907 resultados para Unconstrained minimization
Resumo:
Existing studies of on-line process control are concerned with economic aspects, and the parameters of the processes are optimized with respect to the average cost per item produced. However, an equally important dimension is the adoption of an efficient maintenance policy. In most cases, only the frequency of the corrective adjustment is evaluated because it is assumed that the equipment becomes "as good as new" after corrective maintenance. For this condition to be met, a sophisticated and detailed corrective adjustment system needs to be employed. The aim of this paper is to propose an integrated economic model incorporating the following two dimensions: on-line process control and a corrective maintenance program. Both performances are objects of an average cost per item minimization. Adjustments are based on the location of the measurement of a quality characteristic of interest in a three decision zone. Numerical examples are illustrated in the proposal. (c) 2012 Elsevier B.V. All rights reserved.
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In this paper, the effects of uncertainty and expected costs of failure on optimum structural design are investigated, by comparing three distinct formulations of structural optimization problems. Deterministic Design Optimization (DDO) allows one the find the shape or configuration of a structure that is optimum in terms of mechanics, but the formulation grossly neglects parameter uncertainty and its effects on structural safety. Reliability-based Design Optimization (RBDO) has emerged as an alternative to properly model the safety-under-uncertainty part of the problem. With RBDO, one can ensure that a minimum (and measurable) level of safety is achieved by the optimum structure. However, results are dependent on the failure probabilities used as constraints in the analysis. Risk optimization (RO) increases the scope of the problem by addressing the compromising goals of economy and safety. This is accomplished by quantifying the monetary consequences of failure, as well as the costs associated with construction, operation and maintenance. RO yields the optimum topology and the optimum point of balance between economy and safety. Results are compared for some example problems. The broader RO solution is found first, and optimum results are used as constraints in DDO and RBDO. Results show that even when optimum safety coefficients are used as constraints in DDO, the formulation leads to configurations which respect these design constraints, reduce manufacturing costs but increase total expected costs (including expected costs of failure). When (optimum) system failure probability is used as a constraint in RBDO, this solution also reduces manufacturing costs but by increasing total expected costs. This happens when the costs associated with different failure modes are distinct. Hence, a general equivalence between the formulations cannot be established. Optimum structural design considering expected costs of failure cannot be controlled solely by safety factors nor by failure probability constraints, but will depend on actual structural configuration. (c) 2011 Elsevier Ltd. All rights reserved.
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We present the first numerical implementation of the minimal Landau background gauge for Yang-Mills theory on the lattice. Our approach is a simple generalization of the usual minimal Landau gauge and is formulated for the general SU(N) gauge group. We also report on preliminary tests of the method in the four-dimensional SU(2) case, using different background fields. Our tests show that the convergence of the numerical minimization process is comparable to the case of a null background. The uniqueness of the minimizing functional employed is briefly discussed.
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This paper addresses the m-machine no-wait flow shop problem where the set-up time of a job is separated from its processing time. The performance measure considered is the total flowtime. A new hybrid metaheuristic Genetic Algorithm-Cluster Search is proposed to solve the scheduling problem. The performance of the proposed method is evaluated and the results are compared with the best method reported in the literature. Experimental tests show superiority of the new method for the test problems set, regarding the solution quality. (c) 2012 Elsevier Ltd. All rights reserved.
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In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.
The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
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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.
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Context. Convergent point (CP) search methods are important tools for studying the kinematic properties of open clusters and young associations whose members share the same spatial motion. Aims. We present a new CP search strategy based on proper motion data. We test the new algorithm on synthetic data and compare it with previous versions of the CP search method. As an illustration and validation of the new method we also present an application to the Hyades open cluster and a comparison with independent results. Methods. The new algorithm rests on the idea of representing the stellar proper motions by great circles over the celestial sphere and visualizing their intersections as the CP of the moving group. The new strategy combines a maximum-likelihood analysis for simultaneously determining the CP and selecting the most likely group members and a minimization procedure that returns a refined CP position and its uncertainties. The method allows one to correct for internal motions within the group and takes into account that the stars in the group lie at different distances. Results. Based on Monte Carlo simulations, we find that the new CP search method in many cases returns a more precise solution than its previous versions. The new method is able to find and eliminate more field stars in the sample and is not biased towards distant stars. The CP solution for the Hyades open cluster is in excellent agreement with previous determinations.
