well as those for planetary waves. Together with synoptic parameterization (as presented by Coumou et al., 2011), these form the mathematical description of the dynamical core of Aeolus 1.0.We optimize the dynamical core parameter values by tuning all relevant dynamical fields to ERA-Interim reanalysis data (1983-2009) forcing the dynamical core with prescribed surface temperature, surface humidity and cumulus cloud fraction. We test the model's performance in reproducing the seasonal cycle and the influence of the El Niño-Southern Oscillation (ENSO). We use a simulated annealing optimization algorithm, which approximates the global minimum of a high-dimensional function.With non-tuned parameter values, the model performs reasonably in terms of its representation of zonal-mean circulation, planetary waves and storm tracks. The simulated annealing optimization improves in particular the model's representation of the Northern Hemisphere jet stream and storm tracks as well as the Hadley circulation.The regions of high azonal wind velocities (planetary waves) are accurately captured for all validation experiments. The zonal-mean zonal wind and the integrated lower

An Online Energy Management Control for Hybrid Electric Vehicles Based on Neuro-Dynamic Programming

Directory of Open Access Journals (Sweden)

Feiyan Qin

2018-03-01

Full Text Available Hybrid electric vehicles are a compromise between traditional vehicles and pure electric vehicles and can be part of the solution to the energy shortage problem. Energy management strategies (EMSs are highly related to energy utilization in HEVs’ fuel economy. In this research, we have employed a neuro-dynamic programming (NDP method to simultaneously optimize fuel economy and battery state of charge (SOC. In this NDP method, the critic network is a multi-resolution wavelet neural network based on the Meyer wavelet function, and the action network is a conventional wavelet neural network based on the Morlet function. The weights and parameters of both networks are obtained by an algorithm of backpropagation type. The NDP-based EMS has been applied to a parallel HEV and compared with a previously reported NDP EMS and a stochastic dynamic programing-based method. Simulation results under ADVISOR2002 have shown that the proposed NDP approach achieves better performance than both the methods. These indicate that the proposed NDP EMS, and the CWNN and MRWNN, are effective in approximating a nonlinear system.

MULTI-CRITERIA PROGRAMMING METHODS AND PRODUCTION PLAN OPTIMIZATION PROBLEM SOLVING IN METAL INDUSTRY

OpenAIRE

Tunjo Perić; Željko Mandić

2017-01-01

This paper presents the production plan optimization in the metal industry considered as a multi-criteria programming problem. We first provided the definition of the multi-criteria programming problem and classification of the multicriteria programming methods. Then we applied two multi-criteria programming methods (the STEM method and the PROMETHEE method) in solving a problem of multi-criteria optimization production plan in a company from the metal industry. The obtained resul...

On Implementation of Dynamic Programming for Optimal Control Problems with Final State Constraints À propos de l’implémentation de la programmation dynamique pour des problèmes de contrôle optimal avec des contraintes sur l’état final

Directory of Open Access Journals (Sweden)

Sundström O.

2009-09-01

Full Text Available In this paper we present issues related to the implementation of dynamic programming for optimal control of a one-dimensional dynamic model, such as the hybrid electric vehicle energy management problem. A study on the resolution of the discretized state space emphasizes the need for careful implementation. A new method is presented to treat numerical issues appropriately. In particular, the method deals with numerical problems that arise due to high gradients in the optimal cost-to-go function. These gradients mainly occur on the border of the feasible state region. The proposed method not only enhances the accuracy of the final global optimum but also allows for a reduction of the state-space resolution with maintained accuracy. The latter substantially reduces the computational effort to calculate the global optimum. This allows for further applications of dynamic programming for hybrid electric vehicles such as extensive parameter studies. Cette publication présente certains problèmes concernant l’implémentation de la programmation dynamique pour le contrôle optimal d’un modèle dynamique scalaire, comme par exemple la gestion énergétique d’un véhicule hybride électrique. Une étude sur la résolution de l’espace d’état discrétisé souligne le besoin d’une implémentation minutieuse. Une nouvelle méthode qui permet de traiter des problèmes numériques d’une façon adéquate est présentée. Cette méthode permet particulièrement de résoudre des problèmes numériques engendrés par de forts gradients dans la fonction coût optimale. Ces gradients se situent surtout aux bornes de l’ensemble d’états atteignables. La méthode proposée améliore non seulement la précision de l’optimum global, mais permet aussi de réduire la résolution de l’espace d’état en conservant la précision. Le nombre de calculs nécessaire pour évaluer l’optimum global est ainsi considérablement réduit. Cela permet des

