Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

Alocação de carteiras de ações através da utilização de modelos de lógica Fuzzy

Este trabalho tem por objetivo propor uma carteira composta por posições compradas e vendidas de ações que supere os principais Índices de mercado. O resultado é obtido através de um modelo de Lógica Fuzzy, que é um modelo de inteligência artificial que trata os dados de maneira lógica, ou seja, sem relacionar as variáveis através de modelos matemáticos convencionais. Para esse estudo utilizamos como variáveis de entrada os múltiplos Preço/Lucro Esperado e Preço/Valor Patrimonial da Empresa de cada ação considerada. Foram estudadas as ações do mercado americano pertencentes ao índice S&P 500, do ano de 2000 até 2007. Com o intuito de comparar a eficiência do Modelo de Lógica Fuzzy, utilizamos o modelo de Regressão Linear Multivariada e os índices de mercado S&P 500 e o S&P 500 com uma modificação para se adequar aos dados escolhidos para o estudo. O modelo proposto produziu resultados satisfatórios. Para quase todos os anos estudados o retorno da carteira obtida foi muito superior ao dos Índices de mercado e do modelo linear convencional. Através de testes adequados comprovamos estatisticamente a eficiência do modelo em comparação aos Índices de mercado e ao modelo linear convencional.

Ambiente para avaliação de controladores fuzzy aplicados ao método de elevação artificial por bombeio centrífugo submerso

From their early days, Electrical Submergible Pumping (ESP) units have excelled in lifting much greater liquid rates than most of the other types of artificial lift and developed by good performance in wells with high BSW, in onshore and offshore environments. For all artificial lift system, the lifetime and frequency of interventions are of paramount importance, given the high costs of rigs and equipment, plus the losses coming from a halt in production. In search of a better life of the system comes the need to work with the same efficiency and security within the limits of their equipment, this implies the need for periodic adjustments, monitoring and control. How is increasing the prospect of minimizing direct human actions, these adjustments should be made increasingly via automation. The automated system not only provides a longer life, but also greater control over the production of the well. The controller is the brain of most automation systems, it is inserted the logic and strategies in the work process in order to get you to work efficiently. So great is the importance of controlling for any automation system is expected that, with better understanding of ESP system and the development of research, many controllers will be proposed for this method of artificial lift. Once a controller is proposed, it must be tested and validated before they take it as efficient and functional. The use of a producing well or a test well could favor the completion of testing, but with the serious risk that flaws in the design of the controller were to cause damage to oil well equipment, many of them expensive. Given this reality, the main objective of the present work is to present an environment for evaluation of fuzzy controllers for wells equipped with ESP system, using a computer simulator representing a virtual oil well, a software design fuzzy controllers and a PLC. The use of the proposed environment will enable a reduction in time required for testing and adjustments to the controller and evaluated a rapid diagnosis of their efficiency and effectiveness. The control algorithms are implemented in both high-level language, through the controller design software, such as specific language for programming PLCs, Ladder Diagram language.

Fuzzy modeling to predict chicken egg hatchability in commercial hatchery

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Identificação fuzzy-multimodelos para sistemas não lineares

This paper presents a new multi-model technique of dentification in ANFIS for nonlinear systems. In this technique, the structure used is of the fuzzy Takagi-Sugeno of which the consequences are local linear models that represent the system of different points of operation and the precursors are membership functions whose adjustments are realized by the learning phase of the neuro-fuzzy ANFIS technique. The models that represent the system at different points of the operation can be found with linearization techniques like, for example, the Least Squares method that is robust against sounds and of simple application. The fuzzy system is responsible for informing the proportion of each model that should be utilized, using the membership functions. The membership functions can be adjusted by ANFIS with the use of neural network algorithms, like the back propagation error type, in such a way that the models found for each area are correctly interpolated and define an action of each model for possible entries into the system. In multi-models, the definition of action of models is known as metrics and, since this paper is based on ANFIS, it shall be denominated in ANFIS metrics. This way, ANFIS metrics is utilized to interpolate various models, composing a system to be identified. Differing from the traditional ANFIS, the created technique necessarily represents the system in various well defined regions by unaltered models whose pondered activation as per the membership functions. The selection of regions for the application of the Least Squares method is realized manually from the graphic analysis of the system behavior or from the physical characteristics of the plant. This selection serves as a base to initiate the linear model defining technique and generating the initial configuration of the membership functions. The experiments are conducted in a teaching tank, with multiple sections, designed and created to show the characteristics of the technique. The results from this tank illustrate the performance reached by the technique in task of identifying, utilizing configurations of ANFIS, comparing the developed technique with various models of simple metrics and comparing with the NNARX technique, also adapted to identification

