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    Optimum sizing and siting of renewable-energy-based dg units in distribution systems

    , Article Optimization in Renewable Energy Systems: Recent Perspectives ; 2017 , Pages 233-277 ; 9780081012093 (ISBN); 9780081010419 (ISBN) Arabali, A ; Ghofrani, M ; Bassett, J. B ; Pham, M ; Moeini Aghtaei, M ; Sharif University of Technology
    Elsevier Inc  2017
    Abstract
    The increasing demand for clean and nonfossil energy has escalated the integration of renewable power sources into the distribution system. Renewable distributed generators (DGs) have the potential to reduce the environmental impact when the integration into the distribution system is carefully optimized. However, serious technical issues will be raised when the integration is not properly implemented. This chapter presents optimal siting and sizing of renewable DG units within distribution systems. Both deterministic and probabilistic models of renewable-based DG units will be discussed in details along with characteristics of well-known renewable generators. The effects of DGs on... 

    Stochastic successive convex approximation for non-convex constrained stochastic optimization

    , Article IEEE Transactions on Signal Processing ; Volume 67, Issue 16 , 2019 , Pages 4189-4203 ; 1053587X (ISSN) Liu, A ; Lau, V. K. N ; Kananian, B ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2019
    Abstract
    This paper proposes a constrained stochastic successive convex approximation (CSSCA) algorithm to find a stationary point for a general non-convex stochastic optimization problem, whose objective and constraint functions are non-convex and involve expectations over random states. Most existing methods for non-convex stochastic optimization, such as the stochastic (average) gradient and stochastic majorization-minimization, only consider minimizing a stochastic non-convex objective over a deterministic convex set. The proposed CSSCA algorithm can also handle stochastic non-convex constraints in optimization problems, and it opens the way to solving more challenging optimization problems that... 

    Dynamic resource allocation in metro elastic optical networks using Lyapunov drift optimization

    , Article Journal of Optical Communications and Networking ; Volume 11, Issue 6 , 2019 , Pages 250-259 ; 19430620 (ISSN) Hadi, M ; Pakravan, M. R ; Agrell, E ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2019
    Abstract
    Consistent growth in the volume and dynamic behavior of traffic mandates new requirements for fast and adaptive resource allocation in metro networks. We propose a dynamic resource allocation technique for adaptive minimization of spectrum usage in metro elastic optical networks. We consider optical transmission as a service specified by its bandwidth profile parameters, which are minimum, average, and maximum required transmission rates. To consider random traffic events, we use a stochastic optimization technique to develop a novel formulation for dynamic resource allocation in which service level specifications and network stability constraints are addressed. Next, we employ the elegant... 

    A multistage stochastic programming approach in project selection and scheduling

    , Article International Journal of Advanced Manufacturing Technology ; Vol. 70, issue. 9-12 , 2014 , pp. 2125-2137 ; ISSN: 02683768 Rafiee, M ; Kianfar, F ; Farhadkhani, M ; Sharif University of Technology
    Abstract
    In this paper, the joint problem of project selection and project scheduling under uncertain environment is formulated, analyzed, and solved by multistage stochastic programs. First of all, a general mathematical formulation which can address several versions of the problem is presented. A multi-period project selection and scheduling problem is introduced and modeled by multistage stochastic programs, which are effective for solving long-term planning problems under uncertainty. A set of scenarios and corresponding probabilities is applied to model the multivariate random data process (costs or revenues, available budget, chance of success). Then, due to computational complexity, a scenario... 

    Efficient stochastic algorithms for document clustering

    , Article Information Sciences ; Volume 220 , 2013 , Pages 269-291 ; 00200255 (ISSN) Forsati, R ; Mahdavi, M ; Shamsfard, M ; Meybodi, M. R ; Sharif University of Technology
    2013
    Abstract
    Clustering has become an increasingly important and highly complicated research area for targeting useful and relevant information in modern application domains such as the World Wide Web. Recent studies have shown that the most commonly used partitioning-based clustering algorithm, the K-means algorithm, is more suitable for large datasets. However, the K-means algorithm may generate a local optimal clustering. In this paper, we present novel document clustering algorithms based on the Harmony Search (HS) optimization method. By modeling clustering as an optimization problem, we first propose a pure HS based clustering algorithm that finds near-optimal clusters within a reasonable time.... 

