Robust integration of real time optimization with linear model predictive control

Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.

Real time optimization (RTO) with model predictive control (MPC)

This paper studies a simplified methodology to integrate the real time optimization (RTO) of a continuous system into the model predictive controller in the one layer strategy. The gradient of the economic objective function is included in the cost function of the controller. Optimal conditions of the process at steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main advantage of the proposed strategy is that the resulting control/optimization problem can still be solved with a quadratic programming routine at each sampling step. Simulation results show that the approach proposed may be comparable to the strategy that solves the full economic optimization problem inside the MPC controller where the resulting control problem becomes a non-linear programming problem with a much higher computer load. (C) 2010 Elsevier Ltd. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Forward-looking versus recursive-dynamic modeling in climate policy analysis: A comparison

This paper develops a multi-regional general equilibrium model for climate policy analysis based on the latest version of the MIT Emissions Prediction and Policy Analysis (EPPA) model. We develop two versions so that we can solve the model either as a fully inter-temporal optimization problem (forward-looking, perfect foresight) or recursively. The standard EPPA model on which these models are based is solved recursively, and it is necessary to simplify some aspects of it to make inter-temporal solution possible. The forward-looking capability allows one to better address economic and policy issues such as borrowing and banking of GHG allowances, efficiency implications of environmental tax recycling, endogenous depletion of fossil resources, international capital flows, and optimal emissions abatement paths among others. To evaluate the solution approaches, we benchmark each version to the same macroeconomic path, and then compare the behavior of the two versions under a climate policy that restricts greenhouse gas emissions. We find that the energy sector and CO(2) price behavior are similar in both versions (in the recursive version of the model we force the inter-temporal theoretical efficiency result that abatement through time should be allocated such that the CO(2) price rises at the interest rate.) The main difference that arises is that the macroeconomic costs are substantially lower in the forward-looking version of the model, since it allows consumption shifting as an additional avenue of adjustment to the policy. On the other hand, the simplifications required for solving the model as an optimization problem, such as dropping the full vintaging of the capital stock and fewer explicit technological options, likely have effects on the results. Moreover, inter-temporal optimization with perfect foresight poorly represents the real economy where agents face high levels of uncertainty that likely lead to higher costs than if they knew the future with certainty. We conclude that while the forward-looking model has value for some problems, the recursive model produces similar behavior in the energy sector and provides greater flexibility in the details of the system that can be represented. (C) 2009 Elsevier B.V. All rights reserved.

Lower Extremities Magnetic Resonance Angiography With Blood Pressure Cuff Compression: Quantitative Dynamic Analysis

Purpose: To quantitatively evaluate changes induced by the application of a femoral blood-pressure cuff (BPC) on run-off magnetic resonance angiography (MRA). which is a method generally previously proposed to reduce venous contamination in the leg. Materials and Methods: This study was Health Insurance Portability and Accountability Act (HIPAA)- and Institutional Review Board (IRB)-compliant, We used time-resolved gradient-echo gadolinium (Gd)-enhanced MRA to measure BPC effects on arterial, venous, and soft-tissue enhancement. Seven healthy volunteers (six men) were studied with the BPC applied at the mid-femoral level unilaterally using a 1.5T MR system after intravenous injection of Gd-BOPTA. Different statistical tools were used such as the Wilcoxon signed rank test and a cubic smoothing spline fit. Results: We found that BPC application induces delayed venous filling (as previously described), but also induces significant decreases in arterial inflow, arterial enhancement, vascular-soft tissue contrast, and delayed peak enhancement (which have not been previously measured). Conclusion: The potential benefits from using a BPC for run-off MRA must be balanced against the potential pitfalls, elucidated by our findings.

