Numerical experiments with a modified regularization scheme for mathematical programs with complementarity constraints

On this paper we present a modified regularization scheme for Mathematical Programs with Complementarity Constraints. In the regularized formulations the complementarity condition is replaced by a constraint involving a positive parameter that can be decreased to zero. In our approach both the complementarity condition and the nonnegativity constraints are relaxed. An iterative algorithm is implemented in MATLAB language and a set of AMPL problems from MacMPEC database were tested.

Fatores críticos de sucesso das empresas de animação turística da Região Autónoma dos Açores

Dissertação de Mestrado em Gestão de Empresas/MBA

Crescimento de Ulva rigida C. Agardh em condições de stress de macronutrientes

Dissertação de Mestrado em Biodiversidade e Biotecnologia Vegetal

A transição de aluno a professor: dificuldades e desafios

Dissertação apresentada à Escola Superior de Educação de Lisboa para a obtenção do Grau de Mestre em Ciências da Educação - especialidade Supervisão em Educação

Resolução do problema do escalonamento da produção de energia eléctrica usando programação lógica por restrições

A operação dos Mercados de Energia Eléctrica passa, actualmente, por uma profunda reestruturação, com o principal foco nas transacções do sistema de transmissão entre os diferentes agentes. Tendo isso em conta, o serviço de transmissão neste novo esquema de funcionamento do Mercado de Energia Eléctrica deve ser provido de máxima eficiência económica, atendendo sempre às restrições de segurança do sistema. Com esta reorganização do sector eléctrico da última década surgiu também a necessidade de rever os modelos tradicionais de optimização económica do Sistema Eléctrico de Energia, como por exemplo o despacho e prédespacho (unit commitment). A reestruturação e liberalização dos mercados de energia eléctrica trouxeram novas restrições a alguns dos problemas tradicionais associados aos Sistemas Eléctricos de Energia. Um desses problemas é o Escalonamento da Produção de Energia Eléctrica, que no contexto actual, implica quase sempre negociação entre os diferentes agentes do mercado e consequentemente reescalonamento. A maioria dos métodos usados para a resolução do problema não permitem reformular o prédespacho, algo para que a Programação Lógica por Restrições é extremamente adequada. O trabalho desenvolvido nesta dissertação visa criar uma aplicação computacional com base na Programação Lógica por Restrições, através da plataforma ECLiPSe, para resolver o problema do Escalonamento da Produção de Energia Eléctrica dos grupos térmicos, demonstrando assim a versatilidade e flexibilidade deste tipo de programação aplicada a problema combinatoriais deste género.

Fuzzy Monte Carlo model for transmission power systems reliability based decision making

This thesis presents the Fuzzy Monte Carlo Model for Transmission Power Systems Reliability based studies (FMC-TRel) methodology, which is based on statistical failure and repair data of the transmission power system components and uses fuzzyprobabilistic modeling for system component outage parameters. Using statistical records allows developing the fuzzy membership functions of system component outage parameters. The proposed hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models allows catching both randomness and fuzziness of component outage parameters. A network contingency analysis to identify any overloading or voltage violation in the network is performed once obtained the system states. This is followed by a remedial action algorithm, based on Optimal Power Flow, to reschedule generations and alleviate constraint violations and, at the same time, to avoid any load curtailment, if possible, or, otherwise, to minimize the total load curtailment, for the states identified by the contingency analysis. For the system states that cause load curtailment, an optimization approach is applied to reduce the probability of occurrence of these states while minimizing the costs to achieve that reduction. This methodology is of most importance for supporting the transmission system operator decision making, namely in the identification of critical components and in the planning of future investments in the transmission power system. A case study based on Reliability Test System (RTS) 1996 IEEE 24 Bus is presented to illustrate with detail the application of the proposed methodology.

Does Independent Component Analysis Play a Role in Unmixing Hyperspectral Data?

Chapter in Book Proceedings with Peer Review First Iberian Conference, IbPRIA 2003, Puerto de Andratx, Mallorca, Spain, JUne 4-6, 2003. Proceedings

Application-specific modified particle swarm optimization for energy resource scheduling considering vehicle-to-grid

This paper presents a modified Particle Swarm Optimization (PSO) methodology to solve the problem of energy resources management with high penetration of distributed generation and Electric Vehicles (EVs) with gridable capability (V2G). The objective of the day-ahead scheduling problem in this work is to minimize operation costs, namely energy costs, regarding he management of these resources in the smart grid context. The modifications applied to the PSO aimed to improve its adequacy to solve the mentioned problem. The proposed Application Specific Modified Particle Swarm Optimization (ASMPSO) includes an intelligent mechanism to adjust velocity limits during the search process, as well as self-parameterization of PSO parameters making it more user-independent. It presents better robustness and convergence characteristics compared with the tested PSO variants as well as better constraint handling. This enables its use for addressing real world large-scale problems in much shorter times than the deterministic methods, providing system operators with adequate decision support and achieving efficient resource scheduling, even when a significant number of alternative scenarios should be considered. The paper includes two realistic case studies with different penetration of gridable vehicles (1000 and 2000). The proposed methodology is about 2600 times faster than Mixed-Integer Non-Linear Programming (MINLP) reference technique, reducing the time required from 25 h to 36 s for the scenario with 2000 vehicles, with about one percent of difference in the objective function cost value.

Um site, um conteúdo e incontáveis dispositivos: as estratégias de design utilizadas para ambientes multiplataformas

Dissertação apresentada à Escola Superior de Comunicação Social como parte dos requisitos para obtenção de grau de mestre em Audiovisual e Multimédia.

