973 resultados para Mixed-integer dynamic optimization


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Dissertação para obtenção do Grau de Doutor em Engenharia Química e Bioquímica

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Digital Businesses have become a major driver for economic growth and have seen an explosion of new startups. At the same time, it also includes mature enterprises that have become global giants in a relatively short period of time. Digital Businesses have unique characteristics that make the running and management of a Digital Business much different from traditional offline businesses. Digital businesses respond to online users who are highly interconnected and networked. This enables a rapid flow of word of mouth, at a pace far greater than ever envisioned when dealing with traditional products and services. The relatively low cost of incremental user addition has led to a variety of innovation in pricing of digital products, including various forms of free and freemium pricing models. This thesis explores the unique characteristics and complexities of Digital Businesses and its implications on the design of Digital Business Models and Revenue Models. The thesis proposes an Agent Based Modeling Framework that can be used to develop Simulation Models that simulate the complex dynamics of Digital Businesses and the user interactions between users of a digital product. Such Simulation models can be used for a variety of purposes such as simple forecasting, analysing the impact of market disturbances, analysing the impact of changes in pricing models and optimising the pricing for maximum revenue generation or a balance between growth in usage and revenue generation. These models can be developed for a mature enterprise with a large historical record of user growth rate as well as for early stage enterprises without much historical data. Through three case studies, the thesis demonstrates the applicability of the Framework and its potential applications.

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This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

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In order to address and resolve the wastewater contamination problem of the Sines refinery with the main objective of optimizing the quality of this stream and reducing the costs charged to the refinery, a dynamic mass balance was developed nd implemented for ammonia and polar oil and grease (O&G) contamination in the wastewater circuit. The inadequate routing of sour gas from the sour water stripping unit and the kerosene caustic washing unit, were identified respectively as the major source of ammonia and polar substances present in the industrial wastewater effluent. For the O&G content, a predictive model was developed for the kerosene caustic washing unit, following the Projection to Latent Structures (PLS) approach. Comparison between analytical data for ammonia and polar O&G concentrations in refinery wastewater originating from the Dissolved Air Flotation (DAF) effluent and the model predictions of the dynamic mass balance calculations are in a very good agreement and highlights the dominant impact of the identified streams for the wastewater contamination levels. The ammonia contamination problem was solved by rerouting the sour gas through an existing clogged line with ammonia salts due to a non-insulated line section, while for the O&G a dynamic mass balance was implemented as an online tool, which allows for prevision of possible contamination situations and taking the required preventive actions, and can also serve as a basis for establishing relationships between the O&G contamination in the refinery wastewater with the properties of the refined crude oils and the process operating conditions. The PLS model developed could be of great asset in both optimizing the existing and designing new refinery wastewater treatment units or reuse schemes. In order to find a possible treatment solution for the spent caustic problem, an on-site pilot plant experiments for NaOH recovery from the refinery kerosene caustic washing unit effluent using an alkaline-resistant nanofiltration (NF) polymeric membrane were performed in order to evaluate its applicability for treating these highly alkaline and contaminated streams. For a constant operating pressure and temperature and adequate operating conditions, 99.9% of oil and grease rejection and 97.7% of chemical oxygen demand (COD) rejection were observed. No noticeable membrane fouling or flux decrease were registered until a volume concentration factor of 3. These results allow for NF permeate reuse instead of fresh caustic and for significant reduction of the wastewater contamination, which can result in savings of 1.5 M€ per year at the current prices for the largest Portuguese oil refinery. The capital investments needed for implementation of the required NF membrane system are less than 10% of those associated with the traditional wet air oxidation solution of the spent caustic problem. The operating costs are very similar, but can be less than half if reusing the NF concentrate in refinery pH control applications. The payback period was estimated to be 1.1 years. Overall, the pilot plant experimental results obtained and the process economic evaluation data indicate a very competitive solution through the proposed NF treatment process, which represents a highly promising alternative to conventional and existing spent caustic treatment units.

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Firefly Algorithm is a recent swarm intelligence method, inspired by the social behavior of fireflies, based on their flashing and attraction characteristics [1, 2]. In this paper, we analyze the implementation of a dynamic penalty approach combined with the Firefly algorithm for solving constrained global optimization problems. In order to assess the applicability and performance of the proposed method, some benchmark problems from engineering design optimization are considered.

