Natural gas storage valuation and optimization: A real options application

In this article, we present an algorithm for the valuation and optimal operation of natural gas storage facilities. Real options theory is used to derive nonlinear partial‐integro‐differential equations (PIDEs), the solution of which give both valuation and optimal operating strategies for these facilities. The equations are designed to incorporate a wide class of spot price models that can exhibit the same time‐dependent, mean‐reverting dynamics, and price spikes as those observed in most energy markets. Particular attention is paid to the operational characteristics of real storage units. These characteristics include working gas capacities, variable deliverability and injection rates, and cycling limitations. We illustrate the model with a numerical example of a salt cavern storage facility that clearly shows how a gas storage facility is like a financial straddle with both put and call properties. Depending on the amount of gas in storage the relative influence of the put and call components vary. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Approximating the nondominated frontiers of multi‐objective combinatorial optimization problems

Finding all nondominated vectors for multi‐objective combinatorial optimization (MOCO) problems is computationally very hard in general. We approximate the nondominated frontiers of MOCO problems by fitting smooth hypersurfaces. For a given problem, we fit the hypersurface using a single nondominated reference vector. We experiment with different types of MOCO problems and demonstrate that in all cases the fitted hypersurfaces approximate all nondominated vectors well. We discuss that such an approximation is useful to find the neighborhood of preferred regions of the nondominated vectors with very little computational effort. Further computational effort can then be spent in the identified region to find the actual nondominated vectors the decision maker will prefer. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

基于混合优化的前馈—反馈复合控制器最优设计

为了解决传统PID控制器在电动舵机系统设计中难以满足控制要求的问题,首先设计了一种规范化前馈-反馈控制系统,然后利用混沌优化算法和共轭梯度方法相结合的混合优化算法对前馈-反馈控制器参数进行了优化.仿真结果表明:基于混合优化算法的前馈-反馈控制器具有很好的动态和静态性能,增强了系统的稳定性和鲁棒性,降低了学习参数选择的盲目性和对经验的高度依赖性.     

片上trace：嵌入式处理器的有效调试和优化技术

片上trace技术弥补了传统调试方法的不足,可以实现对嵌入式软件的非入侵调试.首先分析了当前主流调试方法的不足,论述了trace与断点调试方法互为补充的关系,而后介绍了YHFT系列DSP的片上trace系统TraceDo的功能与结构,并解释了路径trace的原理和工作过程,最后讨论了片上trace的应用.     

基于学科间差异信息的协同优化改进算法

分析了MDO(Multidisciplinary Design Optimization)中广泛应用的协同优化算法的特点和存在的问题,提出了一种基于学科间差异信息的协同优化改进算法COMI(Collaborative Optimization based on Multidisciplinary Inconsistency).利用学科间差异信息构造了系统级松弛约束和系统级罚函数,利用遗传算法作为系统级优化算法,并采用标准算例比较了标准CO(Collaborative Optimization)算法、松弛CO算法与COMI算法的性能.结果表明COMI算法在设计结果可行性和最优值上平衡性较好.     

装备物资供应保障中的装卸优化方法

装备物资装卸作为供应保障的一个重要环节 ,对装备物资保障效能的发挥有着极大的影响。综述了装备物资装卸过程中应遵循的原则和装卸搬运作业方法 ,提出了装备物资装卸的优化方法。     

通气管暴露率检查曲线及使用对策

在建立蓄电池充放电模型的基础上,计算了常规潜艇的通气管暴露率,绘制了暴露率检查曲线,并给出了检查曲线的使用功能.     

气控软体驱动器结构分析与优化设计

气控软体驱动器的结构特性对其运动和力学特性影响显著,目前气控软体驱动器支反力和倾角性能亟须提升.基于ABAQUS提供的脚本接口,采用Python语言开发脚本建立气控软体驱动器参数化仿真模型,将尺寸因子作为优化变量,联立Isight和ABAQUS,采用单因子试验方法确定倾角和支反力两个目标量的高敏感性影响因子.运用归一化...     

伪线性卡尔曼滤波的观测器轨迹优化算法

单站被动式跟踪存在强非线性和弱可观测性,即便观测器的运动满足可观测性条件,滤波仍然可能发散.针对此问题,使用伪线性卡尔曼滤波器,应用费希尔信息量、罗美达下限等方法对轨迹进行优化,该优化方案避免了对目标与观测器的径距信息的近似.仿真表明:该方法与传统方法比较,计算量较小,优化得到的轨迹简单,滤波精度得到改善.最后给出了在一定条件下,观测器的"最优"运动规则.     

球约束凸二次规划的一个算法

针对球约束凸二次规划问题,利用Lagrange对偶将其转化为无约束优化问题,然后运用单纯形法对其求解,获得原问题的最优解。最后,对文中给出的算法给出了论证。