• 제목/요약/키워드: stochastic cost optimization

검색결과 74건 처리시간 0.027초

Dynamic Island Partition for Distribution System with Renewable Energy to Decrease Customer Interruption Cost

  • Zhu, Junpeng;Gu, Wei;Jiang, Ping;Song, Shan;Liu, Haitao;Liang, Huishi;Wu, Ming
    • Journal of Electrical Engineering and Technology
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    • 제12권6호
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    • pp.2146-2156
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    • 2017
  • When a failure occurs in active distribution system, it will be isolated through the action of circuit breakers and sectionalizing switches. As a result, the network might be divided into several connected components, in which distributed generations could supply power for customers. Aimed at decreasing customer interruption cost, this paper proposes a theoretically optimal island partition model for such connected components, and a simplified but more practical model is also derived. The model aims to calculate a dynamic island partition schedule during the failure recovery time period, instead of a static islanding status. Fluctuation and stochastic characteristics of the renewable distributed generations and loads are considered, and the interruption cost functions of the loads are fitted. To solve the optimization model, a heuristic search algorithm based on the hill climbing method is proposed. The effectiveness of the proposed model and algorithm is evaluated by comparing with an existing static island partitioning model and intelligent algorithms, respectively.

추계학적 최적화방법에 의한 기존관수로시스템의 병열관로 확장 (Stochastic Optimization Approach for Parallel Expansion of the Existing Water Distribution Systems)

  • 안태진;최계운;박정응
    • 물과 미래
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    • 제28권2호
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    • pp.169-180
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    • 1995
  • 관망상배관(Looped networks)시스템에서 관수로시스템의 전체비용은 폐회로유량(Loop flows)에 따라 영향을 받는다. 따라서 관망상배관의 최적설계를 위한 수학적모형을 추계학적 최적화방법에 적용하기 위하여 폐회로유량의 섭동(Perturbations)으로 전체비용이 변하게 하였다. 관망상 배관문제의 분석가능영역은 수많은 국지해(Local optimum)를 갖는 비볼록(Nonconvex)이므로 분석가능영역의 효율적인 심사를 위하여 수정추계학적 심사방법을 제안하였으며 이 방법은 국부심사단계(Global search phase)와 국지심사단계(Local search phase)로 구성되어 있다. 국부탐사에서는 점차적으로 국지해를 증진시키며 국지탐사에서는 국부탐사단계에서 교착상태에 있는 국지해로 부터 벗어나게 하거나 최종국지해를 증진시킨다. 제안한 방법의 효율성을 검정하기 위하여 참고문헌에 있는 기존관수로시스템의 병열관로(Parallel pipe line) 확장문제를 표본으로 채택하여 제안한 방법을 적용한 결과 먼저 발표된 연구자들의 비용보다 적은 비용으로 설계할 수 있었다.

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OPTIMIZING QUALITY AND COST OF METAL CURTAIN WALL USING MULTI-OBJECTIVE GENETIC ALGORITHM AND QUALITY FUNCTION DEPLOYMENT

  • Tae-Kyung Lim;Chang-Baek Son;Jae-Jin Son;Dong-Eun Lee
    • 국제학술발표논문집
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    • The 3th International Conference on Construction Engineering and Project Management
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    • pp.409-416
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    • 2009
  • This paper presents a tool called Quality-Cost optimization system (QCOS), which integrates Multi-Objective Genetic Algorithm (MOGA) and Quality Function Deployment (QFD), for tradeoff between quality and cost of the unitized metal curtain-wall unit. A construction owner as the external customer pursues to maximize the quality of the curtain-wall unit. However, the contractor as the internal customer pursues to minimize the cost involved in designing, manufacturing and installing the curtain-wall unit. It is crucial for project manager to find the tradeoff point which satisfies the conflicting interests pursued by the both parties. The system would be beneficial to establish a quality plan satisfying the both parties. Survey questionnaires were administered to the construction owner who has an experience of curtain-wall project, the architects who are the independent assessor, and the contractors who were involved in curtain-wall design and installation. The Customer Requirements (CRs) and their importance weights, the relationship between CRs and Technical Attributes (TAs) consisting of a curtain-wall unit, and the cost ratios of each components consisting curtain-wall unit are obtained from the three groups mentioned previously. The data obtained from the surveys were used as the QFD input to compute the Owner Satisfaction (OS) and Contractor Satisfaction (CS). MOGA is applied to optimize resource allocation under limited budget when multi-objectives, OS and CS, are pursued at the same time. The deterministic multi-objective optimization method using MOGA and QFD is extended to stochastic model to better deal with the uncertainties of QFD input and the variability of QFD output. A case study demonstrates the system and verifies the system conformance.

