abstract: With the power system being increasingly operated near its limits, there is an increasing need for a power-flow (PF) solution devoid of convergence issues. Traditional iterative methods are extremely initial-estimate dependent and not guaranteed to converge to the required solution. Holomorphic Embedding (HE) is a novel non-iterative procedure for solving the PF problem. While the theory behind a restricted version of the method is well rooted in complex analysis, holomorphic functions and algebraic curves, the practical implementation of the method requires going beyond the published details and involves numerical issues related to Taylor's series expansion, Padé approximants, convolution and solving linear matrix equations. The HE power flow was developed by a non-electrical engineer with language that is foreign to most engineers. One purpose of this document to describe the approach using electric-power engineering parlance and provide an understanding rooted in electric power concepts. This understanding of the methodology is gained by applying the approach to a two-bus dc PF problem and then gradually from moving from this simple two-bus dc PF problem to the general ac PF case. Software to implement the HE method was developed using MATLAB and numerical tests were carried out on small and medium sized systems to validate the approach. Implementation of different analytic continuation techniques is included and their relevance in applications such as evaluating the voltage solution and estimating the bifurcation point (BP) is discussed. The ability of the HE method to trace the PV curve of the system is identified. / Dissertation/Thesis / Masters Thesis Electrical Engineering 2014

MSc (Mathematics) / Department of Mathematics and Applied Mathematics / See the attached abstract below

Minimum Concave Cost Multicommodity Network Design Problem arises in many application areas, such as transportation planning, distributed energy system and especially both circuit and packet switching backbone network design. Exact concave optimization algorithms have been developed, but these methods are applicable if the network size is small. Therefore, these problems are usually solved by non-exact iterative methods. In this thesis work, methods proposed for circuit switching and packet switching network design are evaluated in detail. After a comprehensive literate survey, Yaged&rsquo / s Linearization, Minoux greedy and Minoux accelerated greedy methods are found to be applicable to circuit switching network design when both solution quality and computational time is considered. Previously, it has been found that Minoux greedy methods may create routings with cycles and in order to eliminate these cycles a modification has been proposed. In this work, this modification is extended and evaluated in detail. Similarly, Gerla and Kleinrock&rsquo / s Concave Branch Elimination, Gersht&rsquo / s greedy and Stacey&rsquo / s Concave Link Elimination methods are investigated within the context of packet switching network design. All of these methods consider aggregate flows on each link simultaneously re-routing more than one commodity in one step. This thesis work also considers an alternative disaggregate approach, where only one commodity is handled at a time. Finally, algorithms proposed for circuit switching network design problem are adapted to the packet switching case and an extensive comparative computational study is performed to point out the best method with respect to time and solution quality for a number of networks and cost structure. Computational results have shown that modification on Minoux greedy to eliminate cycles leads to considerable improvements and the disaggregate approach gives the best result in some networks and cost structure.

A multi-commodity flow problem consists of moving several commodities from their respective sources to their sinks through a network where each edge has different costs and capacity constraints. This paper explores different linear programming algorithms and their performance regarding finding an optimal solution for multi-commodity flow problems. By testing several of different network constraints, we examine which algorithms are most suitable for specific network and problem structures. Furthermore, we implement our own multi-commodity solver and compare its performance against state-of-the-art linear programming solvers. The results show that for the methods we tested it is difficult to discern which class of linear programming methods are optimal solvers for multi-commodity flow problems and that their performance depends on how the network and commodities are structured.

