Search results for " optimization."

Online pricing for demand-side management in a low-voltage resistive micro-grid via a Stackelberg game with incentive strategies

2022

It has been demonstrated that online pricing mechanisms are a viable solution for demand side management in power systems. This study deals with the analysis and design of a droop-controlled low-voltage resistive AC micro-grid network system. Such a system is subjected to a dynamic demand obtained from an online pricing mechanism, which is proposed as a novelty in the study of micro-grids. This mechanism is derived from a variation of the Stackelberg game, which includes the use of incentive strategies. First, a configuration in which a supplier announces an incentive function and (Formula presented.) -consumers’ reaction to the resulting personalised price is presented. Then, a detailed st…

Well-Balanced Adaptive Mesh Refinement for shallow water flows

2014

Well-balanced shock capturing (WBSC) schemes constitute nowadays the state of the art in the numerical simulation of shallow water flows. They allow to accurately represent discontinuous behavior, known to occur due to the non-linear hyperbolic nature of the shallow water system, and, at the same time, numerically maintain stationary solutions. In situations of practical interest, these schemes often need to be combined with some kind of adaptivity, in order to speed up computing times. In this paper we discuss what ingredients need to be modified in a block-structured AMR technique in order to ensure that, when combined with a WBSC scheme, the so-called 'water at rest' stationary solutions…

Risk Management Optimization for Sovereign Debt Restructuring

2015

Abstract Debt restructuring is one of the policy tools available for resolving sovereign debt crises and, while unorthodox, it is not uncommon. We propose a scenario analysis for debt sustainability and integrate it with scenario optimization for risk management in restructuring sovereign debt. The scenario dynamics of debt-to-GDP ratio are used to define a tail risk measure, termed conditional Debt-at-Risk. A multi-period stochastic programming model minimizes the expected cost of debt financing subject to risk limits. It provides an operational model to handle significant aspects of debt restructuring: it collects all debt issues in a common framework, and can include contingent claims, m…

The stability problem and noisy projections in discrete tomography

2004

Abstract The new field of research of discrete tomography will be described in this paper. It differs from standard computerized tomography in the reduced number of projections. It needs ad hoc algorithms which usually are based on the definition of the model of the object to reconstruct. The main problems will be introduced and an experimental simulation will prove the robustness of a slightly modified version of a well known method for the reconstruction of binary planar convex sets, even in case of projections affected by error. To the best of our knowledge this is one of the first experimental study of the stability problem with a statistical approach. Prospective applications include c…

Application of Graded Fuzzy Preconcept Lattices in Risk Analysis

2021

On the robust design of unknown inputs Takagi-Sugeno observer

2012

This paper deals with the observer design for Takagi-Sugeno (T-S) fuzzy models subject to unknown inputs and disturbance affecting both states and outputs of the system. Sufficient conditions to design an unknown input T-S observer are given in Linear Matrix Inequalities (LMIs) terms. Relaxations are introduced by using intermediate variables. Numerical example is given to illustrate the effectiveness of the given result.

Condition Assessment and Analysis of Bearing of Doubly Fed Wind Turbines Using Machine Learning Technique

2023

Condition monitoring of wind turbines is progressively increasing to maintain the continuity of clean energy supply to power grids. This issue is of great importance since it prevents wind turbines from failing and overheating, as most wind turbines with doubly fed induction generators (DFIG) are overheated due to faults in generator bearings. Bearing fault detection has become a main topic targeting the optimum operation, unscheduled downtime, and maintenance cost of turbine generators. Wind turbines are equipped with condition monitoring devices. However, effective and reliable fault detection still faces significant difficulties. As the majority of health monitoring techniques are primar…

Interactive Multiobjective Optimization in Lot Sizing with Safety Stock and Safety Lead Time

2021

In this paper, we integrate a lot sizing problem with the problem of determining optimal values of safety stock and safety lead time. We propose a probability of product availability formula to assess the quality of safety lead time and a multiobjective optimization model as an integrated lot sizing problem. In the proposed model, we optimize six objectives simultaneously: minimizing purchasing cost, ordering cost, holding cost and, at the same time, maximizing cycle service level, probability of product availability and inventory turnover. To present the applicability of the proposed model, we consider a real case study with data from a manufacturing company and apply the interactive NAUTI…

2014

Sales forecasting is an essential task in retailing. In particular, consumer-oriented markets such as fashion and electronics face uncertain demands, short life cycles and a lack of historical sales data which strengthen the challenges of producing accurate forecasts. This survey paper presents state-of-the-art methods in the sales forecasting research with a focus on fashion and new product forecasting. This study also reviews different strategies to the predictive value of user-generated content and search queries.

Differential Evolution with Fitness Diversity Self-adaptation

2009

This chapter proposes the integration of fitness diversity adaptation techniques within the parameter setting of Differential Evolution (DE). The scale factor and crossover rate are encoded within each genotype and self-adaptively updated during the evolution by means of a probabilistic criterion which takes into account the diversity properties of the entire population. The population size is also adaptively controlled by means of a novel technique based on a measurement of the fitness diversity. An extensive experimental setup has been implemented by including multivariate problems and hard to solve fitness landscapes. A comparison of the performance has been conducted by considering both…