Metodologia DEA e optimização multiobjectivo

Mestrado em Contabilidade e Gestão das Instituições Financeiras

Scheduling of head-dependent cascaded hydro systems: Mixed-integer quadratic programming approach

This paper is on the problem of short-term hydro, scheduling, particularly concerning head-dependent cascaded hydro systems. We propose a novel mixed-integer quadratic programming approach, considering not only head-dependency, but also discontinuous operating regions and discharge ramping constraints. Thus, an enhanced short-term hydro scheduling is provided due to the more realistic modeling presented in this paper. Numerical results from two case studies, based on Portuguese cascaded hydro systems, illustrate the proficiency of the proposed approach.

Direct multisearch for multiobjective optimization

In practical applications of optimization it is common to have several conflicting objective functions to optimize. Frequently, these functions are subject to noise or can be of black-box type, preventing the use of derivative-based techniques. We propose a novel multiobjective derivative-free methodology, calling it direct multisearch (DMS), which does not aggregate any of the objective functions. Our framework is inspired by the search/poll paradigm of direct-search methods of directional type and uses the concept of Pareto dominance to maintain a list of nondominated points (from which the new iterates or poll centers are chosen). The aim of our method is to generate as many points in the Pareto front as possible from the polling procedure itself, while keeping the whole framework general enough to accommodate other disseminating strategies, in particular, when using the (here also) optional search step. DMS generalizes to multiobjective optimization (MOO) all direct-search methods of directional type. We prove under the common assumptions used in direct search for single objective optimization that at least one limit point of the sequence of iterates generated by DMS lies in (a stationary form of) the Pareto front. However, extensive computational experience has shown that our methodology has an impressive capability of generating the whole Pareto front, even without using a search step. Two by-products of this paper are (i) the development of a collection of test problems for MOO and (ii) the extension of performance and data profiles to MOO, allowing a comparison of several solvers on a large set of test problems, in terms of their efficiency and robustness to determine Pareto fronts.

Node adaptation for global collocation with radial basis functions using direct multisearch for multiobjective optimization

Meshless methods are used for their capability of producing excellent solutions without requiring a mesh, avoiding mesh related problems encountered in other numerical methods, such as finite elements. However, node placement is still an open question, specially in strong form collocation meshless methods. The number of used nodes can have a big influence on matrix size and therefore produce ill-conditioned matrices. In order to optimize node position and number, a direct multisearch technique for multiobjective optimization is used to optimize node distribution in the global collocation method using radial basis functions. The optimization method is applied to the bending of isotropic simply supported plates. Using as a starting condition a uniformly distributed grid, results show that the method is capable of reducing the number of nodes in the grid without compromising the accuracy of the solution. (C) 2013 Elsevier Ltd. All rights reserved.

A stochastic programming approach for the development of offering strategies for a wind power producer

A stochastic programming approach is proposed in this paper for the development of offering strategies for a wind power producer. The optimization model is characterized by making the analysis of several scenarios and treating simultaneously two kinds of uncertainty: wind power and electricity market prices. The approach developed allows evaluating alternative production and offers strategies to submit to the electricity market with the ultimate goal of maximizing profits. An innovative comparative study is provided, where the imbalances are treated differently. Also, an application to two new realistic case studies is presented. Finally, conclusions are duly drawn.

Multiobjective design of viscoelastic laminated composite sandwich panels

The optimal design of laminated sandwich panels with viscoelastic core is addressed in this paper, with the objective of simultaneously minimizing weight and material cost and maximizing modal damping. The design variables are the number of layers in the laminated sandwich panel, the layer constituent materials and orientation angles and the viscoelastic layer thickness. The problem is solved using the Direct MultiSearch (DMS) solver for multiobjective optimization problems which does not use any derivatives of the objective functions. A finite element model for sandwich plates with transversely compressible viscoelastic core and anisotropic laminated face layers is used. Trade-off Pareto optimal fronts are obtained and the results are analyzed and discussed.

