Aplicação de métodos computacionais multidisciplinares de engenharia para otimização de carteiras de investimentos.

Este trabalho apresenta uma nova metodologia para otimizar carteiras de ativos financeiros. A metodologia proposta, baseada em interpoladores universais tais quais as Redes Neurais Artificiais e a Krigagem, permite aproximar a superfície de risco e consequentemente a solução do problema de otimização associado a ela de forma generalizada e aplicável a qualquer medida de risco disponível na literatura. Além disto, a metodologia sugerida permite que sejam relaxadas hipóteses restritivas inerentes às metodologias existentes, simplificando o problema de otimização e permitindo que sejam estimados os erros na aproximação da superfície de risco. Ilustrativamente, aplica-se a metodologia proposta ao problema de composição de carteiras com a Variância (controle), o Valor-em-Risco (VaR) e o Valor-em-Risco Condicional (CVaR) como funções objetivo. Os resultados são comparados àqueles obtidos pelos modelos de Markowitz e Rockafellar, respectivamente.

Comparação de modelos estáticos, otimização dos determinantes da estrutura de capital das PME's portuguesas

Dissertação, Mestrado, Contabilidade e Fiscalidade, Instituto Politécnico de Santarém, Escola Superior de Gestão e Tecnologia, 2016

Otimização de linhas de produção de uma empresa no setor dos componentes para automóveis

Ao longo dos anos, a economia mundial tem sofrido profundas mudanças, assistindo-se a uma crescente exigência por parte dos mercados, quer na diversidade dos produtos, quer na qualidade dos serviços. No Setor Automóvel, a globalização vem obrigando os construtores a adotar novos paradigmas ao nível do conceito de produção, de modo a corresponder às novas exigências de redução de custos e à obtenção de melhores níveis de produtividade e qualidade. É neste contexto, que a Indústria dos Componentes para Automóveis, ao constituir-se como um setor caraterizado por elevados graus de exigência e de competitividade, vem impondo às suas empresas o recurso a crescentes exigências nos processos tecnológicos, de forma a manter uma dinâmica de contínuo desenvolvimento e inovação de produtos, tecnologias e processos, bem como, a perseguir conceitos de qualidade total e de excelência nas suas operações. Este documento resulta, antes de tudo, de um extenso trabalho de campo, onde se procurou aplicar uma metodologia assente na T.O.C. - Theory of Constraints, com integração de conceitos de Lean Manufacturing, contribuindo assim, para a otimização de linhas de produção da empresa do setor dos componentes para automóveis, tomada como referência.

Análise, caracterização e otimização de materiais em equipamentos da indústria cimenteira

Este estágio insere-se no âmbito do Mestrado em Equipamentos e Sistemas Mecânicos e tem por objetivo aprofundar a formação do aluno em contexto de trabalho através da sua integração nas atividades de manutenção dos equipamentos mecânicos da Fábrica CIMPOR nomeadamente na otimização da fiabilidade dos equipamentos e no acompanhamento das atividades de manutenção. A CIMPOR pertencente à empresa SGPS – Cimentos de Portugal e dedica-se fundamentalmente à produção de cimento. A produção de cimento é um processo complexo face aos enormes desafios que decorrem da elevada exigência de qualidade imposta pelos mercados e do cumprimento de parâmetros tradicionais que caracterizam e justificam a contínua procura deste tipo material, tais como a resistência à compressão e à flexão bem como as características estéticas. As exigências de fabrico deste tipo de produto colocam-se não só ao nível da qualidade da matéria-prima utilizada, mas também em termos do funcionamento adequado de toda a linha de produção, revestindo-se de particular importância a manutenção de todos os equipamentos mecânicos. Neste contexto, e dadas as condições de funcionamento adversas a que operam, os equipamentos requerem frequentes e dispendiosas intervenções de manutenção o que constitui um elemento crítico na linha de produção. Para garantir a operacionalidade dos equipamentos utilizados nos processos produtivos a manutenção assume um papel determinante, influenciando de forma significativa não só o nível de qualidade dos bens produzidos bem como os custos de produção. Uma manutenção planeada, que atua no momento exato, maximizando os meios de produção, é por excelência o modelo ideal para a minimização dos custos de manutenção inerentes. Por um lado, maximizando a utilização dos equipamentos, por outro, minimizando os custos causados por paragens imprevistas ou mesmo por intervenções e substituições desnecessárias. Como tal, é de fundamental importância proceder à caracterização pormenorizada das propriedades mecânicas dos materiais que constituem os referidos equipamentos bem como equacionar a utilização de revestimentos dotados de determinadas especificidades de modo a controlar e/ou evitar o desgaste exagerado a que estão sujeitos.