Studying Operation Rules of Cascade Reservoirs Based on Multi-Dimensional Dynamics Programming

Directory of Open Access Journals (Sweden)

Zhiqiang Jiang

2017-12-01

Full Text Available Although many optimization models and methods are applied to the optimization of reservoir operation at present, the optimal operation decision that is made through these models and methods is just a retrospective review. Due to the limitation of hydrological prediction accuracy, it is practical and feasible to obtain the suboptimal or satisfactory solution by the established operation rules in the actual reservoir operation, especially for the mid- and long-term operation. In order to obtain the optimized sample data with global optimality; and make the extracted operation rules more reasonable and reliable, this paper presents the multi-dimensional dynamic programming model of the optimal joint operation of cascade reservoirs and provides the corresponding recursive equation and the specific solving steps. Taking Li Xianjiang cascade reservoirs as a case study, seven uncertain problems in the whole operation period of the cascade reservoirs are summarized after a detailed analysis to the obtained optimal sample data, and two sub-models are put forward to solve these uncertain problems. Finally, by dividing the whole operation period into four characteristic sections, this paper extracts the operation rules of each reservoir for each section respectively. When compared the simulation results of the extracted operation rules with the conventional joint operation method; the result indicates that the power generation of the obtained rules has a certain degree of improvement both in inspection years and typical years (i.e., wet year; normal year and dry year. So, the rationality and effectiveness of the extracted operation rules are verified by the comparative analysis.

Non-linear programming method in optimization of fast reactors

International Nuclear Information System (INIS)

Pavelesku, M.; Dumitresku, Kh.; Adam, S.

1975-01-01

Application of the non-linear programming methods on optimization of nuclear materials distribution in fast reactor is discussed. The programming task composition is made on the basis of the reactor calculation dependent on the fuel distribution strategy. As an illustration of this method application the solution of simple example is given. Solution of the non-linear program is done on the basis of the numerical method SUMT. (I.T.)

Incorporating a multi-criteria decision procedure into the combined dynamic programming/production simulation algorithm for generation expansion planning

International Nuclear Information System (INIS)

Yang, H.T.; Chen, S.L.

1989-01-01

A multi-objective optimization approach to generation expansion planning is presented. The approach is designed by adding a new multi-criteria decision (MCD) procedure to the conventional algorithm which combines dynamic programming with production simulation method. The MCD procedure can help decision makers weight the relative importance of multiple attributes associated with the decision alternatives, and find the near-best compromise solution efficiently at each optimization step of the conventional algorithm. Practical application of proposed approach to feasibility evaluation of the fourth nuclear power plant of Tawian is also presented, demonstrating the effectiveness and limitations of the approach

An Adaptive Genetic Algorithm with Dynamic Population Size for Optimizing Join Queries

OpenAIRE

Vellev, Stoyan

2008-01-01

The problem of finding the optimal join ordering executing a query to a relational database management system is a combinatorial optimization problem, which makes deterministic exhaustive solution search unacceptable for queries with a great number of joined relations. In this work an adaptive genetic algorithm with dynamic population size is proposed for optimizing large join queries. The performance of the algorithm is compared with that of several classical non-determinis...

Effects of upper body parameters on biped walking efficiency studied by dynamic optimization

Directory of Open Access Journals (Sweden)

Kang An

2016-12-01

Full Text Available Walking efficiency is one of the considerations for designing biped robots. This article uses the dynamic optimization method to study the effects of upper body parameters, including upper body length and mass, on walking efficiency. Two minimal actuations, hip joint torque and push-off impulse, are used in the walking model, and minimal constraints are set in a free search using the dynamic optimization. Results show that there is an optimal solution of upper body length for the efficient walking within a range of walking speed and step length. For short step length, walking with a lighter upper body mass is found to be more efficient and vice versa. It is also found that for higher speed locomotion, the increase of the upper body length and mass can make the walking gait optimal rather than other kind of gaits. In addition, the typical strategy of an optimal walking gait is that just actuating the swing leg at the beginning of the step.