Multiobjective optimization for node adaptation in the analysis of composite plates using a meshless collocation method

The bending of simply supported composite plates is analyzed using a direct collocation meshless numerical method. In order to optimize node distribution the Direct MultiSearch (DMS) for multi-objective optimization method is applied. In addition, the method optimizes the shape parameter in radial basis functions. The optimization algorithm was able to find good solutions for a large variety of nodes distribution.

Multiobjective optimization of cold-formed steel columns

The optimal design of cold-formed steel columns is addressed in this paper, with two objectives: maximize the local-global buckling strength and maximize the distortional buckling strength. The design variables of the problem are the angles of orientation of cross-section wall elements the thickness and width of the steel sheet that forms the cross-section are fixed. The elastic local, distortional and global buckling loads are determined using Finite Strip Method (CUFSM) and the strength of cold-formed steel columns (with given length) is calculated using the Direct Strength Method (DSM). The bi-objective optimization problem is solved using the Direct MultiSearch (DMS) method, which does not use any derivatives of the objective functions. Trade-off Pareto optimal fronts are obtained separately for symmetric and anti-symmetric cross-section shapes. The results are analyzed and further discussed, and some interesting conclusions about the individual strengths (local-global and distortional) are found.

Multiobjective optimization of viscoelastic laminated sandwich structures using the Direct MultiSearch method

A multiobjective approach for optimization of passive damping for vibration reduction in sandwich structures is presented in this paper. Constrained optimization is conducted for maximization of modal loss factors and minimization of weight of sandwich beams and plates with elastic laminated constraining layers and a viscoelastic core, with layer thickness and material and laminate layer ply orientation angles as design variables. The problem is solved using the Direct MultiSearch (DMS) solver for derivative-free multiobjective optimization and solutions are compared with alternative ones obtained using genetic algorithms.

Risk Aversion in a Mixed-Integer Nonlinear Approach to Support Decision-Making for a Hydro Power Producer

In this paper, a mixed-integer nonlinear approach is proposed to support decision-making for a hydro power producer, considering a head-dependent hydro chain. The aim is to maximize the profit of the hydro power producer from selling energy into the electric market. As a new contribution to earlier studies, a risk aversion criterion is taken into account, as well as head-dependency. The volatility of the expected profit is limited through the conditional value-at-risk (CVaR). The proposed approach has been applied successfully to solve a case study based on one of the main Portuguese cascaded hydro systems.

Investigation on the development of bidding strategies for a wind farm owner

In this paper, the development of bidding strategies is investigated for a wind farm owner. The optimization model is characterized by making the analysis of scenarios. The proposed approach allows evaluating alternative production strategies in order to submit bids to the electricity market with the goal of maximizing profits. The problem is formulated as a linear programming problem. An application to a case study is presented

Scheduling of head-dependent cascaded reservoirs considering discharge ramping constraints and start/stop of units

This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning head-dependent reservoirs under competitive environment. We propose a novel method, based on mixed-integer nonlinear programming (MINLP), for optimising power generation efficiency. This method considers hydroelectric power generation as a nonlinear function of water discharge and of the head. The main contribution of this paper is that discharge ramping constraints and start/stop of units are also considered, in order to obtain more realistic and feasible results. The proposed method has been applied successfully to solve two case studies based on Portuguese cascaded hydro systems, providing a higher profit at an acceptable computation time in comparison with classical optimisation methods based on mixed-integer linear programming (MILP).

Mixed-integer nonlinear approach for the optimal scheduling of a head-dependent hydro chain

This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning a head-dependent hydro chain We propose a novel mixed-integer nonlinear programming (MINLP) approach, considering hydroelectric power generation as a nonlinear function of water discharge and of the head. As a new contribution to eat her studies, we model the on-off behavior of the hydro plants using integer variables, in order to avoid water discharges at forbidden areas Thus, an enhanced STHS is provided due to the more realistic modeling presented in this paper Our approach has been applied successfully to solve a test case based on one of the Portuguese cascaded hydro systems with a negligible computational time requirement.

