928 resultados para Nonlinear constrained optimization problems


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Las redes del futuro, incluyendo las redes de próxima generación, tienen entre sus objetivos de diseño el control sobre el consumo de energía y la conectividad de la red. Estos objetivos cobran especial relevancia cuando hablamos de redes con capacidades limitadas, como es el caso de las redes de sensores inalámbricos (WSN por sus siglas en inglés). Estas redes se caracterizan por estar formadas por dispositivos de baja o muy baja capacidad de proceso y por depender de baterías para su alimentación. Por tanto la optimización de la energía consumida se hace muy importante. Son muchas las propuestas que se han realizado para optimizar el consumo de energía en este tipo de redes. Quizás las más conocidas son las que se basan en la planificación coordinada de periodos de actividad e inactividad, siendo una de las formas más eficaces para extender el tiempo de vida de las baterías. La propuesta que se presenta en este trabajo se basa en el control de la conectividad mediante una aproximación probabilística. La idea subyacente es que se puede esperar que una red mantenga la conectividad si todos sus nodos tienen al menos un número determinado de vecinos. Empleando algún mecanismo que mantenga ese número, se espera que se pueda mantener la conectividad con un consumo energético menor que si se empleara una potencia de transmisión fija que garantizara una conectividad similar. Para que el mecanismo sea eficiente debe tener la menor huella posible en los dispositivos donde se vaya a emplear. Por eso se propone el uso de un sistema auto-adaptativo basado en control mediante lógica borrosa. En este trabajo se ha diseñado e implementado el sistema descrito, y se ha probado en un despliegue real confirmando que efectivamente existen configuraciones posibles que permiten mantener la conectividad ahorrando energía con respecto al uso de una potencia de transmisión fija. ABSTRACT. Among the design goals for future networks, including next generation networks, we can find the energy consumption and the connectivity. These two goals are of special relevance when dealing with constrained networks. That is the case of Wireless Sensors Networks (WSN). These networks consist of devices with low or very low processing capabilities. They also depend on batteries for their operation. Thus energy optimization becomes a very important issue. Several proposals have been made for optimizing the energy consumption in this kind of networks. Perhaps the best known are those based on the coordinated planning of active and sleep intervals. They are indeed one of the most effective ways to extend the lifetime of the batteries. The proposal presented in this work uses a probabilistic approach to control the connectivity of a network. The underlying idea is that it is highly probable that the network will have a good connectivity if all the nodes have a minimum number of neighbors. By using some mechanism to reach that number, we hope that we can preserve the connectivity with a lower energy consumption compared to the required one if a fixed transmission power is used to achieve a similar connectivity. The mechanism must have the smallest footprint possible on the devices being used in order to be efficient. Therefore a fuzzy control based self-adaptive system is proposed. This work includes the design and implementation of the described system. It also has been validated in a real scenario deployment. We have obtained results supporting that there exist configurations where it is possible to get a good connectivity saving energy when compared to the use of a fixed transmission power for a similar connectivity.

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We propose a general procedure for solving incomplete data estimation problems. The procedure can be used to find the maximum likelihood estimate or to solve estimating equations in difficult cases such as estimation with the censored or truncated regression model, the nonlinear structural measurement error model, and the random effects model. The procedure is based on the general principle of stochastic approximation and the Markov chain Monte-Carlo method. Applying the theory on adaptive algorithms, we derive conditions under which the proposed procedure converges. Simulation studies also indicate that the proposed procedure consistently converges to the maximum likelihood estimate for the structural measurement error logistic regression model.

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Dynamic importance weighting is proposed as a Monte Carlo method that has the capability to sample relevant parts of the configuration space even in the presence of many steep energy minima. The method relies on an additional dynamic variable (the importance weight) to help the system overcome steep barriers. A non-Metropolis theory is developed for the construction of such weighted samplers. Algorithms based on this method are designed for simulation and global optimization tasks arising from multimodal sampling, neural network training, and the traveling salesman problem. Numerical tests on these problems confirm the effectiveness of the method.

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Este trabalho apresenta um método de estimativa de torque do joelho baseado em sinais eletromiográficos (EMG) durante terapia de reabilitação robótica. Os EMGs, adquiridos de cinco músculos envolvidos no movimento de flexão e extensão do joelho, são processados para encontrar as ativações musculares. Em seguida, mediante um modelo simples de contração muscular, são calculadas as forças e, usando a geometria da articulação, o torque do joelho. As funções de ativação e contração musculares possuem parâmetros limitados que devem ser calibrados para cada usuário, sendo o ajuste feito mediante a minimização do erro entre o torque estimado e o torque medido na articulação usando a dinâmica inversa. São comparados dois métodos iterativos para funções não-lineares como técnicas de otimização restrita para a calibração dos parâmetros: Gradiente Descendente e Quasi-Newton. O processamento de sinais, calibração de parâmetros e cálculo de torque estimado foram desenvolvidos no software MATLAB®; o cálculo de torque medido foi feito no software OpenSim com sua ferramenta de dinâmica inversa.

