DSpace Community:
http://hdl.handle.net/2117/3320
Sun, 24 May 2015 09:28:41 GMT2015-05-24T09:28:41Zwebmaster.bupc@upc.eduUniversitat Politècnica de Catalunya. Servei de Biblioteques i DocumentaciónoA biased random-key genetic algorithm for the capacitated minimum spanning tree problem
http://hdl.handle.net/2117/27676
Title: A biased random-key genetic algorithm for the capacitated minimum spanning tree problem
Authors: Ruiz Ruiz, Hector Efrain; Albareda Sambola, Maria; Fernández Aréizaga, Elena; Resende, Mauricio G. C.
Abstract: This paper focuses on the capacitated minimum spanning tree(CMST)problem.Given a central
processor and a set of remote terminals with specified demands for traffic that must flow between the central processor and terminals,the goal is to design a minimum cost network to carry this demand.
Potential links exist between any pair of terminals and between the central processor and the terminals.
Each potential link can be included in the design at a given cost.The CMST problem is to design a
minimum-cost network connecting the terminals with the central processor so that the flow on any arc of the network is at most Q. A biased random-keygenetic algorithm(BRKGA)is a metaheuristic for combinatorial optimization which evolves a population of random vectors that encode solutions to the combinatorial optimization problem.This paper explores several solution encodings as well as different
strategies for some steps of the algorithm and finally proposes a BRKGA heuristic for the CMST problem.
Computational experiments are presented showing the effectivenes sof the approach:Seven newbest-
known solutions are presented for the set of benchmark instances used in the experiments.Wed, 29 Apr 2015 16:50:22 GMThttp://hdl.handle.net/2117/276762015-04-29T16:50:22ZRuiz Ruiz, Hector Efrain; Albareda Sambola, Maria; Fernández Aréizaga, Elena; Resende, Mauricio G. C.noOptimization, Combinatorial optimization, Networks, Graphs, Trees, Spanning trees, Capacitated minimumspanningtree, Heuristics, Biased random-keygeneticalgorithmThis paper focuses on the capacitated minimum spanning tree(CMST)problem.Given a central
processor and a set of remote terminals with specified demands for traffic that must flow between the central processor and terminals,the goal is to design a minimum cost network to carry this demand.
Potential links exist between any pair of terminals and between the central processor and the terminals.
Each potential link can be included in the design at a given cost.The CMST problem is to design a
minimum-cost network connecting the terminals with the central processor so that the flow on any arc of the network is at most Q. A biased random-keygenetic algorithm(BRKGA)is a metaheuristic for combinatorial optimization which evolves a population of random vectors that encode solutions to the combinatorial optimization problem.This paper explores several solution encodings as well as different
strategies for some steps of the algorithm and finally proposes a BRKGA heuristic for the CMST problem.
Computational experiments are presented showing the effectivenes sof the approach:Seven newbest-
known solutions are presented for the set of benchmark instances used in the experiments.Stochastic model for electrical loads in Mediterranean residential building: validation and applications
http://hdl.handle.net/2117/27403
Title: Stochastic model for electrical loads in Mediterranean residential building: validation and applications
Authors: Ortiz, Joana Aina; Guarino, Francesco; Salom Tormo, Jaume; Corchero García, Cristina; Cellura, Maurizio
Abstract: A major issue in modelling the electrical load of residential building is reproducing the variability between dwellings due to the stochastic use of different electrical equipment. In that sense and with the objective to reproduce this variability, a stochastic model to obtain load profiles of household electricity is developed. The model is based on a probabilistic approach and is developed using data from the Mediterranean region of Spain. A detailed validation of the model has been done, analysing and comparing the results with Spanish and European data. The results of the validation show that the model is able to reproduce the most important features of the residential electrical consumption, especially the particularities of the Mediterranean countries. The final part of the paper is focused on the potential applications of the models, and some examples are proposed. The model is useful to simulate a cluster of buildings or individual households. The model allows obtaining synthetic profiles representing the most important characteristics of the mean dwelling, by means of a stochastic approach. The inputs of the proposed model are adapted to energy labelling information of the electric devices. An example case is presented considering a dwelling with high performance equipment.Thu, 16 Apr 2015 18:55:29 GMThttp://hdl.handle.net/2117/274032015-04-16T18:55:29ZOrtiz, Joana Aina; Guarino, Francesco; Salom Tormo, Jaume; Corchero García, Cristina; Cellura, MaurizionoStochastic