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The decision support models in intensive care units are developed to support medical staff in their decision making process. However, the optimization of these models is particularly difficult to apply due to dynamic, complex and multidisciplinary nature. Thus, there is a constant research and development of new algorithms capable of extracting knowledge from large volumes of data, in order to obtain better predictive results than the current algorithms. To test the optimization techniques a case study with real data provided by INTCare project was explored. This data is concerning to extubation cases. In this dataset, several models like Evolutionary Fuzzy Rule Learning, Lazy Learning, Decision Trees and many others were analysed in order to detect early extubation. The hydrids Decision Trees Genetic Algorithm, Supervised Classifier System and KNNAdaptive obtained the most accurate rate 93.2%, 93.1%, 92.97% respectively, thus showing their feasibility to work in a real environment.

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This study compared adherence (persistence and execution) during pregnancy and postpartum in HIV-positive women having taken part in the adherence-enhancing program of the Community Pharmacy of the Department of Ambulatory Care and Community Medicine in Lausanne between 2004 and 2012. This interdisciplinary program combined electronic drug monitoring and semi-structured, repeated motivational interviews. This was a retrospective, observational study. Observation period spread over from first adherence visit after last menstruation until 6 months after childbirth. Medication-taking was recorded by electronic drug monitoring. Socio-demographic and delivery data were collected from Swiss HIV Cohort database. Adherence data, barriers and facilitators were collected from pharmacy database. Electronic data were reconciled with pill-count and interview notes in order to include reported pocket-doses. Execution was analyzed over 3-day periods by a mixed effect logistic model, separating time before and after childbirth. This model allowed us to estimate different time slopes for both periods and to show a sudden fall associated with childbirth. Twenty-five pregnant women were included. Median age was 29 (IQR: 26.5, 32.0), women were in majority black (n_17,68%) and took a cART combining protease and nucleoside reverse transcriptase inhibitors (n_24,96%). Eleven women (44%) were ART-naı¨ve at the beginning of pregnancy. Twenty women (80%) were included in the program because of pregnancy. Women were included at all stages of pregnancy. Six women (24%) stopped the program during pregnancy, 3 (12%) at delivery, 4 (16%) during postpartum and 12 (48%) stayed in program at the end of observation time. Median number of visits was 4 (3.0, 6.3) during pregnancy and 3 (0.8, 6.0) during postpartum. Execution was continuously high during pregnancy, low at beginning of postpartum and increased gradually during the 6 months of postpartum. Major barriers to adherence were medication adverse events and difficulties in daily routine. Facilitators were motivation for promoting child-health and social support. The dramatic drop and very slow increase in cART adherence during postpartum might result in viral rebound and drug resistance. Although much attention is devoted to pregnant women, interdisciplinary care should also be provided to women in the community during first trimester of postpartum to support them in sustaining cART adherence.

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Objective. Vibration training (VT) is a new exercise method, with good acceptance among sedentary subjects, due to its passive principle: the machine moves the subject, not the opposite. We hypothesize that untrained subjects can benefit from a greater cardiovascular and metabolic stimulation than trained athletes, resembling classical aerobic-type activity, in addition of eliciting strength gains shown in diverse studies. Methods. 3 group of male subjects, inactive (SED), endurance trained athletes (END) and strength trained athletes (STR) underwent fitness (VO2max) and lower-body strength tests (isokinetic). Subjects were submitted to a session of oscillating VT, composed of 3 exercises (isometric half-squat, dynamic squat, dynamic squat with added load), each of 3 minutes duration, and repeated at 3 frequencies. VO2, heart rate and Borg scale were monitored. Results. 27 healthy subjects (10 SED, 9 END and 8 STR), mean age 24.5 (SED), 25.0 (STR) and 29.8 (END) were included. VO2max was significantly different as expected (47.9 vs. 52.9 vs. 63.9 ml/kg/min, resp. for SED, STR and END). Isokinetic dominant leg extensors strength was higher in STR (3.32 Nm/kg vs. 2.60 and 2.74 in SED and END). During VT, peak oxygen consumption (% of VO2max) attained was 59.3 in SED, 50.8 in STR and 48.0 in END (P<0.001 between SED and other subjects). Peak heart rate (% of heart rate max) was 82.7 in SED, 80.4 in STR and 72.4 in END. In SED, dynamic exercises without extra load elicited 51.0% of VO2max and 72.1% of heart rate max, and perceived effort reached 15.1/20. Conclusions. VT is an unconventional type of exercise, which has been shown to enhance strength, bone density, balance and flexibility. Users are attracted by the relative passivity. In SED, we show that VT elicits sufficient cardiovascular response to benefit overall fitness in addition to the known strength effects. VT's higher acceptance as an exercise in sedentary people, compared to jogging or cycling for example, can lead to better adherence to physical activity. Although long-term effects of VT on health are not avalaible, we believe this type of combination of aerobic and resistance-type exercise can be beneficial on multiple health parameters, especially cardiovascular health.

