Relação entre modelos de programação não-linear com incerteza no conjunto de restrições

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On the solution of the extended linear complementarity problem

The extended linear complementarity problem (XLCP) has been introduced in a recent paper by Mangasarian and Pang. In the present research, minimization problems with simple bounds associated to this problem are defined. When the XLCP is solvable, their solutions are global minimizers of the associated problems. Sufficient conditions that guarantee that stationary points of the associated problems are solutions of the XLCP will be proved. These theoretical results support the conjecture that local methods for box constrained optimization applied to the associated problems could be efficient tools for solving the XLCP. (C) 1998 Elsevier B.V. All rights reserved.

On the value function for nonautonomous optimal control problems with infinite horizon

In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by L-1-functions. We verify that the value function is locally Lipschitz. The equivalence between dynamic programming inequalities and Hamilton-Jacobi-Bellman (HJB) inequalities for proximal sub (super) gradients is proven. Using this result we show that the value function is a Dini solution of the HJB equation. We obtain a verification result for the class of Dini sub-solutions of the HJB equation and also prove a minimax property of the value function with respect to the sets of Dini semi-solutions of the HJB equation. We introduce the concept of viscosity solutions of the HJB equation in infinite horizon and prove the equivalence between this and the concept of Dini solutions. In the Appendix we provide an existence theorem. (c) 2006 Elsevier B.V. All rights reserved.

Energy balance optimization of sugarcane crop residual biomass

This work presents a mathematical model for helping mills choose sugarcane varieties for planting. It maximizes crop residual biomass energy balance by considering the difference between generated and consumed energy in the process of transferring this biomass from the field to the processing center; it takes into account enterprise demand restrictions and cane planting area. For this full zero-one linear programming techniques were proposed. The model is viable for choosing sugarcane varieties that would benefit sugarcane production and industrial systems, by reducing crop residue and increasing final energy production. (c) 2006 Published by Elsevier Ltd.

ACCELERATING ITERATIVE ALGORITHMS FOR SYMMETRICAL LINEAR COMPLEMENTARITY-PROBLEMS

We propose a method for accelerating iterative algorithms for solving symmetric linear complementarity problems. The method consists in performing a one-dimensional optimization in the direction generated by a splitting method even for non-descent directions. We give strong convergence proofs and present numerical experiments that justify using this acceleration.

Food intake and digestive efficiency in temperate wool and tropic semi-arid hair lambs fed different concentrate: forage ratio diets

This work was conducted to evaluate food intake and digestive efficiency of temperate wool and tropic semi-arid hair lambs, according to different concentrate: forage ratios in diet. Twenty-four lambs, averaging 90 +/- 1.8 days old and a mean body weight of 20 +/- 0.69 kg, 12 of them wool lambs, F, from Ideal x Ile de France crossing, and 12 others pure Santa Ines hair lambs, were distributed into a four replication 3 x 2 factorial arrangement consisting of three diets and two genotypes. Experimental diets consisted of: D1 = 60% concentrate mix (C) and 40% Cynodon sp. cv. Tifton-85 hay (F), D2 = 40% C and 60% F, and D3 = 20% C and 80% F. D1 was formulated for a daily gain of 300g per animal. Increasing forage levels in diets resulted in linear reductions (P < 0.01) in DM, OM, CP, TCH and metabolizable energy (ME) intake, and a linear increase (P < 0.01) in NDF ingestion. Tropic semi-arid hair lambs had higher DM, OM, NDF, CP, and TCH intake than temperate wool lambs. Although there were no genotype effects in OM and GE coefficient of digestibility, hair lambs showed more efficient (P < 0.05) digestibility of DM, CP, NDF and TCH. Increases in forage levels of diets corresponded to a negative linear effect (P < 0.01) in the apparent digestibility of DM, OM, CP, TCH and GE, while apparent digestibility of NDF increased linearly (P < 0.01). Total endogenous nitrogen (fecal plus urinary N) for F(1) Ideal x Ilede France wool and Santa Ines hair lambs were, respectively, 182 and 312 mg/kg(0.75) per day. Thus, Santa Ines tropic semi-arid hair lambs showed to be more responsive than F(1) Ideal x Ile de France temperate wool lambs to low quality fibrous diets. (C) 2004 Elsevier B.V. All rights reserved.

Efeito do período de fornecimento de ração semi-complexa na fase inicial, sobre o ganho de peso compensatório nas fases de crescimento e terminação

One hundred and twenty crossbred pigs (Large White x Landrace) weaned at an average age of 28 days, were used. Pigs were alloted to five dietary treatments according to weight, sex and litter as follows: T1- Simple diet (SD) during whole Starter phase (SP) (28-63 days); T2- Semi-complex diet (SCD) for the first seven days followed by a SD during 28 days of SP; T3- SCD for the first 14 days followed by SD during 21 days of SP; T4- SCD for the first 21 days followed by SD during 14 days of SP; T5- SCD during the entire SP. A completely randomized block design was used with six replications. At the end of the SP one castrated male and one female, weighing closest to the average live weight of the group, were transferred to growing-finishing pens and fed growing-finishing diets ad libitum until they reached approximately 90kg live weight. Increasing the period of feeding the semi-complex diet resulted in a linear increase in average daily feed intake and average daily gain during the first 28 days of the initial phase. However, when the entire initial phase was considered there was a linear increase only in daily feed intake. There were no differences in incidence and severity of diarrhea in SP or in the performance of pigs during the growing-finishing phases. There were was no differences in average daily gain among diets from weaning to 90 kg body weight. It was concluded that the advantage of the semi-complex starter diet tended to disappear as age increased.

