995 resultados para Continuous Optimization


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The TCP/IP architecture was consolidated as a standard to the distributed systems. However, there are several researches and discussions about alternatives to the evolution of this architecture and, in this study area, this work presents the Title Model to contribute with the application needs support by the cross layer ontology use and the horizontal addressing, in a next generation Internet. For a practical viewpoint, is showed the network cost reduction for the distributed programming example, in networks with layer 2 connectivity. To prove the title model enhancement, it is presented the network analysis performed for the message passing interface, sending a vector of integers and returning its sum. By this analysis, it is confirmed that the current proposal allows, in this environment, a reduction of 15,23% over the total network traffic, in bytes.

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In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

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This work is concerned with the existence of an optimal control strategy for the long-run average continuous control problem of piecewise-deterministic Markov processes (PDMPs). In Costa and Dufour (2008), sufficient conditions were derived to ensure the existence of an optimal control by using the vanishing discount approach. These conditions were mainly expressed in terms of the relative difference of the alpha-discount value functions. The main goal of this paper is to derive tractable conditions directly related to the primitive data of the PDMP to ensure the existence of an optimal control. The present work can be seen as a continuation of the results derived in Costa and Dufour (2008). Our main assumptions are written in terms of some integro-differential inequalities related to the so-called expected growth condition, and geometric convergence of the post-jump location kernel associated to the PDMP. An example based on the capacity expansion problem is presented, illustrating the possible applications of the results developed in the paper.

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An algorithm inspired on ant behavior is developed in order to find out the topology of an electric energy distribution network with minimum power loss. The algorithm performance is investigated in hypothetical and actual circuits. When applied in an actual distribution system of a region of the State of Sao Paulo (Brazil), the solution found by the algorithm presents loss lower than the topology built by the concessionary company.

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We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

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This letter addresses the optimization and complexity reduction of switch-reconfigured antennas. A new optimization technique based on graph models is investigated. This technique is used to minimize the redundancy in a reconfigurable antenna structure and reduce its complexity. A graph modeling rule for switch-reconfigured antennas is proposed, and examples are presented.

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This paper analyzes the complexity-performance trade-off of several heuristic near-optimum multiuser detection (MuD) approaches applied to the uplink of synchronous single/multiple-input multiple-output multicarrier code division multiple access (S/MIMO MC-CDMA) systems. Genetic algorithm (GA), short term tabu search (STTS) and reactive tabu search (RTS), simulated annealing (SA), particle swarm optimization (PSO), and 1-opt local search (1-LS) heuristic multiuser detection algorithms (Heur-MuDs) are analyzed in details, using a single-objective antenna-diversity-aided optimization approach. Monte- Carlo simulations show that, after convergence, the performances reached by all near-optimum Heur-MuDs are similar. However, the computational complexities may differ substantially, depending on the system operation conditions. Their complexities are carefully analyzed in order to obtain a general complexity-performance framework comparison and to show that unitary Hamming distance search MuD (uH-ds) approaches (1-LS, SA, RTS and STTS) reach the best convergence rates, and among them, the 1-LS-MuD provides the best trade-off between implementation complexity and bit error rate (BER) performance.

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The optimization of the treatment process for residual waters from a brewery operating under the modality of an anaerobic reactor and activated sludge combination was studied in two phases. In the first stage, lasting for six months, the characteristics and parameters of the plant operation were analyzed, wherein a diversion rate of more than 50% to aerobic treatment, the use of two aeration tanks and a high sludge production prevailed. The second stage comprised four months during which the system worked under the proposed operational model, with the aim of improving the treatment: reduction of the diversion rate to 30% and use of only one aeration tank At each stage, TSS, VSS and COD were measured at the entrance and exit of the anaerobic reactor mid the aeration tanks. The results were compared with the corresponding design specifications and the needed conditions were applied to reduce the diversion rate towards the aerobic process through monitoring the volume and concentration of the affluent, while applying the strategic changes in reactor parameters needed to increase its efficiency. A diversion reduction from 53 to 34% was achieved, reducing the sludge discharge generated in the aerobic system from 3670mg TSS/l. with two aeration tanks down to 2947mf TSS/l using one tank keeping the same relation VSS:TSS (0.55) and an efficiency of total removal of 98% in terms of COD.

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This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

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In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

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The aim objective of this project was to evaluate the protein extraction of soybean flour in dairy whey, by the multivariate statistical method with 2(3) experiments. Influence of three variables were considered: temperature, pH and percentage of sodium chloride against the process specific variable ( percentage of protein extraction). It was observed that, during the protein extraction against time and temperature, the treatments at 80 degrees C for 2h presented great values of total protein (5.99%). The increasing for the percentage of protein extraction was major according to the heating time. Therefore, the maximum point from the function that represents the protein extraction was analysed by factorial experiment 2(3). By the results, it was noted that all the variables were important to extraction. After the statistical analyses, was observed that the parameters as pH, temperature, and percentage of sodium chloride, did not sufficient for the extraction process, since did not possible to obtain the inflection point from mathematical function, however, by the other hand, the mathematical model was significant, as well as, predictive.

