41 resultados para Mathematical problem with complementarity constraints
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
Resumo:
This article describes and compares three heuristics for a variant of the Steiner tree problem with revenues, which includes budget and hop constraints. First, a greedy method which obtains good approximations in short computational times is proposed. This initial solution is then improved by means of a destroy-and-repair method or a tabu search algorithm. Computational results compare the three methods in terms of accuracy and speed. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
This paper addresses the capacitated lot sizing problem (CLSP) with a single stage composed of multiple plants, items and periods with setup carry-over among the periods. The CLSP is well studied and many heuristics have been proposed to solve it. Nevertheless, few researches explored the multi-plant capacitated lot sizing problem (MPCLSP), which means that few solution methods were proposed to solve it. Furthermore, to our knowledge, no study of the MPCLSP with setup carry-over was found in the literature. This paper presents a mathematical model and a GRASP (Greedy Randomized Adaptive Search Procedure) with path relinking to the MPCLSP with setup carry-over. This solution method is an extension and adaptation of a previously adopted methodology without the setup carry-over. Computational tests showed that the improvement of the setup carry-over is significant in terms of the solution value with a low increase in computational time.
Continuity of the dynamics in a localized large diffusion problem with nonlinear boundary conditions
Resumo:
This paper is concerned with singular perturbations in parabolic problems subjected to nonlinear Neumann boundary conditions. We consider the case for which the diffusion coefficient blows up in a subregion Omega(0) which is interior to the physical domain Omega subset of R(n). We prove, under natural assumptions, that the associated attractors behave continuously as the diffusion coefficient blows up locally uniformly in Omega(0) and converges uniformly to a continuous and positive function in Omega(1) = (Omega) over bar\Omega(0). (C) 2009 Elsevier Inc. All rights reserved.
Resumo:
In this article we propose a 0-1 optimization model to determine a crop rotation schedule for each plot in a cropping area. The rotations have the same duration in all the plots and the crops are selected to maximize plot occupation. The crops may have different production times and planting dates. The problem includes planting constraints for adjacent plots and also for sequences of crops in the rotations. Moreover, cultivating crops for green manuring and fallow periods are scheduled into each plot. As the model has, in general, a great number of constraints and variables, we propose a heuristics based on column generation. To evaluate the performance of the model and the method, computational experiments using real-world data were performed. The solutions obtained indicate that the method generates good results.
Resumo:
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.
Resumo:
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.
Resumo:
This paper deals with the classical one-dimensional integer cutting stock problem, which consists of cutting a set of available stock lengths in order to produce smaller ordered items. This process is carried out in order to optimize a given objective function (e.g., minimizing waste). Our study deals with a case in which there are several stock lengths available in limited quantities. Moreover, we have focused on problems of low demand. Some heuristic methods are proposed in order to obtain an integer solution and compared with others. The heuristic methods are empirically analyzed by solving a set of randomly generated instances and a set of instances from the literature. Concerning the latter. most of the optimal solutions of these instances are known, therefore it was possible to compare the solutions. The proposed methods presented very small objective function value gaps. (C) 2008 Elsevier Ltd. All rights reserved.
Resumo:
A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.
Resumo:
The constrained compartmentalized knapsack problem can be seen as an extension of the constrained knapsack problem. However, the items are grouped into different classes so that the overall knapsack has to be divided into compartments, and each compartment is loaded with items from the same class. Moreover, building a compartment incurs a fixed cost and a fixed loss of the capacity in the original knapsack, and the compartments are lower and upper bounded. The objective is to maximize the total value of the items loaded in the overall knapsack minus the cost of the compartments. This problem has been formulated as an integer non-linear program, and in this paper, we reformulate the non-linear model as an integer linear master problem with a large number of variables. Some heuristics based on the solution of the restricted master problem are investigated. A new and more compact integer linear model is also presented, which can be solved by a branch-and-bound commercial solver that found most of the optimal solutions for the constrained compartmentalized knapsack problem. On the other hand, heuristics provide good solutions with low computational effort. (C) 2011 Elsevier BM. All rights reserved.
