Author: Yves Dominique Brise
Publisher: Logos Verlag Berlin GmbH
ISBN: 3832533664
Category : Computers
Languages : en
Pages : 232
Book Description
This PhD thesis was written at ETH Zurich, in Prof. Dr. Emo Welzl's research group, under the supervision of Dr. Bernd Garnter. It shows two theoretical results that are both related to quadratic programming. The first one concerns the abstract optimization framework of violator spaces and the randomized procedure called Clarkson's algorithm. In a nutshell, the algorithm randomly samples from a set of constraints, computes an optimal solution subject to these constraints, and then checks whether the ignored constraints violate the solution. If not, some form of re-sampling occurs. We present the algorithm in the easiest version that can still be analyzed successfully. The second contribution concerns quadratic programming more directly. It is well-known that a simplex-like procedure can be applied to quadratic programming. The main computational effort in this algorithm comes from solving a series of linear equation systems that change gradually. We develop the integral LU decomposition of matrices, which allows us to solve the equation systems efficiently and to exploit sparse inputs. Last but not least, a considerable portion of the work included in this thesis was devoted to implementing the integral LU decomposition in the framework of the existing quadratic programming solver in the Computational Geometry Algorithms Library (CGAL). In the last two chapters we describe our implementation and the experimental results we obtained.
Integral Methods for Quadratic Programming
Author: Yves Dominique Brise
Publisher: Logos Verlag Berlin GmbH
ISBN: 3832533664
Category : Computers
Languages : en
Pages : 232
Book Description
This PhD thesis was written at ETH Zurich, in Prof. Dr. Emo Welzl's research group, under the supervision of Dr. Bernd Garnter. It shows two theoretical results that are both related to quadratic programming. The first one concerns the abstract optimization framework of violator spaces and the randomized procedure called Clarkson's algorithm. In a nutshell, the algorithm randomly samples from a set of constraints, computes an optimal solution subject to these constraints, and then checks whether the ignored constraints violate the solution. If not, some form of re-sampling occurs. We present the algorithm in the easiest version that can still be analyzed successfully. The second contribution concerns quadratic programming more directly. It is well-known that a simplex-like procedure can be applied to quadratic programming. The main computational effort in this algorithm comes from solving a series of linear equation systems that change gradually. We develop the integral LU decomposition of matrices, which allows us to solve the equation systems efficiently and to exploit sparse inputs. Last but not least, a considerable portion of the work included in this thesis was devoted to implementing the integral LU decomposition in the framework of the existing quadratic programming solver in the Computational Geometry Algorithms Library (CGAL). In the last two chapters we describe our implementation and the experimental results we obtained.
Publisher: Logos Verlag Berlin GmbH
ISBN: 3832533664
Category : Computers
Languages : en
Pages : 232
Book Description
This PhD thesis was written at ETH Zurich, in Prof. Dr. Emo Welzl's research group, under the supervision of Dr. Bernd Garnter. It shows two theoretical results that are both related to quadratic programming. The first one concerns the abstract optimization framework of violator spaces and the randomized procedure called Clarkson's algorithm. In a nutshell, the algorithm randomly samples from a set of constraints, computes an optimal solution subject to these constraints, and then checks whether the ignored constraints violate the solution. If not, some form of re-sampling occurs. We present the algorithm in the easiest version that can still be analyzed successfully. The second contribution concerns quadratic programming more directly. It is well-known that a simplex-like procedure can be applied to quadratic programming. The main computational effort in this algorithm comes from solving a series of linear equation systems that change gradually. We develop the integral LU decomposition of matrices, which allows us to solve the equation systems efficiently and to exploit sparse inputs. Last but not least, a considerable portion of the work included in this thesis was devoted to implementing the integral LU decomposition in the framework of the existing quadratic programming solver in the Computational Geometry Algorithms Library (CGAL). In the last two chapters we describe our implementation and the experimental results we obtained.