model, Electric load, Residential building, Mediterranean region, Cluster of buildings, Energy labellingA major issue in modelling the electrical load of residential building is reproducing the variability between dwellings due to the stochastic use of different electrical equipment. In that sense and with the objective to reproduce this variability, a stochastic model to obtain load profiles of household electricity is developed. The model is based on a probabilistic approach and is developed using data from the Mediterranean region of Spain. A detailed validation of the model has been done, analysing and comparing the results with Spanish and European data. The results of the validation show that the model is able to reproduce the most important features of the residential electrical consumption, especially the particularities of the Mediterranean countries. The final part of the paper is focused on the potential applications of the models, and some examples are proposed. The model is useful to simulate a cluster of buildings or individual households. The model allows obtaining synthetic profiles representing the most important characteristics of the mean dwelling, by means of a stochastic approach. The inputs of the proposed model are adapted to energy labelling information of the electric devices. An example case is presented considering a dwelling with high performance equipment.Data collection and reporting guidelines for european electro-mobility projects
http://hdl.handle.net/2117/27396
Title: Data collection and reporting guidelines for european electro-mobility projects
Authors: Corchero García, Cristina; Gumara Ferret, Ramon; Cruz Zambrano, Miguel; Sanmartí, Manel; Gkatzoflias, Dimitrios; Dilara, Panagiota; Drossinos, Ioannis; Donati, Alberto
Abstract: Analysis of the data collected from electro-mobility projects has shown that only in very limited cases, the data reported were of enough quality and/or comprehensive enough to allow a meaningful and complete analysis. Various types of data are sometimes missing, making it almost impossible to analyse them correctly. The objective of this report is to provide guidance to publicly funded European Electro-mobility Projects on what and how to monitor and report. Detailed description of the necessary monitored elements and those which are considered as optional due to the complexity or expense involved in collecting them, is included, as well some ideas on quality control and on data collection. An extensive stakeholder consultation has taken place before the release of this report.
Description: EUR - Scientific and Technical Research ReportsThu, 16 Apr 2015 15:57:39 GMThttp://hdl.handle.net/2117/273962015-04-16T15:57:39ZCorchero García, Cristina; Gumara Ferret, Ramon; Cruz Zambrano, Miguel; Sanmartí, Manel; Gkatzoflias, Dimitrios; Dilara, Panagiota; Drossinos, Ioannis; Donati, AlbertonoElectric vehicle, electro mobility, mobility data, user behaviour, driver patternAnalysis of the data collected from electro-mobility projects has shown that only in very limited cases, the data reported were of enough quality and/or comprehensive enough to allow a meaningful and complete analysis. Various types of data are sometimes missing, making it almost impossible to analyse them correctly. The objective of this report is to provide guidance to publicly funded European Electro-mobility Projects on what and how to monitor and report. Detailed description of the necessary monitored elements and those which are considered as optional due to the complexity or expense involved in collecting them, is included, as well some ideas on quality control and on data collection. An extensive stakeholder consultation has taken place before the release of this report.Problemas numéricos con corrección automática: qué se puede y qué se debe hacer
http://hdl.handle.net/2117/27209
Title: Problemas numéricos con corrección automática: qué se puede y qué se debe hacer
Authors: González Alastrué, José Antonio
Abstract: La presente comunicación describe los objetivos, organización, proceso y divulgación de un taller orientado a proporcionar a docentes del campo de la estadística y la investigación operativa (y posiblemente de otros campos) una primera noción sobre la construcción de problemas con la plataforma e-status. El taller se estructura en base a cuatro casos que van incrementando el nivel de complejidad, para ir mostrando diversas posibilidades didácticas a la hora de elaborar buenos ejercicios que hagan reflexionar al estudiante.Thu, 09 Apr 2015 11:13:28 GMThttp://hdl.handle.net/2117/272092015-04-09T11:13:28ZGonzález Alastrué, José Antonionoe-status, plataformas educativas, problemas automáticosLa presente comunicación describe los objetivos, organización, proceso y divulgación de un taller orientado a proporcionar a docentes del campo de la estadística y la investigación operativa (y posiblemente de otros campos) una primera noción sobre la construcción de problemas con la plataforma e-status. El taller se estructura en base a cuatro casos que van incrementando el nivel de complejidad, para ir mostrando diversas posibilidades didácticas a la hora de elaborar buenos ejercicios que hagan reflexionar al estudiante.Perspective reformulations of the CTA problem with L_2 distances
