Robust model predictive control with zone control

Model predictive control (MPC) is usually implemented as a control strategy where the system outputs are controlled within specified zones, instead of fixed set points. One strategy to implement the zone control is by means of the selection of different weights for the output error in the control cost function. A disadvantage of this approach is that closed-loop stability cannot be guaranteed, as a different linear controller may be activated at each time step. A way to implement a stable zone control is by means of the use of an infinite horizon cost in which the set point is an additional variable of the control problem. In this case, the set point is restricted to remain inside the output zone and an appropriate output slack variable is included in the optimisation problem to assure the recursive feasibility of the control optimisation problem. Following this approach, a robust MPC is developed for the case of multi-model uncertainty of open-loop stable systems. The controller is devoted to maintain the outputs within their corresponding feasible zone, while reaching the desired optimal input target. Simulation of a process of the oil re. ning industry illustrates the performance of the proposed strategy.

Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming

This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.

Scatter search for a real-life heterogeneous fleet vehicle routing problem with time windows and split deliveries in Brazil

In this paper, we consider a real-life heterogeneous fleet vehicle routing problem with time windows and split deliveries that occurs in a major Brazilian retail group. A single depot attends 519 stores of the group distributed in 11 Brazilian states. To find good solutions to this problem, we propose heuristics as initial solutions and a scatter search (SS) approach. Next, the produced solutions are compared with the routes actually covered by the company. Our results show that the total distribution cost can be reduced significantly when such methods are used. Experimental testing with benchmark instances is used to assess the merit of our proposed procedure. (C) 2008 Published by Elsevier B.V.

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

Jointly multi-user detection and channel estimation with genetic algorithm

This work aims at proposing the use of the evolutionary computation methodology in order to jointly solve the multiuser channel estimation (MuChE) and detection problems at its maximum-likelihood, both related to the direct sequence code division multiple access (DS/CDMA). The effectiveness of the proposed heuristic approach is proven by comparing performance and complexity merit figures with that obtained by traditional methods found in literature. Simulation results considering genetic algorithm (GA) applied to multipath, DS/CDMA and MuChE and multi-user detection (MuD) show that the proposed genetic algorithm multi-user channel estimation (GAMuChE) yields a normalized mean square error estimation (nMSE) inferior to 11%, under slowly varying multipath fading channels, large range of Doppler frequencies and medium system load, it exhibits lower complexity when compared to both maximum likelihood multi-user channel estimation (MLMuChE) and gradient descent method (GrdDsc). A near-optimum multi-user detector (MuD) based on the genetic algorithm (GAMuD), also proposed in this work, provides a significant reduction in the computational complexity when compared to the optimum multi-user detector (OMuD). In addition, the complexity of the GAMuChE and GAMuD algorithms were (jointly) analyzed in terms of number of operations necessary to reach the convergence, and compared to other jointly MuChE and MuD strategies. The joint GAMuChE-GAMuD scheme can be regarded as a promising alternative for implementing third-generation (3G) and fourth-generation (4G) wireless systems in the near future. Copyright (C) 2010 John Wiley & Sons, Ltd.

The single machine earliness and tardiness scheduling problem: lower bounds and a branch-and-bound algorithm

This paper addresses the single machine scheduling problem with a common due date aiming to minimize earliness and tardiness penalties. Due to its complexity, most of the previous studies in the literature deal with this problem using heuristics and metaheuristics approaches. With the intention of contributing to the study of this problem, a branch-and-bound algorithm is proposed. Lower bounds and pruning rules that exploit properties of the problem are introduced. The proposed approach is examined through a computational comparative study with 280 problems involving different due date scenarios. In addition, the values of optimal solutions for small problems from a known benchmark are provided.

Performance of a multi-level TDR system exposed to tropical field conditions - A time-space comparison with tensiometry

Time-domain reflectometry (TDR) is an important technique to obtain series of soil water content measurements in the field. Diode-segmented probes represent an improvement in TDR applicability, allowing measurements of the soil water content profile with a single probe. In this paper we explore an extensive soil water content dataset obtained by tensiometry and TDR from internal drainage experiments in two consecutive years in a tropical soil in Brazil. Comparisons between the variation patterns of the water content estimated by both methods exhibited evidences of deterioration of the TDR system during this two year period at field conditions. The results showed consistency in the variation pattern for the tensiometry data, whereas TDR estimates were inconsistent, with sensitivity decreasing over time. This suggests that difficulties may arise for the long-term use of this TDR system under tropical field conditions. (c) 2008 Elsevier B.V. All rights reserved.

