Abstract: In Algeria agricultural irrigation is the primary water consuming sector followed by the domestic and industrial sectors. Economic development in the last decade has weighed heavily on water resources which are relatively limited and gradually decreasing to the detriment of agriculture. The research presented in this paper focuses on the optimization of irrigation water demand. Dynamic Programming-Neural Network (DPNN) method is applied to investigate reservoir optimization. The optimal operation rule is formulated to minimize the gap between water release and water irrigation demand. As a case study, Foum El-Gherza dam’s reservoir system in south of Algeria has been selected to examine our proposed optimization model. The application of DPNN method allowed increasing the satisfaction rate (SR) from 12.32% to 55%. In addition, the operation rule generated showed more reliable and resilience operation for the examined case study.
Abstract: Currently, LLC «Lukoil-Kaliningradmorneft» is implementing a comprehensive program for the development of offshore fields of the Kaliningrad region. This is largely associated with the depletion of the resource base of land in the region, as well as the positive results of geological investigation surrounding the Baltic Sea area and the data on the volume of hydrocarbon recovery from a single offshore field are working on the Kaliningrad region – D-6 «Kravtsovskoye».The article analyzes the main stages of the LLC «Lukoil-Kaliningradmorneft»’s development program for the development of the hydrocarbon resources of the region's shelf and suggests an optimization algorithm that allows managing a multi-criteria process of development of shelf deposits. The algorithm is formed on the basis of the problem of sequential decision making, which is a section of dynamic programming. Application of the algorithm during the consolidation of the initial data, the elaboration of project documentation, the further exploration and development of offshore fields will allow to optimize the complex of technical and technological solutions and increase the economic efficiency of the field development project implemented by LLC «Lukoil-Kaliningradmorneft».
Abstract: Where human beings can easily learn and adopt pronunciation variations, machines need training before put into use. Also humans keep minimum vocabulary and their pronunciation variations are stored in front-end of their memory for ready reference, while machines keep the entire pronunciation dictionary for ready reference. Supervised methods are used for preparation of pronunciation dictionaries which take large amounts of manual effort, cost, time and are not suitable for real time use. This paper presents an unsupervised adaptation model for building agile and dynamic pronunciation dictionaries online. These methods mimic human approach in learning the new pronunciations in real time. A new algorithm for measuring sound distances called Dynamic Phone Warping is presented and tested. Performance of the system is measured using an adaptation model and the precision metrics is found to be better than 86 percent.
Abstract: In this paper, dynamic programming is used to determine the optimal management of financial resources in company. Solution of the problem by consider into simpler substructures is constructed. The optimal management of internal capital of company are simulated. The tools applied in this development are based on graph theory. The software of given problems is built by using greedy algorithm. The obtained model and program maintenance enable us to define the optimal version of management of proper financial flows by using visual diagram on each level of investment.
Abstract: High penetration of intermittent renewable energy sources (RES) such as solar power and wind power into the energy system has caused temporal and spatial imbalance between electric power supply and demand for some countries and regions. This brings about the critical need for coordinating power production and power exchange for different regions. As compared with the power-only systems, the combined heat and power (CHP) systems can provide additional flexibility of utilizing RES by exploiting the interdependence of power and heat production in the CHP plant. In the CHP system, power production can be influenced by adjusting heat production level and electric power can be used to satisfy heat demand by electric boiler or heat pump in conjunction with heat storage, which is much cheaper than electric storage. This paper addresses multi-site CHP systems without considering RES, which lay foundation for handling penetration of RES. The problem under study is the unit commitment (UC) of the transmission-constrained multi-site CHP systems. We solve the problem by combining linear relaxation of ON/OFF states and sequential dynamic programming (DP) techniques, where relaxed states are used to reduce the dimension of the UC problem and DP for improving the solution quality. Numerical results for daily scheduling with realistic models and data show that DP-based algorithm is from a few to a few hundred times faster than CPLEX (standard commercial optimization software) with good solution accuracy (less than 1% relative gap from the optimal solution on the average).
Abstract: In this work, the system evaluates the impact of considering a stochastic approach on the day ahead basis Unit Commitment. Comparisons between stochastic and deterministic Unit Commitment solutions are provided. The Unit Commitment model consists in the minimization of the total operation costs considering unit’s technical constraints like ramping rates, minimum up and down time. Load shedding and wind power spilling is acceptable, but at inflated operational costs. The evaluation process consists in the calculation of the optimal unit commitment and in verifying the fulfillment of the considered constraints. For the calculation of the optimal unit commitment, an algorithm based on the Benders Decomposition, namely on the Dual Dynamic Programming, was developed. Two approaches were considered on the construction of stochastic solutions. Data related to wind power outputs from two different operational days are considered on the analysis. Stochastic and deterministic solutions are compared based on the actual measured wind power output at the operational day. Through a technique capability of finding representative wind power scenarios and its probabilities, the system can analyze a more detailed process about the expected final operational cost.
