928 resultados para Unconstrained and convex optimization
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The operation of power systems in a Smart Grid (SG) context brings new opportunities to consumers as active players, in order to fully reach the SG advantages. In this context, concepts as smart homes or smart buildings are promising approaches to perform the optimization of the consumption, while reducing the electricity costs. This paper proposes an intelligent methodology to support the consumption optimization of an industrial consumer, which has a Combined Heat and Power (CHP) facility. A SCADA (Supervisory Control and Data Acquisition) system developed by the authors is used to support the implementation of the proposed methodology. An optimization algorithm implemented in the system in order to perform the determination of the optimal consumption and CHP levels in each instant, according to the Demand Response (DR) opportunities. The paper includes a case study with several scenarios of consumption and heat demand in the context of a DR event which specifies a maximum demand level for the consumer.
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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores
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Locating and identifying points as global minimizers is, in general, a hard and time-consuming task. Difficulties increase in the impossibility of using the derivatives of the functions defining the problem. In this work, we propose a new class of methods suited for global derivative-free constrained optimization. Using direct search of directional type, the algorithm alternates between a search step, where potentially good regions are located, and a poll step where the previously located promising regions are explored. This exploitation is made through the launching of several instances of directional direct searches, one in each of the regions of interest. Differently from a simple multistart strategy, direct searches will merge when sufficiently close. The goal is to end with as many direct searches as the number of local minimizers, which would easily allow locating the global extreme value. We describe the algorithmic structure considered, present the corresponding convergence analysis and report numerical results, showing that the proposed method is competitive with currently commonly used global derivative-free optimization solvers.
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Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia
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Redundant manipulators have some advantages when compared with classical arms because they allow the trajectory optimization, both on the free space and on the presence of abstacles, and the resolution of singularities. For this type of manipulators, several kinetic algorithms adopt generalized inverse matrices. In this line of thought, the generalized inverse control scheme is tested through several experiments that reveal the difficulties that often arise. Motivated by theseproblems this paper presents a new method that ptimizes the manipulability through a least squre polynomialapproximation to determine the joints positions. Moreover, the article studies influence on the dynamics, when controlling redundant and hyper-redundant manipulators. The experiment confirm the superior performance of the proposed algorithm for redundant and hyper-redundant manipulators, revealing several fundamental properties of the chaotic phenomena, and gives a deeper insight towards the future development of superior trajectory control algorithms.
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The chemistry of today’s concrete mixture designs is complicated by many variables, including multiple sources of aggregate and cements and a plethora of sometimes incompatible mineral and chemical admixtures. Concrete paving has undergone significant changes in recent years as new materials have been introduced into concrete mixtures. Supplementary cementitious materials such as fly ash and ground granulated blast furnace slag are now regularly used. In addition, many new admixtures that were not even available a few years ago now have widespread usage. Adding to the complexity are construction variables such as weather, mix delivery times, finishing practices, and pavement opening schedules. Mixture materials, mix design, and pavement construction are not isolated steps in the concrete paving process. Each affects and is affected by the other in ways that determine overall pavement quality and long-term performance. Equipment and procedures commonly used to test concrete materials and concrete pavements have not changed in decades, leaving serious gaps in our ability to understand and control the factors that determine concrete durability. The concrete paving community needs tests that will adequately characterize the materials, predict interactions, and monitor the properties of the concrete.
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Severe environmental conditions, coupled with the routine use of deicing chemicals and increasing traffic volume, tend to place extreme demands on portland cement concrete (PCC) pavements. In most instances, engineers have been able to specify and build PCC pavements that met these challenges. However, there have also been reports of premature deterioration that could not be specifically attributed to a single cause. Modern concrete mixtures have evolved to become very complex chemical systems. The complexity can be attributed to both the number of ingredients used in any given mixture and the various types and sources of the ingredients supplied to any given project. Local environmental conditions can also influence the outcome of paving projects. This research project investigated important variables that impact the homogeneity and rheology of concrete mixtures. The project consisted of a field study and a laboratory study. The field study collected information from six different projects in Iowa. The information that was collected during the field study documented cementitious material properties, plastic concrete properties, and hardened concrete properties. The laboratory study was used to develop baseline mixture variability information for the field study. It also investigated plastic concrete properties using various new devices to evaluate rheology and mixing efficiency. In addition, the lab study evaluated a strategy for the optimization of mortar and concrete mixtures containing supplementary cementitious materials. The results of the field studies indicated that the quality management concrete (QMC) mixtures being placed in the state generally exhibited good uniformity and good to excellent workability. Hardened concrete properties (compressive strength and hardened air content) were also satisfactory. The uniformity of the raw cementitious materials that were used on the projects could not be monitored as closely as was desired by the investigators; however, the information that was gathered indicated that the bulk chemical composition of most materials streams was reasonably uniform. Specific minerals phases in the cementitious materials were less uniform than the bulk chemical composition. The results of the laboratory study indicated that ternary mixtures show significant promise for improving the performance of concrete mixtures. The lab study also verified the results from prior projects that have indicated that bassanite is typically the major sulfate phase that is present in Iowa cements. This causes the cements to exhibit premature stiffening problems (false set) in laboratory testing. Fly ash helps to reduce the impact of premature stiffening because it behaves like a low-range water reducer in most instances. The premature stiffening problem can also be alleviated by increasing the water–cement ratio of the mixture and providing a remix cycle for the mixture.