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불확실성을 고려한 교량 하부구조 최적설계 (Optimal Design of Bridge Substructure Considering Uncertainty)

  • 박장호;신영석;신욱범;이재우
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2008년도 정기 학술대회
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    • pp.387-390
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    • 2008
  • The importance of the life cycle cost analysis for construction projects of bridge has been recognized over the last decades. Accordingly, theoretical models, guidelines, and supporting softwares have been developed for the life cycle cost analysis of bridges. However, it is difficult to predict life cycle cost considering uncertainties precisely. This paper presents methodology for optimal design of substructure for a steel box bridge. Total life cycle cost for the service life is calculated as sum of initial cost, damage cost considering uncertainty, maintenance cost, repair and rehabilitation cost. The optimization method is applied to design of a bridge substructure with minimal cost, in which the objective function is set to life cycle cost and constraints are formulated on the basis of Korean Bridge Design Specification. Initial cost is calculated based on standard costs of the Korea Construction Price Index and damage cost on the damage probabilities to consider the uncertainty of load and resistance. An advanced first-order second moment method is used as a practical tool for reliability analysis using damage probability. Maintenance cost and cycle is determined by a stochastic method and user cost includes traffic operation costs and time delay costs.

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유전자 알고리즘을 이용한 배수관망의 최적 확장 설계 (Genetic Algorithms for Optimal Augmentation of Water Distribution Networks)

  • 이승철;이상일
    • 한국수자원학회논문집
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    • 제34권5호
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    • pp.567-575
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    • 2001
  • 관망해석 시뮬레이션과 유전자 알고리즘에 기초한 최적화 모형을 이용하여 최소비용의 배수관망을 설계하는 방법론이 개발되었다. 유전자 알고리즘은 추계학적 최적화 기법의 하나로, 비선형적이고 계산량이 많은 관망설계 문제에 적용하기에 적합한 장점을 가지고 있다. 기존의 연구가 대부분 전체 관망의 신설 혹은 기존 관망의 병렬확장에만 적용하던 것에 비해 본 연구에서는 개발된 모형을 수지상(tree-type) 신설관 및 loop형 병렬증설관이 공존하는 시스템에 적용하였다. 개발된 모형을 백련 배수관로를 대상으로 적용한 결과, 수리학적 제약조건을 만족시키면서 사업비를 최대 5.37% 절감할 수 있는 설계를 제공하는 것으로 나타났다.

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A NONRANDOM VARIATIONAL APPROACH TO STOCHASTIC LINEAR QUADRATIC GAUSSIAN OPTIMIZATION INVOLVING FRACTIONAL NOISES (FLQG)

  • JUMARIE GUY
    • Journal of applied mathematics & informatics
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    • 제19권1_2호
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    • pp.19-32
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    • 2005
  • It is shown that the problem of minimizing (maximizing) a quadratic cost functional (quadratic gain functional) given the dynamics dx = (fx + gu)dt + hdb(t, a) where b(t, a) is a fractional Brownian motion of order a, 0 < 2a < 1, can be solved completely (and meaningfully!) by using the dynamical equations of the moments of x(t). The key is to use fractional Taylor's series to obtain a relation between differential and differential of fractional order.

