Relação entre modelos de programação não-linear com incerteza no conjunto de restrições

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Procedimento MIXED do SAS® para análise de modelos mistos

O modelo misto consiste numa importante classe de modelos que tem sido tradicionalmente analisada por meio de procedimentos da análise de variância. Nos modelos mistos, três aspectos são fundamentais: estimação e testes de hipóteses dos efeitos fixos, predição dos efeitos aleatórios e estimação dos componentes de variância. Na análise de modelos lineares mistos desbalanceados, a estimação dos componentes de variância é de fundamental importância e depende da estrutura de covariâncias e dos métodos de estimação utilizados. Nesse contexto, este artigo pretende apresentar os principais métodos de estimação e de análise utilizados no estudo de modelos lineares mistos com estruturas gerais de covariâncias nos efeitos aleatórios, disponíveis no procedimento MIXED, do SAS (Statistical Analysis System).

Multiobjective optimization of economic balances of sugarcane harvest biomass

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

On the solution of the extended linear complementarity problem

The extended linear complementarity problem (XLCP) has been introduced in a recent paper by Mangasarian and Pang. In the present research, minimization problems with simple bounds associated to this problem are defined. When the XLCP is solvable, their solutions are global minimizers of the associated problems. Sufficient conditions that guarantee that stationary points of the associated problems are solutions of the XLCP will be proved. These theoretical results support the conjecture that local methods for box constrained optimization applied to the associated problems could be efficient tools for solving the XLCP. (C) 1998 Elsevier B.V. All rights reserved.

ACCELERATING ITERATIVE ALGORITHMS FOR SYMMETRICAL LINEAR COMPLEMENTARITY-PROBLEMS

We propose a method for accelerating iterative algorithms for solving symmetric linear complementarity problems. The method consists in performing a one-dimensional optimization in the direction generated by a splitting method even for non-descent directions. We give strong convergence proofs and present numerical experiments that justify using this acceleration.

Selection of alfalfa cultivars adapted for tropical environments with repeated measures using PROC MIXED of SAS (R) System

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

Towards an intelligent graphical interface for linear programming modelling

The increase of computing power of the microcomputers has stimulated the building of direct manipulation interfaces that allow graphical representation of Linear Programming (LP) models. This work discusses the components of such a graphical interface as the basis for a system to assist users in the process of formulating LP problems. In essence, this work proposes a methodology which considers the modelling task as divided into three stages which are specification of the Data Model, the Conceptual Model and the LP Model. The necessity for using Artificial Intelligence techniques in the problem conceptualisation and to help the model formulation task is illustrated.

Global optimization approach for the H2-norm model reduction problem

A branch and bound algorithm is proposed to solve the H2-norm model reduction problem for continuous-time linear systems, with conditions assuring convergence to the global optimum in finite time. The lower and upper bounds used in the optimization procedure are obtained through Linear Matrix Inequalities formulations. Examples illustrate the results.

On the regularization of mixed complementarity problems

A variational inequality problem (VIP) satisfying a constraint qualification can be reduced to a mixed complementarity problem (MCP). Monotonicity of the VIP implies that the MCP is also monotone. Introducing regularizing perturbations, a sequence of strictly monotone mixed complementarity problems is generated. It is shown that, if the original problem is solvable, the sequence of computable inexact solutions of the strictly monotone MCP's is bounded and every accumulation point is a solution. Under an additional condition on the precision used for solving each subproblem, the sequence converges to the minimum norm solution of the MCP. Copyright © 2000 by Marcel Dekker, Inc.

Design of microirrigation systems in sloping lands using linear programming

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

On the solution of bounded and unbounded mixed complementarity problems

A reformulation of the bounded mixed complementarity problem is introduced. It is proved that the level sets of the objective function are bounded and, under reasonable assumptions, stationary points coincide with solutions of the original variational inequality problem. Therefore, standard minimization algorithms applied to the new reformulation must succeed. This result is applied to the compactification of unbounded mixed complementarity problems. © 2001 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint, a member of the Taylor & Francis Group.