Análise comparativa do desempenho de um Controlador Fuzzy acoplado a um PID Neural sintonizado por um Algoritmo Genético com Controladores Inteligentes Convencionais

On this paper, it is made a comparative analysis among a controller fuzzy coupled to a PID neural adjusted by an AGwith several traditional control techniques, all of them applied in a system of tanks (I model of 2nd order non lineal). With the objective of making possible the techniques involved in the comparative analysis and to validate the control to be compared, simulations were accomplished of some control techniques (conventional PID adjusted by GA, Neural PID (PIDN) adjusted by GA, Fuzzy PI, two Fuzzy attached to a PID Neural adjusted by GA and Fuzzy MISO (3 inputs) attached to a PIDN adjusted by GA) to have some comparative effects with the considered controller. After doing, all the tests, some control structures were elected from all the tested techniques on the simulating stage (conventional PID adjusted by GA, Fuzzy PI, two Fuzzy attached to a PIDN adjusted by GA and Fuzzy MISO (3 inputs) attached to a PIDN adjusted by GA), to be implemented at the real system of tanks. These two kinds of operation, both the simulated and the real, were very important to achieve a solid basement in order to establish the comparisons and the possible validations show by the results

Arquitetura de controladores fuzzy em redes foundation fieldbus

Foundation Fieldbus Industrial networks are the high standard technology which allows users to create complex control logic and totally decentralized. Although being so advanced, they still have some limitations imposed by their own technology. Attempting to solve one of these limitations, this paper describes how to design a Fuzzy controller in a Foundation Fieldbus network using their basic elements of programming, the functional blocks, so that the network remains fully independent of other devices other than the same instruments that constitute it. Moreover, in this work was developed a tool that aids this process of building the Fuzzy controller, setting the internal parameters of functional blocks and informing how many and which blocks should be used for a given structure. The biggest challenge in creating this controller is exactly the choice of blocks and how to arrange them in order to effectuate the same functions of a Fuzzy controller implemented in other kind of environment. The methodology adopted was to divide each one of the phases of a traditional Fuzzy controller and then create simple structures with the functional blocks to implement them. At the end of the work, the developed controller is compared with a Fuzzy controller implemented in a mathematical program that it has a proper tool for the development and implementation of Fuzzy controllers, obtaining comparatives graphics of performance between both

Lógica Fuzzy para Controle de pH em um Processo Petrolífero

This work proposes the design, the performance evaluation and a methodology for tuning the initial MFs parameters of output of a function based Takagi-Sugeno-Kang Fuzzy-PI controller to neutralize the pH in a stirred-tank reactor. The controller is designed to perform pH neutralization of industrial plants, mainly in units found in oil refineries where it is strongly required to mitigate uncertainties and nonlinearities. In addition, it adjusts the changes in pH regulating process, avoiding or reducing the need for retuning to maintain the desired performance. Based on the Hammerstein model, the system emulates a real plant that fits the changes in pH neutralization process of avoiding or reducing the need to retune. The controller performance is evaluated by overshoots, stabilization times, indices Integral of the Absolute Error (IAE) and Integral of the Absolute Value of the Error-weighted Time (ITAE), and using a metric developed by that takes into account both the error information and the control signal. The Fuzzy-PI controller is compared with PI and gain schedule PI controllers previously used in the testing plant, whose results can be found in the literature.