http://hdl.handle.net/2117/26342
Title: Perspective reformulations of the CTA problem with L_2 distances
Authors: Castro Pérez, Jordi; Frangioni, Antonio; Gentile, Claudio
Abstract: Any institution that disseminates data in aggregated form h
as the duty to ensure that individual confidential information is not disclosed, either by not releasing data or by perturbing the released data, while maintaining data utility. Controlled tabular adjustment (CTA) is a promising technique of the second type where a protected table that is close to the original one in some chosen distance is constructed. The choice of the specific distance shows a trade-off: while the Euclidean distance has been shown (and is confirmed here) to produce tables with greater “utility”, it gives rise to Mixed Integer Quadratic Problems (MIQPs) with pairs of linked semi-continuous variables that are more difficult to solve than the Mixed Integer Linear Problems corresponding to linear norms. We provide a novel analysis of Perspective Reformulations (PRs) for this special structure; in particular, we devise a Projected PR (P2 R) which is piecewiseconic but simplifies to a (nonseparable) MIQP when the instance is symmetric. We then compare different formulations of the CTA problem, show ing that the ones based on P2 R most often obtain better computational results.Fri, 13 Feb 2015 13:46:53 GMThttp://hdl.handle.net/2117/263422015-02-13T13:46:53ZCastro Pérez, Jordi; Frangioni, Antonio; Gentile, ClaudionoMixed Integer Quadratic Programming, Perspective Reformulation, Data
Privacy, Statistical Disclosure Control, Tabular Data Protection, Controlled Tabular AdjustmentAny institution that disseminates data in aggregated form h
as the duty to ensure that individual confidential information is not disclosed, either by not releasing data or by perturbing the released data, while maintaining data utility. Controlled tabular adjustment (CTA) is a promising technique of the second type where a protected table that is close to the original one in some chosen distance is constructed. The choice of the specific distance shows a trade-off: while the Euclidean distance has been shown (and is confirmed here) to produce tables with greater “utility”, it gives rise to Mixed Integer Quadratic Problems (MIQPs) with pairs of linked semi-continuous variables that are more difficult to solve than the Mixed Integer Linear Problems corresponding to linear norms. We provide a novel analysis of Perspective Reformulations (PRs) for this special structure; in particular, we devise a Projected PR (P2 R) which is piecewiseconic but simplifies to a (nonseparable) MIQP when the instance is symmetric. We then compare different formulations of the CTA problem, show ing that the ones based on P2 R most often obtain better computational results.Renewable energies in medium-term power planning
http://hdl.handle.net/2117/26280
Title: Renewable energies in medium-term power planning
Authors: Marí Tomàs, Laura; Nabona Francisco, Narcís
Abstract: The medium-term generation planning over a yearly horizon for generation portfolios including hydro generation and non-dispatchable renewables such as wind power and solar photovoltaic generation reveals how the penetration of these technologies reduces the share of other technologies and how it changes the profits and the profit spread in liberalized electricity markets. The matching of the load duration curves in different periods and the forced outages of generation units are here addressed through probabilistic methods and a heuristic is employed to guess which of the load-matching constraints may be active at the solution. There are well-established models for hydro generation in medium-term planning, but specific models are necessary to account for wind power and photovoltaic generation. A proposal for these is made in this work, which is suitable for use in the load duration curve matching through probabilistic methods. Moreover the stochasticity of the renewable sources requires the use of stochastic programming employing scenario trees, here developed using quasi-Monte Carlo techniques. Medium-term pumping schemes are also considered. Several realistic cases will be solved for two behavioral principles of a pure pool market: endogenous cartel and equilibrium.Tue, 10 Feb 2015 11:08:41 GMThttp://hdl.handle.net/2117/262802015-02-10T11:08:41ZMarí Tomàs, Laura; Nabona Francisco, NarcísnoLoad matching, medium-term power planning, renewable energy sources, stochastic programmingThe medium-term generation planning over a yearly horizon for generation portfolios including hydro generation and non-dispatchable renewables such as wind power and solar photovoltaic generation reveals how the penetration of these technologies reduces the share of other technologies and how it changes the profits and the profit spread in liberalized electricity