Coding behavioural data for cladistic analysis: using dynamic homology without parsimony

Many of the controversies around the concept of homology rest on the subjectivity inherent to primary homology propositions. Dynamic homology partially solves this problem, but there has been up to now scant application of it outside of the molecular domain. This is probably because morphological and behavioural characters are rich in properties, connections and qualities, so that there is less space for conflicting character delimitations. Here we present a new method for the direct optimization of behavioural data, a method that relies on the richness of this database to delimit the characters, and on dynamic procedures to establish character state identity. We use between-species congruence in the data matrix and topological stability to choose the best cladogram. We test the methodology using sequences of predatory behaviour in a group of spiders that evolved the highly modified predatory technique of spitting glue onto prey. The cladogram recovered is fully compatible with previous analyses in the literature, and thus the method seems consistent. Besides the advantage of enhanced objectivity in character proposition, the new procedure allows the use of complex, context-dependent behavioural characters in an evolutionary framework, an important step towards the practical integration of the evolutionary and ecological perspectives on diversity. (C) The Willi Hennig Society 2010.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

A linear optimization approach to the combined production planning model

Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Dynamic and steady: shear rheological properties of xanthan and guar gums dispersed in yellow passion fruit pulp (Passiflora edulis f. flavicarpa)

Yellow passion fruit pulp is unstable, presenting phase separation that can be avoided by the addition of hydrocolloids. For this purpose, xanthan and guar gum [0.3, 0.7 and 1.0% (w/w)] were added to yellow passion fruit pulp and the changes in the dynamic and steady - shear rheological behavior evaluated. Xanthan dispersions showed a more pronounced pseudoplasticity and the presence of yield stress, which was not observed in the guar gum dispersions. Cross model fitting to flow curves showed that the xanthan suspensions also had higher zero shear viscosity than the guar suspensions, and, for both gums, an increase in temperature led to lower values for this parameter. The gums showed different behavior as a function of temperature in the range of 5 - 35ºC. The activation energy of the apparent viscosity was dependent on the shear rate and gum concentration for guar, whereas for xanthan these values only varied with the concentration. The mechanical spectra were well described by the generalized Maxwell model and the xanthan dispersions showed a more elastic character than the guar dispersions, with higher values for the relaxation time. Xanthan was characterized as a weak gel, while guar presented a concentrated solution behavior. The simultaneous evaluation of temperature and concentration showed a stronger influence of the polysaccharide concentration on the apparent viscosity and the G' and G" moduli than the variation in temperature.

Influence of separate and mixed experimental designs on reaction times to two simple visual stimuli

Testing contexts have been shown to critically influence experimental results in psychophysical studies. One of these contexts that show important modulation of the behavioral effects of different stimulatory conditions is the separate (blocked) or mixed presentation of these stimulatory conditions. The study presents evidence that the apparent discriminabilities of two target stimuli can change according to which of these two testing contexts is used. A cross inside a ring and a vertical line inside a ring were presented as go stimuli in a go/no-go reaction time task. In one experiment, each of these stimuli was presented to a different group of volunteers and in another experiment they were presented to the same group of volunteers, randomly mixed in the blocks of trials. Similar reaction times were obtained for the two stimuli in the first experiment, and different reaction times (faster for the cross) in the second experiment. The latter result indicates that the two stimuli have different discriminabilities from the no-go stimulus; the cross having greater discriminability. This difference is however masked, presumably by the adoption of specific compensatory attentional sets, in a separate testing context.

The use of a graphite-silicone rubber composite electrode in the determination of rutin in pharmaceutical formulation

The possibility of using a graphite silicone-rubber composite electrode (GSR) in a differential pulse voltammetric(DPV) procedure for rutin (vitamin P) determination is described. Cyclic voltammograms of rutin presented a reversible pair of oxidation/reduction peaks respectively at 0.411 and 0.390 V (vs. SCE) at the GSR surface in Britton-Robinson(B-R) buffer solution pH 4.0. In DPV after optimization of conditions, an oxidation peak at 0.370 V (vs. SCE) was used to quantitative determination of rutin in B-R buffer solution pH 4.0. In this case a linear dynamic range of 5.0×10-8 to 50.0×10-8 mol L-1 was observed with a detection limit of 1.8×10-8 mol L-1 for the analyte. Recoveries from 94 to 113% were observed. The electrode surface was renewed by polishing after each determination, with a repeatability of 1.09 ± 0.06 µA (n = 10) peak current. Rutin was determined in a pharmaceutical formulation using the proposed electrode and the results agreed with those from an official method within 95% confidence level.

