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Integer Programming Approaches to Risk-Averse OptimizationLiu, Xiao January 2016 (has links)
No description available.
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Risk-Averse Optimization and its Applications in Power Grids with Renewable Energy IntegrationDashti, Hossein, Dashti, Hossein January 2017 (has links)
Electric power is one of the most critical parts of everyday life; from lighting, heating,
and cooling homes to powering televisions and computers. The modern power grids
face several challenges such as efficiency, sustainability, and reliability. Increase in
electrical energy demand, distributed generations, integration of uncertain renewable
energy resources, and demand side management are among the main underlying reasons
of such growing complexity. Additionally, the elements of power systems are
often vulnerable to failures because of many reasons, such as system limits, poor
maintenance, human errors, terrorist/cyber attacks, and natural phenomena. One
common factor complicating the operation of electrical power systems is the underlying
uncertainties from the demands, supplies and failures of system components.
Stochastic optimization approaches provide mathematical frameworks for decision
making under uncertainty. It enables a decision maker to incorporate some knowledge
of the uncertainty into the decision making process to find an optimal trade
off between cost and risk. In this dissertation, we focus on application of three risk-averse
approaches to power systems modeling and optimization. Particularly, we
develop models and algorithms addressing the cost-effectiveness and reliability issues
in power grids with integrations of renewable energy resources.
First, we consider a unit commitment problem for centralized hydrothermal systems
where we study improving reliability of such systems under water inflow uncertainty.
We present a two-stage robust mixed-integer model to find optimal unit
commitment and economic dispatch decisions against extreme weather conditions
such as drought years. Further, we employ time series analysis (specifically vector
autoregressive models) to construct physical based uncertainty sets for water inflow
into the reservoirs. Since extensive formulation is impractical to solve for moderate size networks we develop an efficient Benders' decomposition algorithm to solve this problem. We present the numerical results on real-life case study showing the
effectiveness of the model and the proposed solution method.
Next, we address the cost effectiveness and reliability issues considering the integration
of solar energy in distributed (decentralized) generation (DG) such as microgrids.
In particular, we consider optimal placement and sizing of DG units as
well as long term generation planning to efficiently balance electric power demand
and supply. However, the intermittent nature of renewable energy resources such as
solar irradiance imposes several difficulties in decision making process. We propose
two-stage stochastic programming model with chance constraints to control the risk
of load shedding (i.e., power shortage) in distributed generation. We take advantage
of another time series modeling approach known as autoregressive integrated moving
average (ARIMA) model to characterize the uncertain solar irradiance more accurately.
Additionally, we develop a combined sample average approximation (SAA)
and linearization techniques to solve the problem more efficiently. We examine the
proposed framework with numerical tests on a radial network in Arizona.
Lastly, we address the robustness of strategic networks including power grids and
airports in general. One of the key robustness requirements is the connectivity between
each pair of nodes through a sufficiently short path, which makes a network
cluster more robust with respect to potential disruptions such as man-made or natural
disasters. If one can reinforce the network components against future threats, the goal
is to determine optimal reinforcements that would yield a cluster with minimum risk
of disruptions. We propose a risk-averse model where clusters represents a R-robust
2-club, which by definition is a subgraph with at least R node/edge disjoint paths
connecting each pair of nodes, where each path consists of at most 2 edges. And,
develop a combinatorial branch-and-bound algorithm to compare with an equivalent
mathematical programming approach on random and real-world networks.
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Risk-Averse and Distributionally Robust Optimization:Methodology and ApplicationsRahimian, Hamed 11 October 2018 (has links)
No description available.
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Utilitarian Approaches for Multi-Metric Optimization in VLSI Circuit Design and Spatial ClusteringGupta, Upavan 30 May 2008 (has links)
In the field of VLSI circuit optimization, the scaling of semiconductor devices has led to the miniaturization of the feature sizes resulting in a significant increase in the integration density and size of the circuits. At the nanometer level, due to the effects of manufacturing process variations, the design optimization process has transitioned from the deterministic domain to the stochastic domain, and the inter-relationships among the specification parameters like delay, power, reliability, noise and area have become more intricate. New methods are required to examine these metrics in a unified manner, thus necessitating the need for multi-metric optimization. The optimization algorithms need to be accurate and efficient enough to handle large circuits. As the size of an optimization problem increases significantly, the ability to cluster the design metrics or the parameters of the problem for computational efficiency as well as better analysis of possible trade-offs becomes critical. In this dissertation research, several utilitarian methods are investigated for variation aware multi-metric optimization in VLSI circuit design and spatial pattern clustering.
A novel algorithm based on the concepts of utility theory and risk minimization is developed for variation aware multi-metric optimization of delay, power and crosstalk noise, through gate sizing. The algorithm can model device and interconnect variations independent of the underlying distributions and works by identifying a deterministic linear equivalent model from a fundamentally stochastic optimization problem. Furthermore, a multi-metric gate sizing optimization framework is developed that is independent of the optimization methodology, and can be implemented using any mathematical programming approach. It is generalized and reconfigurable such that the metrics can be selected, removed, or prioritized for relative importance depending upon the design requirements.
In multi-objective optimization, the existence of multiple conflicting objectives makes the clustering problem challenging. Since game theory provides a natural framework for examining conflicting situations, a game theoretic algorithm for multi-objective clustering is introduced in this dissertation research. The problem of multi-metric clustering is formulated as a normal form multi-step game and solved using Nash equilibrium theory. This algorithm has useful applications in several engineering and multi-disciplinary domains which is illustrated by its mapping to the problem of robot team formation in the field in multi-emergency search and rescue.
The various algorithms developed in this dissertation achieve significantly better optimization and run times as compared to other methods, ensure high utility levels, are deterministic in nature and hence can be applied to very large designs. The algorithms have been rigorously tested on the appropriate benchmarks and data sets to establish their efficacy as feasible solution methods. Various quantitative sensitivity analysis have been performed to identify the inter-relationships between the various design parameters.
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