Doubly Robust Estimation of Optimal Dynamic Treatment Regimes

DEFF Research Database (Denmark)

Barrett, Jessica K; Henderson, Robin; Rosthøj, Susanne

2014-01-01

We compare methods for estimating optimal dynamic decision rules from observational data, with particular focus on estimating the regret functions defined by Murphy (in J. R. Stat. Soc., Ser. B, Stat. Methodol. 65:331-355, 2003). We formulate a doubly robust version of the regret-regression appro......We compare methods for estimating optimal dynamic decision rules from observational data, with particular focus on estimating the regret functions defined by Murphy (in J. R. Stat. Soc., Ser. B, Stat. Methodol. 65:331-355, 2003). We formulate a doubly robust version of the regret......-regression approach of Almirall et al. (in Biometrics 66:131-139, 2010) and Henderson et al. (in Biometrics 66:1192-1201, 2010) and demonstrate that it is equivalent to a reduced form of Robins' efficient g-estimation procedure (Robins, in Proceedings of the Second Symposium on Biostatistics. Springer, New York, pp....... 189-326, 2004). Simulation studies suggest that while the regret-regression approach is most efficient when there is no model misspecification, in the presence of misspecification the efficient g-estimation procedure is more robust. The g-estimation method can be difficult to apply in complex...

Bidirectional Dynamic Diversity Evolutionary Algorithm for Constrained Optimization

Directory of Open Access Journals (Sweden)

Weishang Gao

2013-01-01

Full Text Available Evolutionary algorithms (EAs were shown to be effective for complex constrained optimization problems. However, inflexible exploration-exploitation and improper penalty in EAs with penalty function would lead to losing the global optimum nearby or on the constrained boundary. To determine an appropriate penalty coefficient is also difficult in most studies. In this paper, we propose a bidirectional dynamic diversity evolutionary algorithm (Bi-DDEA with multiagents guiding exploration-exploitation through local extrema to the global optimum in suitable steps. In Bi-DDEA potential advantage is detected by three kinds of agents. The scale and the density of agents will change dynamically according to the emerging of potential optimal area, which play an important role of flexible exploration-exploitation. Meanwhile, a novel double optimum estimation strategy with objective fitness and penalty fitness is suggested to compute, respectively, the dominance trend of agents in feasible region and forbidden region. This bidirectional evolving with multiagents can not only effectively avoid the problem of determining penalty coefficient but also quickly converge to the global optimum nearby or on the constrained boundary. By examining the rapidity and veracity of Bi-DDEA across benchmark functions, the proposed method is shown to be effective.

Conceptual Design Optimization of an Augmented Stability Aircraft Incorporating Dynamic Response Performance Constraints

Science.gov (United States)

Welstead, Jason

2014-01-01

This research focused on incorporating stability and control into a multidisciplinary de- sign optimization on a Boeing 737-class advanced concept called the D8.2b. A new method of evaluating the aircraft handling performance using quantitative evaluation of the sys- tem to disturbances, including perturbations, continuous turbulence, and discrete gusts, is presented. A multidisciplinary design optimization was performed using the D8.2b transport air- craft concept. The con guration was optimized for minimum fuel burn using a design range of 3,000 nautical miles. Optimization cases were run using xed tail volume coecients, static trim constraints, and static trim and dynamic response constraints. A Cessna 182T model was used to test the various dynamic analysis components, ensuring the analysis was behaving as expected. Results of the optimizations show that including stability and con- trol in the design process drastically alters the optimal design, indicating that stability and control should be included in conceptual design to avoid system level penalties later in the design process.

An empirical analysis of the dynamic programming model of stockpile acquisition strategies for China's strategic petroleum reserve

International Nuclear Information System (INIS)

Wu, Gang; Fan, Ying; Wei, Yi-Ming; Liu, Lan-Cui

2008-01-01

The world's future oil price is affected by many factors. The challenge, therefore, is how to select optimal stockpile acquisition strategies to minimize the cost of maintaining a reserve. This paper provides a new method for analyzing this problem using an uncertain dynamic programming model to analyze stockpile acquisition strategies for strategic petroleum reserve. Using this model, we quantify the impact of uncertain world oil price on optimal stockpile acquisition strategies of China's strategic petroleum reserve for the period 2007-2010 and 2011-2020. Our results show that the future stockpile acquisition is related to oil prices and their probability and, if not considering the occurrence of oil supply shortage, China should at least purchase 25 million barrels when world oil price is at an optimal level. The optimal price of stockpile acquisition of every year has a stronger relationship with the probability of high price; and the optimal expected price and size of stockpile acquisition is different in each year. (author)