Otimização de injeção sobre tecidos pré-impregnados

A otimização é aplicada constantemente como método de aperfeiçoamento, desde os problemas quotidianos, aos problemas mais complexos de matemática e engenharia. A Natureza há milhões de anos que aplica eficazmente otimização em todos os seus ínfimos sistemas de forma a manter o equilíbrio. Estes processos naturais de aperfeiçoamento serviram de inspiração a diversos autores para o desenvolvimento de algoritmos de otimização. Quatro algoritmos bio-inspirados, na sua forma de otimização mono-objetivo e um algoritmo multi-objetivo são utilizados para efetuar otimização do problema do ciclo de injeção. A indústria dos moldes como conhecida pioneira no desenvolvimento tecnológico, necessita de constante aperfeiçoamento e otimização dos seus processos. A redução do tempo de ciclo é um dos principais focos de otimização pois determina fortemente o custo da peça a produzir. A procura de novos conceitos de injeção, em que se pretende produzir peças com gradientes funcionais, levaram à criação de uma nova ferramenta molde para o processamento de tecidos pré impregnados com polímero (prepreg). A introdução de novas etapas no ciclo de injeção, criaram a necessidade de uma nova formulação, de forma a modelar o processamento dos prepregs. A otimização efetuada pelos algoritmos bio-inspirados à nova formulação pretende minimizar o tempo de ciclo e obter parâmetros de processamento ideais, tais como as dimensões ideais dos canais de alimentação temperaturas e pressões de processamento. A otimização mono-objetivo tem um único objetivo, a minimização do tempo de ciclo. A otimização multi-objetivo tem como objetivos a minimização do tempo de ciclo, da queda de pressão e volume de abastecimento. Para que o princípio da sobre moldação fosse aplicado a esta nova técnica de processamento, são apresentados os métodos existentes, para que se possa criar um paralelismo e prever a adesão do polímero ao tecido. Da mesma forma é apresentado o estudo efetuado sobre a compatibilidade de materiais e as suas condições de processamento. Como resultado final, surge a ferramenta que permite a sobre-moldação, ou seja, o molde projetado, respeitando as dimensões e parâmetros obtidos pelo melhor resultado dos algoritmos mono-objetivo.

Otimização da síntese do AlSBA-15 para produção de biodiesel por transesteri-ficação do óleo de coco

Stimulus encouraging the production and consumption of biodiesel favors the policy of pre-serving the environment, contributing to the reduction of greenhouse gas reducing climate change. The current trend of research in this field focuses on improving these processes with the use of heterogeneous catalysts, seeing has significant advantages such as: low contamination of products, ease of separation of the catalyst from the reaction medium, possibili-ty of reuse of the catalyst, decreased corrosion problems. The objective of this research was to optimize the synthesis of AlSBA-15 for the production of biodiesel through transesterification process via ethyl route. For the optimization of hydrothermal synthesis of type AlSBA-15 catalyst has assembled a 23 factorial experimental matrix with eleven trials. The stoichiometric amounts of starting materials were varied according to different ratios Si / Al which is a factor in the experimental design, in addition to the time and temperature of aging of the synthesis gel. The material showed the best results of characterization (SBET = 591.7 (m2 / g), Vp = 0.83 (cm3 / g), Dp = 5.59 (nm), w = 6.48 (nm) was synthesized at 100 ° C for 24 hours, with a ratio Si / Al = 10.This material was applied as a heterogeneous catalyst in the reaction of ethyl transesterification as raw coconut oil in natura. Coconut oil presented suitable for obtaining biodiesel via ethyl route.The visual aspects and physical-chemical characteristics of the reaction products show that AlSBA-15 catalyst favored the reaction. According to physical-chemical analysis the order of oxidative stability of the product of the transesterification reaction was: catalytic reaction at 1500 ° C> non-catalytic reaction at 100 ° C> 100 ° C catalytic> catalytic reaction at 200 ° C Reaction. The results of oxidative stability and kinematic viscosity shows that the biodiesel produced in the catalytic sandblasting held at 150 ° C which was maintained within the ABNT NBR 7148, ABNT NBR 10441 and EN 14112.