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OBJECTIVE: Hypertension is a major issue in public health, and the financial costs associated with hypertension continue to increase. Cost-effectiveness studies focusing on antihypertensive drug combinations, however, have been scarce. The cost-effectiveness ratios of the traditional treatment (hydrochlorothiazide and atenolol) and the current treatment (losartan and amlodipine) were evaluated in patients with grade 1 or 2 hypertension (HT1-2). For patients with grade 3 hypertension (HT3), a third drug was added to the treatment combinations: enalapril was added to the traditional treatment, and hydrochlorothiazide was added to the current treatment. METHODS: Hypertension treatment costs were estimated on the basis of the purchase prices of the antihypertensive medications, and effectiveness was measured as the reduction in systolic blood pressure and diastolic blood pressure (in mm Hg) at the end of a 12-month study period. RESULTS: When the purchase price of the brand-name medication was used to calculate the cost, the traditional treatment presented a lower cost-effectiveness ratio [US$/mm Hg] than the current treatment in the HT1-2 group. In the HT3 group, however, there was no difference in cost-effectiveness ratio between the traditional treatment and the current treatment. The cost-effectiveness ratio differences between the treatment regimens maintained the same pattern when the purchase price of the lower-cost medication was used. CONCLUSIONS: We conclude that the traditional treatment is more cost-effective (US$/mm Hg) than the current treatment in the HT1-2 group. There was no difference in cost-effectiveness between the traditional treatment and the current treatment for the HT3 group.
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Bilayer segmentation of live video in uncontrolled environments is an essential task for home applications in which the original background of the scene must be replaced, as in videochats or traditional videoconference. The main challenge in such conditions is overcome all difficulties in problem-situations (e. g., illumination change, distract events such as element moving in the background and camera shake) that may occur while the video is being captured. This paper presents a survey of segmentation methods for background substitution applications, describes the main concepts and identifies events that may cause errors. Our analysis shows that although robust methods rely on specific devices (multiple cameras or sensors to generate depth maps) which aid the process. In order to achieve the same results using conventional devices (monocular video cameras), most current research relies on energy minimization frameworks, in which temporal and spacial information are probabilistically combined with those of color and contrast.
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The accuracy of ranging measurements depends critically on the knowledge of time delays undergone by signals when retransmitted by a remote transponder and due to propagation effects. A new method determines these delays for every single pulsed signal transmission. It utilizes four ground-based reference stations, synchronized in time and installed at well-known geodesic coordinates and a repeater in space, carried by a satellite, balloon, aircraft, and so forth. Signal transmitted by one of the reference bases is retransmitted by the transponder, received back by the four bases, producing four ranging measurements which are processed to determine uniquely the time delays undergone in every retransmission process. A minimization function is derived comparing repeater's positions referred to at least two groups of three reference bases, providing the signal transit time at the repeater and propagation delays, providing the correct repeater position. The method is applicable to the transponder platform positioning and navigation, time synchronization of remote clocks, and location of targets. The algorithm has been demonstrated by simulations adopting a practical example with the transponder carried by an aircraft moving over bases on the ground.
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The clustering problem consists in finding patterns in a data set in order to divide it into clusters with high within-cluster similarity. This paper presents the study of a problem, here called MMD problem, which aims at finding a clustering with a predefined number of clusters that minimizes the largest within-cluster distance (diameter) among all clusters. There are two main objectives in this paper: to propose heuristics for the MMD and to evaluate the suitability of the best proposed heuristic results according to the real classification of some data sets. Regarding the first objective, the results obtained in the experiments indicate a good performance of the best proposed heuristic that outperformed the Complete Linkage algorithm (the most used method from the literature for this problem). Nevertheless, regarding the suitability of the results according to the real classification of the data sets, the proposed heuristic achieved better quality results than C-Means algorithm, but worse than Complete Linkage.
