991 resultados para dynamic optimization
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This paper addresses the use of optimization techniques in the design of a steel riser. Two methods are used: the genetic algorithm, which imitates the process of natural selection, and the simulated annealing, which is based on the process of annealing of a metal. Both of them are capable of searching a given solution space for the best feasible riser configuration according to predefined criteria. Optimization issues are discussed, such as problem codification, parameter selection, definition of objective function, and restrictions. A comparison between the results obtained for economic and structural objective functions is made for a case study. Optimization method parallelization is also addressed. [DOI: 10.1115/1.4001955]
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This paper presents an approach to the solution of moving a robot manipulator with minimum cost along a specified geometric path in the presence of obstacles. The main idea is to express obstacle avoidance in terms of the distances between potentially colliding parts. The optimal traveling time and the minimum mechanical energy of the actuators are considered together to build a multiobjective function. A simple numerical example involving a Cartesian manipulator arm with two-degree-of-freedom is described.
Characterizing Dynamic Optimization Benchmarks for the Comparison of Multi-Modal Tracking Algorithms
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Population-based metaheuristics, such as particle swarm optimization (PSO), have been employed to solve many real-world optimization problems. Although it is of- ten sufficient to find a single solution to these problems, there does exist those cases where identifying multiple, diverse solutions can be beneficial or even required. Some of these problems are further complicated by a change in their objective function over time. This type of optimization is referred to as dynamic, multi-modal optimization. Algorithms which exploit multiple optima in a search space are identified as niching algorithms. Although numerous dynamic, niching algorithms have been developed, their performance is often measured solely on their ability to find a single, global optimum. Furthermore, the comparisons often use synthetic benchmarks whose landscape characteristics are generally limited and unknown. This thesis provides a landscape analysis of the dynamic benchmark functions commonly developed for multi-modal optimization. The benchmark analysis results reveal that the mechanisms responsible for dynamism in the current dynamic bench- marks do not significantly affect landscape features, thus suggesting a lack of representation for problems whose landscape features vary over time. This analysis is used in a comparison of current niching algorithms to identify the effects that specific landscape features have on niching performance. Two performance metrics are proposed to measure both the scalability and accuracy of the niching algorithms. The algorithm comparison results demonstrate the algorithms best suited for a variety of dynamic environments. This comparison also examines each of the algorithms in terms of their niching behaviours and analyzing the range and trade-off between scalability and accuracy when tuning the algorithms respective parameters. These results contribute to the understanding of current niching techniques as well as the problem features that ultimately dictate their success.
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Dynamic optimization has several key advantages. This includes the ability to work on binary code in the absence of sources and to perform optimization across module boundaries. However, it has a significant disadvantage viz-a-viz traditional static optimization: it has a significant runtime overhead. There can be performance gain only if the overhead can be amortized. In this paper, we will quantitatively analyze the runtime overhead introduced by a dynamic optimizer, DynamoRIO. We found that the major overhead does not come from the optimizer's operation. Instead, it comes from the extra code in the code cache added by DynamoRIO. After a detailed analysis, we will propose a method of trace construction that ameliorate the overhead introduced by the dynamic optimizer, thereby reducing the runtime overhead of DynamoRIO. We believe that the result of the study as well as the proposed solution is applicable to other scenarios such as dynamic code translation and managed execution that utilizes a framework similar to that of dynamic optimization.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Current advanced cloud infrastructure management solutions allow scheduling actions for dynamically changing the number of running virtual machines (VMs). This approach, however, does not guarantee that the scheduled number of VMs will properly handle the actual user generated workload, especially if the user utilization patterns will change. We propose using a dynamically generated scaling model for the VMs containing the services of the distributed applications, which is able to react to the variations in the number of application users. We answer the following question: How to dynamically decide how many services of each type are needed in order to handle a larger workload within the same time constraints? We describe a mechanism for dynamically composing the SLAs for controlling the scaling of distributed services by combining data analysis mechanisms with application benchmarking using multiple VM configurations. Based on processing of multiple application benchmarks generated data sets we discover a set of service monitoring metrics able to predict critical Service Level Agreement (SLA) parameters. By combining this set of predictor metrics with a heuristic for selecting the appropriate scaling-out paths for the services of distributed applications, we show how SLA scaling rules can be inferred and then used for controlling the runtime scale-in and scale-out of distributed services. We validate our architecture and models by performing scaling experiments with a distributed application representative for the enterprise class of information systems. We show how dynamically generated SLAs can be successfully used for controlling the management of distributed services scaling.