Otimização da extração de polissacarídeos sulfatados da alga vermelha Gracilaria birdiae e análise da atividade anticoagulante e antioxidante

The sulfated polysaccharides (SP) from the edible red seaweed Gracilaria birdiae were obtained using five different condition extraction (GB1: Water; GB1p: Water/proteolysis; GB1s: Water/sonication; GB1sp: Water/sonication/proteolysis; GB2s: NaOH/sonication; GB2sp: NaOH/sonication/proteolysis. The yield (g) increased in the following order GB2sp>GB1sp>GB1p>GB2s>GB1s>GB1. However, the amount of SP extracted increased in different way GB2sp>GB1p>GB1>GB1sp>GB1s>GB2s. Infrared and electrophoresis analysis showed that all conditions extracted the same SP. In addition, monosaccharide composition showed that ultrasound promotes the extraction of other polysaccharides than SP. In the prothrombin time (PT) test, which evaluates the extrinsic coagulation pathway, none of the samples showed anticoagulant activity. While in the activated partial thromboplastin time (aPTT) test, which evaluates the intrinsic coagulation pathway, all samples showed anticoagulant activity, except GB2s. The aPTT activity decreased in the order of GB1sp>GB2sp>GB1p>GB1>GB1s>GB2s. Total capacity antioxidant (TCA) of the SP was also affected by condition extraction, since GB2s and GB1 showed lower activity in comparison to the other conditions. In conclusion, the conditions of SP extraction influence their biological activities and chemical composition. The data showed NaOH/sonication/proteolysis was the best condition to extract anticoagulant and antioxidant SPs from Gracilaria birdiae.

Otimização do sistema de supervisão e controle de uma planta de tratamento de resíduos utilizando plasma

A major and growing problems faced by modern society is the high production of waste and related effects they produce, such as environmental degradation and pollution of various ecosystems, with direct effects on quality of life. The thermal treatment technologies have been widely used in the treatment of these wastes and thermal plasma is gaining importance in processing blanketing. This work is focused on developing an optimized system of supervision and control applied to a processing plant and petrochemical waste effluents using thermal plasma. The system is basically composed of a inductive plasma torch reactors washing system / exhaust gases and RF power used to generate plasma. The process of supervision and control of the plant is of paramount importance in the development of the ultimate goal. For this reason, various subsidies were created in the search for greater efficiency in the process, generating events, graphics / distribution and storage of data for each subsystem of the plant, process execution, control and 3D visualization of each subsystem of the plant between others. A communication platform between the virtual 3D plant architecture and a real control structure (hardware) was created. The goal is to use the concepts of mixed reality and develop strategies for different types of controls that allow manipulating 3D plant without restrictions and schedules, optimize the actual process. Studies have shown that one of the best ways to implement the control of generation inductively coupled plasma techniques is to use intelligent control, both for their efficiency in the results is low for its implementation, without requiring a specific model. The control strategy using Fuzzy Logic (Fuzzy-PI) was developed and implemented, and the results showed satisfactory condition on response time and viability

Otimização dos parâmetros de um modelo de bomba em sistemas de bombeio centrífugo submerso

One of several techniques applied to production processes oil is the artificial lift, using equipment in order to reduce the bottom hole pressure, providing a pressure differential, resulting in a flow increase. The choice of the artificial lift method depends on a detailed analysis of the some factors, such as initial costs of installation, maintenance, and the existing conditions in the producing field. The Electrical Submersible Pumping method (ESP) appears to be quite efficient when the objective is to produce high liquid flow rates in both onshore and offshore environments, in adverse conditions of temperature and in the presence of viscous fluids. By definition, ESP is a method of artificial lift in which a subsurface electric motor transforms electrical into mechanical energy to trigger a centrifugal pump of multiple stages, composed of a rotating impeller (rotor) and a stationary diffuser (stator). The pump converts the mechanical energy of the engine into kinetic energy in the form of velocity, which pushes the fluid to the surface. The objective of this work is to implement the optimization method of the flexible polyhedron, known as Modified Simplex Method (MSM) applied to the study of the influence of the modification of the input and output parameters of the centrifugal pump impeller in the channel of a system ESP. In the use of the optimization method by changing the angular parameters of the pump, the resultant data applied to the simulations allowed to obtain optimized values of the Head (lift height), lossless efficiency and the power with differentiated results.

