Sharif Digital Repository

This paper proposes a new coordinated voltage control scheme to ensure voltage security of power systems. The scheme schedules reactive power injection from VAR sources, including synchronous generators and condensers, capacitor banks, switchable reactors and FACTS devices, to ensure desired loading margin of power systems for a given horizon of time. The problem is treated as voltage security constrained multi-period optimal reactive power flow (VSC-MPORPF). To incorporate scheduling of both continuous and discrete VAR sources, the VSC-MPORPF is formulated as a mixed-integer nonlinear programming problem, and is solved using generalized Benders decomposition (GBD). Multi-period formulation... 

This paper proposes a new method for recognizing the price maker firms in the Independent System Operator (ISO)'s point of view. In the proposed methodology, at the first, all firms are supposed to be as price takers. Then the state of each firm will be changed from price taker to price maker and the obtained profit in either of cases is compared. In the proposed methodology the Supply Function Equilibrium (SFE) model is used for modeling a price maker firm's bidding strategy. If a price maker firm changes the market clearing price (MCP) noticeably, that firm is realized as a price maker. GAMS (General Algebraic Modeling System) language has been used to solve the market simulation model... 

This paper presents a bi-objective vendor managed inventory (BOVMI) model for a supply chain problem with a single vendor and multiple retailers, in which the demand is fuzzy and the vendor manages the retailers' inventory in a central warehouse. The vendor confronts two constraints: number of orders and available budget. In this model, the fuzzy demand is formulated using trapezoidal fuzzy number (TrFN) where the centroid defuzzification method is employed to defuzzify fuzzy output functions. Minimizing both the total inventory cost and the warehouse space are the two objectives of the model. Since the proposed model is formulated into a bi-objective integer nonlinear programming (INLP)... 

We derive a new non-linear two dimensional model for melt flows and interface instability in aluminum reduction cells. This model is based on non-linear de St. Venant shallow water equations and contains the main features of an aluminum reduction cell. In this model we consider linear friction terms but in a new way that has not been considered in previous works. Our results are in good agreement with the results of simulation of viscous flow. This model is applicable both in determination of melt flows in molten aluminum and cryolite layers and also in finding the extreme limit for stability of interfacial waves in an aluminum reduction cell  

This paper proposes a new energy management model for residential buildings to handle the uncertainties of demand and on-site PV generation. For this purpose, the building energy management system (BEMS) organizes a transactive energy (TE) market among plug-in electric vehicles (PEVs) to determine their charge/discharge scheduling. According to the proposed TE framework, the PEV owners get reimbursed by the BEMS for the flexibility they offer. In this regard, the PEV owners submit their response curves for reimbursement upon arrival. Then, the BEMS solves an optimization problem to maximize its own profit and determine the real-time TE market-clearing price. Afterward, based on the clearing... 

In this paper, the problem of Optimal Trajectory Planning for a high speed planing boat under nonlinear equality and inequality path constraints, is addressed. First, a nonlinear mathematical model of the craft's dynamic is constructed. To solve a trajectory optimization problem, we can utilize the indirect or direct methods. In the indirect methods, the maximum principle of Pontryagin is used to transform the optimal control problem into Euler-Lagrange equations, on the other hand, in the direct methods it is necessary to transcribe the optimal control problem into a nonlinear programming problem (NLP) by discretization of states and controls. The resulted NLP can be solved by... 

We propose a robust optimization framework to deal with uncertain component reliabilities in redundancy allocation problems in series-parallel systems. The proposed models are based on linearized versions of standard mixed integer nonlinear programming (MINLP) formulations of these problems. We extend the linearized models to address uncertainty by assuming that the component reliabilities belong to a budgeted uncertainty set, and develop robust counterpart models. A key challenge is that, because the models involve nonlinear functions of the uncertain data, classical robust optimization approaches cannot apply directly to construct their robust optimization counterparts. We exploit problem... 

Purpose: This study aims to deal with supplier selection problem. The supplier selection problem has significantly become attractive to researchers and practitioners in recent years. Many real-world supply chain problems are assumed as multiple objectives combinatorial optimization problems. Design/methodology/approach: In this paper, the authors propose a multi-objective model with fuzzy parameters to select suppliers and allocate orders considering multiple periods, multiple resources, multiple products and two-echelon supply chain. The objective functions consist of total purchase costs, transportation, order and on-time delivery, coverage and the weights of suppliers. Distance-based... 

The Newsboy problem has always been an important issue in inventory management. The multi-product newsboy problem with random yield and budget constraint named as the Gardener Problem is one of the novels and popular extensions of the newsboy problem. Different from the existing studies, this paper presents a multi-product gardener problem with reservation policy. Moreover, a discount rate is offered to those customers who are willing to make reservations. In addition to the demand from the original customers, extra demand is included in the model due to the motivation received by the discount rate. A solution algorithm namely the multi-product gardener problem with reservation policy... 

We present a structured algorithm for solving constrained nonlinear least squares problems, and establish its local two-step Q-superlinear convergence. The approach is based on an adaptive structured scheme due to Mahdavi-Amiri and Bartels of the exact penalty method of Coleman and Conn for nonlinearly constrained optimization problems. The structured adaptation also makes use of the ideas of Nocedal and Overton for handling quasi-Newton updates of projected Hessians. We discuss the comparative results of the testing of our programs and three nonlinear programming codes from KNITRO on some randomly generated test problems due to Bartels and Mahdavi-Amiri. The results indeed confirm the... 

In the restructured power systems, they are typically scheduled based on the offers and bids to buy and sell energy and ancillary services (AS) subject to operational and security constraints. Generally, no account is taken of unit reliability when scheduling it. Therefore generating units have no incentive to improve their reliability. This paper proposes a new method to obtain the equilibrium points for reliability and price bidding strategy of units when the unit reliability is considered in the scheduling problem. The proposed methodology employs the supply function equilibrium (SFE) for modeling a unit's bidding strategy. Units change their bidding strategies and improve their... 

Integration of wind power generation creates new concerns for operation engineers in a power system. Unlike conventional power generation sources, wind power generators supply intermittent power due to uncertainty in parameters of wind such as its velocity. This paper presents probabilistic model for load and wind power uncertainty which can be used in operation planning (with durations up to one or two years). A stochastic model is proposed to simulate the status of units that are directly affected by the load and wind power generation uncertainties. This paper develops a solution method for generation scheduling of power system, while taking into account the stochastic behavior of the load...