942 resultados para Constrained optimization problems
Resumo:
This manuscript presents three approaches : analytical, experimental and numerical, to study the behaviour of a flexible membrane tidal energy converter. This technology, developed by the EEL Energy company, is based on periodic deformations of a pre-stressed flexible structure. Energy converters, located on each side of the device, are set into motion by the wave-like motion. In the analytical model, the membrane is represented by a linear beam model at one dimension and the flow by a 3 dimensions potential fluid. The fluid forces are evaluated by the elongated body theory. Energy is dissipated all over the length of the membrane. A 20th scale experimental prototype has been designed with micro-dampers to simulate the power take-off. Trials have allowed to validate the undulating membrane energy converter concept. A numerical model has been developed. Each element of the device is represented and the energy dissipation is done by dampers element with a damping law linear to damper velocity. Comparison of the three approaches validates their ability to represent the membrane behaviour without damping. The energy dissipation applied with the analytical model is clearly different from the two other models because of the location (where the energy is dissipated) and damping law. The two others show a similar behaviour and the same order of power take off repartition but value of power take off are underestimated by the numerical model. This three approaches have allowed to put forward key-parameters on which depend the behaviour of the membrane and the parametric study highlights the complementarity and the advantage of developing three approaches in parallel to answer industrial optimization problems. To make the link between trials in flume tank and sea trials, a 1/6th prototype has been built. To do so, the change of scale was studied. The behaviour of both prototypes is compared and differences could be explained by differences of boundary conditions and confinement effects. To evaluated membrane long-term behaviour at sea, a method of ageing accelerated by temperature and fatigue tests have been carried out on prototype materials samples submerged in sea water.
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Given that landfills are depletable and replaceable resources, the right approach, when dealing with landfill management, is that of designing an optimal sequence of landfills rather than designing every single landfill separately. In this paper we use Optimal Control models, with mixed elements of both continuous and discrete time problems, to determine an optimal sequence of landfills, as regarding their capacity and lifetime. The resulting optimization problems involve splitting a time horizon of planning into several subintervals, the length of which has to be decided. In each of the subintervals some costs, the amount of which depends on the value of the decision variables, have to be borne. The obtained results may be applied to other economic problems such as private and public investments, consumption decisions on durable goods, etc.
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In this dissertation, we apply mathematical programming techniques (i.e., integer programming and polyhedral combinatorics) to develop exact approaches for influence maximization on social networks. We study four combinatorial optimization problems that deal with maximizing influence at minimum cost over a social network. To our knowl- edge, all previous work to date involving influence maximization problems has focused on heuristics and approximation. We start with the following viral marketing problem that has attracted a significant amount of interest from the computer science literature. Given a social network, find a target set of customers to seed with a product. Then, a cascade will be caused by these initial adopters and other people start to adopt this product due to the influence they re- ceive from earlier adopters. The idea is to find the minimum cost that results in the entire network adopting the product. We first study a problem called the Weighted Target Set Selection (WTSS) Prob- lem. In the WTSS problem, the diffusion can take place over as many time periods as needed and a free product is given out to the individuals in the target set. Restricting the number of time periods that the diffusion takes place over to be one, we obtain a problem called the Positive Influence Dominating Set (PIDS) problem. Next, incorporating partial incentives, we consider a problem called the Least Cost Influence Problem (LCIP). The fourth problem studied is the One Time Period Least Cost Influence Problem (1TPLCIP) which is identical to the LCIP except that we restrict the number of time periods that the diffusion takes place over to be one. We apply a common research paradigm to each of these four problems. First, we work on special graphs: trees and cycles. Based on the insights we obtain from special graphs, we develop efficient methods for general graphs. On trees, first, we propose a polynomial time algorithm. More importantly, we present a tight and compact extended formulation. We also project the extended formulation onto the space of the natural vari- ables that gives the polytope on trees. Next, building upon the result for trees---we derive the polytope on cycles for the WTSS problem; as well as a polynomial time algorithm on cycles. This leads to our contribution on general graphs. For the WTSS problem and the LCIP, using the observation that the influence propagation network must be a directed acyclic graph (DAG), the strong formulation for trees can be embedded into a formulation on general graphs. We use this to design and implement a branch-and-cut approach for the WTSS problem and the LCIP. In our computational study, we are able to obtain high quality solutions for random graph instances with up to 10,000 nodes and 20,000 edges (40,000 arcs) within a reasonable amount of time.
Development of new scenario decomposition techniques for linear and nonlinear stochastic programming
Resumo:
Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.