markets. The matching of the load duration curves in different periods and the forced outages of generation units are here addressed through probabilistic methods and a heuristic is employed to guess which of the load-matching constraints may be active at the solution. There are well-established models for hydro generation in medium-term planning, but specific models are necessary to account for wind power and photovoltaic generation. A proposal for these is made in this work, which is suitable for use in the load duration curve matching through probabilistic methods. Moreover the stochasticity of the renewable sources requires the use of stochastic programming employing scenario trees, here developed using quasi-Monte Carlo techniques. Medium-term pumping schemes are also considered. Several realistic cases will be solved for two behavioral principles of a pure pool market: endogenous cartel and equilibrium.Comparative study of RPSALG algorithm for convex semi-infinite programming
http://hdl.handle.net/2117/24133
Title: Comparative study of RPSALG algorithm for convex semi-infinite programming
Authors: Auslander, Alfred; Ferrer Biosca, Alberto; Goberna, Miguel Ángel; López Cerdá, Marco Antonio
Abstract: The Remez penalty and smoothing algorithm (RPSALG) is a unified framework for penalty and smoothing methods for solving min-max convex semi-infinite programing problems, whose convergence was analyzed in a previous paper of three of the authors. In this paper we consider a partial implementation of RPSALG for solving ordinary convex semi-infinite programming problems. Each iteration of RPSALG involves two types of
auxiliary optimization problems: the Örst one consists of obtaining an approximate solution of some discretized convex problem, while the second one requires to solve a non-convex optimization problem involving the parametric constraints as objective function with the parameter as variable. In this paper we tackle the latter problem with a variant of the cutting angle method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement di§erent variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems.Mon, 22 Sep 2014 11:36:14 GMThttp://hdl.handle.net/2117/241332014-09-22T11:36:14ZAuslander, Alfred; Ferrer Biosca, Alberto; Goberna, Miguel Ángel; López Cerdá, Marco AntonionoConvex semi-infinite programming, Remez-type methods, penalty methods, smoothing methods, cutting angle method.The Remez penalty and smoothing algorithm (RPSALG) is a unified framework for penalty and smoothing methods for solving min-max convex semi-infinite programing problems, whose convergence was analyzed in a previous paper of three of the authors. In this paper we consider a partial implementation of RPSALG for solving ordinary convex semi-infinite programming problems. Each iteration of RPSALG involves two types of
auxiliary optimization problems: the Örst one consists of obtaining an approximate solution of some discretized convex problem, while the second one requires to solve a non-convex optimization problem involving the parametric constraints as objective function with the parameter as variable. In this paper we tackle the latter problem with a variant of the cutting angle method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement di§erent variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems.Stochastic optimal sale bid for a wind power producer
http://hdl.handle.net/2117/23684
Title: Stochastic optimal sale bid for a wind power producer
Authors: Sacripante, Simona; Heredia, F.-Javier (Francisco Javier); Corchero García, Cristina
Abstract: Wind power generation has a key role in Spanish electricity system since it is a native source of energy that could help Spain to reduce its dependency on the exterior for the production of electricity. Apart from the great environmental benefits produced, wind energy reduce considerably spot energy price, reaching to cover 16,6 % of peninsular demand. Although, wind farms show high investment costs and need an efficient incentive scheme to be financed. If on one hand, Spain has been a leading country in Europe in developing a successful incentive scheme, nowadays tariff deficit and negative economic conjunctures asks for consistent reductions in the support mechanism and demand wind producers to be able to compete into the market with more mature technologies. The objective of this work is to find an optimal commercial strategy in the production market that would allow wind producer to maximize their daily profit. That can be achieved on one hand, increasing incomes in daily and intraday markets, on the other hand, reducing deviation costs due to error in generation predictions. We will previously analyze market features and common practices in use and then develop our own sale strategy solving a two-stage linear stochastic optimization problem. The first stage variable will be the sale bid in the day–ahead market while second stage variables will be the offers to the six sessions of intraday market. The model is implemented using real data from a wind producer leader in Spain.
