Search results for " Optimization"
showing 10 items of 2367 documents
Forecasting correlated time series with exponential smoothing models
2011
Abstract This paper presents the Bayesian analysis of a general multivariate exponential smoothing model that allows us to forecast time series jointly, subject to correlated random disturbances. The general multivariate model, which can be formulated as a seemingly unrelated regression model, includes the previously studied homogeneous multivariate Holt-Winters’ model as a special case when all of the univariate series share a common structure. MCMC simulation techniques are required in order to approach the non-analytically tractable posterior distribution of the model parameters. The predictive distribution is then estimated using Monte Carlo integration. A Bayesian model selection crite…
A new method for creating sparse design velocity fields
2006
We present a novel method for the computation of mesh node sensitivities with respect to the boundary node movement. The sensitivity field is sparse in a sense that movement of each boundary node affects only given amount of inner mesh nodes, which can result in considerable savings in the storage space. The method needs minimal control from the user, and it does not place any restrictions (such as block structure) on the mesh. Use of the method is demonstrated with a shape optimization problem using CAD-free parametrization. A solution to the classical die-swell free boundary problem by coupling the boundary node locations with the state variables is also presented. In that case, sparsity …
Optimization of net power density in Reverse Electrodialysis
2019
Abstract Reverse Electrodialysis (RED) extracts electrical energy from the salinity difference between two solutions using selective ion exchange membranes. In RED, conditions yielding a large net power density (NPD) are generally desired, due to the still large cost of the membranes. NPD depends on a large number of physical and geometric parameters. Some of these, for example the inlet concentrations of concentrate and diluate, can be regarded as “scenario” variables, imposed by external constraints (e.g., availability) or chosen by different criteria than NPD maximization. Others, namely the thicknesses HCONC, HDIL and the velocities UCONC, UDIL in the concentrate and diluate channels, c…
Analysis of multi degree of freedom systems with fractional derivative elements of rational order
2014
In this paper a novel method based on complex eigenanalysis in the state variables domain is proposed to uncouple the set of rational order fractional differential equations governing the dynamics of multi-degree-of-freedom system. The traditional complex eigenanalysis is appropriately modified to be applicable to the coupled fractional differential equations. This is done by expanding the dimension of the problem and solving the system in the state variable domain. Examples of applications are given pertaining to multi-degree-of-freedom systems under both deterministic and stochastic loads.
An Adaptive Alternating Direction Method of Multipliers
2021
AbstractThe alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn toward the ADMM in nonconvex settings. Recent studies of minimization problems for nonconvex functions include various combinations of assumptions on the objective function including, in particular, a Lipschitz gradient assumption. We consider the case where the objective is the sum of a strongly convex function and a weakly convex function. To this end, we present and study an adaptive version of the ADMM which incorporates generalized notions of convexity and penalty…
An Interactive Framework for Offline Data-Driven Multiobjective Optimization
2020
We propose a framework for solving offline data-driven multiobjective optimization problems in an interactive manner. No new data becomes available when solving offline problems. We fit surrogate models to the data to enable optimization, which introduces uncertainty. The framework incorporates preference information from a decision maker in two aspects to direct the solution process. Firstly, the decision maker can guide the optimization by providing preferences for objectives. Secondly, the framework features a novel technique for the decision maker to also express preferences related to maximum acceptable uncertainty in the solutions as preferred ranges of uncertainty. In this way, the d…
Energy harvesting by waste acid/base neutralization via bipolar membrane reverse electrodialysis
2020
Bipolar Membrane Reverse Electrodialysis (BMRED) can be used to produce electricity exploiting acid-base neutralization, thus representing a valuable route in reusing waste streams. The present work investigates the performance of a lab-scale BMRED module under several operating conditions. By feeding the stack with 1 M HCl and NaOH streams, a maximum power density of ~17 W m−2 was obtained at 100 A m−2 with a 10-triplet stack with a flow velocity of 1 cm s−1, while an energy density of ~10 kWh m−3 acid could be extracted by a complete neutralization. Parasitic currents along feed and drain manifolds significantly affected the performance of the stack when equipped with a higher number of t…
Robust Energy Scheduling in Vehicle-to-Grid Networks
2017
The uncertainties brought by intermittent renewable generation and uncoordinated charging behaviors of EVs pose great challenges to the reliable operation of power systems, which motivates us to explore the integration of robust optimization with energy scheduling in V2G networks. In this article, we first introduce V2G robust energy scheduling problems and review the stateof- the art contributions from the perspectives of renewable energy integration, ancillary service provision, and proactive demand-side participation in the electricity market. Second, for each category of V2G applications, the corresponding problem formulations, robust solution concepts, and design approaches are describ…
Optimum design for work-hardening adaptation
1977
Abstract The finite element-linear programming approach and the work-hardening adaptation criterion are used to formulate a general theory of optimum design of rigid-work-hardening structures subjected to loads which vary statically within given limits. Self-weight, as well as some technological constraints, can be introduced into the framework of the optimization problem. The optimality conditions are discussed with the aid of geometrical descriptions as well, and a comparison is made with the standard limit design. Numerical applications are given for a plane truss and a plane frame with axial force-bending moment interaction.
Constrained control of a nonlinear two point boundary value problem, I
1994
In this paper we consider an optimal control problem for a nonlinear second order ordinary differential equation with integral constraints. A necessary optimality condition in form of the Pontryagin minimum principle is derived. The proof is based on McShane-variations of the optimal control, a thorough study of their behaviour in dependence of some denning parameters, a generalized Green formula for second order ordinary differential equations with measurable coefficients and certain tools of convex analysis.