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Over the last few years, the Data Center market has increased exponentially and this tendency continues today. As a direct consequence of this trend, the industry is pushing the development and implementation of different new technologies that would improve the energy consumption efficiency of data centers. An adaptive dashboard would allow the user to monitor the most important parameters of a data center in real time. For that reason, monitoring companies work with IoT big data filtering tools and cloud computing systems to handle the amounts of data obtained from the sensors placed in a data center.Analyzing the market trends in this field we can affirm that the study of predictive algorithms has become an essential area for competitive IT companies. Complex algorithms are used to forecast risk situations based on historical data and warn the user in case of danger. Considering that several different users will interact with this dashboard from IT experts or maintenance staff to accounting managers, it is vital to personalize it automatically. Following that line of though, the dashboard should only show relevant metrics to the user in different formats like overlapped maps or representative graphs among others. These maps will show all the information needed in a visual and easy-to-evaluate way. To sum up, this dashboard will allow the user to visualize and control a wide range of variables. Monitoring essential factors such as average temperature, gradients or hotspots as well as energy and power consumption and savings by rack or building would allow the client to understand how his equipment is behaving, helping him to optimize the energy consumption and efficiency of the racks. It also would help him to prevent possible damages in the equipment with predictive high-tech algorithms.
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We present an extension of the logic outer-approximation algorithm for dealing with disjunctive discrete-continuous optimal control problems whose dynamic behavior is modeled in terms of differential-algebraic equations. Although the proposed algorithm can be applied to a wide variety of discrete-continuous optimal control problems, we are mainly interested in problems where disjunctions are also present. Disjunctions are included to take into account only certain parts of the underlying model which become relevant under some processing conditions. By doing so the numerical robustness of the optimization algorithm improves since those parts of the model that are not active are discarded leading to a reduced size problem and avoiding potential model singularities. We test the proposed algorithm using three examples of different complex dynamic behavior. In all the case studies the number of iterations and the computational effort required to obtain the optimal solutions is modest and the solutions are relatively easy to find.
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Dynamic Optimization Problems (DOPs) have been widely studied using Evolutionary Algorithms (EAs). Yet, a clear and rigorous definition of DOPs is lacking in the Evolutionary Dynamic Optimization (EDO) community. In this paper, we propose a unified definition of DOPs based on the idea of multiple-decision-making discussed in the Reinforcement Learning (RL) community. We draw a connection between EDO and RL by arguing that both of them are studying DOPs according to our definition of DOPs. We point out that existing EDO or RL research has been mainly focused on some types of DOPs. A conceptualized benchmark problem, which is aimed at the systematic study of various DOPs, is then developed. Some interesting experimental studies on the benchmark reveal that EDO and RL methods are specialized in certain types of DOPs and more importantly new algorithms for DOPs can be developed by combining the strength of both EDO and RL methods.
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Йордан Йорданов, Андрей Василев - В работата се изследват методи за решаването на задачи на оптималното управление в дискретно време с безкраен хоризонт и явни управления. Дадена е обосновка на една процедура за решаване на такива задачи, базирана на множители на Лагранж, коята често се употребява в икономическата литература. Извеждени са необходимите условия за оптималност на базата на уравнения на Белман и са приведени достатъчни условия за оптималност при допускания, които често се използват в икономиката.
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A tanulmány a variációszámítás gazdasági alkalmazásaiból ismertet hármat. Mindhárom alkalmazás a Leontief-modellen alapszik. Az optimális pályák vizsgálata után arra keressük a választ, hogy az Euler–Lagrange-differenciálegyenlet rendszerrel kapott megoldások valóban optimális megoldásai-e a modelleknek. Arra a következtetésre jut a tanulmány, hogy csak pótlólagos közgazdasági feltételek bevezetésével határozhatók meg az optimális megoldások. Ugyanakkor a megfogalmazott feltételek segítségével az ismertetett modellek egy általánosabb keretbe illeszthetők. A tanulmány végső eredménye az, hogy mind a három modell optimális megoldása a Neumann-sugárnak felel meg. /===/ The study presents three economic applications of variation calculations. All three rely on the Leontief model. After examination of the optimal courses, an answer is sought to whether the solutions to the Euler–Lagrange differential equation system are really opti-mal solutions to the models. The study concludes that the optimal solutions can only be determined by introducing additional economic conditions. At the same time, the models presented can be fitted into a general framework with the help of the conditions outlined. The final conclusion of the study is that the optimal solution of all three models fits into the Neumann band.
