Control theory for stochastic distributed parameter systems,an engineering perspective

The main purpose of this paper is to survey some recent progresses on control theory for stochastic distributed parameter systems, i.e., systems governed by stochastic differential equations in infinite dimensions, typically by stochastic partial differential equations. We will explain the new phenomenon and difficulties in the study of controllability and optimal control problems for one dimensional stochastic parabolic equations and stochastic hyperbolic equations. In particular, we shall see that both the formulation of corresponding stochastic control problems and the tools to solve them may differ considerably from their deterministic/finite-dimensional counterparts. More importantly, one has to develop new tools, say, the stochastic transposition method introduced in our previous works, to solve some problems in this field.     

Comparative evaluation of different statistical tools for the prediction of uniaxial compressive strength of rocks

In this study, uniaxial compressive strength (UCS), unit weight (UW), Brazilian tensile strength (BTS), Schmidt hardness (SHH), Shore hardness (SSH), point load index (Is₅₀) and P-wave velocity (V_p) properties were determined. To predict the UCS, simple regression (SRA), multiple regression (MRA), artificial neural network (ANN), adaptive neuro-fuzzy inference system (ANFIS) and genetic expression programming (GEP) have been utilized. The obtained UCS values were compared with the actual UCS values with the help of various graphs. Datasets were modeled using different methods and compared with each other. In the study where the performance indice PI_at was used to determine the best performing method, MRA method is the most successful method with a small difference. It is concluded that the mean PI_at equal to 2.46 for testing dataset suggests the superiority of the MRA, while these values are 2.44, 2.33, and 2.22 for GEP, ANFIS, and ANN techniques, respectively. The results pointed out that the MRA can be used for predicting UCS of rocks with higher capacity in comparison with others. According to the performance index assessment, the weakest model among the nine model is P7, while the most successful models are P2, P9, and P8, respectively.     

A practical assessment of risk-averse approaches in production lot-sizing problems

ABSTRACT

This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The extensive computational experiments based on different instances characteristics and on a case-study suggest that CVaR exhibits a good trade-off between risk and performance, followed by the semideviation and first-order stochastic dominance approach. For all approaches, enforcing risk-aversion helps to reduce the cost-standard deviation substantially, which is usually accomplished via increasing production rates. Overall, we can say that very risk-averse decision-makers would be willing to pay an increased price to have a much less risky solution given by CVaR. In less risk-averse settings, though, semideviation and first-order stochastic dominance can be appealing alternatives to provide significantly more stable production planning costs with a marginal increase of the expected costs.     

Framework to manage multiple goals in community-based energy sharing network in smart grid

Smart grid has opened up a new role of “prosumer” in an energy value network, transforming many conventional energy consumers into prosumers, who not only generate green energy but also share the surplus with utilities and other consumers. The concept of a goal-oriented prosumer community group (PCG) has emerged recently as an effective way to fulfill sustainable energy exchange. Such community-based energy sharing networks comprise multiple irreconcilable objectives such as demand constraints, cost constraints, and income maximization. In many cases, one goal may be achievable only at the expense of other goals. This necessitates the development of an effective framework to manage the multiple goals and reduce the gap with their achievement levels. Therefore, in this research paper, an effective framework is developed to negotiate among the multiple goals and thus to define optimal mutual goals for each PCG in a more sustainable manner using multiple-criteria goal programming techniques. Simulation results are presented to illustrate how the methods work in practical situations, where each of the objective measure is given a target value and the unwanted deviations from this set are minimized in an achievement function.     

Global optimization for power dispatch problems based on theory of moments

Non-convex of an optimal power dispatch problem makes it difficult to guarantee the global optimum. This paper presents a convex relaxation approach, called the Moment Semidefinite Programming (MSDP) method, to facilitate the search for deterministic global optimal solutions. The method employs a sequence of moments, which can linearize polynomial functions and construct positive semidefinite moment matrices, to form an SDP convex relaxation for power dispatch problems. In particular, the rank of the moment matrix is used as a sufficient condition to ensure the global optimality. The same condition can also be leveraged to estimate the number of global optimal solution(s). This method is effectively applied to {0,1}-economic dispatch (ED) problems and optimal power flow (OPF) problems. Simulation results showed that the MSDP method is capable of solving {0,1}-ED problems with integer values directly, and is able to identify if more than one global optimal solutions exist. In additional, the method can obtain rank-1 moment matrices for OPF’s counterexamples of existing SDP method, this ensures the global solution and overcomes the problem that existing SDP method cannot meet the rank-1 condition sometimes.     