Interior-point Polynomial Algorithms in Convex Programming
Author: Yurii Nesterov
Publisher: SIAM
ISBN: 9781611970791
Category : Mathematics
Languages : en
Pages : 414
Book Description
Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.
Publisher: SIAM
ISBN: 9781611970791
Category : Mathematics
Languages : en
Pages : 414
Book Description
Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.
Power System Operation with Large Scale Stochastic Wind Power Integration
Author: Tao Ding
Publisher: Springer
ISBN: 9811025614
Category : Technology & Engineering
Languages : en
Pages : 229
Book Description
This book addresses the uncertainties of wind power modeled as interval numbers and assesses the physical modeling and methods for interval power flow, interval economic dispatch and interval robust economic dispatch. In particular, the optimization models are set up to address these topics and the state-of-the-art methods are employed to efficiently solve the proposed models. Several standard IEEE test systems as well as real-world large-scale Polish power systems have been tested to verify the effectiveness of the proposed models and methods. These methods can be further applied to other research fields that are involved with uncertainty.
Publisher: Springer
ISBN: 9811025614
Category : Technology & Engineering
Languages : en
Pages : 229
Book Description
This book addresses the uncertainties of wind power modeled as interval numbers and assesses the physical modeling and methods for interval power flow, interval economic dispatch and interval robust economic dispatch. In particular, the optimization models are set up to address these topics and the state-of-the-art methods are employed to efficiently solve the proposed models. Several standard IEEE test systems as well as real-world large-scale Polish power systems have been tested to verify the effectiveness of the proposed models and methods. These methods can be further applied to other research fields that are involved with uncertainty.
Chemical Process Design and Integration
Author: Robin Smith
Publisher: John Wiley & Sons
ISBN: 1119990149
Category : Technology & Engineering
Languages : en
Pages : 920
Book Description
Written by a highly regarded author with industrial and academic experience, this new edition of an established bestselling book provides practical guidance for students, researchers, and those in chemical engineering. The book includes a new section on sustainable energy, with sections on carbon capture and sequestration, as a result of increasing environmental awareness; and a companion website that includes problems, worked solutions, and Excel spreadsheets to enable students to carry out complex calculations.
Publisher: John Wiley & Sons
ISBN: 1119990149
Category : Technology & Engineering
Languages : en
Pages : 920
Book Description
Written by a highly regarded author with industrial and academic experience, this new edition of an established bestselling book provides practical guidance for students, researchers, and those in chemical engineering. The book includes a new section on sustainable energy, with sections on carbon capture and sequestration, as a result of increasing environmental awareness; and a companion website that includes problems, worked solutions, and Excel spreadsheets to enable students to carry out complex calculations.
Integration of Renewables in Power Systems by Multi-Energy System Interaction
Author: Birgitte Bak-Jensen
Publisher: MDPI
ISBN: 3036503420
Category : Technology & Engineering
Languages : en
Pages : 358
Book Description
This book focuses on the interaction between different energy vectors, that is, between electrical, thermal, gas, and transportation systems, with the purpose of optimizing the planning and operation of future energy systems. More and more renewable energy is integrated into the electrical system, and to optimize its usage and ensure that its full production can be hosted and utilized, the power system has to be controlled in a more flexible manner. In order not to overload the electrical distribution grids, the new large loads have to be controlled using demand response, perchance through a hierarchical control set-up where some controls are dependent on price signals from the spot and balancing markets. In addition, by performing local real-time control and coordination based on local voltage or system frequency measurements, the grid hosting limits are not violated.
