Fault reconfiguration of shipboard power system is viewed as a typical nonlinear and multi-objective combinatorial optimization problem. A comprehensive reconfiguration model is presented in this paper, in which the r...Fault reconfiguration of shipboard power system is viewed as a typical nonlinear and multi-objective combinatorial optimization problem. A comprehensive reconfiguration model is presented in this paper, in which the restored loads, switch frequency and generator efficiency are taken into account. In this model, analytic hierarchy process(AHP) is proposed to determine the coefficients of these objective functions. Meanwhile, a quantum differential evolution algorithm with triple quantum bit code is proposed. This algorithm aiming at the characteristics of shipboard power system is different from the normal quantum bit representation. The individual polymorphic expression is realized, and the convergence performance can be further enhanced in combination with the global parallel search capacity of differential evolution algorithm and the superposition properties of quantum theory. The local optimum can be avoided by dynamic rotation gate. The validity of algorithm and model is verified by the simulation examples.展开更多
We address the question of how the structure condition is affected when one possesses some additional information at the very beginning of the investment period.The structure condition represents essentially an altern...We address the question of how the structure condition is affected when one possesses some additional information at the very beginning of the investment period.The structure condition represents essentially an alternative to non-arbitrage conditions for the Markowitz’s portfolio optimization framework,and is crucial for the existence of the optimal portfolio in quadratic utility settings.Herein,we provide practical assumption on the initial market model and the additional information to preserve the structure condition.The stochastic tools that drive this result are a generalization of the Lazaro-Yor representation by Lazaro and Yor(1978)and optional stochastic integral.展开更多
基金the National Natural Science Foundation of China(No.51175321)the Innovation Program of Shanghai Municipal Education Commission(No.12ZZ158)
文摘Fault reconfiguration of shipboard power system is viewed as a typical nonlinear and multi-objective combinatorial optimization problem. A comprehensive reconfiguration model is presented in this paper, in which the restored loads, switch frequency and generator efficiency are taken into account. In this model, analytic hierarchy process(AHP) is proposed to determine the coefficients of these objective functions. Meanwhile, a quantum differential evolution algorithm with triple quantum bit code is proposed. This algorithm aiming at the characteristics of shipboard power system is different from the normal quantum bit representation. The individual polymorphic expression is realized, and the convergence performance can be further enhanced in combination with the global parallel search capacity of differential evolution algorithm and the superposition properties of quantum theory. The local optimum can be avoided by dynamic rotation gate. The validity of algorithm and model is verified by the simulation examples.
基金supported by the Natural Sciences and Engineering Research Council of Canada (Grant No. G121210818)National Natural Science Foundation of China (Grant No. 11501105)
文摘We address the question of how the structure condition is affected when one possesses some additional information at the very beginning of the investment period.The structure condition represents essentially an alternative to non-arbitrage conditions for the Markowitz’s portfolio optimization framework,and is crucial for the existence of the optimal portfolio in quadratic utility settings.Herein,we provide practical assumption on the initial market model and the additional information to preserve the structure condition.The stochastic tools that drive this result are a generalization of the Lazaro-Yor representation by Lazaro and Yor(1978)and optional stochastic integral.