Optimization of Product Instantiation using Integer Programming

NARCIS (Netherlands)

van den Broek, P.M.; Botterweck, Goetz; Jarzabek, Stan; Kishi, Tomoji

2010-01-01

We show that Integer Programming (IP) can be used as an optimization technique for the instantiation of products of feature models. This is done by showing that the constraints of feature models can be written in linear form. As particular IP technique, we use Gomory cutting planes. We have applied

Optimal dynamic pricing and replenishment policy for perishable items with inventory-level-dependent demand

Science.gov (United States)

Lu, Lihao; Zhang, Jianxiong; Tang, Wansheng

2016-04-01

An inventory system for perishable items with limited replenishment capacity is introduced in this paper. The demand rate depends on the stock quantity displayed in the store as well as the sales price. With the goal to realise profit maximisation, an optimisation problem is addressed to seek for the optimal joint dynamic pricing and replenishment policy which is obtained by solving the optimisation problem with Pontryagin's maximum principle. A joint mixed policy, in which the sales price is a static decision variable and the replenishment rate remains to be a dynamic decision variable, is presented to compare with the joint dynamic policy. Numerical results demonstrate the advantages of the joint dynamic one, and further show the effects of different system parameters on the optimal joint dynamic policy and the maximal total profit.

Nonlinear dynamics optimization with particle swarm and genetic algorithms for SPEAR3 emittance upgrade

International Nuclear Information System (INIS)

Huang, Xiaobiao; Safranek, James

2014-01-01

Nonlinear dynamics optimization is carried out for a low emittance upgrade lattice of SPEAR3 in order to improve its dynamic aperture and Touschek lifetime. Two multi-objective optimization algorithms, a genetic algorithm and a particle swarm algorithm, are used for this study. The performance of the two algorithms are compared. The result shows that the particle swarm algorithm converges significantly faster to similar or better solutions than the genetic algorithm and it does not require seeding of good solutions in the initial population. These advantages of the particle swarm algorithm may make it more suitable for many accelerator optimization applications

Nonlinear dynamics optimization with particle swarm and genetic algorithms for SPEAR3 emittance upgrade

Energy Technology Data Exchange (ETDEWEB)

Huang, Xiaobiao, E-mail: xiahuang@slac.stanford.edu; Safranek, James

2014-09-01

Nonlinear dynamics optimization is carried out for a low emittance upgrade lattice of SPEAR3 in order to improve its dynamic aperture and Touschek lifetime. Two multi-objective optimization algorithms, a genetic algorithm and a particle swarm algorithm, are used for this study. The performance of the two algorithms are compared. The result shows that the particle swarm algorithm converges significantly faster to similar or better solutions than the genetic algorithm and it does not require seeding of good solutions in the initial population. These advantages of the particle swarm algorithm may make it more suitable for many accelerator optimization applications.

Optimally combining dynamical decoupling and quantum error correction.

Science.gov (United States)

Paz-Silva, Gerardo A; Lidar, D A

2013-01-01

Quantum control and fault-tolerant quantum computing (FTQC) are two of the cornerstones on which the hope of realizing a large-scale quantum computer is pinned, yet only preliminary steps have been taken towards formalizing the interplay between them. Here we explore this interplay using the powerful strategy of dynamical decoupling (DD), and show how it can be seamlessly and optimally integrated with FTQC. To this end we show how to find the optimal decoupling generator set (DGS) for various subspaces relevant to FTQC, and how to simultaneously decouple them. We focus on stabilizer codes, which represent the largest contribution to the size of the DGS, showing that the intuitive choice comprising the stabilizers and logical operators of the code is in fact optimal, i.e., minimizes a natural cost function associated with the length of DD sequences. Our work brings hybrid DD-FTQC schemes, and their potentially considerable advantages, closer to realization.