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Les métaheuristiques sont très utilisées dans le domaine de l'optimisation discrète. Elles permettent d’obtenir une solution de bonne qualité en un temps raisonnable, pour des problèmes qui sont de grande taille, complexes, et difficiles à résoudre. Souvent, les métaheuristiques ont beaucoup de paramètres que l’utilisateur doit ajuster manuellement pour un problème donné. L'objectif d'une métaheuristique adaptative est de permettre l'ajustement automatique de certains paramètres par la méthode, en se basant sur l’instance à résoudre. La métaheuristique adaptative, en utilisant les connaissances préalables dans la compréhension du problème, des notions de l'apprentissage machine et des domaines associés, crée une méthode plus générale et automatique pour résoudre des problèmes. L’optimisation globale des complexes miniers vise à établir les mouvements des matériaux dans les mines et les flux de traitement afin de maximiser la valeur économique du système. Souvent, en raison du grand nombre de variables entières dans le modèle, de la présence de contraintes complexes et de contraintes non-linéaires, il devient prohibitif de résoudre ces modèles en utilisant les optimiseurs disponibles dans l’industrie. Par conséquent, les métaheuristiques sont souvent utilisées pour l’optimisation de complexes miniers. Ce mémoire améliore un procédé de recuit simulé développé par Goodfellow & Dimitrakopoulos (2016) pour l’optimisation stochastique des complexes miniers stochastiques. La méthode développée par les auteurs nécessite beaucoup de paramètres pour fonctionner. Un de ceux-ci est de savoir comment la méthode de recuit simulé cherche dans le voisinage local de solutions. Ce mémoire implémente une méthode adaptative de recherche dans le voisinage pour améliorer la qualité d'une solution. Les résultats numériques montrent une augmentation jusqu'à 10% de la valeur de la fonction économique.
Development of new scenario decomposition techniques for linear and nonlinear stochastic programming
Resumo:
Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.
Resumo:
Les métaheuristiques sont très utilisées dans le domaine de l'optimisation discrète. Elles permettent d’obtenir une solution de bonne qualité en un temps raisonnable, pour des problèmes qui sont de grande taille, complexes, et difficiles à résoudre. Souvent, les métaheuristiques ont beaucoup de paramètres que l’utilisateur doit ajuster manuellement pour un problème donné. L'objectif d'une métaheuristique adaptative est de permettre l'ajustement automatique de certains paramètres par la méthode, en se basant sur l’instance à résoudre. La métaheuristique adaptative, en utilisant les connaissances préalables dans la compréhension du problème, des notions de l'apprentissage machine et des domaines associés, crée une méthode plus générale et automatique pour résoudre des problèmes. L’optimisation globale des complexes miniers vise à établir les mouvements des matériaux dans les mines et les flux de traitement afin de maximiser la valeur économique du système. Souvent, en raison du grand nombre de variables entières dans le modèle, de la présence de contraintes complexes et de contraintes non-linéaires, il devient prohibitif de résoudre ces modèles en utilisant les optimiseurs disponibles dans l’industrie. Par conséquent, les métaheuristiques sont souvent utilisées pour l’optimisation de complexes miniers. Ce mémoire améliore un procédé de recuit simulé développé par Goodfellow & Dimitrakopoulos (2016) pour l’optimisation stochastique des complexes miniers stochastiques. La méthode développée par les auteurs nécessite beaucoup de paramètres pour fonctionner. Un de ceux-ci est de savoir comment la méthode de recuit simulé cherche dans le voisinage local de solutions. Ce mémoire implémente une méthode adaptative de recherche dans le voisinage pour améliorer la qualité d'une solution. Les résultats numériques montrent une augmentation jusqu'à 10% de la valeur de la fonction économique.
Resumo:
When blood flows through small vessels, the two-phase nature of blood as a suspension of red cells (erythrocytes) in plasma cannot be neglected, and with decreasing vessel size, a homogeneous continuum model become less adequate in describing blood flow. Following the Haynes’ marginal zone theory, and viewing the flow as the result of concentric laminae of fluid moving axially, the present work provides models for fluid flow in dichotomous branching composed by larger and smaller vessels, respectively. Expressions for the branching sizes of parent and daughter vessels, that provides easier flow access, are obtained by means of a constrained optimization approach using the Lagrange multipliers. This study shows that when blood behaves as a Newtonian fluid, Hess – Murray law that states that the daughters-to-parent diameter ratio must equal to 2^(-1/3) is valid. However, when the nature of blood as a suspension becomes important, the expression for optimum branching diameters of vessels is dependent on the separation phase lengths. It is also shown that the same effect occurs for the relative lengths of daughters and parent vessels. For smaller vessels (e. g., arterioles and capillaries), it is found that the daughters-to-parent diameter ratio may varies from 0,741 to 0,849, and the daughters-to-parent length ratio varies from 0,260 to 2,42. For larger vessels (e. g., arteries), the daughters-to-parent diameter ratio and the daughters-to-parent length ratio range from 0,458 to 0,819, and from 0,100 to 6,27, respectively. In this paper, it is also demonstrated that the entropy generated when blood behaves as a single phase fluid (i. e., continuum viscous fluid) is greater than the entropy generated when the nature of blood as a suspension becomes important. Another important finding is that the manifestation of the particulate nature of blood in small vessels reduces entropy generation due to fluid friction, thereby maintaining the flow through dichotomous branching vessels at a relatively lower cost.
