Proposed shunt rounding technique for large-scale security constrained loss minimization

The official published version can be obtained from the link below - Copyright @ 2010 IEEE.Optimal reactive power flow applications often model large numbers of discrete shunt devices as continuous variables, which are rounded to their nearest discrete value at the final iteration. This can degrade optimality. This paper presents novel methods based on probabilistic and adaptive threshold approaches that can extend existing security constrained optimal reactive power flow methods to effectively solve large-scale network problems involving discrete shunt devices. Loss reduction solutions from the proposed techniques were compared to solutions from the mixed integer nonlinear mathematical programming algorithm (MINLP) using modified IEEE standard networks up to 118 buses. The proposed techniques were also applied to practical large-scale network models of Great Britain. The results show that the proposed techniques can achieve improved loss minimization solutions when compared to the standard rounding method.This work was supported in part by the National Grid and in part by the EPSRC. Paper no. TPWRS-00653-2009

Solving the G-problems in less than 500 iterations: Improved efficient constrained optimization by surrogate modeling and adaptive parameter control

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and no analytical information about objective function and constraint functions is available. For such expensive black-box optimization tasks, the constraint optimization algorithm COBRA was proposed, making use of RBF surrogate modeling for both the objective and the constraint functions. COBRA has shown remarkable success in solving reliably complex benchmark problems in less than 500 function evaluations. Unfortunately, COBRA requires careful adjustment of parameters in order to do so. In this work we present a new self-adjusting algorithm SACOBRA, which is based on COBRA and capable to achieve high-quality results with very few function evaluations and no parameter tuning. It is shown with the help of performance profiles on a set of benchmark problems (G-problems, MOPTA08) that SACOBRA consistently outperforms any COBRA algorithm with fixed parameter setting. We analyze the importance of the several new elements in SACOBRA and find that each element of SACOBRA plays a role to boost up the overall optimization performance. We discuss the reasons behind and get in this way a better understanding of high-quality RBF surrogate modeling

A Feature-Based Analysis on the Impact of Set of Constraints for e-Constrained Differential Evolution

Different types of evolutionary algorithms have been developed for constrained continuous optimization. We carry out a feature-based analysis of evolved constrained continuous optimization instances to understand the characteristics of constraints that make problems hard for evolutionary algorithm. In our study, we examine how various sets of constraints can influence the behaviour of e-Constrained Differential Evolution. Investigating the evolved instances, we obtain knowledge of what type of constraints and their features make a problem difficult for the examined algorithm.Comment: 17 Page

Adaptive Ranking Based Constraint Handling for Explicitly Constrained Black-Box Optimization

A novel explicit constraint handling technique for the covariance matrix adaptation evolution strategy (CMA-ES) is proposed. The proposed constraint handling exhibits two invariance properties. One is the invariance to arbitrary element-wise increasing transformation of the objective and constraint functions. The other is the invariance to arbitrary affine transformation of the search space. The proposed technique virtually transforms a constrained optimization problem into an unconstrained optimization problem by considering an adaptive weighted sum of the ranking of the objective function values and the ranking of the constraint violations that are measured by the Mahalanobis distance between each candidate solution to its projection onto the boundary of the constraints. Simulation results are presented and show that the CMA-ES with the proposed constraint handling exhibits the affine invariance and performs similarly to the CMA-ES on unconstrained counterparts.Comment: 9 page

Optimization of force-limiting seismic devices connecting structural subsystems

This paper is focused on the optimum design of an original force-limiting floor anchorage system for the seismic protection of reinforced concrete (RC) dual wall-frame buildings. This protection strategy is based on the interposition of elasto-plastic links between two structural subsystems, namely the lateral force resisting system (LFRS) and the gravity load resisting system (GLRS). The most efficient configuration accounting for the optimal position and mechanical characteristics of the nonlinear devices is obtained numerically by means of a modified constrained differential evolution algorithm. A 12-storey prototype RC dual wall-frame building is considered to demonstrate the effectiveness of the seismic protection strategy

Network Utility Maximization under Maximum Delay Constraints and Throughput Requirements

We consider the problem of maximizing aggregate user utilities over a multi-hop network, subject to link capacity constraints, maximum end-to-end delay constraints, and user throughput requirements. A user's utility is a concave function of the achieved throughput or the experienced maximum delay. The problem is important for supporting real-time multimedia traffic, and is uniquely challenging due to the need of simultaneously considering maximum delay constraints and throughput requirements. We first show that it is NP-complete either (i) to construct a feasible solution strictly meeting all constraints, or (ii) to obtain an optimal solution after we relax maximum delay constraints or throughput requirements up to constant ratios. We then develop a polynomial-time approximation algorithm named PASS. The design of PASS leverages a novel understanding between non-convex maximum-delay-aware problems and their convex average-delay-aware counterparts, which can be of independent interest and suggest a new avenue for solving maximum-delay-aware network optimization problems. Under realistic conditions, PASS achieves constant or problem-dependent approximation ratios, at the cost of violating maximum delay constraints or throughput requirements by up to constant or problem-dependent ratios. PASS is practically useful since the conditions for PASS are satisfied in many popular application scenarios. We empirically evaluate PASS using extensive simulations of supporting video-conferencing traffic across Amazon EC2 datacenters. Compared to existing algorithms and a conceivable baseline, PASS obtains up to $100\%$ improvement of utilities, by meeting the throughput requirements but relaxing the maximum delay constraints that are acceptable for practical video conferencing applications

Semidefinite approximation for mixed binary quadratically constrained quadratic programs

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. We consider both a minimization and a maximization model of this problem. For the minimization model, the objective is to find a minimum norm vector in $N$-dimensional real or complex Euclidean space, such that $M$ concave quadratic constraints and a cardinality constraint are satisfied with both binary and continuous variables. {\color{blue}By employing a special randomized rounding procedure, we show that the ratio between the norm of the optimal solution of the minimization model and its SDP relaxation is upper bounded by \cO(Q^2(M-Q+1)+M^2) in the real case and by \cO(M(M-Q+1)) in the complex case.} For the maximization model, the goal is to find a maximum norm vector subject to a set of quadratic constraints and a cardinality constraint with both binary and continuous variables. We show that in this case the approximation ratio is bounded from below by \cO(\epsilon/\ln(M)) for both the real and the complex cases. Moreover, this ratio is tight up to a constant factor