Classification of some penalty methods

Optimization problems arise in science, engineering, economy, etc. and we need to find the best solutions for each reality. The methods used to solve these problems depend on several factors, including the amount and type of accessible information, the available algorithms for solving them, and, obviously, the intrinsic characteristics of the problem. There are many kinds of optimization problems and, consequently, many kinds of methods to solve them. When the involved functions are nonlinear and their derivatives are not known or are very difficult to calculate, these methods are more rare. These kinds of functions are frequently called black box functions. To solve such problems without constraints (unconstrained optimization), we can use direct search methods. These methods do not require any derivatives or approximations of them. But when the problem has constraints (nonlinear programming problems) and, additionally, the constraint functions are black box functions, it is much more difficult to find the most appropriate method. Penalty methods can then be used. They transform the original problem into a sequence of other problems, derived from the initial, all without constraints. Then this sequence of problems (without constraints) can be solved using the methods available for unconstrained optimization. In this chapter, we present a classification of some of the existing penalty methods and describe some of their assumptions and limitations. These methods allow the solving of optimization problems with continuous, discrete, and mixing constraints, without requiring continuity, differentiability, or convexity. Thus, penalty methods can be used as the first step in the resolution of constrained problems, by means of methods that typically are used by unconstrained problems. We also discuss a new class of penalty methods for nonlinear optimization, which adjust the penalty parameter dynamically.

Filters method in direct search optimization, new measures to admissibility

Constrained nonlinear optimization problems are usually solved using penalty or barrier methods combined with unconstrained optimization methods. Another alternative used to solve constrained nonlinear optimization problems is the lters method. Filters method, introduced by Fletcher and Ley er in 2002, have been widely used in several areas of constrained nonlinear optimization. These methods treat optimization problem as bi-objective attempts to minimize the objective function and a continuous function that aggregates the constraint violation functions. Audet and Dennis have presented the rst lters method for derivative-free nonlinear programming, based on pattern search methods. Motivated by this work we have de- veloped a new direct search method, based on simplex methods, for general constrained optimization, that combines the features of the simplex method and lters method. This work presents a new variant of these methods which combines the lters method with other direct search methods and are proposed some alternatives to aggregate the constraint violation functions.

Investment focused strategies in electricity markets using the ITEM-game simulator

This paper presents a methodology to establish investment and trading strategies of a power generation company. These strategies are integrated in the ITEM-Game simulator in order to test their results when played against defined strategies used by other players. The developed strategies are focused on investment decisions, although trading strategies are also implemented to obtain base case results. Two cases are studied considering three players with the same trading strategy. In case 1, all players also have the same investment strategy driven by a market target share. In case 2, player 1 has an improved investment strategy with a target share twice of the target of players 2 and 3. Results put in evidence the influence of the CO2 and fuel prices in the company investment decision. It is also observed the influence of the budget constraint which might prevent the player to take the desired investment decision.

Integrating protein structural information

Dissertação apresentada para obtenção de Grau de Doutor em Bioquímica,Bioquímica Estrutural, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Refinamento de diagramas de classes: análise e verificação

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Informática

Fisioterapia e reabilitação em Portugal : o financiamento como factor crítico do desempenho

RESUMO - Num contexto em que a prestação de cuidados de Fisioterapia e Reabilitação é identificada como apresentando uma desigualdade e desajustamento da oferta regional superior à dos restantes cuidados de saúde, assim como uma falta de adequação dos preços praticados, perante as condições de oferta e procura actualmente existentes, o presente trabalho tem por objectivo investigar, no domínio do Desempenho, a influência do Financiamento na definição da prestação destes cuidados, tendo como pressuposto genérico que as decisões estratégicas e a reestruturação produtiva das organizações de saúde são condicionadas pelo sistema de preços. Considera-se que o actual sistema de Financiamento/Pagamento provoca um constrangimento na qualidade da resposta destes cuidados a dois níveis: um primeiro nível, ao colocar o pagamento no âmbito dos Meios Complementares de Diagnóstico e Terapêutica (MCDTs) a contratar pelo Serviço Nacional de Saúde, com isso determinando a configuração organizativa do sistema; um segundo nível de constrangimento que incide sobre as estruturas das organizações prestadoras, pela modelação que induz, nomeadamente a nível da sua produção. Na impossibilidade de tratar as duas dimensões do problema, pela falta de indicadores de desempenho deste sector, analisou-se, relativamente ao segundo nível de constrangimento, a produção de fisioterapia de três organizações que, potencialmente, teriam o mesmo o mesmo perfil de oferta por se enquadrarem num mesmo perfil de procura. Os resultados reflectem o pressuposto genérico do trabalho e abrem espaço para colocar como futura hipótese de investigação a razão da(s) causa(s) que poderão estar subjacentes à discrepância encontrada na média de tratamentos por sessão (duas vezes e meia) na produção das duas organizações que foi possível comparar.------------------- ABSTRACT - In a context where the provision of Physical Therapy and Rehabilitation care is identified as having a regional mismatch of supply and inequality above all the others health cares, and a lack of adequacy of prices in the current conditions of supply and demand, the present work has, as main purpose, to investigate, in the field of Performance, the Payment’s influence in shaping the provision of such health care. The general assumption tracking this analysis is that the strategic decisions on productive structure of health care organizations are influenced by the price systems. It is considered that the current Finance / Payment system causes two levels of constraints on the quality of such health care: a first constraint, as it putts its payment under the Supplementary Means of Diagnosis and Therapy (MCDTs), witch ends up establishing the organizational setup of the system; a second level of constraint by modelling the internal structure of these organizations. The lack of indicators characterizing the performance of this sector, addressed the present study to the second dimension, in witch was analysed the physical therapy production in three organizations that, potentially, would have the same profile of supply responding to similar characteristics of demand. The results reflect the above mentioned general assumption that supported the work, and leave an open space for future research, about the reason (s) that lay behind the discrepancy found between the average of treatments per session (two and a half times) in