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O objetivo do presente trabalho é a investigação e o desenvolvimento de estratégias de otimização contínua e discreta para problemas de Fluxo de Potência Ótimo (FPO), onde existe a necessidade de se considerar as variáveis de controle associadas aos taps de transformadores em-fase e chaveamentos de bancos de capacitores e reatores shunt como variáveis discretas e existe a necessidade da limitação, e/ou até mesmo a minimização do número de ações de controle. Neste trabalho, o problema de FPO será abordado por meio de três estratégias. Na primeira proposta, o problema de FPO é modelado como um problema de Programação Não Linear com Variáveis Contínuas e Discretas (PNLCD) para a minimização de perdas ativas na transmissão; são propostas três abordagens utilizando funções de discretização para o tratamento das variáveis discretas. Na segunda proposta, considera-se que o problema de FPO, com os taps de transformadores discretos e bancos de capacitores e reatores shunts fixos, possui uma limitação no número de ações de controles; variáveis binárias associadas ao número de ações de controles são tratadas por uma função quadrática. Na terceira proposta, o problema de FPO é modelado como um problema de Otimização Multiobjetivo. O método da soma ponderada e o método ε-restrito são utilizados para modificar os problemas multiobjetivos propostos em problemas mono-objetivos. As variáveis binárias associadas às ações de controles são tratadas por duas funções, uma sigmoidal e uma polinomial. Para verificar a eficácia e a robustez dos modelos e algoritmos desenvolvidos serão realizados testes com os sistemas elétricos IEEE de 14, 30, 57, 118 e 300 barras. Todos os algoritmos e modelos foram implementados em General Algebraic Modeling System (GAMS) e os solvers CONOPT, IPOPT, KNITRO e DICOPT foram utilizados na resolução dos problemas. Os resultados obtidos confirmam que as estratégias de discretização são eficientes e as propostas de modelagem para variáveis binárias permitem encontrar soluções factíveis para os problemas envolvendo as ações de controles enquanto os solvers DICOPT e KNITRO utilizados para modelar variáveis binárias não encontram soluções.

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O empacotamento irregular de fita é um grupo de problemas na área de corte e empacotamento, cuja aplicação é observada nas indústrias têxtil, moveleira e construção naval. O problema consiste em definir uma configuração de itens irregulares de modo que o comprimento do contêiner retangular que contém o leiaute seja minimizado. A solução deve ser válida, isto é, não deve haver sobreposição entre os itens, que não devem extrapolar as paredes do contêiner. Devido a aspectos práticos, são admitidas até quatro orientações para o item. O volume de material desperdiçado está diretamente relacionado à qualidade do leiaute obtido e, por este motivo, uma solução eficiente pressupõe uma vantagem econômica e resulta em um menor impacto ambiental. O objetivo deste trabalho consiste na geração automática de leiautes de modo a obter níveis de compactação e tempo de processamento compatíveis com outras soluções na literatura. A fim de atingir este objetivo, são realizadas duas propostas de solução. A primeira consiste no posicionamento sequencial dos itens de modo a maximizar a ocorrência de posições de encaixe, que estão relacionadas à restrição de movimento de um item no leiaute. Em linhas gerais, várias sequências de posicionamentos são exploradas com o objetivo de encontrar a solução mais compacta. Na segunda abordagem, que consiste na principal proposta deste trabalho, métodos rasterizados são aplicados para movimentar itens de acordo com uma grade de posicionamento, admitindo sobreposição. O método é baseado na estratégia de minimização de sobreposição, cujo objetivo é a eliminação da sobreposição em um contêiner fechado. Ambos os algoritmos foram testados utilizando o mesmo conjunto de problemas de referência da literatura. Foi verificado que a primeira estratégia não foi capaz de obter soluções satisfatórias, apesar de fornecer informações importantes sobre as propriedades das posições de encaixe. Por outro lado, a segunda abordagem obteve resultados competitivos. O desempenho do algoritmo também foi compatível com outras soluções, inclusive em casos nos quais o volume de dados era alto. Ademais, como trabalho futuro, o algoritmo pode ser estendido de modo a possibilitar a entrada de itens de geometria genérica, o que pode se tornar o grande diferencial da proposta.

