Shunt capacitors are broadly applied in distribution systems to scale down power losses, improve voltage profile and boost system capacity. The amount of capacitors added and location of deployment in the system highl...Shunt capacitors are broadly applied in distribution systems to scale down power losses, improve voltage profile and boost system capacity. The amount of capacitors added and location of deployment in the system highly determine the advantage of compensation. A novel global harmony search(GHS) algorithm in parallel with the backward/ forward sweep power flow technique and radial harmonic power flow was used to investigate the optimal placement and sizing of capacitors in radial distribution networks for minimizing power loss and total cost by taking account load unbalancing, mutual coupling and harmonics. The optimal capacitor placement outcomes show that the GHS algorithm can reduce total power losses up to 60 k W and leads to more than 18% of cost saving. The results also demonstrate that the GHS algorithm is more effective in minimization of power loss and total costs compared with genetic algorithm(GA), particle swarm optimization(PSO) and harmony search(HS) algorithm. Moreover, the proposed algorithm converges within 800 iterations and is faster in terms of computational time and gives better performance in finding optimal capacitor location and size compared with other optimization techniques.展开更多
Portfolio selection is one of the major capital allocation and budgeting issues in financial management, and a variety of models have been presented for optimal selection. Semi-variance is usually considered as a risk...Portfolio selection is one of the major capital allocation and budgeting issues in financial management, and a variety of models have been presented for optimal selection. Semi-variance is usually considered as a risk factor in drawing up an efficient frontier and the optimal portfolio. Since semi-variance offers a better estimation of the actual risk portfolio, it was used as a measure to approximate the risk of investment in this work. The optimal portfolio selection is one of the non-deterministic polynomial(NP)-hard problems that have not been presented in an exact algorithm, which can solve this problem in a polynomial time. Meta-heuristic algorithms are usually used to solve such problems. A novel hybrid harmony search and artificial bee colony algorithm and its application were introduced in order to draw efficient frontier portfolios. Computational results show that this algorithm is more successful than the harmony search method and genetic algorithm. In addition, it is more accurate in finding optimal solutions at all levels of risk and return.展开更多
A modified harmony search algorithm with co-evolutional control parameters(DEHS), applied through differential evolution optimization, is proposed. In DEHS, two control parameters, i.e., harmony memory considering rat...A modified harmony search algorithm with co-evolutional control parameters(DEHS), applied through differential evolution optimization, is proposed. In DEHS, two control parameters, i.e., harmony memory considering rate and pitch adjusting rate, are encoded as a symbiotic individual of an original individual(i.e., harmony vector). Harmony search operators are applied to evolving the original population. DE is applied to co-evolving the symbiotic population based on feedback information from the original population. Thus, with the evolution of the original population in DEHS, the symbiotic population is dynamically and self-adaptively adjusted, and real-time optimum control parameters are obtained. The proposed DEHS algorithm has been applied to various benchmark functions and two typical dynamic optimization problems. The experimental results show that the performance of the proposed algorithm is better than that of other HS variants. Satisfactory results are obtained in the application.展开更多
文摘Shunt capacitors are broadly applied in distribution systems to scale down power losses, improve voltage profile and boost system capacity. The amount of capacitors added and location of deployment in the system highly determine the advantage of compensation. A novel global harmony search(GHS) algorithm in parallel with the backward/ forward sweep power flow technique and radial harmonic power flow was used to investigate the optimal placement and sizing of capacitors in radial distribution networks for minimizing power loss and total cost by taking account load unbalancing, mutual coupling and harmonics. The optimal capacitor placement outcomes show that the GHS algorithm can reduce total power losses up to 60 k W and leads to more than 18% of cost saving. The results also demonstrate that the GHS algorithm is more effective in minimization of power loss and total costs compared with genetic algorithm(GA), particle swarm optimization(PSO) and harmony search(HS) algorithm. Moreover, the proposed algorithm converges within 800 iterations and is faster in terms of computational time and gives better performance in finding optimal capacitor location and size compared with other optimization techniques.
文摘Portfolio selection is one of the major capital allocation and budgeting issues in financial management, and a variety of models have been presented for optimal selection. Semi-variance is usually considered as a risk factor in drawing up an efficient frontier and the optimal portfolio. Since semi-variance offers a better estimation of the actual risk portfolio, it was used as a measure to approximate the risk of investment in this work. The optimal portfolio selection is one of the non-deterministic polynomial(NP)-hard problems that have not been presented in an exact algorithm, which can solve this problem in a polynomial time. Meta-heuristic algorithms are usually used to solve such problems. A novel hybrid harmony search and artificial bee colony algorithm and its application were introduced in order to draw efficient frontier portfolios. Computational results show that this algorithm is more successful than the harmony search method and genetic algorithm. In addition, it is more accurate in finding optimal solutions at all levels of risk and return.
基金Project(2013CB733605)supported by the National Basic Research Program of ChinaProject(21176073)supported by the National Natural Science Foundation of China
文摘A modified harmony search algorithm with co-evolutional control parameters(DEHS), applied through differential evolution optimization, is proposed. In DEHS, two control parameters, i.e., harmony memory considering rate and pitch adjusting rate, are encoded as a symbiotic individual of an original individual(i.e., harmony vector). Harmony search operators are applied to evolving the original population. DE is applied to co-evolving the symbiotic population based on feedback information from the original population. Thus, with the evolution of the original population in DEHS, the symbiotic population is dynamically and self-adaptively adjusted, and real-time optimum control parameters are obtained. The proposed DEHS algorithm has been applied to various benchmark functions and two typical dynamic optimization problems. The experimental results show that the performance of the proposed algorithm is better than that of other HS variants. Satisfactory results are obtained in the application.
