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Gene expression programming is presented here for two stage evolutionary modeling. It uses character linear chromosomes composed of genes which encode expression trees. This feature which is different from existing algorithms allows the algorithm to perform with high efficiency when dealing with the same problem. And then, the analysis of convergence of this algorithm is mentioned. Finally, a numeric...
Optimal power flow (OPF) is a large scale nonlinear non-convex optimization problem. In the last decades many algorithms are developed to solve these problems and the interior point method (IPM) is a popular one. The primal-dual IPMs and their later developments have attracted much research interest. Impressed by the improvements in convergent performance of the further developed multiple centrality...
The paper develops an inexact penalty function method to solve a bi-level multi-commodity optimal tolls problem. After reducing the original problem to a single-level one by solving an auxiliary linear or quadratic programming problem, the said mathematical program's objective function is penalized and treated as an unconstrained minimization problem. Convergence of the proposed algorithm is also...
Multi-stage Benders decomposition (MSBD), also known as dual dynamic programming, has been proposed previously in the literature to solve hydrothermal scheduling problems. The MSBD methodology, contrary to traditional dynamic programming approaches, solves the problem by iterative forward and backward recursions, approximating the cost-to-go function for each stage by Benders cuts. The classical definition...
The paper develops an inexact penalty function method to solve a bi-level multi-commodity optimal tolls problem. After reducing the original problem to a single-level one by solving an auxiliary linear or quadratic programming problem, the said mathematical program's objective function is penalized and treated as an unconstrained minimization problem. Convergence of the proposed algorithm is also...
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