Optimisation of electricity energy markets and assessment of CO2 trading on their structure : a stochastic analysis of the greek power sector

Power production was traditionally dominated by monopolies. After a long period of research and organisational advances in international level, electricity markets have been deregulated allowing customers to choose their provider and new producers to compete the former Public Power Companies. Vast changes have been made in the European legal framework but still, the experience gathered is not sufficient to derive safe conclusions regarding the efficiency and reliability of deregulation. Furthermore, emissions' trading progressively becomes a reality in many respects, compliance with Kyoto protocol's targets is a necessity, and stability of the national grid's operation is a constraint of vital importance. Consequently, the production of electricity should not rely solely in conventional energy sources neither in renewable ones but on a mixed structure. Finding this optimal mix is the primary objective of the study. A computational tool has been created, that simulates and optimises the future electricity generation structure based on existing as well as on emerging technologies. The results focus on the Greek Power Sector and indicate a gradual decreasing of anticipated CO2 emissions while the socioeconomic constraints and reliability requirements of the system are met. Policy interventions are pointed out based on the numerical results of the model. (C) 2010 Elsevier Ltd. All rights reserved

Automating embedded analysis capabilities and managing software complexity in multiphysics simulation part I: template-based generic programming

An approach for incorporating embedded simulation and analysis capabilities in complex simulation codes through template-based generic programming is presented. This approach relies on templating and operator overloading within the C++ language to transform a given calculation into one that can compute a variety of additional quantities that are necessary for many state-of-the-art simulation and analysis algorithms. An approach for incorporating these ideas into complex simulation codes through general graph-based assembly is also presented. These ideas have been implemented within a set of packages in the Trilinos framework and are demonstrated on a simple problem from chemical engineering

Experiences at Langley Research Center in the application of optimization techniques to helicopter airframes for vibration reduction

A NASA/industry rotorcraft structural dynamics program known as Design Analysis Methods for VIBrationS (DAMVIBS) was initiated at Langley Research Center in 1984 with the objective of establishing the technology base needed by the industry for developing an advanced finite-element-based vibrations design analysis capability for airframe structures. As a part of the in-house activities contributing to that program, a study was undertaken to investigate the use of formal, nonlinear programming-based, numerical optimization techniques for airframe vibrations design work. Considerable progress has been made in connection with that study since its inception in 1985. This paper presents a unified summary of the experiences and results of that study. The formulation and solution of airframe optimization problems are discussed. Particular attention is given to describing the implementation of a new computational procedure based on MSC/NASTRAN and CONstrained function MINimization (CONMIN) in a computer program system called DYNOPT for the optimization of airframes subject to strength, frequency, dynamic response, and fatigue constraints. The results from the application of the DYNOPT program to the Bell AH-1G helicopter are presented and discussed

Computable optimal value bounds for generalized convex programs

It has been shown by Fiacco that convexity or concavity of the optimal value of a parametric nonlinear programming problem can readily be exploited to calculate global parametric upper and lower bounds on the optimal value function. The approach is attractive because it involves manipulation of information normally required to characterize solution optimality. A procedure is briefly described for calculating and improving the bounds as well as its extensions to generalized convex and concave functions. Several areas of applications are also indicated

An investigation of using an RQP based method to calculate parameter sensitivity derivatives

Estimation of the sensitivity of problem functions with respect to problem variables forms the basis for many of our modern day algorithms for engineering optimization. The most common application of problem sensitivities has been in the calculation of objective function and constraint partial derivatives for determining search directions and optimality conditions. A second form of sensitivity analysis, parameter sensitivity, has also become an important topic in recent years. By parameter sensitivity, researchers refer to the estimation of changes in the modeling functions and current design point due to small changes in the fixed parameters of the formulation. Methods for calculating these derivatives have been proposed by several authors (Armacost and Fiacco 1974, Sobieski et al 1981, Schmit and Chang 1984, and Vanderplaats and Yoshida 1985). Two drawbacks to estimating parameter sensitivities by current methods have been: (1) the need for second order information about the Lagrangian at the current point, and (2) the estimates assume no change in the active set of constraints. The first of these two problems is addressed here and a new algorithm is proposed that does not require explicit calculation of second order information

