Data-driven satisficing measure and ranking

We propose an computational framework for real-time risk assessment and prioritizing for random outcomes without prior information on probability distributions. The basic model is built based on satisficing measure (SM) which yields a single index for risk comparison. Since SM is a dual representation for a family of risk measures, we consider problems constrained by general convex risk measures and specifically by Conditional value-at-risk. Starting from offline optimization, we apply sample average approximation technique and argue the convergence rate and validation of optimal solutions. In online stochastic optimization case, we develop primal-dual stochastic approximation algorithms respectively for general risk constrained problems, and derive their regret bounds. For both offline and online cases, we illustrate the relationship between risk ranking accuracy with sample size (or iterations).Comment: 26 Pages, 6 Figure

Algorithm Engineering in Robust Optimization

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of robust optimization and yields a rewarding new perspective on both the current state of research and open research directions. To this end we go through the algorithm engineering cycle of design and analysis of concepts, development and implementation of algorithms, and theoretical and experimental evaluation. We show that many ideas of algorithm engineering have already been applied in publications on robust optimization. Most work on robust optimization is devoted to analysis of the concepts and the development of algorithms, some papers deal with the evaluation of a particular concept in case studies, and work on comparison of concepts just starts. What is still a drawback in many papers on robustness is the missing link to include the results of the experiments again in the design

Control and Communication Protocols that Enable Smart Building Microgrids

Recent communication, computation, and technology advances coupled with climate change concerns have transformed the near future prospects of electricity transmission, and, more notably, distribution systems and microgrids. Distributed resources (wind and solar generation, combined heat and power) and flexible loads (storage, computing, EV, HVAC) make it imperative to increase investment and improve operational efficiency. Commercial and residential buildings, being the largest energy consumption group among flexible loads in microgrids, have the largest potential and flexibility to provide demand side management. Recent advances in networked systems and the anticipated breakthroughs of the Internet of Things will enable significant advances in demand response capabilities of intelligent load network of power-consuming devices such as HVAC components, water heaters, and buildings. In this paper, a new operating framework, called packetized direct load control (PDLC), is proposed based on the notion of quantization of energy demand. This control protocol is built on top of two communication protocols that carry either complete or binary information regarding the operation status of the appliances. We discuss the optimal demand side operation for both protocols and analytically derive the performance differences between the protocols. We propose an optimal reservation strategy for traditional and renewable energy for the PDLC in both day-ahead and real time markets. In the end we discuss the fundamental trade-off between achieving controllability and endowing flexibility

Freeze-drying modeling and monitoring using a new neuro-evolutive technique

This paper is focused on the design of a black-box model for the process of freeze-drying of pharmaceuticals. A new methodology based on a self-adaptive differential evolution scheme is combined with a back-propagation algorithm, as local search method, for the simultaneous structural and parametric optimization of the model represented by a neural network. Using the model of the freeze-drying process, both the temperature and the residual ice content in the product vs. time can be determine off-line, given the values of the operating conditions (the temperature of the heating shelf and the pressure in the drying chamber). This makes possible to understand if the maximum temperature allowed by the product is trespassed and when the sublimation drying is complete, thus providing a valuable tool for recipe design and optimization. Besides, the black box model can be applied to monitor the freeze-drying process: in this case, the measurement of product temperature is used as input variable of the neural network in order to provide in-line estimation of the state of the product (temperature and residual amount of ice). Various examples are presented and discussed, thus pointing out the strength of the too