Estratégia de escalonamento de controladores PID baseado em regras Fuzzy para redes industriais foundation fieldbus usando blocos padrões

The main objective of work is to show procedures to implement intelligent control strategies. This strategies are based on fuzzy scheduling of PID controllers, by using only standard function blocks of this technology. Then, the standardization of Foundation Fieldbus is kept. It was developed an environment to do the necessary tests, it validates the propose. This environment is hybrid, it has a real module (the fieldbus) and a simulated module (the process), although the control signals and measurement are real. Then, it is possible to develop controllers projects. In this work, a fuzzy supervisor was developed to schedule a network of PID controller for a non-linear plant. Analyzing its performance results to the control and regulation problem

Controle ótimo H∞ de sistemas não-lineares com modelos fuzzy takagi-sugeno

Neste trabalho é proposta uma metodologia de rastreamento de sinais e rejeição de distúrbios aplicada a sistemas não-lineares. Para o projeto do sistema de rastreamento, projeta-se os controladores fuzzy M(a) e N(a) que minimizam o limitante superior da norma H∞ entre o sinal de referência r(t) e o sinal de erro de rastreamento e(t), sendo e(t) a diferença entre a entrada de referência e a saída do sistema z(t). No método de rejeição de distúrbio utiliza-se a realimentação dinâmica da saída através de um controlador fuzzy Kc(a) que minimiza o limitante superior da norma H∞ entre o sinal de entrada exógena w(t) e o sinal de saída z(t). O procedimento de projeto proposto considera as não-linearidades da planta através dos modelos fuzzy Takagi-Sugeno. Os métodos são equacionados utilizando-se inequações matriciais lineares (LMIs), que quando factíveis, podem ser facilmente solucionados por algoritmos de convergência polinomial. Por fim, um exemplo ilustra a viabilidade da metodologia proposta.

Robust State-Derivative Feedback LMI-Based Designs for Linear Descriptor Systems

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Design of a Takagi-Sugeno Fuzzy Regulator for a Set of Operation Points

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Fuzzy subset approach in coupled population dynamics of blowflies

This paper is a study on the population dynamics of blowflies employing a density-dependent. non-linear mathematical model and a coupled population formalism. In this Study, we investigated the coupled population dynamics applying fuzzy subsets to model the Population trajectory. analyzing demographic parameters such as fecundity, Survival, and migration. The main results suggest different possibilities in terms of dynamic behavior produced by migration in coupled Populations between distinct environments and the rescue effect generated by the connection between populations. It was possible to conclude that environmental heterogeneity can play an important role in blowfly metapopulation systems. The implications of these results for population dynamics of blowflies are discussed.

A controller design used in Lorenz synchronization chaotic system for secure communication based on LMI fuzzy control system

This paper describes a mathematical study about chaotic system and about the unified approach of chaos control via fuzzy control system based in Linear Matrix Inequality to design a controller which synchronizes the transmission/reception system. This system, that was based in Lorenz chaotic circuit, can be used for transmit signals in secure way.

Robust state-derivative feedback LMI-based designs for multivariable linear systems

In some practical problems, for instance in the control systems for the suppression of vibration in mechanical systems, the state-derivative signals are easier to obtain than the state signals. New necessary and sufficient linear matrix inequalities (LMI) conditions for the design of state-derivative feedback for multi-input (MI) linear systems are proposed. For multi-input/multi-output (MIMO) linear time-invariant or time-varying plants, with or without uncertainties in their parameters, the proposed methods can include in the LMI-based control designs the specifications of the decay rate, bounds on the output peak, and bounds on the state-derivative feedback matrix K. These design procedures allow new specifications and also, they consider a broader class of plants than the related results available in the literature. The LMIs, when feasible, can be efficiently solved using convex programming techniques. Practical applications illustrate the efficiency of the proposed methods.