Falhas de mercado e redes em políticas públicas: desafios e possibilidades ao Sistema Único de Saúde
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Os princípios e as diretrizes do Sistema Único de Saúde (SUS) impõem uma estrutura de assistência baseada em redes de políticas públicas que, combinada ao modelo de financiamento adotado, conduz a falhas de mercado. Isso impõe barreiras à gestão do sistema público de saúde e à concretização dos objetivos do SUS. As características institucionais e a heterogeneidade dos atores, aliadas à existência de diferentes redes de atenção à saúde, geram complexidade analítica no estudo da dinâmica global da rede do SUS. Há limitações ao emprego de métodos quantitativos baseados em análise estática com dados retrospectivos do sistema público de saúde. Assim, propõe-se a abordagem do SUS como sistema complexo, a partir da utilização de metodologia quantitativa inovadora baseada em simulação computacional. O presente artigo buscou analisar desafios e potencialidades na utilização de modelagem com autômatos celulares combinada com modelagem baseada em agentes para simulação da evolução da rede de serviços do SUS. Tal abordagem deve permitir melhor compreensão da organização, heterogeneidade e dinâmica estrutural da rede de serviços do SUS e possibilitar minimização dos efeitos das falhas de mercado no sistema de saúde brasileiro.
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Small scale fluid flow systems have been studied for various applications, such as chemical reagent dosages and cooling devices of compact electronic components. This work proposes to present the complete cycle development of an optimized heat sink designed by using Topology Optimization Method (TOM) for best performance, including minimization of pressure drop in fluid flow and maximization of heat dissipation effects, aiming small scale applications. The TOM is applied to a domain, to obtain an optimized channel topology, according to a given multi-objective function that combines pressure drop minimization and heat transfer maximization. Stokes flow hypothesis is adopted. Moreover, both conduction and forced convection effects are included in the steady-state heat transfer model. The topology optimization procedure combines the Finite Element Method (to carry out the physical analysis) with Sequential Linear Programming (as the optimization algorithm). Two-dimensional topology optimization results of channel layouts obtained for a heat sink design are presented as example to illustrate the design methodology. 3D computational simulations and prototype manufacturing have been carried out to validate the proposed design methodology.
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[EN] This article describes an implementation of the optical flow estimation method introduced by Zach, Pock and Bischof. This method is based on the minimization of a functional containing a data term using the L norm and a regularization term using the total variation of the flow. The main feature of this formulation is that it allows discontinuities in the flow field, while being more robust to noise than the classical approach. The algorithm is an efficient numerical scheme, which solves a relaxed version of the problem by alternate minimization.
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[EN] The seminal work of Horn and Schunck [8] is the first variational method for optical flow estimation. It introduced a novel framework where the optical flow is computed as the solution of a minimization problem. From the assumption that pixel intensities do not change over time, the optical flow constraint equation is derived. This equation relates the optical flow with the derivatives of the image. There are infinitely many vector fields that satisfy the optical flow constraint, thus the problem is ill-posed. To overcome this problem, Horn and Schunck introduced an additional regularity condition that restricts the possible solutions. Their method minimizes both the optical flow constraint and the magnitude of the variations of the flow field, producing smooth vector fields. One of the limitations of this method is that, typically, it can only estimate small motions. In the presence of large displacements, this method fails when the gradient of the image is not smooth enough. In this work, we describe an implementation of the original Horn and Schunck method and also introduce a multi-scale strategy in order to deal with larger displacements. For this multi-scale strategy, we create a pyramidal structure of downsampled images and change the optical flow constraint equation with a nonlinear formulation. In order to tackle this nonlinear formula, we linearize it and solve the method iteratively in each scale. In this sense, there are two common approaches: one that computes the motion increment in the iterations, like in ; or the one we follow, that computes the full flow during the iterations, like in. The solutions are incrementally refined ower the scales. This pyramidal structure is a standard tool in many optical flow methods.