989 resultados para expected shortfall portfolio optimization
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The bending of simply supported composite plates is analyzed using a direct collocation meshless numerical method. In order to optimize node distribution the Direct MultiSearch (DMS) for multi-objective optimization method is applied. In addition, the method optimizes the shape parameter in radial basis functions. The optimization algorithm was able to find good solutions for a large variety of nodes distribution.
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The optimal design of cold-formed steel columns is addressed in this paper, with two objectives: maximize the local-global buckling strength and maximize the distortional buckling strength. The design variables of the problem are the angles of orientation of cross-section wall elements the thickness and width of the steel sheet that forms the cross-section are fixed. The elastic local, distortional and global buckling loads are determined using Finite Strip Method (CUFSM) and the strength of cold-formed steel columns (with given length) is calculated using the Direct Strength Method (DSM). The bi-objective optimization problem is solved using the Direct MultiSearch (DMS) method, which does not use any derivatives of the objective functions. Trade-off Pareto optimal fronts are obtained separately for symmetric and anti-symmetric cross-section shapes. The results are analyzed and further discussed, and some interesting conclusions about the individual strengths (local-global and distortional) are found.
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A multiobjective approach for optimization of passive damping for vibration reduction in sandwich structures is presented in this paper. Constrained optimization is conducted for maximization of modal loss factors and minimization of weight of sandwich beams and plates with elastic laminated constraining layers and a viscoelastic core, with layer thickness and material and laminate layer ply orientation angles as design variables. The problem is solved using the Direct MultiSearch (DMS) solver for derivative-free multiobjective optimization and solutions are compared with alternative ones obtained using genetic algorithms.
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In order to correctly assess the biaxial fatigue material properties one must experimentally test different load conditions and stress levels. With the rise of new in-plane biaxial fatigue testing machines, using smaller and more efficient electrical motors, instead of the conventional hydraulic machines, it is necessary to reduce the specimen size and to ensure that the specimen geometry is appropriate for the load capacity installed. At the present time there are no standard specimen's geometries and the indications on literature how to design an efficient test specimen are insufficient. The main goal of this paper is to present the methodology on how to obtain an optimal cruciform specimen geometry, with thickness reduction in the gauge area, appropriate for fatigue crack initiation, as a function of the base material sheet thickness used to build the specimen. The geometry is optimized for maximum stress using several parameters, ensuring that in the gauge area the stress distributions on the loading directions are uniform and maximum with two limit phase shift loading conditions (delta = 0 degrees and (delta = 180 degrees). Therefore the fatigue damage will always initiate on the center of the specimen, avoiding failure outside this region. Using the Renard Series of preferred numbers for the base material sheet thickness as a reference, the reaming geometry parameters are optimized using a derivative-free methodology, called direct multi search (DMS) method. The final optimal geometry as a function of the base material sheet thickness is proposed, as a guide line for cruciform specimens design, and as a possible contribution for a future standard on in-plane biaxial fatigue tests
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We agree with Ling-Yun et al. [5] and Zhang and Duan comments [2] about the typing error in equation (9) of the manuscript [8]. The correct formula was initially proposed in [6, 7]. The formula adopted in our algorithms discussed in our papers [1, 3, 4, 8] is, in fact, the following: ...
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Thesis presented in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the subject of Electrical and Computer Engineering
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This paper presents an optimization study of a distillation column for methanol and aqueous glycerol separation in a biodiesel production plant. Considering the available physical data of the column configuration, a steady state model was built for the column using Aspen-HYSYS as process simulator. Several sensitivity analysis were performed in order to better understand the relation between the variables of the distillation process. With the information obtained by the simulator, it is possible to define the best range for some operational variables that maintain composition of the desired product under specifications and choose operational conditions to minimize energy consumptions.
