Polyhedral Predictive Regions For Power System Applications

Despite substantial improvement in the development of forecasting approaches, conditional and dynamic uncertainty estimates ought to be accommodated in decision-making in power system operation and market, in order to yield either cost-optimal decisions in expectation, or decision with probabilistic guarantees. The representation of uncertainty serves as an interface between forecasting and decision-making problems, with different approaches handling various objects and their parameterization as input. Following substantial developments based on scenario-based stochastic methods, robust and chance-constrained optimization approaches have gained increasing attention. These often rely on polyhedra as a representation of the convex envelope of uncertainty. In the work, we aim to bridge the gap between the probabilistic forecasting literature and such optimization approaches by generating forecasts in the form of polyhedra with probabilistic guarantees. For that, we see polyhedra as parameterized objects under alternative definitions (under $L_1$ and $L_\infty$ norms), the parameters of which may be modelled and predicted. We additionally discuss assessing the predictive skill of such multivariate probabilistic forecasts. An application and related empirical investigation results allow us to verify probabilistic calibration and predictive skills of our polyhedra.Comment: 8 page

A Comprehensive Survey on Particle Swarm Optimization Algorithm and Its Applications

Particle swarm optimization (PSO) is a heuristic global optimization method, proposed originally by Kennedy and Eberhart in 1995. It is now one of the most commonly used optimization techniques. This survey presented a comprehensive investigation of PSO. On one hand, we provided advances with PSO, including its modifications (including quantum-behaved PSO, bare-bones PSO, chaotic PSO, and fuzzy PSO), population topology (as fully connected, von Neumann, ring, star, random, etc.), hybridization (with genetic algorithm, simulated annealing, Tabu search, artificial immune system, ant colony algorithm, artificial bee colony, differential evolution, harmonic search, and biogeography-based optimization), extensions (to multiobjective, constrained, discrete, and binary optimization), theoretical analysis (parameter selection and tuning, and convergence analysis), and parallel implementation (in multicore, multiprocessor, GPU, and cloud computing forms). On the other hand, we offered a survey on applications of PSO to the following eight fields: electrical and electronic engineering, automation control systems, communication theory, operations research, mechanical engineering, fuel and energy, medicine, chemistry, and biology. It is hoped that this survey would be beneficial for the researchers studying PSO algorithms

Adaptive Search and Constraint Optimisation in Engineering Design

The dissertation presents the investigation and development of novel adaptive computational techniques that provide a high level of performance when searching complex high-dimensional design spaces characterised by heavy non-linear constraint requirements. The objective is to develop a set of adaptive search engines that will allow the successful negotiation of such spaces to provide the design engineer with feasible high performance solutions. Constraint optimisation currently presents a major problem to the engineering designer and many attempts to utilise adaptive search techniques whilst overcoming these problems are in evidence. The most widely used method (which is also the most general) is to incorporate the constraints in the objective function and then use methods for unconstrained search. The engineer must develop and adjust an appropriate penalty function. There is no general solution to this problem neither in classical numerical optimisation nor in evolutionary computation. Some recent theoretical evidence suggests that the problem can only be solved by incorporating a priori knowledge into the search engine. Therefore, it becomes obvious that there is a need to classify constrained optimisation problems according to the degree of available or utilised knowledge and to develop search techniques applicable at each stage. The contribution of this thesis is to provide such a view of constrained optimisation, starting from problems that handle the constraints on the representation level, going through problems that have explicitly defined constraints (i.e., an easily computed closed form like a solvable equation), and ending with heavily constrained problems with implicitly defined constraints (incorporated into a single simulation model). At each stage we develop applicable adaptive search techniques that optimally exploit the degree of available a priori knowledge thus providing excellent quality of results and high performance. The proposed techniques are tested using both well known test beds and real world engineering design problems provided by industry.British Aerospace, Rolls Royce and Associate

An overview of population-based algorithms for multi-objective optimisation

In this work we present an overview of the most prominent population-based algorithms and the methodologies used to extend them to multiple objective problems. Although not exact in the mathematical sense, it has long been recognised that population-based multi-objective optimisation techniques for real-world applications are immensely valuable and versatile. These techniques are usually employed when exact optimisation methods are not easily applicable or simply when, due to sheer complexity, such techniques could potentially be very costly. Another advantage is that since a population of decision vectors is considered in each generation these algorithms are implicitly parallelisable and can generate an approximation of the entire Pareto front at each iteration. A critique of their capabilities is also provided