Publisher: MDPI
ISBN: 3036503420
Category : Technology & Engineering
Languages : en
Pages : 358
Book Description
This book focuses on the interaction between different energy vectors, that is, between electrical, thermal, gas, and transportation systems, with the purpose of optimizing the planning and operation of future energy systems. More and more renewable energy is integrated into the electrical system, and to optimize its usage and ensure that its full production can be hosted and utilized, the power system has to be controlled in a more flexible manner. In order not to overload the electrical distribution grids, the new large loads have to be controlled using demand response, perchance through a hierarchical control set-up where some controls are dependent on price signals from the spot and balancing markets. In addition, by performing local real-time control and coordination based on local voltage or system frequency measurements, the grid hosting limits are not violated.
The Boundary Integral Approach to Static and Dynamic Contact Problems
Author: H. Antes
Publisher: Birkhäuser
ISBN: 3034886500
Category : Science
Languages : en
Pages : 313
Book Description
The fields of boundary integral equations and of inequality problems, or more gen erally, of nonsmooth mechanics, have seen, in a remarkably short time, a considerable development in mathematics and in theoretical and applied mechanics. The engineering sciences have also benefited from these developments in that open problems have been attacked succesfully and entirely new methodologies have been developed. The contact problems of elasticity is a class of problems which has offered many open questions to deal with, both to the research workers working on the theory of boundary integral equations and to those working on the theory of inequality problems. Indeed, the area of static and dynamic contact problems could be considered as the testing workbench of the new developments in both the inequality problems and in the boundary integral equations. This book is a first attempt to formulate and study the boundary integral equations arising in inequality contact problems. The present book is a result of more than two decades of research and teaching activity of the first author on boundary integral equations and, of the second author, on inequality problems, as well as the outgrowth of seminars and courses for a variety of audiences in the Technical University of Aachen, the Aristotle University of Thessa loniki, the Universities of Bochum, of Hamburg and Braunschweig, the Pontificia Univ. Catolica in Rio de Janeiro etc.
Publisher: Birkhäuser
ISBN: 3034886500
Category : Science
Languages : en
Pages : 313
Book Description
The fields of boundary integral equations and of inequality problems, or more gen erally, of nonsmooth mechanics, have seen, in a remarkably short time, a considerable development in mathematics and in theoretical and applied mechanics. The engineering sciences have also benefited from these developments in that open problems have been attacked succesfully and entirely new methodologies have been developed. The contact problems of elasticity is a class of problems which has offered many open questions to deal with, both to the research workers working on the theory of boundary integral equations and to those working on the theory of inequality problems. Indeed, the area of static and dynamic contact problems could be considered as the testing workbench of the new developments in both the inequality problems and in the boundary integral equations. This book is a first attempt to formulate and study the boundary integral equations arising in inequality contact problems. The present book is a result of more than two decades of research and teaching activity of the first author on boundary integral equations and, of the second author, on inequality problems, as well as the outgrowth of seminars and courses for a variety of audiences in the Technical University of Aachen, the Aristotle University of Thessa loniki, the Universities of Bochum, of Hamburg and Braunschweig, the Pontificia Univ. Catolica in Rio de Janeiro etc.
Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems
Author: Andrea Lodi
Publisher: Springer
ISBN: 364213520X
Category : Computers
Languages : en
Pages : 380
Book Description
This book constitutes the refereed proceedings of the 7th International Conference on Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems, CPAIOR 2010, held in Bologna, Italy, in June 2010. The 18 revised full papers and 17 revised short papers presented together with the extended abstracts of 3 invited talks were carefully reviewed and selected from 72 submissions. The papers are focused on both theoretical and practical, application-oriented issues and present current research with a special focus on the integration and hybridization of the approaches of constraint programming, artificial intelligence, and operations research technologies for solving large scale and complex real life combinatorial optimization problems.
Publisher: Springer
ISBN: 364213520X
Category : Computers
Languages : en
Pages : 380
Book Description
This book constitutes the refereed proceedings of the 7th International Conference on Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems, CPAIOR 2010, held in Bologna, Italy, in June 2010. The 18 revised full papers and 17 revised short papers presented together with the extended abstracts of 3 invited talks were carefully reviewed and selected from 72 submissions. The papers are focused on both theoretical and practical, application-oriented issues and present current research with a special focus on the integration and hybridization of the approaches of constraint programming, artificial intelligence, and operations research technologies for solving large scale and complex real life combinatorial optimization problems.