Contribution of soil organic carbon to the ion exchange capacity of tropical soils

Highly weathered soils represent about 3 billion ha of the tropical region. Oxisols represent about 60% of the Brazilian territory (more than 5 million km 2), in areas of great agricultural importance. Soil organic carbon (SOC) can be responsible for more than 80% of the cation exchange capacity (CEC) of highly weathered soils, such as Oxisols and Ultisols. The objective of this study was to estimate the contribution of the SOC to the CEC of Brazilian soils from different orders. Surface samples (0.0 to 0.2 m) of 30 uncultivated soils (13 Oxisols, 6 Ultisols, 5 Alfisols, 3 Entisols, I Histosol, 1 Inceptisol. and I Molisol), under native forests and from reforestation sites from Sao Paulo State, Brazil, were collected in order to obtain a large variation of (electro)chemical, physical, and mineralogical soil attributes. Total content of SOC was quantified by titulometric and colorimetric methods. Effective cation exchange capacity (ECEC) was obtained by two methods: the indirect method-summation-estimated the ECECi from the sum of basic cations (Ca+ Mg+ K+ Na) and exchangeable Al; and the direct ECECd obtained by the compulsive exchange method, using unbuffered BaCl2 solution. The contribution of SOC to the soil CEC was estimated by the Bennema statistical method. The amount of SOC var ied from 6.6 g kg(-1) to 213.4 g kg(-1). while clay contents varied from 40 g kg(-1) to 716 g kg(-1). Soil organic carbon contents were strongly associated to the clay contents, suggesting that clay content was the primary variable in controling the variability of SOC contents in the samples. Cation exchange capacity varied from 7.0 mmol(c) kg(-1) to 137.8 mmol(c) kg(-1) and had a positive Correlation with SOC. The mean contribution (per grain) of the SOC (1.64 mmol(c)) for the soil CEC was more than 44 times higher than the contribution of the clay fraction (0.04 mmol(c),). A regression model that considered the SOC content as the only significant variable explained 60% of the variation in the soil total CEC. The importance of SOC was related to soil pedogenetic process, since its contribution to the soil CEC was more evident in Oxisols with predominance of Fe and Al (oxihydr)oxides in the mineral fraction or in Ultisols, that presented illuviated clay. The influence of SOC in the sign and in the magnitude of the net charge of soils reinforce the importance of agricultural management systems that preserve high levels of SOC, in order to improve their sustainability.

Qualitative assessment of stock prices listed on the Sao Paulo stock exchange: An approach from the perspective of homogeneity analysis

The stock market suffers uncertain relations throughout the entire negotiation process, with different variables exerting direct and indirect influence on stock prices. This study focuses on the analysis of certain aspects that may influence these values offered by the capital market, based on the Brazil Index of the Sao Paulo Stock Exchange (Bovespa), which selects 100 stocks among the most traded on Bovespa in terms of number of trades and financial volume. The selected variables are characterized by the companies` activity area and the business volume in the month of data collection, i.e. April/2007. This article proposes an analysis that joins the accounting view of the stock price variables that can be influenced with the use of multivariate qualitative data analysis. Data were explored through Correspondence Analysis (Anacor) and Homogeneity Analysis (Homals). According to the research, the selected variables are associated with the values presented by the stocks, which become an internal control instrument and a decision-making tool when it comes to choosing investments.

Real exchange rate and elasticity of labour supply in a balance-of-payments-constrained macrodynamics

A macrodynamic model is proposed in which the real exchange rate and the elasticity of labour supply interact defining different trajectories of growth and income distribution in a developing economy. Growth depends on imports of capital goods which are paid with exports (there are no capital flows) and hence is constrained by equilibrium in current account. The role of the elasticity of labour supply is to prevent the real exchange rate from appreciating as the economy grows, thereby sustaining international competitiveness. The model allows for endogenous technological change and considers the impact of migration from the subsistence to the modern sector on the cumulative (Kaldor-Verdoorn) process of learning.

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.