Abstract: This research studies the joint production,
maintenance and subcontracting control policy for an unreliable
deteriorating manufacturing system. Production activities are
controlled by a derivation of the Hedging Point Policy, and given that
the system is subject to deterioration, it reduces progressively its
capacity to satisfy product demand. Multiple deterioration effects are
considered, reflected mainly in the quality of the parts produced and
the reliability of the machine. Subcontracting is available as support
to satisfy product demand; also, overhaul maintenance can be
conducted to reduce the effects of deterioration. The main objective
of the research is to determine simultaneously the production,
maintenance and subcontracting rate, which minimize the total,
incurred cost. A stochastic dynamic programming model is
developed and solved through a simulation-based approach
composed of statistical analysis and optimization with the response
surface methodology. The obtained results highlight the strong
interactions between production, deterioration and quality, which
justify the development of an integrated model. A numerical example
and a sensitivity analysis are presented to validate our results.
Abstract: The Markov decision process (MDP) based
methodology is implemented in order to establish the optimal
schedule which minimizes the cost. Formulation of MDP problem
is presented using the information about the current state of pipe,
improvement cost, failure cost and pipe deterioration model. The
objective function and detailed algorithm of dynamic programming
(DP) are modified due to the difficulty of implementing the
conventional DP approaches. The optimal schedule derived from
suggested model is compared to several policies via Monte
Carlo simulation. Validity of the solution and improvement in
computational time are proved.
Abstract: The construction of a new airport or the extension of
an existing one requires massive investments and many times public
private partnerships were considered in order to make feasible such
projects. One characteristic of these projects is uncertainty with
respect to financial and environmental impacts on the medium to long
term. Another one is the multistage nature of these types of projects.
While many airport development projects have been a success, some
others have turned into a nightmare for their promoters.
This communication puts forward a new approach for airport
investment risk assessment. The approach takes explicitly into
account the degree of uncertainty in activity levels prediction and
proposes milestones for the different stages of the project for
minimizing risk. Uncertainty is represented through fuzzy dual theory
and risk management is performed using dynamic programming. An
illustration of the proposed approach is provided.
Abstract: This paper presents the application of finite dynamic
programming, specifically the "Markov Chain" model, as part of the
decision making process of a company in the cosmetics sector located
in the vicinity of Bogota DC. The objective of this process was to
decide whether the company should completely reconstruct its
wastewater treatment plant or instead optimize the plant through the
addition of equipment. The goal of both of these options was to make
the required improvements in order to comply with parameters
established by national legislation regarding the treatment of waste
before it is released into the environment. This technique will allow
the company to select the best option and implement a solution for
the processing of waste to minimize environmental damage and the
acquisition and implementation costs.
Abstract: The focus of this paper is to develop a technique
of solving a combined problem of determining Optimum Strata
Boundaries(OSB) and Optimum Sample Size (OSS) of each stratum,
when the population understudy isskewed and the study variable has
a Pareto frequency distribution. The problem of determining the OSB
isformulated as a Mathematical Programming Problem (MPP) which
is then solved by dynamic programming technique. A numerical
example is presented to illustrate the computational details of the
proposed method. The proposed technique is useful to obtain OSB
and OSS for a Pareto type skewed population, which minimizes the
variance of the estimate of population mean.
Abstract: Pattern discovery from time series is of fundamental importance. Particularly, when information about the structure of a pattern is not complete, an algorithm to discover specific patterns or shapes automatically from the time series data is necessary. The dynamic time warping is a technique that allows local flexibility in aligning time series. Because of this, it is widely used in many fields such as science, medicine, industry, finance and others. However, a major problem of the dynamic time warping is that it is not able to work with structural changes of a pattern. This problem arises when the structure is influenced by noise, which is a common thing in practice for almost every application. This paper addresses this problem by means of developing a novel technique called adaptive dynamic time warping.
Abstract: This paper presents the novel deterministic dynamic programming approach for solving optimization problem with quadratic objective function with linear equality and inequality constraints. The proposed method employs backward recursion in which computations proceeds from last stage to first stage in a multi-stage decision problem. A generalized recursive equation which gives the exact solution of an optimization problem is derived in this paper. The method is purely analytical and avoids the usage of initial solution. The feasibility of the proposed method is demonstrated with a practical example. The numerical results show that the proposed method provides global optimum solution with negligible computation time.
