609 resultados para penalty
Resumo:
A numerical scheme based on the Finite Element Method (FEM) is presented to calculate the full solution of a three-dimensional steady magnetohydrodynamic (MHD) flow with moderately high Hartmann numbers and interaction parameters. An incompressible, viscous and electrically conducting liquid-metal is considered. Assuming a low magnetic Reynolds number, the solution method solves the coupled Navier-Stokes and Maxwell's equations through the use of a penalty function method. Results are presented for Hartmann numbers in the range 10(2)-10(3).
Resumo:
The optimal reactive dispatch problem is a nonlinear programming problem containing continuous and discrete control variables. Owing to the difficulty caused by discrete variables, this problem is usually solved assuming all variables as continuous variables, therefore the original discrete variables are rounded off to the closest discrete value. This approach may provide solutions far from optimal or even unfeasible solutions. This paper presents an efficient handling of discrete variables by penalty function so that the problem becomes continuous and differentiable. Simulations with the IEEE test systems were performed showing the efficiency of the proposed approach. © 1969-2012 IEEE.
Resumo:
We investigated the effects of high pressure on the point of no return or the minimum time required for a kicker to respond to the goalkeeper's dive in a simulated penalty kick task. The goalkeeper moved to one side with different times available for the participants to direct the ball to the opposite side in low-pressure (acoustically isolated laboratory) and high-pressure situations (with a participative audience). One group of participants showed a significant lengthening of the point of no return under high pressure. With less time available, performance was at chance level. Unexpectedly, in a second group of participants, high pressure caused a qualitative change in which for short times available participants were inclined to aim in the direction of the goalkeeper's move. The distinct effects of high pressure are discussed within attentional control theory to reflect a decreasing efficiency of the goal-driven attentional system, slowing down performance, and a decreasing effectiveness in inhibiting stimulus-driven behavior.
Resumo:
We consider a discrete-time financial model in a general sample space with penalty costs on short positions. We consider a friction market closely related to the standard one except that withdrawals from the portfolio value proportional to short positions are made. We provide necessary and sufficient conditions for the nonexistence of arbitrages in this situation and for a self-financing strategy to replicate a contingent claim. For the finite-sample space case, this result leads to an explicit and constructive procedure for obtaining perfect hedging strategies.
Resumo:
At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.
The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
Resumo:
Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.
Resumo:
Objectives The current study investigated to what extent task-specific practice can help reduce the adverse effects of high-pressure on performance in a simulated penalty kick task. Based on the assumption that practice attenuates the required attentional resources, it was hypothesized that task-specific practice would enhance resilience against high-pressure. Method Participants practiced a simulated penalty kick in which they had to move a lever to the side opposite to the goalkeeper's dive. The goalkeeper moved at different times before ball-contact. Design Before and after task-specific practice, participants were tested on the same task both under low- and high-pressure conditions. Results Before practice, performance of all participants worsened under high-pressure; however, whereas one group of participants merely required more time to correctly respond to the goalkeeper movement and showed a typical logistic relation between the percentage of correct responses and the time available to respond, a second group of participants showed a linear relationship between the percentage of correct responses and the time available to respond. This implies that they tended to make systematic errors for the shortest times available. Practice eliminated the debilitating effects of high-pressure in the former group, whereas in the latter group high-pressure continued to negatively affect performance. Conclusions Task-specific practice increased resilience to high-pressure. However, the effect was a function of how participants responded initially to high-pressure, that is, prior to practice. The results are discussed within the framework of attentional control theory (ACT).
Resumo:
The keeper-independent strategy, in which a football penalty kicker selects a target location in advance and ignores the goalkeeper's actions during the run-up, has been suggested to be the preferable strategy for taking a penalty kick. The current in-field experiment investigated the question of whether the goalkeeper can indeed be ignored. Ten intermediate-level football players were instructed to adopt a goalkeeper-independent strategy and to perform penalty kicks directed at one of two targets located in the upper corners of the goal under three conditions: without a goalkeeper, in the presence of a goalkeeper (who tried to save the ball), and in the presence of a goalkeeper who was informed by the penalty kickers where they intended to direct the ball. The mere presence of a goalkeeper impaired shot accuracy. The shots were more centralised, that is, biased toward the goalkeeper. The effects were enhanced for the condition in which the penalty kicker knew the goalkeeper was knowledgeable about ball direction. The findings were consistent with the response activation model that holds that aiming at a target can be biased toward salient visual non-targets. The implications for adopting and practising goalkeeper-independent strategies are discussed.