Otimização do controle do diagrama de radiação de radares de varredura para rastreio de foguetes usando o método GAMMC para o Caso Planar (GAMMC-P)

Launching centers are designed for scientific and commercial activities with aerospace vehicles. Rockets Tracking Systems (RTS) are part of the infrastructure of these centers and they are responsible for collecting and processing the data trajectory of vehicles. Generally, Parabolic Reflector Radars (PRRs) are used in RTS. However, it is possible to use radars with antenna arrays, or Phased Arrays (PAs), so called Phased Arrays Radars (PARs). Thus, the excitation signal of each radiating element of the array can be adjusted to perform electronic control of the radiation pattern in order to improve functionality and maintenance of the system. Therefore, in the implementation and reuse projects of PARs, modeling is subject to various combinations of excitation signals, producing a complex optimization problem due to the large number of available solutions. In this case, it is possible to use offline optimization methods, such as Genetic Algorithms (GAs), to calculate the problem solutions, which are stored for online applications. Hence, the Genetic Algorithm with Maximum-Minimum Crossover (GAMMC) optimization method was used to develop the GAMMC-P algorithm that optimizes the modeling step of radiation pattern control from planar PAs. Compared with a conventional crossover GA, the GAMMC has a different approach from the conventional one, because it performs the crossover of the fittest individuals with the least fit individuals in order to enhance the genetic diversity. Thus, the GAMMC prevents premature convergence, increases population fitness and reduces the processing time. Therefore, the GAMMC-P uses a reconfigurable algorithm with multiple objectives, different coding and genetic operator MMC. The test results show that GAMMC-P reached the proposed requirements for different operating conditions of a planar RAV.

Desenvolvimento da célula base de microestruturas periódicas de compósitos sob otimização topológica

This thesis develops a new technique for composite microstructures projects by the Topology Optimization process, in order to maximize rigidity, making use of Deformation Energy Method and using a refining scheme h-adaptative to obtain a better defining the topological contours of the microstructure. This is done by distributing materials optimally in a region of pre-established project named as Cell Base. In this paper, the Finite Element Method is used to describe the field and for government equation solution. The mesh is refined iteratively refining so that the Finite Element Mesh is made on all the elements which represent solid materials, and all empty elements containing at least one node in a solid material region. The Finite Element Method chosen for the model is the linear triangular three nodes. As for the resolution of the nonlinear programming problem with constraints we were used Augmented Lagrangian method, and a minimization algorithm based on the direction of the Quasi-Newton type and Armijo-Wolfe conditions assisting in the lowering process. The Cell Base that represents the composite is found from the equivalence between a fictional material and a preescribe material, distributed optimally in the project area. The use of the strain energy method is justified for providing a lower computational cost due to a simpler formulation than traditional homogenization method. The results are presented prescription with change, in displacement with change, in volume restriction and from various initial values of relative densities.

Otimização de parâmetros mecânicos e microestruturais dos moldes em areia de sílica ligados quimicamente pelo processo de cura a frio em fundição de aço