Les terminaux à conteneurs utilisent les nouvelles technologies (EDI, RFID et GPS) pour échanger des données avec leurs partenaires, pour localiser les conteneurs et leurs équipements dans le terminal, et pour automatiser des tâches. Dans cette thèse, nous montrons comment ces informations peuvent être utilisées dans la gestion des opérations.La première partie utilise les informations sur les volumes annoncés pour affecter des ressources internes dans le but de minimiser le retard global au terminal. Nous représentons cette problématique à l'aide d'un problème de flot que nous implémentons comme programme linéaire mixte. Une étude de cas est réalisée pour un terminal du Grand Port Maritime de Marseille. En outre, nous combinons le problème d'affectation de ressources avec le dimensionnement d'un système de rendez-vous. Ceci permet de minimiser le retard global.La deuxième partie utilise les informations sur les conteneurs à retirer et leurs emplacements pour optimiser le déstockage. Le but est de retirer tous les conteneurs d'une rangée en minimisant le nombre de repositionnements parasites. Nous améliorons un modèle binaire, proposons une approche exacte de type branch and price - avec un sous-problème binaire et deux variantes d'un sous-problème énumératif - et en dérivons une approche heuristique - avec un sous-problème heuristique. L'approche exacte ne résout que les petites instances ; l'approche heuristique obtient des résultats satisfaisants mais devra être améliorée. Nous nous intéressons aussi à la version dynamique du problème où les informations sur les conteneurs à retirer arrivent petit à petit et comparons différentes stratégies de repositionnement. / Container terminals use intelligent freight technologies (e.g., EDI, RFID and GPS) to exchange data with their partners, to locate containers and equipment within the terminal, and to automate tasks. This thesis illustrated, via two examples, how this data may be used to optimize operations at the terminal.The first part uses information on announced volumes to allocate internal handling equipment. The objective is to minimize overall delays at the terminal. The problem is represented as a network flow problem and implemented as a linear mixed integer programming model. A case study for a terminal at the Grand Port Maritime de Marseille is carried out. We also showed that combining the allocation problem with the dimensioning of a truck appointment system may reduce overall delays at the terminal. The second part uses information on announced container retrievals and container positions to improve retrieval operations. The objective is to retrieve containers from a bay in a given sequence with a minimum number of parasite relocations. We improve an existing binary programming model and introduce an exact branch and price approach - with a binary subproblem and two variants of an enumerative subproblem - and a heuristic branch and price approach - with a heuristic subproblem. The exact approach solves only small instances; the heuristic approach performs well on several instances, but should be improved further. We also deal with a dynamic version of the problem where the retrieval order becomes revealed over time and evaluate different relocation strategies for this case.

Container terminals use intelligent freight technologies (e.g., EDI, RFID and GPS) to exchange data with their partners, to locate containers and equipment within the terminal, and to automate tasks. This thesis illustrated, via two examples, how this data may be used to optimize operations at the terminal.The first part uses information on announced volumes to allocate internal handling equipment. The objective is to minimize overall delays at the terminal. The problem is represented as a network flow problem and implemented as a linear mixed integer programming model. A case study for a terminal at the Grand Port Maritime de Marseille is carried out. We also showed that combining the allocation problem with the dimensioning of a truck appointment system may reduce overall delays at the terminal. The second part uses information on announced container retrievals and container positions to improve retrieval operations. The objective is to retrieve containers from a bay in a given sequence with a minimum number of parasite relocations. We improve an existing binary programming model and introduce an exact branch and price approach - with a binary subproblem and two variants of an enumerative subproblem - and a heuristic branch and price approach - with a heuristic subproblem. The exact approach solves only small instances; the heuristic approach performs well on several instances, but should be improved further. We also deal with a dynamic version of the problem where the retrieval order becomes revealed over time and evaluate different relocation strategies for this case.

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Made available in DSpace on 2016-08-17T14:52:43Z (GMT). No. of bitstreams: 1 Milson Monteiro.pdf: 1924077 bytes, checksum: 78f931b493f756dec0edee7a465e1099 (MD5) Previous issue date: 2002-06-07 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / This works concern software development (graphical user interface) that makes possible to analyze the interconnection in a LAN (Local Area Network) using CORBA (Common Object Request Broker Architecture) on distributed and heterogeneous environment among several outlying machines. This works presents paradigms of graphs theory: shortest paths problems (Dijkstra-Ford-Moore-Belman), maximum flow problems (Edmonds-Karp) and minimum cost flow problems (Busacker-Gowen) to formalize the interface development. We discoursed on the graphs theory and networks flows that are essentials to guarantee theoretical insight. / O objeto de estudo deste trabalho é o desenvolvimento de um software (interface gráfica do usuário) que possibilita analisar a interconexão de uma LAN (Local Area Network) usando CORBA (Common Object Request Broker Architecture) em ambientes distribuídos e heterogêneos entre diversas máquinas periféricas. Este trabalho apresenta os paradigmas da teoria de grafos: menor caminho (Dijkstra, Ford-Moore-Belman), fluxo máximo (Edmonds-Karp) e fluxo de custo mínimo (Busacker-Gowen) para formalizar o desenvolvimento da interface. Discorremos sobre a teoria de grafos e fluxos em redes que são relevantes para garantir o embasamento teórico.