Abstract: A case study of the generation scheduling optimization
of the multi-hydroplants on the Yuan River Basin in China is reported
in this paper. Concerning the uncertainty of the inflows, the
long/mid-term generation scheduling (LMTGS) problem is solved by
a stochastic model in which the inflows are considered as stochastic
variables. For the short-term generation scheduling (STGS) problem, a
constraint violation priority is defined in case not all constraints are
satisfied. Provided the stage-wise separable condition and low
dimensions, the hydroplant-based operational region schedules
(HBORS) problem is solved by dynamic programming (DP). The
coordination of LMTGS and STGS is presented as well. The
feasibility and the effectiveness of the models and solution methods
are verified by the numerical results.
Abstract: The optimal control is one of the possible controllers
for a dynamic system, having a linear quadratic regulator and using
the Pontryagin-s principle or the dynamic programming method .
Stochastic disturbances may affect the coefficients (multiplicative
disturbances) or the equations (additive disturbances), provided that
the shocks are not too great . Nevertheless, this approach encounters
difficulties when uncertainties are very important or when the probability
calculus is of no help with very imprecise data. The fuzzy
logic contributes to a pragmatic solution of such a problem since it
operates on fuzzy numbers. A fuzzy controller acts as an artificial
decision maker that operates in a closed-loop system in real time.
This contribution seeks to explore the tracking problem and control
of dynamic macroeconomic models using a fuzzy learning algorithm.
A two inputs - single output (TISO) fuzzy model is applied to the
linear fluctuation model of Phillips and to the nonlinear growth model
of Goodwin.
Abstract: The paper presents an on-line recognition machine
(RM) for continuous/isolated, dynamic and static gestures that arise
in Flight Deck Officer (FDO) training. RM is based on generic pattern
recognition framework. Gestures are represented as templates using
summary statistics. The proposed recognition algorithm exploits temporal
and spatial characteristics of gestures via dynamic programming
and Markovian process. The algorithm predicts corresponding index
of incremental input data in the templates in an on-line mode.
Accumulated consistency in the sequence of prediction provides a
similarity measurement (Score) between input data and the templates.
The algorithm provides an intuitive mechanism for automatic detection
of start/end frames of continuous gestures. In the present paper,
we consider isolated gestures. The performance of RM is evaluated
using four datasets - artificial (W TTest), hand motion (Yang) and
FDO (tracker, vision-based ). RM achieves comparable results which
are in agreement with other on-line and off-line algorithms such as
hidden Markov model (HMM) and dynamic time warping (DTW).
The proposed algorithm has the additional advantage of providing
timely feedback for training purposes.
Abstract: The last two decades witnessed some advances in the development of an Arabic character recognition (CR) system. Arabic CR faces technical problems not encountered in any other language that make Arabic CR systems achieve relatively low accuracy and retards establishing them as market products. We propose the basic stages towards a system that attacks the problem of recognizing online Arabic cursive handwriting. Rule-based methods are used to perform simultaneous segmentation and recognition of word portions in an unconstrained cursively handwritten document using dynamic programming. The output of these stages is in the form of a ranked list of the possible decisions. A new technique for text line separation is also used.
Abstract: Proteins or genes that have similar sequences are likely to perform the same function. One of the most widely used techniques for sequence comparison is sequence alignment. Sequence alignment allows mismatches and insertion/deletion, which represents biological mutations. Sequence alignment is usually performed only on two sequences. Multiple sequence alignment, is a natural extension of two-sequence alignment. In multiple sequence alignment, the emphasis is to find optimal alignment for a group of sequences. Several applicable techniques were observed in this research, from traditional method such as dynamic programming to the extend of widely used stochastic optimization method such as Genetic Algorithms (GAs) and Simulated Annealing. A framework with combination of Genetic Algorithm and Simulated Annealing is presented to solve Multiple Sequence Alignment problem. The Genetic Algorithm phase will try to find new region of solution while Simulated Annealing can be considered as an alignment improver for any near optimal solution produced by GAs.
Abstract: With the prevalence of computer and development of information technology, Geographic Information Systems (GIS) have long used for a variety of applications in electrical engineering. GIS are designed to support the analysis, management, manipulation and mapping of spatial data. This paper presents several usages of GIS in power utilities such as automated route selection for the construction of new power lines which uses a dynamic programming model for route optimization, load forecasting and optimizing planning of substation-s location and capacity with comprehensive algorithm which involves an accurate small-area electric load forecasting procedure and simulates the different cost functions of substations.
Abstract: The paper suggests for the first time the use of dynamic programming techniques for optimal risk reduction in the railway industry. It is shown that by using the concept ‘amount of removed risk by a risk reduction option’, the problem related to optimal allocation of a fixed budget to achieve a maximum risk reduction in the railway industry can be reduced to an optimisation problem from dynamic programming. For n risk reduction options and size of the available risk reduction budget B (expressed as integer number), the worst-case running time of the proposed algorithm is O (n x (B+1)), which makes the proposed method a very efficient tool
for solving the optimal risk reduction problem in the railway industry.