Effect of a heat-treatment on the linear dimensional change of a hard chairside reline resin

Statement of problem. Little data are available regarding the effect of heat-treatments on the dimensional stability of hard chairside reline resins. Purpose. The objective of this in vitro study was to evaluate whether a heat-treatment improves the dimensional stability of the reline resin Duraliner II and to compare the linear dimensional changes of this material with the heat-polymerized acrylic resin Lucitone 550. Material and methods. The materials were mixed according to the manufacturer's instructions and packed into a stainless steel split mold (50.0 mm diameter and 0.5 mm thickness) with reference points (A, B, C, and D). Duraliner II specimens were polymerized for 12 minutes in water at 37°C and bench cooled to room temperature before being removed from the mold. Twelve specimens were made and divided into 2 groups: group 1 specimens (n=6) were left untreated, and group 2 specimens (n=6) were submitted to a heat-treatment in a water bath at 55°C for 10 minutes and then bench cooled to room temperature. The 6 Lucitone specimens (control group) were polymerized in a water bath for 9 hours at 71°C. The specimens were removed after the mold reached the room temperature. A Nikon optical comparator was used to measure the distances between the reference points (AB and CD) on the stainless steel mold (baseline readings) and on the specimens to the nearest 0.001 mm. Measurements were made after processing and after the specimens had been stored in distilled water at 37°C for 8 different periods of time. Data were subjected to analysis of variance with repeated measures, followed by Tukey's multiple comparison test (P<.05). Results. All specimens exhibited shrinkage after processing (control, -0.41%; group 1, -0.26%; and group 2, -0.51%). Group 1 specimens showed greater shrinkage (-1.23%) than the control (-0.23%) and group 2 (-0.81%) specimens after 60 days of storage in water (P<.05). Conclusion. Within the limitations of this study, a significant improvement of the long-term dimensional stability of the Duraliner II reline resin was observed when the specimens were heat-treated. However, the shrinkage remained considerably higher than the denture base resin Lucitone 550. Copyright © 2002 by The Editorial Council of The Journal of Prosthetic Dentistry.

Stochastic Stability for Markovian Jump Linear Systems Subject to a Crucial Failure Event

This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is associated with the occurrence of a crucial failure after which the system is brought to a halt for maintenance. The usual stochastic stability concepts and associated results are not indicated, since they are tailored to pure infinite horizon problems. Using the concept named stochastic τ-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of τ Δ is obtained. In addition, an intermediary and mixed case for which τ represents the minimum between the occurrence of a fix number N of failures and the occurrence of a crucial failure τ Δ is also considered. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided in this setting that are auxiliary to the main result.

The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times

This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (TN), or the occurrence of a crucial failure event (τΔ), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which T represents the minimum between TN and τΔ is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control action at each jump time, in the form of a linear feedback gain. The solution for the linear quadratic problem with complete Markov state observation is presented. The solution is given in terms of recursions of a set of algebraic Riccati equations (ARE) or a coupled set of algebraic Riccati equation (CARE).

Active control in flexible plates with piezoelectric actuators using linear matrix inequalities

The study of algorithms for active vibrations control in flexible structures became an area of enormous interest, mainly due to the countless demands of an optimal performance of mechanical systems as aircraft, aerospace and automotive structures. Smart structures, formed by a structure base, coupled with piezoelectric actuators and sensor are capable to guarantee the conditions demanded through the application of several types of controllers. The actuator/sensor materials are composed by piezoelectric ceramic (PZT - Lead Zirconate Titanate), commonly used as distributed actuators, and piezoelectric plastic films (PVDF-PolyVinyliDeno Floride), highly indicated for distributed sensors. The design process of such system encompasses three main phases: structural design; optimal placement of sensor/actuator (PVDF and PZT); and controller design. Consequently, for optimal design purposes, the structure, the sensor/actuator placement and the controller have to be considered simultaneously. This article addresses the optimal placement of actuators and sensors for design of controller for vibration attenuation in a flexible plate. Techniques involving linear matrix inequalities (LMI) to solve the Riccati's equation are used. The controller's gain is calculated using the linear quadratic regulator (LQR). The major advantage of LMI design is to enable specifications such as stability degree requirements, decay rate, input force limitation in the actuators and output peak bounder. It is also possible to assume that the model parameters involve uncertainties. LMI is a very useful tool for problems with constraints, where the parameters vary in a range of values. Once formulated in terms of LMI a problem can be solved efficiently by convex optimization algorithms.