Neste trabalho propomos uma abordagem para a resolução do problema de Fluxo de Potência Ótimo (FPO) perturbado. A metodologia consiste na obtenção da solução ótima para o problema inicial via um programa de FPO, e na utilização de sensibilidade para estimar novas soluções depois de ocorridas algumas perturbações no problema. Essas perturbações são variações de carga em uma ou mais barras do sistema. A técnica de sensibilidade está baseada nas informações de segunda ordem e nas condições de otimalidade. A obtenção da solução após ocorrerem perturbações no sistema é direta e não necessita de parâmetros iniciais e de correção, como penalidade e barreira, utilizados nos programas de FPO convencionais. Os resultados numéricos apresentados evidenciam o potencial desta metodologia para resolução do problema de FPO perturbado. / An approach to solve the perturbated Optimal Power Flow (OPF) problem is proposed in this study. The methodology consists in obtaining the optimal solution for the initial problem via a program of OPF, and using sensitivity to estimate new solutions after the occurrence of some perturbations in the problem. These perturbations consist in load variations in some buses of the system. The sensitivity technique is based on both the information of second order and otimality conditions. The computation of the solutions after the occurrence of perturbations in the system does not depend of initial and correction parameters such as penalty and barrier used in the conventional OPF programs. The numerical results demonstrate the potential of this methodology for the solution of the perturbated OPF problem.

Este trabalho apresenta uma nova abordagem para a modelagem e resolução de problemas de fluxo de carga em sistemas elétricos de potência. O modelo proposto é formado simultaneamente pelo conjunto de equações não lineares que representam as restrições de carga do problema e por restrições de complementaridade associadas com as restrições de operação da rede, as quais propiciam o controle implícito das tensões nas barras com controle de geração. Também é proposta uma técnica para a obtenção dos valores discretos dos taps de tranformadores, de maneira que o ajuste dessas variáveis possa ser realizado em passos discretos. A metodologia desenvolvida consiste em tratar o sistema misto de equações e inequações não lineares como um problema de factibilidade não linear e transformá-lo em um problema de mínimos quadrados não lineares, o qual é resolvido por uma sequência de subproblemas linearizados dentro de uma região de confiança. Para a obtenção de soluções aproximadas desse subproblema foi adotado o método do gradiente conjugado de Steihaug, combinando estratégias de região de confiança e filtros multidimensionais para analisar a qualidade das soluções fornecidas. Foram realizados testes numéricos com os sistemas de 14, 30, 57, 118 e 300 barras do IEEE, e com um sistema brasileiro equivalente CESP 53 barras, os quais indicaram boa flexibilidade e robustez do método proposto. / This work presents a new approach to the load flow problem in electrical power systems and develops a methodology for its resolution. The proposed model is simultaneously composed by nonlinear equations and inequations which represent the load and operational restrictions of the system, where a set of complementarity constraints model the relationship between voltage and reactive power generation in controled buses. It is also proposed a new technique to obtaining a discrete solution for the transformer taps, allowing their discrete adjustment. The method developed treats the mixed system of equations and inequations of the load flow problem as a nonlinear feasibility problem and converts it in a nonlinear least squares problem, which is solved by minimizing a sequence of linearized subproblems, whitin a trust region. To obtain approximate solutions at every iteration, we use the Steihaug conjugate gradient method, combining trust region and multidimensional filters techniques to analyse the quality of the provided solution. Numerical results using 14, 30, 57, 118 and 300-bus IEEE power systems, and a real brazilian equivalent system CESP 53-bus, indicate the flexibility and robustness of the proposed method.