The effect of using mixed initiator systems on the efficiency of photopolymerization of dental resins

A study was performed in order to determine the efficiency of the simultaneous use of the photoinitiators phenylpropanedione (PPD) and camphorquinone (CQ) in the polymerization of acrylic polymers and evaluate possible mechanisms leading to synergism or antagonism. It was found that efficiencies of both initiators taken individually are higher than that of their mixture, indicating that when both dyes are used simultaneously there will be an energy transfer from the more efficient initiator (CQ) to the less efficient one (PPD). Also, there was no proof of any reaction between the amine present in the CQ formulation and the PPD excited state.

Spectroscopic characterization and investigation of the dynamic of charge compensation process of supramolecular films derived from tetra-2-pyridyl-1,4-pyrazine ligand

This work describes the infrared spectroscopy characterization and the charge compensation dynamics in supramolecular film FeTPPZFeCN derived from tetra-2-pyridyl-1,4-pyrazine (TPPZ) with hexacyanoferrate, as well as the hybrid film formed by FeTPPZFeCN and polypyrrole (PPy). For supramolecular film, it was found that anion flux is greater in a K+ containing solution than in Li+ solution, which seems to be due to the larger crystalline ionic radius of K+. The electroneutralization process is discussed in terms of electrostatic interactions between cations and metallic centers in the hosting matrix. The nature of the charge compensation process differs from others modified electrodes based on Prussian blue films, where only cations such as K+ participate in the electroneutralization process. In the case of FeTPPZFeCN/PPy hybrid film, the magnitude of the anions’s flux is also dependent on the identity of the anion of the supporting electrolyte.

Hydrodynamics and suspended sediment transport in the Camboriú estuary - Brazil: pre jetty conditions

Estuarine hydrodynamics is a key factor in the definition of the filtering capacity of an estuary and results from the interaction of the processes that control the inlet morphodynamics and those that are acting in the mixing of the water in the estuary. The hydrodynamics and suspended sediment transport in the Camboriú estuary were assessed by two field campaigns conducted in 1998 that covered both neap and spring tide conditions. The period measured represents the estuarine hydrodynamics and sediment transport prior to the construction of the jetty in 2003 and provides important background information for the Camboriú estuary. Each field campaign covered two complete tidal cycles with hourly measurements of currents, salinity, suspended sediment concentration and water level. Results show that the Camboriú estuary is partially mixed with the vertical structure varying as a function of the tidal range and tidal phase. The dynamic estuarine structure can be balanced between the stabilizing effects generated by the vertical density gradient, which produces buoyancy and stratification flows, and the turbulent effects generated by the vertical velocity gradient that generates vertical mixing. The main sediment source for the water column are the bottom sediments, periodically resuspended by the tidal currents. The advective salt and suspended sediment transport was different between neap and spring tides, being more complex at spring tide. The river discharge term was important under both tidal conditions. The tidal correlation term was also important, being dominant in the suspended sediment transport during the spring tide. The gravitational circulation and Stokes drift played a secondary role in the estuarine transport processes.

Avaliação da atenção básica em saúde: uma nova proposta

Este artigo apresenta uma nova proposta de avaliação da Atenção Básica em Saúde (ABS), utilizando a abordagem sistêmica de Donabedian, com a modificação de que a avaliação desse serviço deveria iniciar pelo componente Processo, visando identificar a adequação da oferta e das relações entre os distintos procedimentos desse nível de atenção. A partir dessa análise deverá ser realizada a busca do resultado preditivo, permitindo a relação entre esses componentes. Com base nessa análise, a avaliação de estrutura ganha significado para o processo de decisão. Faz parte da abordagem a avaliação da rede de atenção, tendo como foco e imagem-objetivo a atenção básica como porta de entrada da rede. Apresenta uma concepção de rede mais dinâmica e flexível e propõe a utilização na avaliação do método misto, englobando a abordagem quantitativa baseada nos bancos de dados existentes no sistema Datasus e complementada pela abordagem qualitativa, permitindo maior compreensão do significado das relações encontradas nos serviços e na rede. Nesse desenho metodológico, será possível a identificação das variáveis de funcionamento e a organização da ABS e da rede de serviços, possibilitando direcionar a tomada de decisão para a melhoria de qualidade da atenção básica de saúde.