• Title/Summary/Keyword: stochastic cost optimization

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Economic Life Assessment of Power Transformer using HS Optimization Algorithm (HS 최적화 알고리즘을 이용한 전력용 변압기의 경제적 수명평가)

  • Lee, Tae-bong;Shon, Jin-geun
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.66 no.3
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    • pp.123-128
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    • 2017
  • Electric utilities has been considered the necessity to introduce AM(asset management) of electric power facilities in order to reduce maintenance cost of existing facilities and to maximize profit. In order to make decisions in terms of repairs and replacements for power transformers, not only measuring by counting parts and labor costs, but comprehensive comparison including reliability and cost is needed. Therefore, this study is modeling input cost for power transformer during its entire life and also the life cycle cost (LCC) technique is applied. In particular, this paper presents an application of heuristic harmony search(HS) optimization algorithm to the convergence and the validity of economic life assessment of power transformer from LCC technique. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. The effectiveness of the proposed identification method has been demonstrated through an economic life assessment simulation of power transformer using HS optimization algorithm.

INDEFINITE STOCHASTIC OPTIMAL LQR CONTROL WITH CROSS TERM UNDER IQ CONSTRAINTS

  • Luo, Cheng-Xin;Feng, En-Min
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.185-200
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    • 2004
  • A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

Optimal design of nonlinear seismic isolation system by a multi-objective optimization technique integrated with a stochastic linearization method (추계학적 선형화 기법을 접목한 다목적 최적화기법에 의한 비선형 지진격리시스템의 최적설계)

  • Kwag, Shin-Young;Ok, Seung-Yong;Koh, Hyun-Moo
    • Journal of the Earthquake Engineering Society of Korea
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    • v.14 no.2
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    • pp.1-13
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    • 2010
  • This paper proposes an optimal design method for the nonlinear seismic isolated bridge. The probabilities of failure at the pier and the seismic isolator are considered as objective functions for optimal design, and a multi-objective optimization technique is employed to efficiently explore a set of multiple solutions optimizing mutually-conflicting objective functions at the same time. In addition, a stochastic linearization method is incorporated into the multi-objective optimization framework in order to effectively estimate the stochastic responses of the bridge without performing numerous nonlinear time history analyses during the optimization process. As a numerical example to demonstrate the efficiency of the proposed method, the Nam-Han river bridge is taken into account, and the proposed method and the existing life-cycle-cost based design method are both applied for the purpose of comparing their seismic performances. The comparative results demonstrate that the proposed method not only shows better seismic performance but also is more economical than the existing cost-based design method. The proposed method is also proven to guarantee improved performance under variations in seismic intensity, in bandwidth and in the predominant frequency of the seismic event.

ROBUST MIXED $H_2/H_{\infty}$ GUARANTEED COST CONTROL OF UNCERTAIN STOCHASTIC NEUTRAL SYSTEMS

  • Mao, Weihua;Deng, Feiqi;Wan, Anhua
    • Journal of applied mathematics & informatics
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    • v.30 no.5_6
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    • pp.699-717
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    • 2012
  • In this paper, we deal with the robust mixed $H_2/H_{\infty}$ guaranteed-cost control problem involving uncertain neutral stochastic distributed delay systems. More precisely, the aim of this problem is to design a robust mixed $H_2/H_{\infty}$ guaranteed-cost controller such that the close-loop system is stochastic mean-square exponentially stable, and an $H_2$ performance measure upper bound is guaranteed, for a prescribed $H_{\infty}$ attenuation level ${\gamma}$. Therefore, the fast convergence can be fulfilled and the proposed controller is more appealing in engineering practice. Based on the Lyapunov-Krasovskii functional theory, new delay-dependent sufficient criteria are proposed to guarantee the existence of a desired robust mixed $H_2/H_{\infty}$ guaranteed cost controller, which are derived in terms of linear matrix inequalities(LMIs). Furthermore, the design problem of the optimal robust mixed $H_2/H_{\infty}$ guaranteed cost controller, which minimized an $H_2$ performance measure upper bound, is transformed into a convex optimization problem with LMIs constraints. Finally, two simulation examples illustrate the design procedure and verify the expected control performance.

Stochastic Gradient Descent Optimization Model for Demand Response in a Connected Microgrid

  • Sivanantham, Geetha;Gopalakrishnan, Srivatsun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.1
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    • pp.97-115
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    • 2022
  • Smart power grid is a user friendly system that transforms the traditional electric grid to the one that operates in a co-operative and reliable manner. Demand Response (DR) is one of the important components of the smart grid. The DR programs enable the end user participation by which they can communicate with the electricity service provider and shape their daily energy consumption patterns and reduce their consumption costs. The increasing demands of electricity owing to growing population stresses the need for optimal usage of electricity and also to look out alternative and cheap renewable sources of electricity. The solar and wind energy are the promising sources of alternative energy at present because of renewable nature and low cost implementation. The proposed work models a smart home with renewable energy units. The random nature of the renewable sources like wind and solar energy brings an uncertainty to the model developed. A stochastic dual descent optimization method is used to bring optimality to the developed model. The proposed work is validated using the simulation results. From the results it is concluded that proposed work brings a balanced usage of the grid power and the renewable energy units. The work also optimizes the daily consumption pattern thereby reducing the consumption cost for the end users of electricity.