Description: Research ReportWed, 27 Aug 2014 10:46:49 GMThttp://hdl.handle.net/2117/236842014-08-27T10:46:49ZSacripante, Simona; Heredia, F.-Javier (Francisco Javier); Corchero García, Cristinanoelectricity market, wind producer, stochastic programmingWind power generation has a key role in Spanish electricity system since it is a native source of energy that could help Spain to reduce its dependency on the exterior for the production of electricity. Apart from the great environmental benefits produced, wind energy reduce considerably spot energy price, reaching to cover 16,6 % of peninsular demand. Although, wind farms show high investment costs and need an efficient incentive scheme to be financed. If on one hand, Spain has been a leading country in Europe in developing a successful incentive scheme, nowadays tariff deficit and negative economic conjunctures asks for consistent reductions in the support mechanism and demand wind producers to be able to compete into the market with more mature technologies. The objective of this work is to find an optimal commercial strategy in the production market that would allow wind producer to maximize their daily profit. That can be achieved on one hand, increasing incomes in daily and intraday markets, on the other hand, reducing deviation costs due to error in generation predictions. We will previously analyze market features and common practices in use and then develop our own sale strategy solving a two-stage linear stochastic optimization problem. The first stage variable will be the sale bid in the day–ahead market while second stage variables will be the offers to the six sessions of intraday market. The model is implemented using real data from a wind producer leader in Spain.A fast CTA method without the complicating binary decisions
http://hdl.handle.net/2117/23462
Title: A fast CTA method without the complicating binary decisions
Authors: Castro Pérez, Jordi; González Alastrué, José AntonioWed, 09 Jul 2014 14:04:31 GMThttp://hdl.handle.net/2117/234622014-07-09T14:04:31ZCastro Pérez, Jordi; González Alastrué, José AntonionoAssessing the disclosure risk of CTA-like methods
http://hdl.handle.net/2117/22739
Title: Assessing the disclosure risk of CTA-like methods
Authors: Castro Pérez, Jordi
Abstract: Minimum distance controlled tabular adjustment (CTA) is a recent perturbative approach for statistical disclosure control in tabular data. CTA looks for the closest
safe table, using some particular distance. In this talk we provide empirical results to assess the disclosure risk of the method. A set of 33 instances from the literature and
four different attacker scenarios are considered. The result
s show that, unless the attacker has good information about the original table, CTA has low disclosure risk. This talk summarizes results reported in the paper “Castro, J. (2013). On assessing the disclosure risk of controlled adjustment methods for statistical tabular data, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 20, 921–941.Mon, 28 Apr 2014 17:19:45 GMThttp://hdl.handle.net/2117/227392014-04-28T17:19:45ZCastro Pérez, JordinoMinimum distance controlled tabular adjustment (CTA) is a recent perturbative approach for statistical disclosure control in tabular data. CTA looks for the closest
safe table, using some particular distance. In this talk we provide empirical results to assess the disclosure risk of the method. A set of 33 instances from the literature and
four different attacker scenarios are considered. The result
s show that, unless the attacker has good information about the original table, CTA has low disclosure risk. This talk summarizes results reported in the paper “Castro, J. (2013). On assessing the disclosure risk of controlled adjustment methods for statistical tabular data, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 20, 921–941.Bartering integer commodities with exogenous prices
http://hdl.handle.net/2117/21996
Title: Bartering integer commodities with exogenous prices
Authors: Nasini, Stefano; Castro Pérez, Jordi; Fonseca Casas, Pau
Abstract: The analysis of markets with indivisible goods and xed exogenous prices has played
an important role in economic models, especially in relation to wage rigidity and unemployment.
This paper provides a novel mathematical programming based approach to study pure
exchange economies where discrete amounts of commodities are exchanged at xed prices.
Barter processes, consisting in sequences of elementary reallocations of couple of commodities
among couples of agents, are formalized as local searches converging to equilibrium
allocations. A direct application of the analyzed processes in the context of computational
economics is provided, along with a Java implementation of the approaches described in this
paper: http://www-eio.upc.edu/~nasini/SER/launch.htmlTue, 11 Mar 2014 14:40:07 GMThttp://hdl.handle.net/2117/219962014-03-11T14:40:07ZNasini, Stefano; Castro Pérez, Jordi; Fonseca Casas, PaunoMicroeconomic Theory, Combinatorial optimization, Multiobjective
optimization, Multiagent systemsThe analysis of markets with indivisible goods and xed exogenous prices has played
an important role in economic models, especially in relation to wage rigidity and unemployment.
