Risk neutral and risk averse power optimization in electricity networks with dispersed generation

Models and algorithms for risk neutral and risk averse power optimization under uncertainty are presented. The approach differs from previous ones by incorporating the transmission network explicitly.     

Bicriterion optimization of cold-formed thin-walled beams with I-type shape

The work is devoted to bi-criterion optimization of thin-walled cold-formed beams under pure bending. The first objective function is the area of a beam cross-section and the maximum deflection of a beam is taken as the second one. The strength and stability constraints in bi-objective optimization problem are taken into account and formulated analytically. Some results of numerical calculations are presented in the form of the tables. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Shape optimization of rigid inclusions for elastic plates with cracks

In the paper, we consider an optimal control problem of finding the most safe rigid inclusion shapes in elastic plates with cracks from the viewpoint of the Griffith rupture criterion. We make use of a general Kirchhoff–Love plate model with both vertical and horizontal displacements, and nonpenetration conditions are fulfilled on the crack faces. The dependence of the first derivative of the energy functional with respect to the crack length on regular shape perturbations of the rigid inclusion is analyzed. It is shown that there exists a solution of the optimal control problem.     

Boundary regularity for Maxwell's equations with applications to shape optimization

The dynamic Maxwell equations with a strictly dissipative boundary condition is considered. Sharp trace regularity for the electric and the magnetic field are established for both: weak and differentiable solutions. As an application a shape optimization problem for Maxwell's equations is considered. In order to characterize the shape derivative as a solution to a boundary value problem, the aforementioned sharp regularity of the boundary traces is critical.     

Second-order necessary conditions for domain optimization problems in elastic structures,part 2: Surface traction dependent on the shape

The second-order sensitivity analysis for a domain optimization problem is studied for a linear elastic structure. In the primary elastic structure considered, the surface traction, a part of the boundary conditions, depends not only on the position but also on the shape of the structure. The first variation and the second variation of the objective functional are calculated in terms of the solution, the first variation of the solution for the primal elastic system, and of the adjoint variable introduced. Moreover, the first-order and the second-order necessary optimality conditions are derived for the structure under a hydrostatic pressure. As an illustrative problem, a mean compliance design is treated.     

An improved modeling approach for circular flexure hinges with application to geometry optimization

Within this paper, a modeling approach for flexure hinges based on the Euler-Bernoulli beam theory for beams of variable cross section is investigated in a static analysis. The proposed approach is implemented in a finite beam element routine, for which two different discretizations are discussed. The results are compared to a full scale three dimensional model. It is shown that a circular flexure hinge cannot be modeled accurately with one element. An improved model with three elements across the flexure hinge length is presented which shows excellent accordance with the reference model. A geometry optimization is realized based on the improved, low-DOF model. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Natural laminar flow shape optimization in transonic regime with competitive Nash game strategy

The Natural Laminar Flow (NLF) airfoil/wing design optimization is an efficient method which can reduce significantly turbulence skin friction by delaying transition location at high Reynolds numbers. However, the reduction of the friction drag is competitively balanced with the increase of shock wave induced drag in transonic regime. In this paper, a distributed Nash Evolutionary Algorithms (EAs) is presented and extended to multi-level parallel computing, namely multi-level parallel Nash EAs. The proposed improved methodology is used to solve NLF airfoil shape design optimization problem. It turns out that the optimization method developed in this paper can easily capture a Nash Equilibrium (NE) between transition delaying and wave drag increasing. Results of numerical experiments demonstrate that both wave drag and friction drag performances of a NE are greatly improved. Moreover, performance of the NE is equivalent to that of cooperative Pareto-optimum solutions, but it is more efficient in terms of CPU time. The successful application validates efficiency of algorithms in solving complex aerodynamic optimization problem.     