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Dissertation presented to obtain a Ph.D. degree in Engineering and Technology Sciences, Systems Biology at the Instituto de Tecnologia Química e Biológica, Universidade Nova de Lisboa
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Dissertation presented to obtain a Ph.D. degree in Engineering and Technology Sciences, Biotechnology at the Instituto de Tecnologia Química e Biológica, Universidade Nova de Lisboa
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O presente trabalho de dissertação teve como objetivo a implementação de metodologias de Lean Management e avaliação do seu impacto no processo de Desenvolvimento de Produto. A abordagem utilizada consistiu em efetuar uma revisão da literatura e levantamento do Estado da Arte para obter a fundamentação teórica necessária à implementação de metodologias Lean. Prosseguiu com o levantamento da situação inicial da organização em estudo ao nível das atividades de desenvolvimento de produto, práticas de gestão documental e operacional e ainda de atividades de suporte através da realização de inquéritos e medições experimentais. Este conhecimento permitiu criar um modelo de referência para a implementação de Lean Management nesta área específica do desenvolvimento de produto. Após implementado, este modelo foi validado pela sua experimentação prática e recolha de indicadores. A implementação deste modelo de referência permitiu introduzir na Unidade de Desenvolvimento de Produto e Sistemas (DPS) da organização INEGI, as bases do pensamento Lean, contribuindo para a criação de um ambiente de Respeito pela Humanidade e de Melhoria Contínua. Neste ambiente foi possível obter ganhos qualitativos e quantitativos nas várias áreas em estudo, contribuindo de forma global para um aumento da eficiência e eficácia da DPS. Prevê-se que este aumento de eficiência represente um aumento da capacidade instalada na Organização, pela redução anual de 2290 horas de desperdício (6.5% da capacidade total da unidade) e pela redução significativa em custos operacionais. Algumas das implementações de melhoria propostas no decorrer deste trabalho, após verificado o seu sucesso, extravasaram a unidade em estudo e foram aplicadas transversalmente à da organização. Foram também obtidos ganhos qualitativos, tais como a normalização de práticas de gestão documental e a centralização e agilização de fluxos de informação. Isso permitiu um aumento de qualidade dos serviços prestados pela redução de correções e retrabalho. Adicionalmente, com o desenvolvimento de uma nova ferramenta que permite a monitorização do estado atual dos projetos a nível da sua percentagem de execução (cumprimento de objetivos), prazos e custos, bem como a estimação das datas de conclusão dos projetos possibilitando o replaneamento do projeto bem como a detecção atempada de desvios. A ferramenta permite também a criação de um histórico que identifica o esforço horário associado à realização das atividades/tarefas das várias áreas de Desenvolvimento de Produto e desta forma pode ser usada como suporte à orçamentação futura de atividades similares. No decorrer do projeto, foram também criados os mecanismos que permitem o cálculo de indicadores das competências técnicas e motivações intrínsecas individuais da equipa DPS. Estes indicadores podem ser usados na definição por parte dos gestores dos projetos da composição das equipas de trabalho, dos executantes de tarefas individuais do projeto e dos destinatários de ações de formação. Com esta informação é expectável que se consiga um maior aproveitamento do potencial humano e como consequência um aumento do desempenho e da satisfação pessoal dos recursos humanos da organização. Este caso de estudo veio demonstrar que o potencial de melhoria dos processos associados ao desenvolvimento de produto através de metodologias de Lean Management é muito significativo, e que estes resultam em ganhos visíveis para a organização bem como para os seus elementos individualmente.
