50 resultados para algorithm optimization


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Thesis presented in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the subject of Electrical and Computer Engineering

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IEEE International Symposium on Circuits and Systems, pp. 724 – 727, Seattle, EUA

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

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Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

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Despite the extensive literature in finding new models to replace the Markowitz model or trying to increase the accuracy of its input estimations, there is less studies about the impact on the results of using different optimization algorithms. This paper aims to add some research to this field by comparing the performance of two optimization algorithms in drawing the Markowitz Efficient Frontier and in real world investment strategies. Second order cone programming is a faster algorithm, appears to be more efficient, but is impossible to assert which algorithm is better. Quadratic Programming often shows superior performance in real investment strategies.

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Dissertation presented in partial fulfillment of the requirements for the degree of Master in Biotechnology

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Informática

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

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Dissertation presented to obtain a Ph.D. degree in Engineering and Technology Sciences, Systems Biology at the Instituto de Tecnologia Química e Biológica, Universidade Nova de Lisboa

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Dissertation presented to obtain a Ph.D. degree in Engineering and Technology Sciences, Biotechnology at the Instituto de Tecnologia Química e Biológica, Universidade Nova de Lisboa

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European Journal of Operational Research, nº 73 (1994)

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In developed countries, civil infrastructures are one of the most significant investments of governments, corporations, and individuals. Among these, transportation infrastructures, including highways, bridges, airports, and ports, are of huge importance, both economical and social. Most developed countries have built a fairly complete network of highways to fit their needs. As a result, the required investment in building new highways has diminished during the last decade, and should be further reduced in the following years. On the other hand, significant structural deteriorations have been detected in transportation networks, and a huge investment is necessary to keep these infrastructures safe and serviceable. Due to the significant importance of bridges in the serviceability of highway networks, maintenance of these structures plays a major role. In this paper, recent progress in probabilistic maintenance and optimization strategies for deteriorating civil infrastructures with emphasis on bridges is summarized. A novel model including interaction between structural safety analysis,through the safety index, and visual inspections and non destructive tests, through the condition index, is presented. Single objective optimization techniques leading to maintenance strategies associated with minimum expected cumulative cost and acceptable levels of condition and safety are presented. Furthermore, multi-objective optimization is used to simultaneously consider several performance indicators such as safety, condition, and cumulative cost. Realistic examples of the application of some of these techniques and strategies are also presented.

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The aim of this contribution is to extend the techniques of composite materials design to non-linear material behaviour and apply it for design of new materials for passive vibration control. As a first step a computational tool allowing determination of macroscopic optimized one-dimensional isolator behaviour was developed. Voigt, Maxwell, standard and more complex material models can be implemented. Objective function considers minimization of the initial reaction and/or displacement peak as well as minimization of the steady-state amplitude of reaction and/or displacement. The complex stiffness approach is used to formulate the governing equations in an efficient way. Material stiffness parameters are assumed as non-linear functions of the displacement. The numerical solution is performed in the complex space. The steady-state solution in the complex space is obtained by an iterative process based on the shooting method which imposes the conditions of periodicity with respect to the known value of the period. Extension of the shooting method to the complex space is presented and verified. Non-linear behaviour of material parameters is then optimized by generic probabilistic meta-algorithm, simulated annealing. Dependence of the global optimum on several combinations of leading parameters of the simulated annealing procedure, like neighbourhood definition and annealing schedule, is also studied and analyzed. Procedure is programmed in MATLAB environment.

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Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática

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Dissertação para obtenção do Grau de Doutor em Engenharia Química, especialidade de Engenharia Bioquímica