Resumo:
This paper concern the development of a stable model predictive controller (MPC) to be integrated with real time optimization (RTO) in the control structure of a process system with stable and integrating outputs. The real time process optimizer produces Optimal targets for the system inputs and for Outputs that Should be dynamically implemented by the MPC controller. This paper is based oil a previous work (Comput. Chem. Eng. 2005, 29, 1089) where a nominally stable MPC was proposed for systems with the conventional control approach where only the outputs have set points. This work is also based oil the work of Gonzalez et at. (J. Process Control 2009, 19, 110) where the zone control of stable systems is studied. The new control for is obtained by defining ail extended control objective that includes input targets and zone controller the outputs. Additional decision variables are also defined to increase the set of feasible solutions to the control problem. The hard constraints resulting from the cancellation of the integrating modes Lit the end of the control horizon are softened,, and the resulting control problem is made feasible to a large class of unknown disturbances and changes of the optimizing targets. The methods are illustrated with the simulated application of the proposed,approaches to a distillation column of the oil refining industry.
Resumo:
Hub-and-spoke networks are widely studied in the area of location theory. They arise in several contexts, including passenger airlines, postal and parcel delivery, and computer and telecommunication networks. Hub location problems usually involve three simultaneous decisions to be made: the optimal number of hub nodes, their locations and the allocation of the non-hub nodes to the hubs. In the uncapacitated single allocation hub location problem (USAHLP) hub nodes have no capacity constraints and non-hub nodes must be assigned to only one hub. In this paper, we propose three variants of a simple and efficient multi-start tabu search heuristic as well as a two-stage integrated tabu search heuristic to solve this problem. With multi-start heuristics, several different initial solutions are constructed and then improved by tabu search, while in the two-stage integrated heuristic tabu search is applied to improve both the locational and allocational part of the problem. Computational experiments using typical benchmark problems (Civil Aeronautics Board (CAB) and Australian Post (AP) data sets) as well as new and modified instances show that our approaches consistently return the optimal or best-known results in very short CPU times, thus allowing the possibility of efficiently solving larger instances of the USAHLP than those found in the literature. We also report the integer optimal solutions for all 80 CAB data set instances and the 12 AP instances up to 100 nodes, as well as for the corresponding new generated AP instances with reduced fixed costs. Published by Elsevier Ltd.
Resumo:
This paper addresses the independent multi-plant, multi-period, and multi-item capacitated lot sizing problem where transfers between the plants are allowed. This is an NP-hard combinatorial optimization problem and few solution methods have been proposed to solve it. We develop a GRASP (Greedy Randomized Adaptive Search Procedure) heuristic as well as a path-relinking intensification procedure to find cost-effective solutions for this problem. In addition, the proposed heuristics is used to solve some instances of the capacitated lot sizing problem with parallel machines. The results of the computational tests show that the proposed heuristics outperform other heuristics previously described in the literature. The results are confirmed by statistical tests. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
We consider a Moyal plane and propose to make the noncommutativity parameter Theta(mu nu) bifermionic, i.e. composed of two fermionic (Grassmann odd) parameters. The Moyal product then contains a finite number of derivatives, which avoid the difficulties of the standard approach. As an example, we construct a two-dimensional noncommutative field theory model based on the Moyal product with a bifermionic parameter and show that it has a locally conserved energy-momentum tensor. The model has no problem with the canonical quantization and appears to be renormalizable.
Resumo:
In this paper we show the existence of three new families of stacked spatial central configurations for the six-body problem with the following properties: four bodies are at the vertices of a regular tetrahedron and the other two bodies are on a line connecting one vertex of the tetrahedron with the center of the opposite face. (c) 2009 Elsevier B.V. All rights reserved.
Resumo:
Este artigo traz uma reflexão acerca da avaliação em Matemática, destacando os modos pelos quais essa avaliação pode vir a ser compreendida e discutida em um curso de formação de professores da área. Explicita-se como, a partir das situações de sala de aula, o olhar para as possibilidades da avaliação pode contribuir para a formação desse professor no que diz respeito ao compreendido pelos alunos. São analisadas três situações-problema, propostas aos alunos do curso de graduação em Matemática, cujo foco é o modo de avaliar. O olhar avaliativo e o fazer Matemática são entendidos como uma forma de o aluno voltar-se para o conteúdo matemático, abrindo-se ao que, no seu lidar cotidiano, se mostra. Diz-se da importância de se considerarem os "dados relevantes" e o "a ser conhecido" nas situações de avaliação que permitem, ao professor, ler a aprendizagem do aluno em seu modo de se expressar.