77 resultados para Chance constrained programming
Resumo:
We show that the 2-matrix string model corresponds to a coupled system of 2 + 1-dimensional KP and modified KP ((m)KP2+1) integrable equations subject to a specific symmetry constraint. The latter together with the Miura-Konopelchenko map for (m)KP2+1 are the continuum incarnation of the matrix string equation. The (m)KP2+1 Miura and Backhand transformations are natural consequences of the underlying lattice structure. The constrained (m)KP2+1 system is equivalent to a 1 + 1-dimensional generalized KP-KdV hierarchy related to graded SL(3,1). We provide an explicit representation of this hierarchy, including the associated W(2,1)-algebra of the second Hamiltonian structure, in terms of free currents.
Resumo:
An affine sl(n + 1) algebraic construction of the basic constrained KP hierarchy is presented. This hierarchy is analyzed using two approaches, namely linear matrix eigenvalue problem on hermitian symmetric space and constrained KP Lax formulation and it is shown that these approaches are equivalent. The model is recognized to be the generalized non-linear Schrödinger (GNLS) hierarchy and it is used as a building block for a new class of constrained KP hierarchies. These constrained KP hierarchies are connected via similarity-Bäcklund transformations and interpolate between GNLS and multi-boson KP-Toda hierarchies. Our construction uncovers the origin of the Toda lattice structure behind the latter hierarchy. © 1995 American Institute of Physics.
Resumo:
The increase of computing power of the microcomputers has stimulated the building of direct manipulation interfaces that allow graphical representation of Linear Programming (LP) models. This work discusses the components of such a graphical interface as the basis for a system to assist users in the process of formulating LP problems. In essence, this work proposes a methodology which considers the modelling task as divided into three stages which are specification of the Data Model, the Conceptual Model and the LP Model. The necessity for using Artificial Intelligence techniques in the problem conceptualisation and to help the model formulation task is illustrated.
Resumo:
We formulate the constrained KP hierarchy (denoted by cKP K+1,M) as an affine sl(M + K+ 1) matrix integrable hierarchy generalizing the Drinfeld-Sokolov hierarchy. Using an algebraic approach, including the graded structure of the generalized Drinfeld-Sokolov hierarchy, we are able to find several new universal results valid for the cKP hierarchy. In particular, our method yields a closed expression for the second bracket obtained through Dirac reduction of any untwisted affine Kac-Moody current algebra. An explicit example is given for the case sl(M + K + 1), for which a closed expression for the general recursion operator is also obtained. We show how isospectral flows are characterized and grouped according to the semisimple non-regular element E of sl(M + K+ 1) and the content of the center of the kernel of E. © 1997 American Institute of Physics.
Resumo:
In this paper, we consider a vector optimization problem where all functions involved are defined on Banach spaces. We obtain necessary and sufficient criteria for optimality in the form of Karush-Kuhn-Tucker conditions. We also introduce a nonsmooth dual problem and provide duality theorems.
Resumo:
We suggest a constrained instanton (CI) solution in the physical QCD vacuum which is described by large-scale vacuum field fluctuations. This solution decays exponentially at large distances. It is stable only if the interaction of the instanton with the background vacuum field is small and additional constraints are introduced. The CI solution is explicitly constructed in the ansatz form, and the two-point vacuum correlator of the gluon field strengths is calculated in the framework of the effective instanton vacuum model. At small distances the results are qualitatively similar to the single instanton case; in particular, the D1 invariant structure is small, which is in agreement with the lattice calculations.
Resumo:
An invex constrained nonsmooth optimization problem is considered, in which the presence of an abstract constraint set is possibly allowed. Necessary and sufficient conditions of optimality are provided and weak and strong duality results established. Following Geoffrion's approach an invex nonsmooth alternative theorem of Gordan type is then derived. Subsequently, some applications on multiobjective programming are then pursued. © 2000 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint.
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel barrier method using artificial neural networks to solve robust parameter estimation problems for nonlinear model with unknown-but-bounded errors and uncertainties. This problem can be represented by a typical constrained optimization problem. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.
Resumo:
A combined methodology consisting of successive linear programming (SLP) and a simple genetic algorithm (SGA) solves the reactive planning problem. The problem is divided into operating and planning subproblems; the operating subproblem, which is a nonlinear, ill-conditioned and nonconvex problem, consists of determining the voltage control and the adjustment of reactive sources. The planning subproblem consists of obtaining the optimal reactive source expansion considering operational, economical and physical characteristics of the system. SLP solves the optimal reactive dispatch problem related to real variables, while SGA is used to determine the necessary adjustments of both the binary and discrete variables existing in the modelling problem. Once the set of candidate busbars has been defined, the program implemented gives the location and size of the reactive sources needed, if any, to maintain the operating and security constraints.
Resumo:
This paper presents a dynamic programming approach for semi-automated road extraction from medium-and high-resolution images. This method is a modified version of a pre-existing dynamic programming method for road extraction from low-resolution images. The basic assumption of this pre-existing method is that roads manifest as lines in low-resolution images (pixel footprint> 2 m) and as such can be modeled and extracted as linear features. On the other hand, roads manifest as ribbon features in medium- and high-resolution images (pixel footprint ≤ 2 m) and, as a result, the focus of road extraction becomes the road centerlines. The original method can not accurately extract road centerlines from medium- and high- resolution images. In view of this, we propose a modification of the merit function of the original approach, which is carried out by a constraint function embedding road edge properties. Experimental results demonstrated the modified algorithm's potential in extracting road centerlines from medium- and high-resolution images.
Resumo:
We consider free time optimal control problems with pointwise set control constraints u(t) ∈ U(t). Here we derive necessary conditions of optimality for those problem where the set U(t) is defined by equality and inequality control constraints. The main ingredients of our analysis are a well known time transformation and recent results on necessary conditions for mixed state-control constraints. ©2010 IEEE.
Resumo:
Due to the renewed interest in distributed generation (DG), the number of DG units incorporated in distribution systems has been rapidly increasing in the past few years. This situation requires new analysis tools for understanding system performance, and taking advantage of the potential benefits of DG. This paper presents an evolutionary multi-objective programming approach to determine the optimal operation of DG in distribution systems. The objectives are the minimization of the system power losses and operation cost of the DG units. The proposed approach also considers the inherent stochasticity of DG technologies powered by renewable resources. Some tests were carried out on the IEEE 34 bus distribution test system showing the robustness and applicability of the proposed methodology. © 2011 IEEE.