Real-Time Stochastic Optimum Control of Traffic Signals

  • Lee, Hee-Hyol
    • Journal of information and communication convergence engineering
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    • v.11 no.1
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    • pp.30-44
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    • 2013
  • Traffic congestion has become a serious problem with the recent exponential increase in the number of vehicles. In urban areas, almost all traffic congestion occurs at intersections. One of the ways to solve this problem is road expansion, but it is difficult to realize in urban areas because of the high cost and long construction period. In such cases, traffic signal control is a reasonable method for reducing traffic jams. In an actual situation, the traffic flow changes randomly and its randomness makes the control of traffic signals difficult. A prediction of traffic jams is, therefore, necessary and effective for reducing traffic jams. In addition, an autonomous distributed (stand-alone) point control of each traffic light individually is better than the wide and/or line control of traffic lights from the perspective of real-time control. This paper describes a stochastic optimum control of crossroads and multi-way traffic signals. First, a stochastic model of traffic flows and traffic jams is constructed by using a Bayesian network. Secondly, the probabilistic distributions of the traffic flows are estimated by using a cellular automaton, and then the probabilistic distributions of traffic jams are predicted. Thirdly, optimum traffic signals of crossroads and multi-way intersection are searched by using a modified particle swarm optimization algorithm to realize real-time traffic control. Finally, simulations are carried out to confirm the effectiveness of the real-time stochastic optimum control of traffic signals.

Stochastic optimum design criterion of added viscous dampers for buildings seismic protection

  • Marano, Giuseppe Carlo;Trentadue, Francesco;Greco, Rita
    • Structural Engineering and Mechanics
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    • v.25 no.1
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    • pp.21-37
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    • 2007
  • In this study a stochastic approach for linear viscous dampers design adopted for seismic protection of buildings is developed. Devices optimal placement into the main structure and their mechanical parameters are attained by means of a reliability-based optimum design criterion, in which an objective function (O.F.) is minimized, subject to a stochastic constraint. The seismic input is modelled by a non stationary modulated Kanai Tajimi filtered stochastic process. Building is represented by means of a plane shear type frame model. The selected criterion for the optimization searches the minimum of the O.F., here assumed to be the cost of the seismic protection, i.e., assumed proportional to the sum of added dampings of each device. The stochastic constraint limits a suitable approximated measure of the structure failure probability, here associated to the maximum interstorey drift crossing over a given threshold limit, related, according with modern Technical Codes, to the required damage control.

Optimal Policy for (s, S) Inventory System Characterized by Renewal Arrival Process of Demand through Simulation Sensitivity Analysis (수요가 재생 도착과정을 따르는 (s, S) 재고 시스템에서 시뮬레이션 민감도 분석을 이용한 최적 전략)

  • 권치명
    • Journal of the Korea Society for Simulation
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    • v.12 no.3
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    • pp.31-40
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    • 2003
  • This paper studies an optimal policy for a certain class of (s, S) inventory control systems, where the demands are characterized by the renewal arrival process. To minimize the average cost over a simulation period, we apply a stochastic optimization algorithm which uses the gradients of parameters, s and S. We obtain the gradients of objective function with respect to ordering amount S and reorder point s via a combined perturbation method. This method uses the infinitesimal perturbation analysis and the smoothed perturbation analysis alternatively according to occurrences of ordering event changes. The optimal estimates of s and S from our simulation results are quite accurate. We consider that this may be due to the estimated gradients of little noise from the regenerative system simulation, and their effect on search procedure when we apply the stochastic optimization algorithm. The directions for future study stemming from this research pertain to extension to the more general inventory system with regard to demand distribution, backlogging policy, lead time, and inter-arrival times of demands. Another direction involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

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Life-cycle-cost optimization for the wind load design of tall buildings equipped with TMDs

  • Venanzi, Ilaria;Ierimonti, Laura;Caracoglia, Luca
    • Wind and Structures
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    • v.30 no.4
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    • pp.379-392
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    • 2020
  • The paper presents a Life-Cycle Cost-based optimization framework for wind-excited tall buildings equipped with Tuned Mass Dampers (TMDs). The objective is to minimize the Life-Cycle Cost that comprises initial costs of the structure, the control system and costs related to repair, maintenance and downtime over the building's lifetime. The integrated optimization of structural sections and mass ratio of the TMDs is carried out, leading to a set of Pareto optimal solutions. The main advantage of the proposed methodology is that, differently from the traditional optimal design approach, it allows to perform the unified design of both the structure and the control system in a Life Cycle Cost Analysis framework. The procedure quantifies wind-induced losses, related to structural and nonstructural damage, considering the stochastic nature of the loads (wind velocity and direction), the specificity of the structural modeling (e.g., non-shear-type vibration modes and torsional effects) and the presence of the TMDs. Both serviceability and ultimate limit states related to the structure and the TMDs' damage are adopted for the computation of repair costs. The application to a case study tall building allows to demonstrate the efficiency of the procedure for the integrated design of the structure and the control system.

Stochastic Weapon Target Assignment Problem under Uncertainty in Targeting Accuracy (명중률의 불확실성을 고려한 추계학적 무장-표적 할당 문제)

  • Lee, Jinho;Shin, Myoungin
    • Journal of the Korean Operations Research and Management Science Society
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    • v.41 no.3
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    • pp.23-36
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    • 2016
  • We consider a model that minimizes the total cost incurred by assigning available weapons to existing targets in order to reduce enemy threats, which is called the weapon target assignment problem (WTAP). This study addresses the stochastic versions of WTAP, in which data, such as the probability of destroying a target, are given randomly (i.e., data are identified with certain probability distributions). For each type of random data or parameter, we provide a stochastic optimization model on the basis of the expected value or scenario enumeration. In particular, when the probabilities of destroying targets depending on weapons are stochastic, we present a stochastic programming formulation with a simple recourse. We show that the stochastic model can be transformed into a deterministic equivalent mixed integer programming model under a certain discrete probability distribution of randomness. We solve the stochastic model to obtain an optimal solution via the mixed integer programming model and compare this solution with that of the deterministic model.