This paper provides a novel mathematical programming based approach to study pure
exchange economies where discrete amounts of commodities are exchanged at xed prices.
Barter processes, consisting in sequences of elementary reallocations of couple of commodities
among couples of agents, are formalized as local searches converging to equilibrium
allocations. A direct application of the analyzed processes in the context of computational
economics is provided, along with a Java implementation of the approaches described in this
paper: http://www-eio.upc.edu/~nasini/SER/launch.htmlSolving DC programs using the cutting angle method
http://hdl.handle.net/2117/21984
Title: Solving DC programs using the cutting angle method
Authors: Ferrer Biosca, Alberto; Bagirov, Adil; Beliakov, Gleb
Abstract: In this paper, we propose a new algorithm for global minimization of functions represented as a difference of two convex functions. The proposed method is a derivative free method and it is designed by adapting the extended cutting angle method. We present preliminary results of numerical experiments using test problems with difference of convex objective functions and box-constraints. We also compare the proposed algorithm with a classical one that uses prismatical subdivisions.Tue, 11 Mar 2014 08:26:15 GMThttp://hdl.handle.net/2117/219842014-03-11T08:26:15ZFerrer Biosca, Alberto; Bagirov, Adil; Beliakov, GlebnoDC programming, Lipschitz programming, Cutting Angle methodIn this paper, we propose a new algorithm for global minimization of functions represented as a difference of two convex functions. The proposed method is a derivative free method and it is designed by adapting the extended cutting angle method. We present preliminary results of numerical experiments using test problems with difference of convex objective functions and box-constraints. We also compare the proposed algorithm with a classical one that uses prismatical subdivisions.Exploiting total unimodularity for classes of random network problems
http://hdl.handle.net/2117/21031
Title: Exploiting total unimodularity for classes of random network problems
Authors: Castro Pérez, Jordi; Nasini, Stefano
Abstract: Network analysis is of great interest for the study of social
, biological and technolog-
ical networks, with applications, among others, in busines
s, marketing, epidemiology and
telecommunications. Researchers are often interested in a
ssessing whether an observed fea-
ture in some particular network is expected to be found withi
n families of networks under
some hypothesis (named conditional random networks, i.e.,
networks satisfying some linear
constraints). This work presents procedures to generate ne
tworks with specified structural
properties which rely on the solution of classes of integer o
ptimization problems. We show
that, for many of them, the constraints matrices are totally
unimodular, allowing the efficient
generation of conditional random networks by polynomial ti
me interior-point methods. The
computational results suggest that the proposed methods ca
n represent a general framework
for the efficient generation of random networks even beyond the
models analyzed in this pa-
per. This work also opens the possibility for other applicat
ions of mathematical programming
in the analysis of complex networks.Tue, 17 Dec 2013 12:38:37 GMThttp://hdl.handle.net/2117/210312013-12-17T12:38:37ZCastro Pérez, Jordi; Nasini, StefanonoNetwork analysis is of great interest for the study of social
, biological and technolog-
ical networks, with applications, among others, in busines
s, marketing, epidemiology and
telecommunications. Researchers are often interested in a
ssessing whether an observed fea-
ture in some particular network is expected to be found withi
n families of networks under
some hypothesis (named conditional random networks, i.e.,
networks satisfying some linear
constraints). This work presents procedures to generate ne
tworks with specified structural
properties which rely on the solution of classes of integer o
ptimization problems. We show
that, for many of them, the constraints matrices are totally
unimodular, allowing the efficient
generation of conditional random networks by polynomial ti
me interior-point methods. The
computational results suggest that the proposed methods ca
n represent a general framework
for the efficient generation of random networks even beyond the
models analyzed in this pa-
per. This work also opens the possibility for other applicat
ions of mathematical programming
in the analysis of complex networks.A fix-and-relax heuristic for controlled tabular adjustment
http://hdl.handle.net/2117/21030
Title: A fix-and-relax heuristic for controlled tabular adjustment
Authors: Baena, Daniel; Castro Pérez, Jordi
Abstract: Controlled tabular adjustment (CTA) is an emerging protect
ion technique for tabular data pro-
