Reliability-based economic model predictive control for generalized flow-based networks including actuators' health-aware capabilities

This paper proposes a reliability-based economic model predictive control (MPC) strategy for the management of generalized flow-based networks, integrating some ideas on network service reliability, dynamic safety stock planning, and degradation of equipment health. The proposed strategy is based on a single-layer economic optimisation problem with dynamic constraints, which includes two enhancements with respect to existing approaches. The first enhancement considers chance-constraint programming to compute an optimal inventory replenishment policy based on a desired risk acceptability level, leading to dynamically allocate safety stocks in flow-based networks to satisfy non-stationary flow demands. The second enhancement computes a smart distribution of the control effort and maximises actuators’ availability by estimating their degradation and reliability. The proposed approach is illustrated with an application of water transport networks using the Barcelona network as the considered case study.Peer ReviewedPostprint (author's final draft

Software tools for stochastic programming: A Stochastic Programming Integrated Environment (SPInE)

SP models combine the paradigm of dynamic linear programming with modelling of random parameters, providing optimal decisions which hedge against future uncertainties. Advances in hardware as well as software techniques and solution methods have made SP a viable optimisation tool. We identify a growing need for modelling systems which support the creation and investigation of SP problems. Our SPInE system integrates a number of components which include a flexible modelling tool (based on stochastic extensions of the algebraic modelling languages AMPL and MPL), stochastic solvers, as well as special purpose scenario generators and database tools. We introduce an asset/liability management model and illustrate how SPInE can be used to create and process this model as a multistage SP application

Chance Constrained Optimal Power Flow Using the Inner-Outer Approximation Approach

In recent years, there has been a huge trend to penetrate renewable energy sources into energy networks. However, these sources introduce uncertain power generation depending on environmental conditions. Therefore, finding 'optimal' and 'feasible' operation strategies is still a big challenge for network operators and thus, an appropriate optimization approach is of utmost importance. In this paper, we formulate the optimal power flow (OPF) with uncertainties as a chance constrained optimization problem. Since uncertainties in the network are usually 'non-Gaussian' distributed random variables, the chance constraints cannot be directly converted to deterministic constraints. Therefore, in this paper we use the recently-developed approach of inner-outer approximation to approximately solve the chance constrained OPF. The effectiveness of the approach is shown using DC OPF incorporating uncertain non-Gaussian distributed wind power

Data-Efficient Reinforcement Learning with Probabilistic Model Predictive Control

Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with the environment. A large number of interactions may be impractical in many real-world applications, such as robotics, and many practical systems have to obey limitations in the form of state space or control constraints. To reduce the number of system interactions while simultaneously handling constraints, we propose a model-based RL framework based on probabilistic Model Predictive Control (MPC). In particular, we propose to learn a probabilistic transition model using Gaussian Processes (GPs) to incorporate model uncertainty into long-term predictions, thereby, reducing the impact of model errors. We then use MPC to find a control sequence that minimises the expected long-term cost. We provide theoretical guarantees for first-order optimality in the GP-based transition models with deterministic approximate inference for long-term planning. We demonstrate that our approach does not only achieve state-of-the-art data efficiency, but also is a principled way for RL in constrained environments.Comment: Accepted at AISTATS 2018

Enhanced genetic algorithm-based fuzzy multiobjective strategy to multiproduct batch plant design

This paper addresses the problem of the optimal design of batch plants with imprecise demands in product amounts. The design of such plants necessary involves how equipment may be utilized, which means that plant scheduling and production must constitute a basic part of the design problem. Rather than resorting to a traditional probabilistic approach for modeling the imprecision on product demands, this work proposes an alternative treatment by using fuzzy concepts. The design problem is tackled by introducing a new approach based on a multiobjective genetic algorithm, combined wit the fuzzy set theory for computing the objectives as fuzzy quantities. The problem takes into account simultaneous maximization of the fuzzy net present value and of two other performance criteria, i.e. the production delay/advance and a flexibility index. The delay/advance objective is computed by comparing the fuzzy production time for the products to a given fuzzy time horizon, and the flexibility index represents the additional fuzzy production that the plant would be able to produce. The multiobjective optimization provides the Pareto's front which is a set of scenarios that are helpful for guiding the decision's maker in its final choices. About the solution procedure, a genetic algorithm was implemented since it is particularly well-suited to take into account the arithmetic of fuzzy numbers. Furthermore because a genetic algorithm is working on populations of potential solutions, this type of procedure is well adapted for multiobjective optimization

Chance-constrained model predictive control for drinking water networks

This paper addresses a chance-constrained model predictive control (CC-MPC) strategy for the management of drinking water networks (DWNs) based on a finite horizon stochastic optimisation problem with joint probabilistic (chance) constraints. In this approach, water demands are considered additive stochastic disturbances with non-stationary uncertainty description, unbounded support and known (or approximated) quasi-concave probabilistic distribution. A deterministic equivalent of the stochastic problem is formulated using Boole's inequality to decompose joint chance constraints into single chance constraints and by considering a uniform allocation of risk to bound these later constraints. The resultant deterministic-equivalent optimisation problem is suitable to be solved with tractable quadratic programming (QP) or second order cone programming (SOCP) algorithms. The reformulation allows to explicitly and easily propagate uncertainty over the prediction horizon, and leads to a cost-efficient management of risk that consists in a dynamic back-off to avoid frequent violation of constraints. Results of applying the proposed approach to a real case study - the Barcelona DWN (Spain) - have shown that the network performance (in terms of operational costs) and the necessary back-off (to cope with stochastic disturbances) are optimised simultaneously within a single problem, keeping tractability of the solution, even in large-scale networks. The general formulation of the approach and the automatic computation of proper back-off within the MPC framework replace the need of experience-based heuristics or bi-level optimisation schemes that might compromise the trade-off between profits, reliability and computational burden.This work has been partially supported by the EU Project EFFINET (FP7-ICT-2011-8-31855) and the DGR of Generalitat de Catalunya (SAC group Ref. 2009/SGR/1491).Peer Reviewe

State-of-the-art in aerodynamic shape optimisation methods

Aerodynamic optimisation has become an indispensable component for any aerodynamic design over the past 60 years, with applications to aircraft, cars, trains, bridges, wind turbines, internal pipe flows, and cavities, among others, and is thus relevant in many facets of technology. With advancements in computational power, automated design optimisation procedures have become more competent, however, there is an ambiguity and bias throughout the literature with regards to relative performance of optimisation architectures and employed algorithms. This paper provides a well-balanced critical review of the dominant optimisation approaches that have been integrated with aerodynamic theory for the purpose of shape optimisation. A total of 229 papers, published in more than 120 journals and conference proceedings, have been classified into 6 different optimisation algorithm approaches. The material cited includes some of the most well-established authors and publications in the field of aerodynamic optimisation. This paper aims to eliminate bias toward certain algorithms by analysing the limitations, drawbacks, and the benefits of the most utilised optimisation approaches. This review provides comprehensive but straightforward insight for non-specialists and reference detailing the current state for specialist practitioners