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As the wireless cellular market reaches competitive levels never seen before, network operators need to focus on maintaining Quality of Service (QoS) a main priority if they wish to attract new subscribers while keeping existing customers satisfied. Speech Quality as perceived by the end user is one major example of a characteristic in constant need of maintenance and improvement. It is in this topic that this Master Thesis project fits in. Making use of an intrusive method of speech quality evaluation, as a means to further study and characterize the performance of speech codecs in second-generation (2G) and third-generation (3G) technologies. Trying to find further correlation between codecs with similar bit rates, along with the exploration of certain transmission parameters which may aid in the assessment of speech quality. Due to some limitations concerning the audio analyzer equipment that was to be employed, a different system for recording the test samples was sought out. Although the new designed system is not standard, after extensive testing and optimization of the system's parameters, final results were found reliable and satisfactory. Tests include a set of high and low bit rate codecs for both 2G and 3G, where values were compared and analysed, leading to the outcome that 3G speech codecs perform better, under the approximately same conditions, when compared with 2G. Reinforcing the idea that 3G is, with no doubt, the best choice if the costumer looks for the best possible listening speech quality. Regarding the transmission parameters chosen for the experiment, the Receiver Quality (RxQual) and Received Energy per Chip to the Power Density Ratio (Ec/N0), these were subject to speech quality correlation tests. Final results of RxQual were compared to those of prior studies from different researchers and, are considered to be of important relevance. Leading to the confirmation of RxQual as a reliable indicator of speech quality. As for Ec/N0, it is not possible to state it as a speech quality indicator however, it shows clear thresholds for which the MOS values decrease significantly. The studied transmission parameters show that they can be used not only for network management purposes but, at the same time, give an expected idea to the communications engineer (or technician) of the end-to-end speech quality consequences. With the conclusion of the work new ideas for future studies come to mind. Considering that the fourth-generation (4G) cellular technologies are now beginning to take an important place in the global market, as the first all-IP network structure, it seems of great relevance that 4G speech quality should be subject of evaluation. Comparing it to 3G, not only in narrowband but also adding wideband scenarios with the most recent standard objective method of speech quality assessment, POLQA. Also, new data found on Ec/N0 tests, justifies further research studies with the intention of validating the assumptions made in this work.
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In this paper we address an order processing optimization problem known as minimization of open stacks (MOSP). We present an integer pro gramming model, based on the existence of a perfect elimination scheme in interval graphs, which finds an optimal sequence for the costumers orders.
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O presente trabalho tem por objectivo contribuir para aprofundar o conhecimento da temática que envolve a qualidade de execução da perfuração em maciços rochosos fracturados. A necessidade de conhecimento prévio sobre os resultados que podem ocorrer no desmonte de maciços rochosos após a realização da perfuração, leva a uma procura de indicadores que possibilitem obter mais conhecimento nessa matéria. No encadeamento do processo de análise de projecto, está o conhecimento adquirido, a caracterização do maciço rochoso, a implementação de correcções na componente da perfuração ajustadas ao maciço estudado e uma potencial previsão de granulometria final por emergência de um índice de qualidade, “Índice de Dispersão Volumétrica” que correlacione os elementos constituintes da geometria do diagrama de fogo e da envolvente intrínseca da matriz rochosa e aponte uma expectável granulometria final. Para atingir um nível de qualidade na operação global do processo de desmonte, a perfuração que está no topo da pirâmide assume papel de guia para as seguintes etapas, pelo que a qualidade dos equipamentos e acessórios e a sua correcta operação são fundamentais para obter o rigor da perfuração projectada, com vista a atingir uma determinada granulometria.
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This paper presents a methodology for multi-objective day-ahead energy resource scheduling for smart grids considering intensive use of distributed generation and Vehicle- To-Grid (V2G). The main focus is the application of weighted Pareto to a multi-objective parallel particle swarm approach aiming to solve the dual-objective V2G scheduling: minimizing total operation costs and maximizing V2G income. A realistic mathematical formulation, considering the network constraints and V2G charging and discharging efficiencies is presented and parallel computing is applied to the Pareto weights. AC power flow calculation is included in the metaheuristics approach to allow taking into account the network constraints. A case study with a 33-bus distribution network and 1800 V2G resources is used to illustrate the performance of the proposed method.
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The smart grid concept is a key issue in the future power systems, namely at the distribution level, with deep concerns in the operation and planning of these systems. Several advantages and benefits for both technical and economic operation of the power system and of the electricity markets are recognized. The increasing integration of demand response and distributed generation resources, all of them mostly with small scale distributed characteristics, leads to the need of aggregating entities such as Virtual Power Players. The operation business models become more complex in the context of smart grid operation. Computational intelligence methods can be used to give a suitable solution for the resources scheduling problem considering the time constraints. This paper proposes a methodology for a joint dispatch of demand response and distributed generation to provide energy and reserve by a virtual power player that operates a distribution network. The optimal schedule minimizes the operation costs and it is obtained using a particle swarm optimization approach, which is compared with a deterministic approach used as reference methodology. The proposed method is applied to a 33-bus distribution network with 32 medium voltage consumers and 66 distributed generation units.