3 resultados para Convex piecewise-linear costs

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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This paper presents a technique for performing analog design synthesis at circuit level providing feedback to the designer through the exploration of the Pareto frontier. A modified simulated annealing which is able to perform crossover with past anchor points when a local minimum is found which is used as the optimization algorithm on the initial synthesis procedure. After all specifications are met, the algorithm searches for the extreme points of the Pareto frontier in order to obtain a non-exhaustive exploration of the Pareto front. Finally, multi-objective particle swarm optimization is used to spread the results and to find a more accurate frontier. Piecewise linear functions are used as single-objective cost functions to produce a smooth and equal convergence of all measurements to the desired specifications during the composition of the aggregate objective function. To verify the presented technique two circuits were designed, which are: a Miller amplifier with 96 dB Voltage gain, 15.48 MHz unity gain frequency, slew rate of 19.2 V/mu s with a current supply of 385.15 mu A, and a complementary folded cascode with 104.25 dB Voltage gain, 18.15 MHz of unity gain frequency and a slew rate of 13.370 MV/mu s. These circuits were synthesized using a 0.35 mu m technology. The results show that the method provides a fast approach for good solutions using the modified SA and further good Pareto front exploration through its connection to the particle swarm optimization algorithm.

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Hermite interpolation is increasingly showing to be a powerful numerical solution tool, as applied to different kinds of second order boundary value problems. In this work we present two Hermite finite element methods to solve viscous incompressible flows problems, in both two- and three-dimension space. In the two-dimensional case we use the Zienkiewicz triangle to represent the velocity field, and in the three-dimensional case an extension of this element to tetrahedra, still called a Zienkiewicz element. Taking as a model the Stokes system, the pressure is approximated with continuous functions, either piecewise linear or piecewise quadratic, according to the version of the Zienkiewicz element in use, that is, with either incomplete or complete cubics. The methods employ both the standard Galerkin or the Petrov–Galerkin formulation first proposed in Hughes et al. (1986) [18], based on the addition of a balance of force term. A priori error analyses point to optimal convergence rates for the PG approach, and for the Galerkin formulation too, at least in some particular cases. From the point of view of both accuracy and the global number of degrees of freedom, the new methods are shown to have a favorable cost-benefit ratio, as compared to velocity Lagrange finite elements of the same order, especially if the Galerkin approach is employed.

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In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.