Sökning: "Karush-Kuhn-Tucker conditions"

Hittade 3 uppsatser innehållade orden Karush-Kuhn-Tucker conditions.

  1. 1. The Optimal Bidding Strategy of a Wind-Biogas-Hydrogen Hybrid System

    Magister-uppsats, Uppsala universitet/Institutionen för geovetenskaper

    Författare :Xudong Liu; [2022]
    Nyckelord :bidding strategy; wind; biogas; hydrogen; hybrid system; two-price settlement;

    Sammanfattning : The growing penetration of variable renewable energy has brought all-round challenges to the current power system, no matter for the grid infrastructure, market design or the power producers. The positive and negative externalities caused by the market participators are to be finer priced and a significant amount of flexibility is to be added to the system, in order to counter these problems and facilitate energy transition. LÄS MER

  3. 2. Estimating Believed Knowledge of Portfolio Agents Using Inverse Optimization

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Gustaf Zachrisson; Oscar Wink; [2022]
    Nyckelord :;

    Sammanfattning : In this report, we demonstrate the utility of inverse optimization in convex programming by applying it on estimating financial market beliefs and behaviors of portfolio investors. The inversion of the optimization  utilized the Karush–Kuhn–Tucker optimality conditions specified for the current situation. LÄS MER

  4. 3. Construction of monotone smoothing splines using a branch and bound method

    Master-uppsats, Lunds universitet/Matematik LTH

    Författare :Malte Larsson; [2020]
    Nyckelord :Monotone smoothing splines; optimization; Karush-Kuhn-Tucker conditions; curve fitting; Mathematics and Statistics;

    Sammanfattning : The purpose of this report is to investigate a branch and bound algorithm designed to construct monotone smoothing splines. The splines are defined as the solution of a minimization problem, where one wants to find a curve with non-negative derivative everywhere, that fits a data set consisting of points in the plane, while also being sufficiently smooth. LÄS MER