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Desserts made with soy cream, which are oil-in-water emulsions, are widely consumed by lactose-intolerant individuals in Brazil. In this regard, this study aimed at using response surface methodology (RSM) to optimize the sensory attributes of a soy-based emulsion over a range of pink guava juice (GJ: 22% to 32%) and soy protein (SP: 1% to 3%). WHC and backscattering were analyzed after 72 h of storage at 7 degrees C. Furthermore, a rating test was performed to determine the degree of liking of color, taste, creaminess, appearance, and overall acceptability. The data showed that the samples were stable against gravity and storage. The models developed by RSM adequately described the creaminess, taste, and appearance of the emulsions. The response surface of the desirability function was used successfully in the optimization of the sensory properties of dairy-free emulsions, suggesting that a product with 30.35% GJ and 3% SP was the best combination of these components. The optimized sample presented suitable sensory properties, in addition to being a source of dietary fiber, iron, copper, and ascorbic acid.

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Pothomorphe umbellata is a native plant widely employed in the Brazilian popular medicine. This plant has been shown to exert a potent antioxidant activity on the skin and to delay the onset and reduce the incidence of UVB-induced skin damage and photoaging. The aim of this work was to optimize the appearance, the centrifuge stability and the permeation of emulsions containing R umbellata (0. 1% 4-nerolidylchatecol). Experimental design was used to study ternary mixtures models with constraints and graphical representation by phase diagrams. The constraints reduce the possible experimental domain, and for this reason, this methodology offers the maximum information while requiring the minimum investment. The results showed that the appearance follows a linear model, and that the aqueous phase was the principal factor affecting the appearance; the centrifuge stability parameter followed a mathernatic quadratic model and the interactions between factors produced the most stable emulsions; skin permeation was improved by the oil phase, following a linear model generated by data analysis. We propose as optimized P. umbellata formulation: 68.4% aqueous phase, 26.6% oil phase and 5.0% of self-emulsifying phase. This formulation displayed an acceptable compromise between factors and responses investigated. (c) 2007 Elsevier B.V. All rights reserved.

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A simplex-lattice statistical project was employed to study an optimization method for a preservative system in an ophthalmic suspension of dexametasone and polymyxin B. The assay matrix generated 17 formulas which were differentiated by the preservatives and EDTA (disodium ethylene diamine-tetraacetate), being the independent variable: X-1 = chlorhexidine digluconate (0.010 % w/v); X-2 = phenylethanol (0.500 % w/v); X-3 = EDTA (0.100 % w/v). The dependent variable was the Dvalue obtained from the microbial challenge of the formulas and calculated when the microbial killing process was modeled by an exponential function. The analysis of the dependent variable, performed using the software Design Expert/W, originated cubic equations with terms derived from stepwise adjustment method for the challenging microorganisms: Pseudomonas aeruginosa, Burkholderia cepacia, Staphylococcus aureus, Candida albicans and Aspergillus niger. Besides the mathematical expressions, the response surfaces and the contour graphics were obtained for each assay. The contour graphs obtained were overlaid in order to permit the identification of a region containing the most adequate formulas (graphic strategy), having as representatives: X-1 = 0.10 ( 0.001 % w/v); X-2 = 0.80 (0.400 % w/v); X-3 = 0.10 (0.010 % w/v). Additionally, in order to minimize responses (Dvalue), a numerical strategy corresponding to the use of the desirability function was used, which resulted in the following independent variables combinations: X-1 = 0.25 (0.0025 % w/v); X-2 = 0.75 (0.375 % w/v); X-3 = 0. These formulas, derived from the two strategies (graphic and numerical), were submitted to microbial challenge, and the experimental Dvalue obtained was compared to the theoretical Dvalue calculated from the cubic equation. Both Dvalues were similar to all the assays except that related to Staphylococcus aureus. This microorganism, as well as Pseudomonas aeruginosa, presented intense susceptibility to the formulas independently from the preservative and EDTA concentrations. Both formulas derived from graphic and numerical strategies attained the recommended criteria adopted by the official method. It was concluded that the model proposed allowed the optimization of the formulas in their preservation aspect.

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Carbon dioxide released from alcoholic fermentation accounts for 33% of the whole CO(2) involved in the use of ethanol as fuel derived from glucose. As Arthrospira platensis can uptake this greenhouse gas, this study evaluates the use of the CO(2) released from alcoholic fermentation for the production of Arthrospira platensis. For this purpose, this cyanobacterium was cultivated in continuous process using urea as nitrogen source, either using CO(2) from alcoholic fermentation, without any treatment, or using pure CO(2) from cylinder. The experiments were carried out at 120 mu mol photons m(-2) s(-1) in tubular photobioreactor at different dilution rates (0.2 <= D <= 0.8 d(-1)). Using CO(2) from alcoholic fermentation, maximum steady-state cell concentration (2661 +/- 71 mg L(-1)) was achieved at D 0.2 d(-1), whereas higher dilution rate (0.6 d(-1)) was needed to maximize cell productivity (839 mg L(-1) d(-1)). This value was 10% lower than the one obtained with pure CO(2), and there was no significant difference in the biomass protein content. With D 0.8 d(-1), it was possible to obtain 56% +/- 1.5% and 50% +/- 1.2% of protein in the dry biomass, using pure CO(2) and CO(2) from alcoholic fermentation, respectively. These results demonstrate that the use of such cost free CO(2) from alcoholic fermentation as carbon source, associated with low cost nitrogen source, may be a promising way to reduce costs of continuous cultivation of photosynthetic microorganisms, contributing at the same time to mitigate the greenhouse effect. (C) 2011 American Institute of Chemical Engineers Biotechnol. Prog., 27: 650-656, 2011