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Individual-as-maximizing agent analogies result in a simple understanding of the functioning of the biological world. Identifying the conditions under which individuals can be regarded as fitness maximizing agents is thus of considerable interest to biologists. Here, we compare different concepts of fitness maximization, and discuss within a single framework the relationship between Hamilton's (J Theor Biol 7: 1-16, 1964) model of social interactions, Grafen's (J Evol Biol 20: 1243-1254, 2007a) formal Darwinism project, and the idea of evolutionary stable strategies. We distinguish cases where phenotypic effects are additive separable or not, the latter not being covered by Grafen's analysis. In both cases it is possible to define a maximand, in the form of an objective function phi(z), whose argument is the phenotype of an individual and whose derivative is proportional to Hamilton's inclusive fitness effect. However, this maximand can be identified with the expression for fecundity or fitness only in the case of additive separable phenotypic effects, making individual-as-maximizing agent analogies unattractive (although formally correct) under general situations of social interactions. We also feel that there is an inconsistency in Grafen's characterization of the solution of his maximization program by use of inclusive fitness arguments. His results are in conflict with those on evolutionary stable strategies obtained by applying inclusive fitness theory, and can be repaired only by changing the definition of the problem.

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Climate science indicates that climate stabilization requires low GHG emissions. Is thisconsistent with nondecreasing human welfare?Our welfare or utility index emphasizes education, knowledge, and the environment. Weconstruct and calibrate a multigenerational model with intertemporal links provided by education,physical capital, knowledge and the environment.We reject discounted utilitarianism and adopt, first, the Pure Sustainability Optimization (orIntergenerational Maximin) criterion, and, second, the Sustainable Growth Optimization criterion,that maximizes the utility of the first generation subject to a given future rate of growth. We applythese criteria to our calibrated model via a novel algorithm inspired by the turnpike property.The computed paths yield levels of utility higher than the level at reference year 2000 for allgenerations. They require the doubling of the fraction of labor resources devoted to the creation ofknowledge relative to the reference level, whereas the fractions of labor allocated to consumptionand leisure are similar to the reference ones. On the other hand, higher growth rates requiresubstantial increases in the fraction of labor devoted to education, together with moderate increasesin the fractions of labor devoted to knowledge and the investment in physical capital.

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A novel NO2 sensor based on (CdO)x(ZnO)1-x mixed-oxide thin films deposited by the spray pyrolysis technique is developed. The sensor response to 3-ppm NO2 is studied in the range 50°C-350°C for three different film compositions. The device is also tested for other harmful gases, such as CO (300 ppm) and CH4 (3000 ppm). The sensor response to these reducing gases is different at different temperatures varying from the response typical for the p-type semiconductor to that typical for the n-type semiconductor. Satisfactory response to NO2 and dynamic behavior at 230°C, as well as low resistivity, are observed for the mixed-oxide film with 30% Cd. The response to interfering gas is poor at working temperature (230°C). On the basis of this study, a possible sensing mechanism is proposed.

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In response to the mandate on Load and Resistance Factor Design (LRFD) implementations by the Federal Highway Administration (FHWA) on all new bridge projects initiated after October 1, 2007, the Iowa Highway Research Board (IHRB) sponsored these research projects to develop regional LRFD recommendations. The LRFD development was performed using the Iowa Department of Transportation (DOT) Pile Load Test database (PILOT). To increase the data points for LRFD development, develop LRFD recommendations for dynamic methods, and validate the results ofLRFD calibration, 10 full-scale field tests on the most commonly used steel H-piles (e.g., HP 10 x 42) were conducted throughout Iowa. Detailed in situ soil investigations were carried out, push-in pressure cells were installed, and laboratory soil tests were performed. Pile responses during driving, at the end of driving (EOD), and at re-strikes were monitored using the Pile Driving Analyzer (PDA), following with the CAse Pile Wave Analysis Program (CAPWAP) analysis. The hammer blow counts were recorded for Wave Equation Analysis Program (WEAP) and dynamic formulas. Static load tests (SLTs) were performed and the pile capacities were determined based on the Davisson’s criteria. The extensive experimental research studies generated important data for analytical and computational investigations. The SLT measured loaddisplacements were compared with the simulated results obtained using a model of the TZPILE program and using the modified borehole shear test method. Two analytical pile setup quantification methods, in terms of soil properties, were developed and validated. A new calibration procedure was developed to incorporate pile setup into LRFD.