The stability of the shape of an unattached elastic rod with stiff flanges on its ends

The stability of an unattached column consisting of an elastic rod with stiff flanges on its ends under longitudinal compression is investigated. The load under which the plane of the flange surface is tilted from the plane of the support surface is found. This tilting is accompanied by considerable rotation (reversing) of the flanges and corresponding bending of the rod axis. Abrupt replacement of the rectilinear or bent equilibrium shape by an equilibrium shape that is non-contiguous to it occurs. It is established that the columns behave differently when this a change in the equilibrium shape occurs, depending on the ratio of the length of the rod to the length of the flanges.     

Sparse-BSOS: a bounded degree SOS hierarchy for large scale polynomial optimization with sparsity

We provide a sparse version of the bounded degree SOS hierarchy BSOS (Lasserre et al. in EURO J Comp Optim:87–117, 2017) for polynomial optimization problems. It permits to treat large scale problems which satisfy a structured sparsity pattern. When the sparsity pattern satisfies the running intersection property this Sparse-BSOS hierarchy of semidefinite programs (with semidefinite constraints of fixed size) converges to the global optimum of the original problem. Moreover, for the class of SOS-convex problems, finite convergence takes place at the first step of the hierarchy, just as in the dense version.     

Nonlife ratemaking and risk management with Bayesian generalized additive models for location,scale, and shape

Generalized additive models for location, scale and, shape define a flexible, semi-parametric class of regression models for analyzing insurance data in which the exponential family assumption for the response is relaxed. This approach allows the actuary to include risk factors not only in the mean but also in other key parameters governing the claiming behavior, like the degree of residual heterogeneity or the no-claim probability. In this broader setting, the Negative Binomial regression with cell-specific heterogeneity and the zero-inflated Poisson regression with cell-specific additional probability mass at zero are applied to model claim frequencies. New models for claim severities that can be applied either per claim or aggregated per year are also presented. Bayesian inference is based on efficient Markov chain Monte Carlo simulation techniques and allows for the simultaneous estimation of linear effects as well as of possible nonlinear effects, spatial variations and interactions between risk factors within the data set. To illustrate the relevance of this approach, a detailed case study is proposed based on the Belgian motor insurance portfolio studied in Denuit and Lang (2004).     

Risk optimization with p-order conic constraints: A linear programming approach

The paper considers solving of linear programming problems with p-order conic constraints that are related to a certain class of stochastic optimization models with risk objective or constraints. The proposed approach is based on construction of polyhedral approximations for p-order cones, and then invoking a Benders decomposition scheme that allows for efficient solving of the approximating problems. The conducted case study of portfolio optimization with p-order conic constraints demonstrates that the developed computational techniques compare favorably against a number of benchmark methods, including second-order conic programming methods.     

Free vibration,buckling and dynamic stability of bi-directional FG microbeam with a variable length scale parameter embedded in elastic medium

In this paper, size dependent free vibration, buckling and dynamic stability of bi-directional functionally graded (BDFG) microbeam embedded in elastic medium are investigated. The material properties vary along both thickness and axial directions. In particular, the material length scale parameter of microbeam is considered as a function of spatial coordinates and varies with the material gradient parameters. The system of differential equations with variable coefficients governing the motion of BDFG microbeam is derived employing Hamilton’s principle, the modified couple stress theory and third-order shear deformation beam theory. The differential quadrature method (DQM) is utilized to solve the static and dynamic problem. Three different models evaluating the material length scale parameter of BDFG microbeam are presented for comparison. Parametric studies are carried out to show the influence of gradient parameters, size effect, stiffness of elastic medium on the free vibration, buckling and dynamic stability characteristic of BDFG microbeam. Results show that the variation of material length scale parameter should be considered in the analysis of BDFG microbeam.     

Optimal control of a variational inequality with applications to structural analysis. II. Local optimization of the stress in a beam. III. Optimal design of an elastic plate

Optimal design with respect to the variable thickness of an elastic beam with unilateral supports under the criterion of minimal value of the maximal stress is presented in Part I. A dual formulation of the state problem (in terms of bending moments) is used and the convergence of some approximations proved.In Part III the variable thickness of an elastic or elasto-plastic plate unilaterally supported on a part of its edge is optimized. For elastic plates with parallel edges a primal finite element model is applied and a convergence result obtained.