    A scenario tree approach to multi-period project selection problem using real-option valuation method

    , Article International Journal of Advanced Manufacturing Technology ; Volume 56, Issue 1-4 , 2011 , Pages 411-420 ; 02683768 (ISSN) Rafiee, M ; Kianfar, F ; Sharif University of Technology
    Abstract
    Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Multi-period project portfolio selection problems can be modeled by multistage stochastic programs. These models utilize a set of scenarios and corresponding probabilities to model the multivariate random data process (costs or revenues, available budget, chance of success). For most practical problems, the optimization problem that contains all possible scenarios is too large. Due to computational complexity, this program is often approximated by a model involving a (much) smaller number of scenarios. The scenario reduction algorithms determine a subset of the initial scenario set and... 

    Stochastic Optimization Techniques for Network Performance Improvement

    , Ph.D. Dissertation Sharif University of Technology Omidvar, Naeimeh (Author) ; Pakravan, Mohammad Reza (Supervisor) ; Hossein Khalaj, Babak (Co-Supervisor)
    Abstract
    Optimisation is ubiquitous and essential in almost all areas of engineering and computer science for the design and analysis of efficient systems and algorithms. Indeed, many engineering problems can be cast as optimisation problems, in which a decision must be made upon certain control parameters in order to maximise revenue or minimise an incurred cost in designing a system. Whereas deterministic optimization problems are formulated with known parameters, real-world problems almost invariably include parameters which are unknown at the time a decision is made. Stochastic optimisation is the approach for modelling optimization problems that involve uncertainty, and it has attracted a lot of... 

    Stochastic optimization using continuous action-set learning automata

    , Article Scientia Iranica ; Volume 12, Issue 1 , 2005 , Pages 14-25 ; 10263098 (ISSN) Beigy, H ; Meybodi, M. R ; Sharif University of Technology
    Sharif University of Technology  2005
    Abstract
    In this paper, an adaptive random search method, based on continuous action-set learning automata, is studied for solving stochastic optimization problems in which only the noisecorrupted value of a function at any chosen point in the parameter space is available. First, a new continuous action-set learning automaton is introduced and its convergence properties are studied. Then, applications of this new continuous action-set learning automata to the minimization of a penalized Shubert function and pattern classification are presented. © Sharif University of Technology  

    Stochastic energy management of microgrids during unscheduled islanding period

    , Article IEEE Transactions on Industrial Informatics ; Volume 13, Issue 3 , Volume 13, Issue 3 , 2017 , Pages 1079-1087 ; 15513203 (ISSN) Farzin, H ; Fotuhi Firuzabad, M ; Moeini Aghtaie, M ; Sharif University of Technology
    IEEE Computer Society  2017
    Abstract
    This paper deals with energy management of microgrids during unscheduled islanding events, initiated by disturbances in the main grid. In these situations, the main challenge is uncertainty about duration of disconnection from the main grid. In order to tackle this issue, a stochastic framework is proposed for optimal scheduling of microgrid resources over this period. The presented framework addresses the prevailing uncertainties of islanding duration as well as prediction errors of demand and renewable power generation. According to this framework, the probability distribution of islanding duration needs to be estimated, instead of predicting its exact value. The objective is to minimize... 

    Optimal Sizing and Operation of CHP Based on Stochastic Programming

    , M.Sc. Thesis Sharif University of Technology Bozorg, Mokhtar (Author) ; Ehsan, Mehdi (Supervisor)
    Abstract
    CHP (Combined Heat and Power) generates electricity and thermal energy simultaneously from input fuel. Since it has high energy efficiency and low installation time, it is an appropriate approach in energy management of residential complexes. In this project, stochastic programming based on Monte Carlo approach is used to handle uncertainties in the optimal sizing of CHP for residential complexes. Availability of CHP, boiler and AC bus as well as the electrical and thermal load forecast errors are considered as stochastic variables. Minimizing system total cost considering the probability of each scenario obtained from the scenario reduction algorithm is the objective function. The system... 

    Stochastic Maximum Principle for Fractional Brownian Motion

    , M.Sc. Thesis Sharif University of Technology Jamshidi, Mohammad Hadi (Author) ; Zohoori Zangeneh, Bijan (Supervisor) ; Tahmasebi, Mahdieh ($item.subfieldsMap.e)
    Abstract
    Portfolio optimization is one of the most important issues in capital market and Mathematical Finance. Also in simiulations of financial instruments, in many cases the fluctuations are not independed so we can’t use standard Brownian motion for portfolio optimization and simiulations. In these cases, we should use another kind of Brownian motion which is called fractional Brownian motion. After introducing fractional Brownian motion in chapter 1, we will present its properties in chapter 2 , then at chapter 3 we’ll study stochastic calculus in fractional case and finally in chapter 4 after presenting Stochastic maximum Principle and applying it on a portfolio optimization problem, we will... 

