Department of Systems Engineering & Operation Research
نویسنده
چکیده
We propose a randomized search method called Stochastic Model Reference Adaptive Search (SMRAS) for solving stochastic optimization problems in situations where the objective functions cannot be evaluated exactly, but can be estimated with some noise (or uncertainty), e.g., via simulation. The method is a generalization of the recently proposed Model Reference Adaptive Search (MRAS) method for deterministic global optimization, and is based on sampling from an underlying probability distribution “model” on the solution space, which is updated iteratively after evaluating the performance of the samples at each iteration. We show global convergence of SMRAS for both stochastic continuous and discrete (combinatorial) problems, and carry out numerical studies to illustrate the performance of the method.
منابع مشابه
Developing Self-adaptive Melody Search Algorithm for Optimal Operation of Multi-reservoir Systems
Operation of multi-reservoir systems is known as complicated and often large-scale optimization problems. The problems, because of broad search space, nonlinear relationships, correlation of several variables, as well as problem uncertainty, are difficult requiring powerful algorithms with specific capabilities to be solved. In the present study a Self-adaptive version of Melody Search algorith...
متن کاملOperation of multi Carrier microgrid (MCMG) considering demand response
: In this paper, the operation of a future distribution network is discussed under the assumption of a multi-carrier microgrid (MCMG) concept. The new model considers a modern energy management technique in electricity and natural gas networks based on a novel demand side management (DSM) which the energy tariff for responsive loads are correlated to the energy input of the network and changes ...
متن کاملOptimal Operation of Integrated Energy Systems Considering Demand Response Program
This study presents an optimal framework for the operation of integrated energy systems using demand response programs. The main goal of integrated energy systems is to optimally supply various demands using different energy carriers such as electricity, heating, and cooling. Considering the power market price, this work investigates the effects of multiple energy storage devices and demand res...
متن کاملStochastic Optimal Operation and Risk Analysis for Integrated Power and Gas Systems
The increment integration of renewable distributed energies means the desired operation of the electric power system will significantly depend on the performance of primary energy. In this order, an integrated approach for mutual interaction between the electricity and natural gas systems has been considered for the purpose of ensuring optimal energy exchanging between the electric power system...
متن کاملControl and Management of Hybrid Renewable Energy Systems: Review and Comparison of Methods
Hybrid renewable energy systems (HRES) have been introduced to overcome intermittent nature of single-source renewable energy generation. In order to utilize HRES optimally, two issues must be considered: optimal sizing and optimal operation. The first issue has been considered vastly in several articles but the second one needs more attention and work. The performance of hybrid renewable energ...
متن کاملOptimal Economic Operation and Battery Sizing for Microgrid Energy Management Systems Considering Demand Response
Microgrids (MGs) contain a diverse mix of energy resources to provide safe and secure power to the consumers. Batteries are utilized in MGs for further energy security assurance as well as cost minimization. In this paper, an efficient approach is introduced for simultaneous energy management and optimal battery sizing to accomplish economic MG operation. Also, demand response programs are empl...
متن کامل