U.S. Government Research Reports
Trust Region Methods
Author: A. R. Conn
Publisher: SIAM
ISBN: 0898719852
Category : Mathematics
Languages : en
Pages : 978
Book Description
This is the first comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods. Its unified treatment covers both unconstrained and constrained problems and reviews a large part of the specialized literature on the subject. It also provides an up-to-date view of numerical optimization.
Publisher: SIAM
ISBN: 0898719852
Category : Mathematics
Languages : en
Pages : 978
Book Description
This is the first comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods. Its unified treatment covers both unconstrained and constrained problems and reviews a large part of the specialized literature on the subject. It also provides an up-to-date view of numerical optimization.
Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems
Author: Jean-Charles Régin
Publisher: Springer
ISBN: 3540246649
Category : Computers
Languages : en
Pages : 429
Book Description
This volume contains the proceedings of the First International Conference on IntegrationofAIandORTechniquesinConstraintProgrammingforCombina- rialOptimisation Problems.This new conferencefollows the seriesof CP-AI-OR International Workshops on Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimisation Problems held in Ferrara (1999), Paderborn (2000), Ashford (2001), Le Croisic (2002), and Montreal (2003). The success of the previous workshops has demonstrated that CP-AI-OR is bec- ing a major forum for exchanging ideas and methodologiesfrom both ?elds. The aim of this new conference is to bring together researchersfrom AI and OR, and to give them the opportunity to show how the integration of techniques from AI and OR can lead to interesting results on large scale and complex problems. The integration of techniques from Arti?cial Intelligence and Operations - search has provided e?ective algorithms for tackling complex and large scale combinatorial problems with signi?cant improvements in terms of e?ciency, scalability and optimality. The bene?t of this integration has been shown in applications such as hoist scheduling, rostering, dynamic scheduling and vehicle routing. At the programming and modelling levels, most constraint languages embed OR techniques to reason about collections of constraints, so-calledglobal constraints. Some languages also provide support for hybridization allowing the programmer to build new integrated algorithms. The resulting multi-paradigm programmingframeworkcombines the ?exibility and modelling facilities of C- straint Programming with the special purpose and e?cient methods from - erations Research
Publisher: Springer
ISBN: 3540246649
Category : Computers
Languages : en
Pages : 429
Book Description
This volume contains the proceedings of the First International Conference on IntegrationofAIandORTechniquesinConstraintProgrammingforCombina- rialOptimisation Problems.This new conferencefollows the seriesof CP-AI-OR International Workshops on Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimisation Problems held in Ferrara (1999), Paderborn (2000), Ashford (2001), Le Croisic (2002), and Montreal (2003). The success of the previous workshops has demonstrated that CP-AI-OR is bec- ing a major forum for exchanging ideas and methodologiesfrom both ?elds. The aim of this new conference is to bring together researchersfrom AI and OR, and to give them the opportunity to show how the integration of techniques from AI and OR can lead to interesting results on large scale and complex problems. The integration of techniques from Arti?cial Intelligence and Operations - search has provided e?ective algorithms for tackling complex and large scale combinatorial problems with signi?cant improvements in terms of e?ciency, scalability and optimality. The bene?t of this integration has been shown in applications such as hoist scheduling, rostering, dynamic scheduling and vehicle routing. At the programming and modelling levels, most constraint languages embed OR techniques to reason about collections of constraints, so-calledglobal constraints. Some languages also provide support for hybridization allowing the programmer to build new integrated algorithms. The resulting multi-paradigm programmingframeworkcombines the ?exibility and modelling facilities of C- straint Programming with the special purpose and e?cient methods from - erations Research