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We study under which conditions the core of a game involved in a convex decomposition of another game turns out to be a stable set of the decomposed game. Some applications and numerical examples, including the remarkable Lucas¿ five player game with a unique stable set different from the core, are reckoning and analyzed.
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We study under which conditions the core of a game involved in a convex decomposition of another game turns out to be a stable set of the decomposed game. Some applications and numerical examples, including the remarkable Lucas¿ five player game with a unique stable set different from the core, are reckoning and analyzed.
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Our docking program, Fitted, implemented in our computational platform, Forecaster, has been modified to carry out automated virtual screening of covalent inhibitors. With this modified version of the program, virtual screening and further docking-based optimization of a selected hit led to the identification of potential covalent reversible inhibitors of prolyl oligopeptidase activity. After visual inspection, a virtual hit molecule together with four analogues were selected for synthesis and made in one-five chemical steps. Biological evaluations on recombinant POP and FAPα enzymes, cell extracts, and living cells demonstrated high potency and selectivity for POP over FAPα and DPPIV. Three compounds even exhibited high nanomolar inhibitory activities in intact living human cells and acceptable metabolic stability. This small set of molecules also demonstrated that covalent binding and/or geometrical constraints to the ligand/protein complex may lead to an increase in bioactivity.
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Mixture materials, mix design, and pavement construction are not isolated steps in the concrete paving process. Each affects the other in ways that determine overall pavement quality and long-term performance. However, equipment and procedures commonly used to test concrete materials and concrete pavements have not changed in decades, leaving gaps in our ability to understand and control the factors that determine concrete durability. The concrete paving community needs tests that will adequately characterize the materials, predict interactions, and monitor the properties of the concrete. The overall objectives of this study are (1) to evaluate conventional and new methods for testing concrete and concrete materials to prevent material and construction problems that could lead to premature concrete pavement distress and (2) to examine and refine a suite of tests that can accurately evaluate concrete pavement properties. The project included three phases. In Phase I, the research team contacted each of 16 participating states to gather information about concrete and concrete material tests. A preliminary suite of tests to ensure long-term pavement performance was developed. The tests were selected to provide useful and easy-to-interpret results that can be performed reasonably and routinely in terms of time, expertise, training, and cost. The tests examine concrete pavement properties in five focal areas critical to the long life and durability of concrete pavements: (1) workability, (2) strength development, (3) air system, (4) permeability, and (5) shrinkage. The tests were relevant at three stages in the concrete paving process: mix design, preconstruction verification, and construction quality control. In Phase II, the research team conducted field testing in each participating state to evaluate the preliminary suite of tests and demonstrate the testing technologies and procedures using local materials. A Mobile Concrete Research Lab was designed and equipped to facilitate the demonstrations. This report documents the results of the 16 state projects. Phase III refined and finalized lab and field tests based on state project test data. The results of the overall project are detailed herein. The final suite of tests is detailed in the accompanying testing guide.
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Mapping the microstructure properties of the local tissues in the brain is crucial to understand any pathological condition from a biological perspective. Most of the existing techniques to estimate the microstructure of the white matter assume a single axon orientation whereas numerous regions of the brain actually present a fiber-crossing configuration. The purpose of the present study is to extend a recent convex optimization framework to recover microstructure parameters in regions with multiple fibers.
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This study examines the excess returns provided by G10 currency carry trading during the Euro era. The currency carry trade has been a popular trade throughout the past decades offering excess returns to investors. The thesis aims to contribute to existing research on the topic by utilizing a new set of data for the Euro era as well as using the Euro as a basis for the study. The focus of the thesis is specifically on different carry trade strategies’ performance, risk and diversification benefits. The study finds proof of the failure of the uncovered interest rate parity theory through multiple regression analyses. Furthermore, the research finds evidence of significant diversification benefits in terms of Sharpe ratio and improved return distributions. The results suggest that currency carry trades have offered excess returns during 1999-2014 and that volatility plays an important role in carry trade returns. The risk, however, is diversifiable and therefore our results support previous quantitative research findings on the topic.