Linear, integer separable and fuzzy programming problems: a united approach towards automatic reformulation

For mathematical programming (MP) to have greater impact as a decision tool, MP software systems must offer suitable support in terms of model communication and modelling techniques. In this paper modelling techniques that allow logical restrictions to be modelled in integer programming terms are described and their implications discussed. In addition it is demonstrated that many classes of non-linearities which are not variable separable may be after suitable algebraic manipulation put in a variable separable form. The methods of reformulating the fuzzy linear programming problem as a Max-Min problem is also introduced. It is shown that analysis of bounds plays a key role in the following four important contexts: model reduction, reformulation of logical restrictions as 0-1 mixed integer programs, reformulation of nonlinear programs as variable separable programs and reformulation of fuzzy linear programs. It is observed that as well as incorporating an interface between the modeller and the optimiser there is a need to make available to the modeller software facilities which support the model reformulation techniques described here

Inverse Design of Single- and Multi-Rotor Horizontal Axis Wind Turbine Blades using Computational Fluid Dynamics

A method for inverse design of horizontal axis wind turbines (HAWTs) is presented in this paper. The direct solver for aerodynamic analysis solves the Reynolds Averaged Navier Stokes (RANS) equations, where the effect of the turbine rotor is modeled as momentum sources using the actuator disk model (ADM); this approach is referred to as RANS/ADM. The inverse problem is posed as follows: for a given selection of airfoils, the objective is to find the blade geometry (described as blade twist and chord distributions) which realizes the desired turbine aerodynamic performance at the design point; the desired performance is prescribed as angle of attack ($\alpha$) and axial induction factor ($a$) distributions along the blade. An iterative approach is used. An initial estimate of blade geometry is used with the direct solver (RANS/ADM) to obtain $\alpha$ and $a$. The differences between the calculated and desired values of $\alpha$ and $a$ are computed and a new estimate for the blade geometry (chord and twist) is obtained via nonlinear least squares regression using the Trust-Region-Reflective (TRF) method. This procedure is continued until the difference between the calculated and the desired values is within acceptable tolerance. The method is demonstrated for conventional, single-rotor HAWTs and then extended to multi-rotor, specifically dual-rotor wind turbines. The TRF method is also compared with the multi-dimensional Newton iteration method and found to provide better convergence when constraints are imposed in blade design, although faster convergence is obtained with the Newton method for unconstrained optimization.Comment: 19 pages, 12 figure

Applications of numerical optimization methods to helicopter design problems: A survey

A survey of applications of mathematical programming methods is used to improve the design of helicopters and their components. Applications of multivariable search techniques in the finite dimensional space are considered. Five categories of helicopter design problems are considered: (1) conceptual and preliminary design, (2) rotor-system design, (3) airframe structures design, (4) control system design, and (5) flight trajectory planning. Key technical progress in numerical optimization methods relevant to rotorcraft applications are summarized

A comparison of general-purpose optimization algorithms forfinding optimal approximate experimental designs

Several common general purpose optimization algorithms are compared for findingA- and D-optimal designs for different types of statistical models of varying complexity,including high dimensional models with five and more factors. The algorithms of interestinclude exact methods, such as the interior point method, the Nelder–Mead method, theactive set method, the sequential quadratic programming, and metaheuristic algorithms,such as particle swarm optimization, simulated annealing and genetic algorithms.Several simulations are performed, which provide general recommendations on theutility and performance of each method, including hybridized versions of metaheuristicalgorithms for finding optimal experimental designs. A key result is that general-purposeoptimization algorithms, both exact methods and metaheuristic algorithms, perform wellfor finding optimal approximate experimental designs