    Optimal incentive plans for plug-in electric vehicles

    , Article Power Systems ; Issue 9789811070556 , 2018 , Pages 299-320 ; 16121287 (ISSN) Rahmani Andebili, M ; Fotuhi Firuzabad, M ; Moeini Aghtaie, M ; Sharif University of Technology
    Springer Verlag  2018
    Abstract
    This chapter investigates implementation of some parking lots for a plug-in electric vehicle (PEV) aggregator to participate in energy market. Herein, behaviors of the PEVs’ drivers regarding their cooperation with the aggregator with respect to the introduced incentive (value of discount on charging fee of PEVs) are modeled. The considered incentive includes the value of discount on the charging fee of PEVs’ batteries. In addition, the capability of parking lots for transacting electrical energy is modeled based on the hourly arrival/departure time of PEVs to/from the parking lots and the hourly state of charge (SOC) of PEVs’ batteries. Also, the degradation of PEVs’ batteries is modeled... 

    Cross-layer QSI-Aware radio resource management for HetNets with flexible backhaul

    , Article 2016 IEEE Wireless Communications and Networking Conference, 3 April 2016 through 7 April 2016 ; Volume 2016-September , 2016 ; 15253511 (ISSN) ; 9781467398145 (ISBN) Omidvar, N ; Zhang, F ; Liu, A ; Lau, V ; Tsang, D ; Pakravan, M. R ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc 
    Abstract
    In this paper, we consider the problem of cross-layer radio resource management in heterogeneous networks (HetNets) with flexible backhaul, which aims at minimizing the total transmit power of base stations (BSs) while guaranteeing the average end-To-end data rate requirement of each data flow. We formulate the problem as a two-Timescale stochastic optimisation, where the long-Timescale control variables are flow control, routing control and interference coordination, while the short-Timescale control variable is instantaneous beamforming within each cell. Using a stochastic cutting plane (SCP) method, we propose a cross-layer queue-state information (QSI) aware radio resource management... 

    Stochastic operation framework for distribution networks hosting High wind penetrations

    , Article IEEE Transactions on Sustainable Energy ; 2017 ; 19493029 (ISSN) Dorostkar Ghamsari, M. R ; Fotuhi Firuzabad, M ; Lehtonen, M ; Safdarian, A ; Hoshyarzadeh, A. S ; Sharif University of Technology
    Abstract
    In this paper, a stochastic framework including two hierarchical stages is presented for the operation of distribution systems with high penetrations of wind power. In the first stage, termed Day Ahead Market Stage (DAMS), power purchases from day-ahead (DA) market and commitment of distributed generations (DGs) are determined. The DAMS model is formulated as a mixed integer linear programming (MILP) optimization problem. The uncertainty in predictions of wind generation, real time prices, and load profile are included in the optimization problem according to a scenario-based stochastic programming approach. The risk encountered due to the uncertainties is also taken into account. The... 

    A robust approach to schedule flexible ramp in real-time electricity market considering demand response

    , Article 2017 25th Iranian Conference on Electrical Engineering, ICEE 2017, 2 May 2017 through 4 May 2017 ; 2017 , Pages 1159-1164 ; 9781509059638 (ISBN) Heidarabadi, H ; Hosseini, S. H ; Ranjbar, H ; Sharif University of Technology
    Abstract
    Penetration of renewable energy resources in power systems and their uncertain natures have caused some challenges in a Real-Time Markets (RTMs) such as price forecasting and balancing issues. Independent System Operator's (ISO's) introduced flexible ramp products in RTMs to overcome this problem. In this paper, a novel method is presented for scheduling flexible ramp requirements in RTM considering Demand Response (DR). In this method, net load uncertainty is modeled using robust optimization (RO) technique in which each period is defined by some scenarios and RO is used to model the uncertainty of each scenario. In order to verify the effectiveness of the method, a typical case study is... 