Synthesis of naturally occurring diene and trienes by Te/Li exchange on (1Z,3Z)-butyltelluro-4-methoxy-1,3-butadiene

(1Z,3Z)-Butyltelluro-o-4-methoxy-1,3-butadiene 2 was obtained by the hydrotelluration of(Z)-1-methoxy-but-1-en-3-ynes 1. The butadienyllithium 3 obtained by the Te/Li exchange reaction in the (1Z,3Z)-1-butyltelluro-4-methoxy-1.3-butadiene 2 reacted with aldehydes to form the corresponding alcohols 4a-d with total retention of configuration. The alcohols formed undergo hydrolysis, resulting in the alpha,beta,gamma,delta-unsaturated aldehydes of (E,E) configuration, which are precursors of trienes obtained from natural sources. The products of this reaction were employed in the synthesis of methyl-(2E,4E)-decadienoate 7, which is a component of the flavor principles of ripe Bartlett pears. Performing the Wittig reaction of the methyl triphenylphosphorane with the deca-(2E,4E)-dienal 5a, we were able to synthesize the undeca-(1,3E,5E)-triene 6a. This compound is a sex-pheromone component of the marine brown algae Fucus serratus, Dictyopteris plagiograma, and Dictyopteris australis. Performing the Wittig reaction of methyl triphenylphosphorane with the octa-(2E,4E)-dienal 5c, the nona-(1,3E,5E)-triene 6b was synthesized. The compound obtained is a sex-pheromone component of the marine brown alga Sargassum horneri. The octa-( 1,3E,5E)-triene 6c was easily obtained from hepta-(2E,4E)-dienal 5d by the Wittig reaction with methyl triphenylphophorane. This compound is a sex-pheromone component of the marine brown alga Fucus serratus. (C) 2010 Elsevier Ltd. All rights reserved.

QUADRANT-SEARCHING: A NEW TECHNIQUE TO REDUCE THE SEARCH SPACE OF THE INVERSE PROBLEM OF EIT USING BEM TO THE DIRECT PROBLEM

The image reconstruction using the EIT (Electrical Impedance Tomography) technique is a nonlinear and ill-posed inverse problem which demands a powerful direct or iterative method. A typical approach for solving the problem is to minimize an error functional using an iterative method. In this case, an initial solution close enough to the global minimum is mandatory to ensure the convergence to the correct minimum in an appropriate time interval. The aim of this paper is to present a new, simple and low cost technique (quadrant-searching) to reduce the search space and consequently to obtain an initial solution of the inverse problem of EIT. This technique calculates the error functional for four different contrast distributions placing a large prospective inclusion in the four quadrants of the domain. Comparing the four values of the error functional it is possible to get conclusions about the internal electric contrast. For this purpose, initially we performed tests to assess the accuracy of the BEM (Boundary Element Method) when applied to the direct problem of the EIT and to verify the behavior of error functional surface in the search space. Finally, numerical tests have been performed to verify the new technique.

Antibody-mediated rejection (AMR) after pancreas and pancreas-kidney transplantation

P>Antibody-mediated rejection (AMR) requires specific diagnostic tools and treatment and is associated with lower graft survival. We prospectively screened C4d in pancreas (n = 35, in 27 patients) and kidney (n = 33, in 21 patients) for cause biopsies. Serum amylase and lipase, amylasuria, fasting blood glucose (FBG) and 2-h capillary glucose (CG) were also analysed. We found that 27.3% of kidney biopsies and 43% of pancreatic biopsies showed C4d staining (66.7% and 53.3% diffuse in peritubular and interacinar capillaries respectively). Isolated exocrine dysfunction was the main indication for pancreas biopsy (54.3%) and was followed by both exocrine and endocrine dysfunctions (37.1%) and isolated endocrine dysfunction (8.6%). Laboratorial parameters were comparable between T-cell mediated rejection and AMR: amylase 151.5 vs. 149 U/l (P = 0.075), lipase 1120 vs. 1288.5 U/l (P = 0.83), amylasuria variation 46.5 vs. 61% (P = 0.97), FBG 69 vs. 97 mg/dl (P = 0.20) and 2-h CG maximum 149.5 vs. 197.5 mg/dl (P = 0.49) respectively. Amylasuria values after treatment correlated with pancreas allograft loss (P = 0.015). These data suggest that C4d staining should be routinely investigated when pancreas allograft dysfunction is present because of its high detection rate in cases of rejection.