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Kinetic models have a great potential for metabolic engineering applications. They can be used for testing which genetic and regulatory modifications can increase the production of metabolites of interest, while simultaneously monitoring other key functions of the host organism. This work presents a methodology for increasing productivity in biotechnological processes exploiting dynamic models. It uses multi-objective dynamic optimization to identify the combination of targets (enzymatic modifications) and the degree of up- or down-regulation that must be performed in order to optimize a set of pre-defined performance metrics subject to process constraints. The capabilities of the approach are demonstrated on a realistic and computationally challenging application: a large-scale metabolic model of Chinese Hamster Ovary cells (CHO), which are used for antibody production in a fed-batch process. The proposed methodology manages to provide a sustained and robust growth in CHO cells, increasing productivity while simultaneously increasing biomass production, product titer, and keeping the concentrations of lactate and ammonia at low values. The approach presented here can be used for optimizing metabolic models by finding the best combination of targets and their optimal level of up/down-regulation. Furthermore, it can accommodate additional trade-offs and constraints with great flexibility.
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Traditionally, the study of internal combustion engines operation has focused on the steady-state performance. However, the daily driving schedule of automotive engines is inherently related to unsteady conditions. There are various operating conditions experienced by (diesel) engines that can be classified as transient. Besides the variation of the engine operating point, in terms of engine speed and torque, also the warm up phase can be considered as a transient condition. Chapter 2 has to do with this thermal transient condition; more precisely the main issue is the performance of a Selective Catalytic Reduction (SCR) system during cold start and warm up phases of the engine. The proposal of the underlying work is to investigate and identify optimal exhaust line heating strategies, to provide a fast activation of the catalytic reactions on SCR. Chapters 3 and 4 focus the attention on the dynamic behavior of the engine, when considering typical driving conditions. The common approach to dynamic optimization involves the solution of a single optimal-control problem. However, this approach requires the availability of models that are valid throughout the whole engine operating range and actuator ranges. In addition, the result of the optimization is meaningful only if the model is very accurate. Chapter 3 proposes a methodology to circumvent those demanding requirements: an iteration between transient measurements to refine a purpose-built model and a dynamic optimization which is constrained to the model validity region. Moreover all numerical methods required to implement this procedure are presented. Chapter 4 proposes an approach to derive a transient feedforward control system in an automated way. It relies on optimal control theory to solve a dynamic optimization problem for fast transients. From the optimal solutions, the relevant information is extracted and stored in maps spanned by the engine speed and the torque gradient.
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The study investigates the role of credit risk in a continuous time stochastic asset allocation model, since the traditional dynamic framework does not provide credit risk flexibility. The general model of the study extends the traditional dynamic efficiency framework by explicitly deriving the optimal value function for the infinite horizon stochastic control problem via a weighted volatility measure of market and credit risk. The model's optimal strategy was then compared to that obtained from a benchmark Markowitz-type dynamic optimization framework to determine which specification adequately reflects the optimal terminal investment returns and strategy under credit and market risks. The paper shows that an investor's optimal terminal return is lower than typically indicated under the traditional mean-variance framework during periods of elevated credit risk. Hence I conclude that, while the traditional dynamic mean-variance approach may indicate the ideal, in the presence of credit-risk it does not accurately reflect the observed optimal returns, terminal wealth and portfolio selection strategies.
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In this work, we present a systematic method for the optimal development of bioprocesses that relies on the combined use of simulation packages and optimization tools. One of the main advantages of our method is that it allows for the simultaneous optimization of all the individual components of a bioprocess, including the main upstream and downstream units. The design task is mathematically formulated as a mixed-integer dynamic optimization (MIDO) problem, which is solved by a decomposition method that iterates between primal and master sub-problems. The primal dynamic optimization problem optimizes the operating conditions, bioreactor kinetics and equipment sizes, whereas the master levels entails the solution of a tailored mixed-integer linear programming (MILP) model that decides on the values of the integer variables (i.e., number of equipments in parallel and topological decisions). The dynamic optimization primal sub-problems are solved via a sequential approach that integrates the process simulator SuperPro Designer® with an external NLP solver implemented in Matlab®. The capabilities of the proposed methodology are illustrated through its application to a typical fermentation process and to the production of the amino acid L-lysine.