Determination of Secondary Reserve Requirement Through Interaction-dependent Clearance Between Ex-ante and Ex-post

  • Kim, Sun Kyo;Park, Joon-Hyung;Yoon, Yong Tae
    • Journal of Electrical Engineering and Technology
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    • 제9권1호
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    • pp.71-79
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    • 2014
  • This paper discusses a method for the determination of frequency control reserve requirement with consideration of the interaction between ex-ante planning and real-time balancing. In proposed method, we consider the fact that the delivered energy for tertiary control reserve is determined based on required capacity for secondary control reserve and the expected amount of load errors. Uncertain load errors are derived by Brownian motion, an optimization method is suggested using a stochastic programming. In a short, we propose an interactive dependent method for determining secondary control reserve requirement based on the principle that it satisfies to minimize the total cost. As a result, this paper provides will analyze for an example model to demonstrate the capabilities of the method.

Dynamic Economic Dispatch for Microgrid Based on the Chance-Constrained Programming

  • Huang, Daizheng;Xie, Lingling;Wu, Zhihui
    • Journal of Electrical Engineering and Technology
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    • 제12권3호
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    • pp.1064-1072
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    • 2017
  • The power of controlled generators in microgrids randomly fluctuate because of the stochastic volatility of the outputs of photovoltaic systems and wind turbines as well as the load demands. To address and dispatch these stochastic factors for daily operations, a dynamic economic dispatch model with the goal of minimizing the generation cost is established via chance-constrained programming. A Monte Carlo simulation combined with particle swarm optimization algorithm is employed to optimize the model. The simulation results show that both the objective function and constraint condition have been tightened and that the operation costs have increased. A higher stability of the system corresponds to the higher operation costs of controlled generators. These operation costs also increase along with the confidence levels for the objective function and constraints.

Determination of the Weighting Parameters of the LQR System for Nuclear Reactor Power Control Using the Stochastic Searching Methods

  • Lee, Yoon-Joon;Cho, Kyung-Ho
    • Nuclear Engineering and Technology
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    • 제29권1호
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    • pp.68-77
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    • 1997
  • The reactor power control system is described in the fashion of the order increased LQR system. To obtain the optimal state feedback gain vectors, the weighting matrix of the performance function should be determined. Since the contentional method has some limitations, stochastic searching methods are investigated to optimize the LQR weighting matrix using the modified genetic algorithm combined with the simulated annealing, a new optimizing tool named the hybrid MGA-SA is developed to determine the weighting parameters of the LQR system. This optimizing tool provides a more systematic approach in designing the LQR system. Since it can be easily incorporated with any forms of the cost function, it also provides the great flexibility in the optimization problems.

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Web-based Three-step Project Management Model and Its Software Development

  • Hwang Heung-Suk;Cho Gyu-Sung
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 2006년도 춘계공동학술대회 논문집
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    • pp.373-378
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    • 2006
  • Recently the technical advances and complexities have generated much of the difficulties in managing the project resources, for both scheduling and costing to accomplish the project in the most efficient manner. The project manager is frequently required to render judgments concerning the schedule and resource adjustments. This research develops an analytical model for a schedule-cost and risk analysis based on visual PERT/CPM. We used a three-step approach: 1) in the first step, a deterministic PERT/CPM model for the critical path and estimating the project time schedule and related resource planning and we developed a heuristic model for crash and stretch out analysis based upon a time-cost trade-off associated with the crash and stretch out of the project. 2) In second step, we developed web-based risk evaluation model for project analysis. Major technologies used for this step are AHP (analytic hierarchy process, fuzzy-AHP, multi-attribute analysis, stochastic network simulation, and web based decision support system. Also we have developed computer programs and have shown the results of sample runs for an R&D project risk analysis. 3) We developed an optimization model for project resource allocation. We used AHP weighted values and optimization methods. Computer implementation for this model is provided based on GUI-Type objective-oriented programming for the users and provided displays of all the inputs and outputs in the form of GUI-Type. The results of this research will provide the project managers with efficient management tools.

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