120 resultados para Sequential quadratic programming

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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This paper presents a nonlinear model with individual representation of plants for the centralized long-term hydrothermal scheduling problem over multiple areas. In addition to common aspects of long-term scheduling, this model takes transmission constraints into account. The ability to optimize hydropower exchange among multiple areas is important because it enables further minimization of complementary thermal generation costs. Also, by considering transmission constraints for long-term scheduling, a more precise coupling with shorter horizon schedules can be expected. This is an important characteristic from both operational and economic viewpoints. The proposed model is solved by a sequential quadratic programming approach in the form of a prototype system for different case studies. An analysis of the benefits provided by the model is also presented. ©2009 IEEE.

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We propose new classes of linear codes over integer rings of quadratic extensions of Q, the field of rational numbers. The codes are considered with respect to a Mannheim metric, which is a Manhattan metric modulo a two-dimensional (2-D) grid. In particular, codes over Gaussian integers and Eisenstein-Jacobi integers are extensively studied. Decoding algorithms are proposed for these codes when up to two coordinates of a transmitted code vector are affected by errors of arbitrary Mannheim weight. Moreover, we show that the proposed codes are maximum-distance separable (MDS), with respect to the Hamming distance. The practical interest in such Mannheim-metric codes is their use in coded modulation schemes based on quadrature amplitude modulation (QAM)-type constellations, for which neither the Hamming nor the Lee metric is appropriate.

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We consider the management branch model where the random resources of the subsystem are given by the exponential distributions. The determinate equivalent is a block structure problem of quadratic programming. It is solved effectively by means of the decomposition method, which is based on iterative aggregation. The aggregation problem of the upper level is resolved analytically. This overcomes all difficulties concerning the large dimension of the main problem.

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Pós-graduação em Engenharia Elétrica - FEIS

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The work consists of analyzing the risk management of investments by applying statistical concepts, economic and mathematical models considering the assets on the market on renowned financial institution. The assessment of these risks becomes increasingly interesting in view of minimizing your losses thus maximizing your chances of gains in both markets boom as extreme uncertainty, even with the sudden changes of scenery. Introducing concepts of investment funds, as well as the classification of the types of funds as funds management and equity, its guidelines, the concept of market investment funds. The types of assets comprising the investment funds, their taxation rules beyond the incidents that market widely used by investors and skilled people, both physical and legal, who keep their resources in this modality. With the historical data collected yields of investment funds of the Bank of Brazil, is an accomplished inflation adjustment and calculated the mean and variance for the verification of the model of Markowitz efficient frontier, a method used as investment analysis. This scan is used Matlab to obtain the set (or border) efficient portfolios. Once verified such data, there will be a critique of the Markowitz model as a quadratic programming and more coherent risk measures currently studied as VaR and CVaR minimizing the expected error, approaching our studies of current research. It is found that such studies have much to be explored, since there are many discussions about how effectively measure risk investments such as its characteristic and behavior, using a time series and volatility

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The tick Rhipicephalus sanguineus is a very common parasite of dogs worldwide. Dogs seem unable to acquire resistance against this tick species, whereas guinea pigs demonstrate a very strong resistance following primary infestation. We studied the inflammatory reaction at the R. sanguineus tick feeding site on dogs and guinea pigs during primary and tertiary infestations at different time intervals after attachment. Biopsies were collected after 4, 24, 48 and 96 hours. Changes that were found in all experimental groups included a cone of cement around the mouthparts of the tick, epidermal hyperplasia, edema and inflammatory cell infiltration in the dermis directly underneath the tick attachment site. Dogs reacted to ticks mainly with neutrophils, particularly after repeated exposure. Mast cells and mononuclear leukocytes were also present. Guinea pigs reacted to R. sanguineus mainly with mononuclear cells, eosinophils and basophils. These cells were particularly numerous after repeated exposure to R. sanguineus. Our results suggest that basophils and eosinophils are involved in resistance of guinea pigs to R. sanguineus and that neutrophils in dogs have little effect against this tick species.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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The antifungal susceptibility profiles and the genetic variability of 83 sequential clinical isolates of Cryptococcus neoformans, including four Cryptococcus gattii isolates, obtained from 38 São Paulo AIDS patients with cryptococcal meningitis were assessed by electrophoretic karyotyping and random amplified polymorphic DNA (RAPD) analysis. The majority of the Cryptococcus neoformans isolates were highly susceptible to amphotericin B and fluconazole. Twenty percent of the minimum inhibitory concentration values for amphotericin B varied from 0.5 to 1 mu g mL(-1). For fluconazole, 22% occurred in the range 8-16 mu g mL(-1). Sequential isolates from nine patients showed a trend towards lower susceptibility to fluconazole, flucytosine, itraconazole and amphotericin B. The results of molecular typing by electrophoretic karyotyping and RAPD analysis showed the presence of 22 electrophoretic karyotypes (EK) and 15 RAPD profiles that were highly correlated. Our results provided evidence for the occurrence of genetic changes in some strains associated with microevolution during the course of infection. We also observed both microevolution and simultaneous coinfection with two distinct Cryptococcus neoformans strains in one patient. In some patients, we found changed EK- and RAPD patterns in association with increased MIC values.