Application of the Microsoft Excel Solver tool in the solution of optimization problems of heat exchanger network systems

Optimization of heat exchanger networks (HEN_S) is a field of interest in Chemical Engineering. The aim is to use the residual heat of process streams to raise the temperature of other process streams which are cold, thus minimizing the use of hot and cold utilities. The usual way to deal with this task is to pose a linear programming problem according to a transshipment model in order to minimize either the general services consumptions or the number of hot and cold stream matchings required. This optimization is subjected to several restrictions given by the energy balances corresponding to each heat exchange.The high number of variables and equations obliges the use of specific software to solve these problems, e.g. GAMS (General Algebraic Modelling System). However, this software is not intuitive and requires a long time of training and a certain level of practice for the students to adequately use it.This work describes the use of Microsoft Excel-Solver for the sequential solving of HEN_S optimization problems according to the transshipment model. Solver is a much simpler, intuitive and easily available tool for the students who, besides, usually learn how to use it in the first years of their degree, in Informatics or similar subjects. Thus, it is not necessary to spend extra time in the teaching of the software, time that may be devoted to other contents.This paper presents an example of HEN_S problem proposed in the subject Simulation and Optimization of Chemical Processes corresponding to the Joint Master in Chemical Engineering of the Rey Juan Carlos University and the Autónoma University of Madrid and solved by the students using Excel-Solver.     

The generalized discrete ‐centroid problem

The ‐centroid problem or leader–follower problem is generalized considering different customer choice rules where a customer may use facilities belonging to different firms, if the difference in travel distance (or time) is small enough. Assuming essential goods, some particular customer choice rules are analyzed. Linear programming formulations for the generalized ‐medianoid and ‐centroid problems are presented and an exact solution approach is applied. Some computational examples are included.     

A hybrid multiple feature construction approach for classification using Genetic Programming

The purpose of feature construction is to create new higher-level features from original ones. Genetic Programming (GP) was usually employed to perform feature construction tasks due to its flexible representation. Filter-based approach and wrapper-based approach are two commonly used feature construction approaches according to their different evaluation functions. In this paper, we propose a hybrid feature construction approach using genetic programming (Hybrid-GPFC) that combines filter’s fitness function and wrapper’s fitness function, and propose a multiple feature construction method that stores top excellent individuals during a single GP run. Experiments on ten datasets show that our proposed multiple feature construction method (Fcm) can achieve better (or equivalent) classification performance than the single feature construction method (Fcs), and our Hybrid-GPFC can obtain better classification performance than filter-based feature construction approaches (Filter-GPFC) and wrapper-based feature construction approaches (Wrapper-GPFC) in most cases. Further investigations on combinations of constructed features and original features show that constructed features augmented with original features do not improve the classification performance comparing with constructed features only. The comparisons with three state-of-art methods show that in majority of cases, our proposed hybrid multiple feature construction approach can achieve better classification performance.     

Usability of a cloud-based collaborative learning framework to improve learners’ experience

Computer-Supported Collaborative Learning (CSCL) is concerned with how Information and Communication Technology (ICT) might facilitate learning in groups which can be co-located or distributed over a network of computers such as Internet. CSCL supports effective learning by means of communication of ideas and information among learners, collaborative access of essential documents, and feedback from instructors and peers on learning activities. As the cloud technologies are increasingly becoming popular and collaborative learning is evolving, new directions for development of collaborative learning tools deployed on cloud are proposed. Development of such learning tools requires access to substantial data stored in the cloud. Ensuring efficient access to such data is hindered by the high latencies of wide-area networks underlying the cloud infrastructures. To improve learners’ experience by accelerating data access, important files can be replicated so a group of learners can access data from nearby locations. Since a cloud environment is highly dynamic, resource availability, network latency, and learner requests may change. In this paper, we present the advantages of collaborative learning and focus on the importance of data replication in the design of such a dynamic cloud-based system that a collaborative learning portal uses. To this end, we introduce a highly distributed replication technique that determines optimal data locations to improve access performance by minimizing replication overhead (access and update). The problem is formulated using dynamic programming. Experimental results demonstrate the usefulness of the proposed collaborative learning system used by institutions in geographically distributed locations.     

Restructuring bank networks after mergers and acquisitions: A capacitated delocation model for closing and resizing branches

During restructuring processes, due to mergers and acquisitions, banks frequently face the problem of having redundant branches competing in the same market. In this work, we introduce a new Capacitated Branch Restructuring Model which extends the available literature in delocation models. It considers both closing down and long term operations׳ costs, and addresses the problem of resizing open branches in order to maintain a constant service level. We consider, as well, the presence of competitors and allow for ceding market share whenever the restructuring costs are prohibitively expensive.We test our model in a real life scenario, obtaining a reduction of about 40% of the network size, and annual savings over 45% in operation costs from the second year on. We finally perform a sensitivity analysis on critical parameters. This analysis shows that the final design of the network depends on certain strategic decisions concerning the redundancy of the branches, as well as their proximity to the demand nodes and to the competitor׳s branches. At the same time, this design is quite robust to changes in the parameters associated with the adjustments on service capacity and with the market reaction.