Towards an intelligent graphical interface for linear programming modelling

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.

Global optimization approach for the H2-norm model reduction problem

A branch and bound algorithm is proposed to solve the H2-norm model reduction problem for continuous-time linear systems, with conditions assuring convergence to the global optimum in finite time. The lower and upper bounds used in the optimization procedure are obtained through Linear Matrix Inequalities formulations. Examples illustrate the results.

Stochastic Stability for Markovian Jump Linear Systems Subject to a Crucial Failure Event

This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is associated with the occurrence of a crucial failure after which the system is brought to a halt for maintenance. The usual stochastic stability concepts and associated results are not indicated, since they are tailored to pure infinite horizon problems. Using the concept named stochastic τ-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of τ Δ is obtained. In addition, an intermediary and mixed case for which τ represents the minimum between the occurrence of a fix number N of failures and the occurrence of a crucial failure τ Δ is also considered. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided in this setting that are auxiliary to the main result.

Orientação semi-automática de imagens CBERS usando rodovias como controle de campo

In this paper is proposed a methodology for semiautomatic CBERS image orientation using roads as ground control. It is based on an iterative strategy involving three steps. In the first step, an operator identifies on the image the ground control roads and supplies along them a few seed points, which could be sparsely and coarsely distributed. These seed points are used by the dynamic programming algorithm for extracting the ground control roads from the image. In the second step, it is established the correspondences between points describing the ground control roads and the corresponding ones extracted from the image. In the last step, the corresponding points are used to orient the CBERS image by using the DLT (Direct Linear Transformation). The two last steps are iterated until the convergence of the orientation process is verified. Experimental results showed that the proposed methodology was efficient with several test images. In all cases the orientation process converged. Moreover, the estimated orientation parameters allowed the registration of check roads with pixel accuracy or better.

Global optimization for the ℋ∞-norm model reduction problem

A branch and bound algorithm is proposed to solve the [image omitted]-norm model reduction problem for continuous and discrete-time linear systems, with convergence to the global optimum in a finite time. The lower and upper bounds in the optimization procedure are described by linear matrix inequalities (LMI). Also proposed are two methods with which to reduce the convergence time of the branch and bound algorithm: the first one uses the Hankel singular values as a sufficient condition to stop the algorithm, providing to the method a fast convergence to the global optimum. The second one assumes that the reduced model is in the controllable or observable canonical form. The [image omitted]-norm of the error between the original model and the reduced model is considered. Examples illustrate the application of the proposed method.

Analysis of electric torque in single machine-infinite bus system using phase shifters

ResumoThe main idea of this work is based on the analysis of the electric torque through the acting of the PS in the power system, provided of a control for the compensation degree (PSC). A linear model of the single machine-infinite bus system is used with a PS installed (SMIB/PS system). The variable that represents the presence of PS in the net is associated to the phase displacement introduced in the terminal voltage of the synchronous machine by PS. For the input signals of the PSC are evaluated variations of the angular speed of the rotor, the current magnitude and the active power through the line where the PS is located. The simulations are accomplished to analyze the influence of the PS in the torque formation (synchronizing and damping), of the SMIB/PS system. The analysis are developed in the time and frequency domain.

Lower-semicontinuity and optimization of convex functionals

The result that we treat in this article allows to the utilization of classic tools of convex analysis in the study of optimality conditions in the optimal control convex process for a Volterra-Stietjes linear integral equation in the Banach space G([a, b],X) of the regulated functions in [a, b], that is, the functions f : [a, 6] → X that have only descontinuity of first kind, in Dushnik (or interior) sense, and with an equality linear restriction. In this work we introduce a convex functional Lβf(x) of Nemytskii type, and we present conditions for its lower-semicontinuity. As consequence, Weierstrass Theorem garantees (under compacity conditions) the existence of solution to the problem min{Lβf(x)}. © 2009 Academic Publications.

A maximum principle for infinite time asymptotically stable impulsive dynamic control systems

We consider an infinite horizon optimal impulsive control problems for which a given cost function is minimized by choosing control strategies driving the state to a point in a given closed set C ∞. We present necessary conditions of optimality in the form of a maximum principle for which the boundary condition of the adjoint variable is such that non-degeneracy due to the fact that the time horizon is infinite is ensured. These conditions are given for conventional systems in a first instance and then for impulsive control problems. They are proved by considering a family of approximating auxiliary interval conventional (without impulses) optimal control problems defined on an increasing sequence of finite time intervals. As far as we know, results of this kind have not been derived previously. © 2010 IFAC.