Resumo:
The genetic algorithm is a very efficient tool to solve optimization problems. On the other hand, the classroom assignation in any education center, particularly those that does not have enough quantity of classrooms for the courseʼs demand converts it in an optimization problem. In the Department of Computer Science (Universidad de Costa Rica) this work is carried out manually every six months. Besides, at least two persons of the department are dedicated full time to this labor for one week or more. The present article describes an automatic solution that not only reduces the response time to seconds but it also finds an optimal solution in the majority of the cases. In addition gives flexibility in using the program when the information involved with classroom assignation has to be updated. The interface is simple an easy to use.
Resumo:
In recent years, radars have been used in many applications such as precision agriculture and advanced driver assistant systems. Optimal techniques for the estimation of the number of targets and of their coordinates require solving multidimensional optimization problems entailing huge computational efforts. This has motivated the development of sub-optimal estimation techniques able to achieve good accuracy at a manageable computational cost. Another technical issue in advanced driver assistant systems is the tracking of multiple targets. Even if various filtering techniques have been developed, new efficient and robust algorithms for target tracking can be devised exploiting a probabilistic approach, based on the use of the factor graph and the sum-product algorithm. The two contributions provided by this dissertation are the investigation of the filtering and smoothing problems from a factor graph perspective and the development of efficient algorithms for two and three-dimensional radar imaging. Concerning the first contribution, a new factor graph for filtering is derived and the sum-product rule is applied to this graphical model; this allows to interpret known algorithms and to develop new filtering techniques. Then, a general method, based on graphical modelling, is proposed to derive filtering algorithms that involve a network of interconnected Bayesian filters. Finally, the proposed graphical approach is exploited to devise a new smoothing algorithm. Numerical results for dynamic systems evidence that our algorithms can achieve a better complexity-accuracy tradeoff and tracking capability than other techniques in the literature. Regarding radar imaging, various algorithms are developed for frequency modulated continuous wave radars; these algorithms rely on novel and efficient methods for the detection and estimation of multiple superimposed tones in noise. The accuracy achieved in the presence of multiple closely spaced targets is assessed on the basis of both synthetically generated data and of the measurements acquired through two commercial multiple-input multiple-output radars.
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We address the problem of automotive cybersecurity from the point of view of Threat Analysis and Risk Assessment (TARA). The central question that motivates the thesis is the one about the acceptability of risk, which is vital in taking a decision about the implementation of cybersecurity solutions. For this purpose, we develop a quantitative framework in which we take in input the results of risk assessment and define measures of various facets of a possible risk response; we then exploit the natural presence of trade-offs (cost versus effectiveness) to formulate the problem as a multi-objective optimization. Finally, we develop a stochastic model of the future evolution of the risk factors, by means of Markov chains; we adapt the formulations of the optimization problems to this non-deterministic context. The thesis is the result of a collaboration with the Vehicle Electrification division of Marelli, in particular with the Cybersecurity team based in Bologna; this allowed us to consider a particular instance of the problem, deriving from a real TARA, in order to test both the deterministic and the stochastic framework in a real world application. The collaboration also explains why in the work we often assume the point of view of a tier-1 supplier; however, the analyses performed can be adapted to any other level of the supply chain.
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Combinatorial decision and optimization problems belong to numerous applications, such as logistics and scheduling, and can be solved with various approaches. Boolean Satisfiability and Constraint Programming solvers are some of the most used ones and their performance is significantly influenced by the model chosen to represent a given problem. This has led to the study of model reformulation methods, one of which is tabulation, that consists in rewriting the expression of a constraint in terms of a table constraint. To apply it, one should identify which constraints can help and which can hinder the solving process. So far this has been performed by hand, for example in MiniZinc, or automatically with manually designed heuristics, in Savile Row. Though, it has been shown that the performances of these heuristics differ across problems and solvers, in some cases helping and in others hindering the solving procedure. However, recent works in the field of combinatorial optimization have shown that Machine Learning (ML) can be increasingly useful in the model reformulation steps. This thesis aims to design a ML approach to identify the instances for which Savile Row’s heuristics should be activated. Additionally, it is possible that the heuristics miss some good tabulation opportunities, so we perform an exploratory analysis for the creation of a ML classifier able to predict whether or not a constraint should be tabulated. The results reached towards the first goal show that a random forest classifier leads to an increase in the performances of 4 different solvers. The experimental results in the second task show that a ML approach could improve the performance of a solver for some problem classes.
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Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2012
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The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel method using artificial neural networks to solve robust parameter estimation problems for nonlinear models with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.
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We consider free time optimal control problems with pointwise set control constraints u(t) ∈ U(t). Here we derive necessary conditions of optimality for those problem where the set U(t) is defined by equality and inequality control constraints. The main ingredients of our analysis are a well known time transformation and recent results on necessary conditions for mixed state-control constraints. ©2010 IEEE.