Projecto timecloud: software de gestão de tempo laboral numa plataforma cloud

O presente projecto tem como objectivo a disponibilização de uma plataforma de serviços para gestão e contabilização de tempo remunerável, através da marcação de horas de trabalho, férias e faltas (com ou sem justificação). Pretende-se a disponibilização de relatórios com base nesta informação e a possibilidade de análise automática dos dados, como por exemplo excesso de faltas e férias sobrepostas de trabalhadores. A ênfase do projecto está na disponibilização de uma arquitectura que facilite a inclusão destas funcionalidades. O projecto está implementado sobre a plataforma Google App Engine (i.e. GAE), de forma a disponibilizar uma solução sob o paradigma de Software as a Service, com garantia de disponibilidade e replicação de dados. A plataforma foi escolhida a partir da análise das principais plataformas cloud existentes: Google App Engine, Windows Azure e Amazon Web Services. Foram analisadas as características de cada plataforma, nomeadamente os modelos de programação, os modelos de dados disponibilizados, os serviços existentes e respectivos custos. A escolha da plataforma foi realizada com base nas suas características à data de iniciação do presente projecto. A solução está estruturada em camadas, com as seguintes componentes: interface da plataforma, lógica de negócio e lógica de acesso a dados. A interface disponibilizada está concebida com observação dos princípios arquitecturais REST, suportando dados nos formatos JSON e XML. A esta arquitectura base foi acrescentada uma componente de autorização, suportada em Spring-Security, sendo a autenticação delegada para os serviços Google Acounts. De forma a permitir o desacoplamento entre as várias camadas foi utilizado o padrão Dependency Injection. A utilização deste padrão reduz a dependência das tecnologias utilizadas nas diversas camadas. Foi implementado um protótipo, para a demonstração do trabalho realizado, que permite interagir com as funcionalidades do serviço implementadas, via pedidos AJAX. Neste protótipo tirou-se partido de várias bibliotecas javascript e padrões que simplificaram a sua realização, tal como o model-view-viewmodel através de data binding. Para dar suporte ao desenvolvimento do projecto foi adoptada uma abordagem de desenvolvimento ágil, baseada em Scrum, de forma a implementar os requisitos do sistema, expressos em user stories. De forma a garantir a qualidade da implementação do serviço foram realizados testes unitários, sendo também feita previamente a análise da funcionalidade e posteriormente produzida a documentação recorrendo a diagramas UML.

Analisador de vibrações de dois canais baseado em computador

O presente trabalho teve como principal objectivo o desenvolvimento de um analisador de vibrações de dois canais baseado em computador, para a realização de diagnóstico no âmbito do controlo de condição de máquinas. Foi desenvolvida uma aplicação num computador comum, no software LabVIEW, que através de transdutores de aceleração do tipo MEMS conectados via USB, faz a recolha de dados de vibração e procede ao seu processamento e apresentação ao utilizador. As ferramentas utilizadas para o processamento de dados são ferramentas comuns encontradas em vários analisadores de vibrações disponíveis no mercado. Estas podem ser: gráficos de espectro de frequência, sinal no tempo, cascata ou valores de nível global de vibração, entre outras. Apesar do analisador desenvolvido não apresentar inovação nas ferramentas de análise adoptadas, este pretende ser distinguido pelo baixo custo, simplicidade e carácter didáctico. Este trabalho vem evidenciar as vantagens, desvantagens e potencialidades de um analisador desta natureza. São tiradas algumas conclusões quanto à sua capacidade de diagnóstico de avarias, capacidades como ferramenta didáctica, sensores utilizados e linguagem de programação escolhida. Como conclusões principais, o trabalho revela que os sensores escolhidos não são os indicados para efectuar o diagnóstico de avarias em ambiente industrial, contudo são ideais para tornar este analisador numa boa ferramenta didáctica e de treino.