978 resultados para Robust Stochastic Optimization


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Model predictive control (MPC) is usually implemented as a control strategy where the system outputs are controlled within specified zones, instead of fixed set points. One strategy to implement the zone control is by means of the selection of different weights for the output error in the control cost function. A disadvantage of this approach is that closed-loop stability cannot be guaranteed, as a different linear controller may be activated at each time step. A way to implement a stable zone control is by means of the use of an infinite horizon cost in which the set point is an additional variable of the control problem. In this case, the set point is restricted to remain inside the output zone and an appropriate output slack variable is included in the optimisation problem to assure the recursive feasibility of the control optimisation problem. Following this approach, a robust MPC is developed for the case of multi-model uncertainty of open-loop stable systems. The controller is devoted to maintain the outputs within their corresponding feasible zone, while reaching the desired optimal input target. Simulation of a process of the oil re. ning industry illustrates the performance of the proposed strategy.

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This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.

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A novel setup for imaging and interferometry through reflection holography with Bi12TiPO20(BTO) sillenite photorefractive crystals is proposed. A variation of the lensless Denisiuk arrangement was developed resulting in a compact, robust and simple interferometer. A red He-Ne laser was used as light source and the holographic recording occurred by diffusion with the grating vector parallel to the crystal [0 0 1]-axis. In order to enhance the holographic image quality and reduce noise a polarizing beam splitter (PBS) was positioned at the BTO input and the crystal was tilted around the [0 0 1]-axis. This enabled the orthogonally polarized transmission and diffracted beams to be separated by the PBS, providing the holographic image only. The possibility of performing deformation and strain analysis as well as vibration measurement of small objects was demonstrated. (C) 2007 Elsevier B.V. All rights reserved.

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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 paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

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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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In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

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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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In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

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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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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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We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.

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The present investigation is the first part of an initiative to prepare a regional map of the natural abundance of selenium in various areas of Brazil, based on the analysis of bean and soil samples. Continuous-flow hydride generation electrothermal atomic absorption spectrometry (HG-ET AAS) with in situ trapping on an iridium-coated graphite tube has been chosen because of the high sensitivity and relative simplicity. The microwave-assisted acid digestion for bean and soil samples was tested for complete recovery of inorganic and organic selenium compounds (selenomethionine). The reduction of Se(VI) to Se(IV) was optimized in order to guarantee that there is no back-oxidation, which is of importance when digested samples are not analyzed immediately after the reduction step. The limits of detection and quantification of the method were 30 ng L(-1) Se and 101 ng L(-1) Se, respectively, corresponding to about 3 ng g(-1) and 10 ng g(-1), respectively, in the solid samples, considering a typical dilution factor of 100 for the digestion process. The results obtained for two certified food reference materials (CRM), soybean and rice, and for a soil and sediment CRM confirmed the validity of the investigated method. The selenium content found in a number of selected bean samples varied between 5.5 +/- 0.4 ng g(-1) and 1726 +/- 55 ng g(-1), and that in soil samples varied between 113 +/- 6.5 ng g(-1) and 1692 +/- 21 ng g(-1). (C) 2011 Elsevier B.V. All rights reserved.

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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.