Modelling of windmill induction generators in dynamic simulation programs

DEFF Research Database (Denmark)

Akhmatov, Vladislav; Knudsen, Hans

1999-01-01

with and without a model of the mechanical shaft. The reason for the discrepancies are explained, and it is shown that the phenomenon is due partly to the presence of DC offset currents in the induction machine stator, and partly to the mechanical shaft system of the wind turbine and the generator rotor......For AC networks with large amounts of induction generators-in case of e.g. windmills-the paper demonstrates a significant discrepancy in the simulated voltage recovery after faults in weak networks, when comparing result obtained with dynamic stability programs and transient programs, respectively....... It is shown that it is possible to include a transient model in dynamic stability programs and thus obtain correct results also in dynamic stability programs. A mechanical model of the shaft system has also been included in the generator model...

A Hybrid Programming Framework for Modeling and Solving Constraint Satisfaction and Optimization Problems

Directory of Open Access Journals (Sweden)

Paweł Sitek

2016-01-01

Full Text Available This paper proposes a hybrid programming framework for modeling and solving of constraint satisfaction problems (CSPs and constraint optimization problems (COPs. Two paradigms, CLP (constraint logic programming and MP (mathematical programming, are integrated in the framework. The integration is supplemented with the original method of problem transformation, used in the framework as a presolving method. The transformation substantially reduces the feasible solution space. The framework automatically generates CSP and COP models based on current values of data instances, questions asked by a user, and set of predicates and facts of the problem being modeled, which altogether constitute a knowledge database for the given problem. This dynamic generation of dedicated models, based on the knowledge base, together with the parameters changing externally, for example, the user’s questions, is the implementation of the autonomous search concept. The models are solved using the internal or external solvers integrated with the framework. The architecture of the framework as well as its implementation outline is also included in the paper. The effectiveness of the framework regarding the modeling and solution search is assessed through the illustrative examples relating to scheduling problems with additional constrained resources.

A Sequential Convex Semidefinite Programming Algorithm for Multiple-Load Free Material Optimization

Czech Academy of Sciences Publication Activity Database

Stingl, M.; Kočvara, Michal; Leugering, G.

2009-01-01

Roč. 20, č. 1 (2009), s. 130-155 ISSN 1052-6234 R&D Projects: GA AV ČR IAA1075402 Grant - others:commision EU(XE) EU-FP6-30717 Institutional research plan: CEZ:AV0Z10750506 Keywords : structural optimization * material optimization * semidefinite programming * sequential convex programming Subject RIV: BA - General Mathematics Impact factor: 1.429, year: 2009

Evaluating Dynamic Analysis Techniques for Program Comprehension

NARCIS (Netherlands)

Cornelissen, S.G.M.

2009-01-01

Program comprehension is an essential part of software development and software maintenance, as software must be sufficiently understood before it can be properly modified. One of the common approaches in getting to understand a program is the study of its execution, also known as dynamic analysis.

Dynamic and stochastic multi-project planning

CERN Document Server

Melchiors, Philipp

2015-01-01

This book deals with dynamic and stochastic methods for multi-project planning. Based on the idea of using queueing networks for the analysis of dynamic-stochastic multi-project environments this book addresses two problems: detailed scheduling of project activities, and integrated order acceptance and capacity planning. In an extensive simulation study, the book thoroughly investigates existing scheduling policies. To obtain optimal and near optimal scheduling policies new models and algorithms are proposed based on the theory of Markov decision processes and Approximate Dynamic programming.

The Functional Programming Language R and the Paradigm of Dynamic Scientific Programming

NARCIS (Netherlands)

Trancón y Widemann, B.; Bolz, C.F.; Grelck, C.; Loidl, H.-W.; Peña, R.

2013-01-01

R is an environment and functional programming language for statistical data analysis and visualization. Largely unknown to the functional programming community, it is popular and influential in many empirical sciences. Due to its integrated combination of dynamic and reflective scripting on one

Penempatan Optimal Phasor Measurement Unit (PMU) Dengan Integer Programming

OpenAIRE

Amrulloh, Yunan Helmy

2013-01-01

Phasor Measurement Unit (PMU) merupakan peralatan yang mampu memberikan pengukuran fasor tegangan dan arus secara real-time. PMU dapat digunakan untuk monitoring, proteksi dan kontrol pada sistem tenaga listrik. Tugas akhir ini membahas penempatan PMU secara optimal berdasarkan topologi jaringan sehingga sistem tenaga listrik dapat diobservasi. Penempatan optimal PMU dirumuskan sebagai masalah Binary Integer Programming (BIP) yang akan memberikan variabel dengan pilihan nilai (0,1) yang menu...

Implementing a Dynamic Street-Children's Program: Successes and ...