Surface defects on steel parts borne costs of smelting industries due to the need of rework. Sand molds are frequently used in foundry industries and largely responsible for providing surface defects. This study aims to optimize the levels of the molding process variables to minimize the occurrence of surface defects in steel castings in silica sand molds chemically linked by cold cure process. The methodology used the experimental design with split plot, being considered in the study the resin percentage factors in the mold formulation, addition of iron oxide, type of paint, the paint application method, amount of ink layers, use of hot air along the lines and waiting time of the mold before casting. They were analyzed as response variables erosion defects, sand inclusion, penetration, porosity and surface finish. Tensile strength tests were performed to evaluate the influence of factors on mechanical parameters and the microstructural parameters were carried out the analysis of X-ray diffraction, scanning electron microscopy (SEM) and thermal analysis (TG / DSC / dilatometry). The results elucidate that for the faulty erosion, the only significant factor with a 95% confidence level was the type of ink and the ink alumina-based superior results obtained. For the sand inclusion of defect, there were three significant factors, with best results obtained with alumina-based paint and spray applied using hot air in the mold before casting the metal. For the defect penetration, there were four significant factors, the best results being achieved with 0.8% of resin and addition of iron oxide in the molding formulation, the paint being applied by brush and standby time of 24 hours before leak. For the defect porosity with a 95% confidence level, no significant factors. For the defect surface finish, the best results were achieved with the 0.8% formulation of the resin in the mold and application of the paint brush. To obtain the levels of the factors that optimize all defects simultaneously, we performed a weighted average of the results of each type of fault, concluding that the best levels of the factors were: 0.8% resin and addition of iron oxide in the formulation of the template, application of two coats of paint applied with a brush or spray, using hot air in the mold before casting and 24 hours of waiting ready the mold before casting. These levels of the optimized factors were used in an experiment to confirm that ratified the results, helping to reduce rework and consequently reducing costs of cast steel parts.

Aplicação e otimização de métodos eletroquímicos combinados para remoção e determinação de cromo hexavalente em efluentes simulados

Hexavalent chromium is a heavy metal present in various industrial effluents, and depending on its concentration may cause irreparable damage to the environment and to humans. Facing this surrounding context, this study aimed on the application of electrochemical methods to determine and remove the hexavalent chromium (Cr6+) in simulated wastewater. To determine was applied to cathodic stripping voltammetry (CSV) using ultra trace graphite electrodes ultra trace (work), Ag/AgCl (reference) and platinum (counter electrode), the samples were complexed with 1,5- diphenylcarbazide and then subjected to analysis. The removal of Cr6+ was applied electrocoagulation process (EC) using Fe and Al electrodes. The variables that constituted the factorial design 24, applied to optimizing the EC process, were: current density (5 and 10 mA.cm-2), temperature (25 and 60 ºC), concentration (50 and 100 ppm) and agitation rate (400 and 600 RPM). Through the preliminary test it was possible the adequacy of applying the CSV for determining of Cr6+, removed during the EC process. The Fe and Al electrodes as anodes sacrifice showed satisfactory results in the EC process, however Fe favored complete removal in 30 min, whereas with Al occurred at 240 min. In the application of factorial design 24 and analysis of Response Surface Methodology was possible to optimize the EC process for removal of Cr6+ in H2SO4 solution (0.5 mol.L-1), in which the temperature, with positive effect, was the variable that presented higher statistical significance compared with other variables and interactions, while in optimizing the EC process for removal of Cr6+ in NaCl solution (0.1 mol.L-1) the current density, with positive effect, and concentration, with a negative effect were the variables that had greater statistical significance with greater statistical significance compared with other variables and interactions. The utilization of electrolytes supports NaCl and Na2SO4 showed no significant differences, however NaCl resulted in rapid improvement in Cr6+ removal kinetics and increasing the NaCl concentration provided an increase in conductivity of the solution, resulting in lower energy consumption. The wear of the electrodes evaluated in all the process of EC showed that the Al in H2SO4 solution (0.5 mol.L-1), undergoes during the process of anodization CE, then the experimental mass loss is less than the theoretical mass loss, however, the Fe in the same medium showed a loss of mass greater experimental estimated theoretically. This fact is due to a spontaneous reaction of Fe with H2SO4, and when the reaction medium was the NaCl and Na2SO4 loss experimental mass approached the theoretical mass loss. Furthermore, it was observed the energy consumption of all processes involved in this study had a low operating cost, thus enabling the application of the EC process for treating industrial effluents. The results were satisfactory, it was achieved complete removal of Cr6+ in all processes used in this study.

Comparação de modelos estáticos, otimização dos determinantes da estrutura de capital das PME's portuguesas

Dissertação, Mestrado, Contabilidade e Fiscalidade, Instituto Politécnico de Santarém, Escola Superior de Gestão e Tecnologia, 2016