tection. CTA formulates a mixed integer linear programming
problem, which is tough for tables
of moderate size. Finding a feasible initial solution may ev
en be a challenging task for large
instances. On the other hand, end users of tabular data prote
ction techniques give priority to fast
executions and are thus satisfied in practice with suboptima
l solutions. In this work the fix-and-
relax strategy is applied to large CTA instances. Fix-and-r
elax is based on partitioning the set of
binary variables into clusters to selectively explore a sma
ller branch-and-cut tree. We report ex-
tensive computational results on a set of real and random CTA
instances. Fix-and-relax is shown
to be competitive compared to plain CPLEX branch-and-cut in
terms of quickly finding either a
feasible solution or a good upper bound in di
ffi
cult instances.Tue, 17 Dec 2013 12:34:38 GMThttp://hdl.handle.net/2117/210302013-12-17T12:34:38ZBaena, Daniel; Castro Pérez, JordinoControlled tabular adjustment (CTA) is an emerging protect
ion technique for tabular data pro-
tection. CTA formulates a mixed integer linear programming
problem, which is tough for tables
of moderate size. Finding a feasible initial solution may ev
en be a challenging task for large
instances. On the other hand, end users of tabular data prote
ction techniques give priority to fast
executions and are thus satisfied in practice with suboptima
l solutions. In this work the fix-and-
relax strategy is applied to large CTA instances. Fix-and-r
elax is based on partitioning the set of
binary variables into clusters to selectively explore a sma
ller branch-and-cut tree. We report ex-
tensive computational results on a set of real and random CTA
instances. Fix-and-relax is shown
to be competitive compared to plain CPLEX branch-and-cut in
terms of quickly finding either a
feasible solution or a good upper bound in di
ffi
cult instances.Medium-term load matching in power planning
http://hdl.handle.net/2117/20720
Title: Medium-term load matching in power planning
Authors: Nabona Francisco, Narcís
Abstract: The medium-term planning for a company participating in a pure pool market can be considered under different behavioral
principles: cartel, endogenous cartel with respect to hydro generation, and equilibrium. One of the important aspects of the model is the medium-term load matching, where load is represented by the load duration curves of each period into which the
medium-term horizon is subdivided.
The probabilistically exact Bloom and Gallant formulation of load matching could be employed, but its exponential number of
load-matching inequality constraints limits its use to small cases.
A heuristic has been proposed where only a small subset of the load-matching constraints, hopefully containing the active ones at the optimizer, is employed. This heuristic does not perform totally well with the more complex models, as those of endogenous cartel and equilibrium behavior, and a more comprehensive heuristic procedure is presented here. A well-known alternative method of medium-term load matching is the multi-block approximation to the load duration curve.
The three load-matching techniques mentioned above are here described and are compared, and computational results for realistic
systems are analyzed for the different behavioral models, showing the advantages of each procedure.Mon, 25 Nov 2013 12:39:49 GMThttp://hdl.handle.net/2117/207202013-11-25T12:39:49ZNabona Francisco, NarcísnoBloom and Gallant formulation, Heuristics, Load matching, Medium-term power planningThe medium-term planning for a company participating in a pure pool market can be considered under different behavioral
principles: cartel, endogenous cartel with respect to hydro generation, and equilibrium. One of the important aspects of the model is the medium-term load matching, where load is represented by the load duration curves of each period into which the
medium-term horizon is subdivided.
The probabilistically exact Bloom and Gallant formulation of load matching could be employed, but its exponential number of
load-matching inequality constraints limits its use to small cases.
A heuristic has been proposed where only a small subset of the load-matching constraints, hopefully containing the active ones at the optimizer, is employed. This heuristic does not perform totally well with the more complex models, as those of endogenous cartel and equilibrium behavior, and a more comprehensive heuristic procedure is presented here. A well-known alternative method of medium-term load matching is the multi-block approximation to the load duration curve.
The three load-matching techniques mentioned above are here described and are compared, and computational results for realistic
systems are analyzed for the different behavioral models, showing the advantages of each procedure.