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PURPOSE: We hypothesize that untrained subjects can benefit from a greater cardiovascular stimulation than trained athletes, resembling classical aerobic-type activity, in addition to eliciting strength gains.METHODS: 3 groups of male subjects, inactive (SED), endurance trained (END) and strength trained (STR) underwent fitness (VO2max) and lower-body strength tests (isokinetic). Subjects were submitted to a session of oscillating VT, composed of 3 exercises (isometric half-squat, dynamic squat, dynamic squat with added load), each of 3 minutes duration, and repeated at 3 vibration frequencies (20, 26 and 32 Hz). VO2, heart rate and Borg scale were monitored.RESULTS: 27 healthy subjects (10 SED, 9 END and 8 STR), mean age 24.5 (SED), 25.0 (STR) and 29.8 (END) were included. VO2max was significantly different as expected (47.9 vs. 52.9 vs. 63.9 mL?min-1?kg-1, resp. for SED, STR and END). Isokinetic dominant leg extensors strength was higher in STR (3.32 N?m?kg-1 vs. 2.60 and 2.74 in SED and END). During VT, peak oxygen consumption (% of VO2max) attained was 59.3 in SED, 50.8 in STR and 48.0 in END (P<0.001 between SED and other subjects). Peak heart rate (% of heart rate max) was 82.7 in SED, 80.4 in STR and 72.4 in END. In SED, dynamic exercises without extra load elicited 51.0 % of VO2max and 72.1 % of heart rate max, and perceived effort reached 15.1/20.CONCLUSIONS: VT is an unconventional type of exercise, known to enhance strength, bone density, balance and flexibility. Users are attracted by the relative passivity. In SED, VT elicits sufficient cardiovascular response to benefit overall fitness in addition to the strength effects. VT's higher acceptance as an exercise in sedentary people, compared to jogging or cycling, can lead to better adherence to physical activity. Although long-term effects of VT on health are not available, we believe this type of mixed aerobic and resistance-type exercise can be beneficial on multiple health parameters, especially cardiovascular health.

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As a result of forensic investigations of problems across Iowa, a research study was developed aimed at providing solutions to identified problems through better management and optimization of the available pavement geotechnical materials and through ground improvement, soil reinforcement, and other soil treatment techniques. The overall goal was worked out through simple laboratory experiments, such as particle size analysis, plasticity tests, compaction tests, permeability tests, and strength tests. A review of the problems suggested three areas of study: pavement cracking due to improper management of pavement geotechnical materials, permeability of mixed-subgrade soils, and settlement of soil above the pipe due to improper compaction of the backfill. This resulted in the following three areas of study: (1) The optimization and management of earthwork materials through general soil mixing of various select and unsuitable soils and a specific example of optimization of materials in earthwork construction by soil mixing; (2) An investigation of the saturated permeability of compacted glacial till in relation to validation and prediction with the Enhanced Integrated Climatic Model (EICM); and (3) A field investigation and numerical modeling of culvert settlement. For each area of study, a literature review was conducted, research data were collected and analyzed, and important findings and conclusions were drawn. It was found that optimum mixtures of select and unsuitable soils can be defined that allow the use of unsuitable materials in embankment and subgrade locations. An improved model of saturated hydraulic conductivity was proposed for use with glacial soils from Iowa. The use of proper trench backfill compaction or the use of flowable mortar will reduce the potential for developing a bump above culverts.

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In response to the mandate on Load and Resistance Factor Design (LRFD) implementations by the Federal Highway Administration (FHWA) on all new bridge projects initiated after October 1, 2007, the Iowa Highway Research Board (IHRB) sponsored these research projects to develop regional LRFD recommendations. The LRFD development was performed using the Iowa Department of Transportation (DOT) Pile Load Test database (PILOT). To increase the data points for LRFD development, develop LRFD recommendations for dynamic methods, and validate the results of LRFD calibration, 10 full-scale field tests on the most commonly used steel H-piles (e.g., HP 10 x 42) were conducted throughout Iowa. Detailed in situ soil investigations were carried out, push-in pressure cells were installed, and laboratory soil tests were performed. Pile responses during driving, at the end of driving (EOD), and at re-strikes were monitored using the Pile Driving Analyzer (PDA), following with the CAse Pile Wave Analysis Program (CAPWAP) analysis. The hammer blow counts were recorded for Wave Equation Analysis Program (WEAP) and dynamic formulas. Static load tests (SLTs) were performed and the pile capacities were determined based on the Davisson’s criteria. The extensive experimental research studies generated important data for analytical and computational investigations. The SLT measured load-displacements were compared with the simulated results obtained using a model of the TZPILE program and using the modified borehole shear test method. Two analytical pile setup quantification methods, in terms of soil properties, were developed and validated. A new calibration procedure was developed to incorporate pile setup into LRFD.