    A stochastic multi-objective framework for optimal scheduling of energy storage systems in microgrids

    , Article IEEE Transactions on Smart Grid ; Volume 8, Issue 1 , 2017 , Pages 117-127 ; 19493053 (ISSN) Farzin, H ; Fotuhi Firuzabad, M ; Moeini Aghtaie, M ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2017
    Abstract
    This paper presents a stochastic framework for day-ahead scheduling of microgrid energy storage systems in the context of multi-objective (MO) optimization. Operation cost of microgrid in normal conditions and load curtailment index in case of unscheduled islanding events (initiated by disturbances in the main grid) are chosen as main criteria of the proposed scheme. In practice, duration of disconnection from the upstream network is unknown in unscheduled islanding incidents and cannot be predicted with certainty. To properly handle the uncertainties associated with time and duration of such events as well as microgrid load and renewable power generation, stochastic models are involved in... 

    Dynamic optimization of natural gas networks under customer demand uncertainties

    , Article Energy ; Volume 134 , 2017 , Pages 968-983 ; 03605442 (ISSN) Ahmadian Behrooz, H ; Bozorgmehry Boozarjomehry, R ; Sharif University of Technology
    Abstract
    In natural gas transmission networks, the efficiency of daily operation is strongly dependent on our knowledge about the customer future demands. Unavailability of accurate demand forecasts makes it more important to be able to characterize the loads and quantify the corresponding uncertainty. A planning strategy for natural gas transmission networks under future demand uncertainty is addressed, which involves coupling of a gas transmission network dynamic simulator with the stochastic optimization framework. Loads from a gas-fired power plant are studied where the loads are characterized by a number of uncertain parameters, and unscented transform is utilized for uncertainty propagation.... 

    Optimal hierarchical radio resource management for HetNets with flexible backhaul

    , Article IEEE Transactions on Wireless Communications ; Volume 17, Issue 7 , 2018 , Pages 4239-4255 ; 15361276 (ISSN) Omidvar, N ; Liu, A ; Lau, V ; Zhang, F ; Tsang, D. H. K ; Pakravan, M. R ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2018
    Abstract
    Providing backhaul connectivity for macro and pico base stations (BSs) constitutes a significant share of infrastructure costs in future heterogeneous networks (HetNets). To address this issue, the emerging idea of flexible backhaul is proposed. Under this architecture, not all the pico BSs are connected to the backhaul, resulting in a significant reduction in the infrastructure costs. In this regard, pico BSs without backhaul connectivity need to communicate with their nearby BSs in order to have indirect accessibility to the backhaul. This makes the radio resource management (RRM) in such networks more complex and challenging. In this paper, we address the problem of cross-layer RRM in... 

    An algorithm for numerical nonlinear optimization: fertile field algorithm (FFA)

    , Article Journal of Ambient Intelligence and Humanized Computing ; Volume 11, Issue 2 , 2020 , Pages 865-878 Mohammadi, M ; Khodaygan, S ; Sharif University of Technology
    Springer  2020
    Abstract
    Nature, as a rich source of solutions, can be an inspirational guide to answer scientific expectations. Seed dispersal mechanism as one of the most common reproduction method among the plants is a unique technique with millions of years of evolutionary history. In this paper, inspired by plants survival, a novel method of optimization is presented, which is called Fertile Field Algorithm. One of the main challenges of stochastic optimization methods is related to the efficiency of the searching process for finding the global optimal solution. Seeding procedure is the most common reproduction method among all the plants. In the proposed method, the searching process is carried out through a... 

    Efficient, Fair, and QoS-Aware policies for wirelessly powered communication networks

    , Article IEEE Transactions on Communications ; Volume 68, Issue 9 , 2020 , Pages 5892-5907 Rezaei, R ; Omidvar, N ; Movahednasab, M ; Pakravan, M. R ; Sun, S ; Guan, Y. L ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2020
    Abstract
    In this paper, we propose efficient wireless power transfer (WPT) policies for various practical scenarios in wirelessly powered communication networks (WPCNs). First, we consider WPT from an energy access point (E-AP) to multiple energy receivers (E-Rs). We formulate the problem of maximizing the total average received power of the E-Rs subject to power constraints of the E-AP, which is a non-convex stochastic optimization problem. Using eigenvalue decomposition techniques, we derive a closed-form expression for the optimal policy, which requires the distribution of the channel state information (CSI) in the network. We then propose a near-optimal policy that does not require this knowledge...