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The increasing economic competition drives the industry to implement tools that improve their processes efficiencies. The process automation is one of these tools, and the Real Time Optimization (RTO) is an automation methodology that considers economic aspects to update the process control in accordance with market prices and disturbances. Basically, RTO uses a steady-state phenomenological model to predict the process behavior, and then, optimizes an economic objective function subject to this model. Although largely implemented in industry, there is not a general agreement about the benefits of implementing RTO due to some limitations discussed in the present work: structural plant/model mismatch, identifiability issues and low frequency of set points update. Some alternative RTO approaches have been proposed in literature to handle the problem of structural plant/model mismatch. However, there is not a sensible comparison evaluating the scope and limitations of these RTO approaches under different aspects. For this reason, the classical two-step method is compared to more recently derivative-based methods (Modifier Adaptation, Integrated System Optimization and Parameter estimation, and Sufficient Conditions of Feasibility and Optimality) using a Monte Carlo methodology. The results of this comparison show that the classical RTO method is consistent, providing a model flexible enough to represent the process topology, a parameter estimation method appropriate to handle measurement noise characteristics and a method to improve the sample information quality. At each iteration, the RTO methodology updates some key parameter of the model, where it is possible to observe identifiability issues caused by lack of measurements and measurement noise, resulting in bad prediction ability. Therefore, four different parameter estimation approaches (Rotational Discrimination, Automatic Selection and Parameter estimation, Reparametrization via Differential Geometry and classical nonlinear Least Square) are evaluated with respect to their prediction accuracy, robustness and speed. The results show that the Rotational Discrimination method is the most suitable to be implemented in a RTO framework, since it requires less a priori information, it is simple to be implemented and avoid the overfitting caused by the Least Square method. The third RTO drawback discussed in the present thesis is the low frequency of set points update, this problem increases the period in which the process operates at suboptimum conditions. An alternative to handle this problem is proposed in this thesis, by integrating the classic RTO and Self-Optimizing control (SOC) using a new Model Predictive Control strategy. The new approach demonstrates that it is possible to reduce the problem of low frequency of set points updates, improving the economic performance. Finally, the practical aspects of the RTO implementation are carried out in an industrial case study, a Vapor Recompression Distillation (VRD) process located in Paulínea refinery from Petrobras. The conclusions of this study suggest that the model parameters are successfully estimated by the Rotational Discrimination method; the RTO is able to improve the process profit in about 3%, equivalent to 2 million dollars per year; and the integration of SOC and RTO may be an interesting control alternative for the VRD process.

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It has been reported that for certain colour samples, the chromatic adaptation transform CAT02 imbedded in the CIECAM02 colour appearance model predicts corresponding colours with negative tristimulus values (TSVs), which can cause problems in certain applications. To overcome this problem, a mathematical approach is proposed for modifying CAT02. This approach combines a non-negativity constraint for the TSVs of corresponding colours with the minimization of the colour differences between those values for the corresponding colours obtained by visual observations and the TSVs of the corresponding colours predicted by the model, which is a constrained non-linear optimization problem. By solving the non-linear optimization problem, a new matrix is found. The performance of the CAT02 transform with various matrices including the original CAT02 matrix, and the new matrix are tested using visual datasets and the optimum colours. Test results show that the CAT02 with the new matrix predicted corresponding colours without negative TSVs for all optimum colours and the colour matching functions of the two CIE standard observers under the test illuminants considered. However, the accuracy with the new matrix for predicting the visual data is approximately 1 CIELAB colour difference unit worse compared with the original CAT02. This indicates that accuracy has to be sacrificed to achieve the non-negativity constraint for the TSVs of the corresponding colours.

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This work addresses the optimization of ammonia–water absorption cycles for cooling and refrigeration applications with economic and environmental concerns. Our approach combines the capabilities of process simulation, multi-objective optimization (MOO), cost analysis and life cycle assessment (LCA). The optimization task is posed in mathematical terms as a multi-objective mixed-integer nonlinear program (moMINLP) that seeks to minimize the total annualized cost and environmental impact of the cycle. This moMINLP is solved by an outer-approximation strategy that iterates between primal nonlinear programming (NLP) subproblems with fixed binaries and a tailored mixed-integer linear programming (MILP) model. The capabilities of our approach are illustrated through its application to an ammonia–water absorption cycle used in cooling and refrigeration applications.

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This paper is intended to provide conditions for the stability of the strong uniqueness of the optimal solution of a given linear semi-infinite optimization (LSIO) problem, in the sense of maintaining the strong uniqueness property under sufficiently small perturbations of all the data. We consider LSIO problems such that the family of gradients of all the constraints is unbounded, extending earlier results of Nürnberger for continuous LSIO problems, and of Helbig and Todorov for LSIO problems with bounded set of gradients. To do this we characterize the absolutely (affinely) stable problems, i.e., those LSIO problems whose feasible set (its affine hull, respectively) remains constant under sufficiently small perturbations.

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In this work, we present a systematic method for the optimal development of bioprocesses that relies on the combined use of simulation packages and optimization tools. One of the main advantages of our method is that it allows for the simultaneous optimization of all the individual components of a bioprocess, including the main upstream and downstream units. The design task is mathematically formulated as a mixed-integer dynamic optimization (MIDO) problem, which is solved by a decomposition method that iterates between primal and master sub-problems. The primal dynamic optimization problem optimizes the operating conditions, bioreactor kinetics and equipment sizes, whereas the master levels entails the solution of a tailored mixed-integer linear programming (MILP) model that decides on the values of the integer variables (i.e., number of equipments in parallel and topological decisions). The dynamic optimization primal sub-problems are solved via a sequential approach that integrates the process simulator SuperPro Designer® with an external NLP solver implemented in Matlab®. The capabilities of the proposed methodology are illustrated through its application to a typical fermentation process and to the production of the amino acid L-lysine.

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The Huangtupo landslide is one of the largest in the Three Gorges region, China. The county-seat town of Badong, located on the south shore between the Xiling and Wu gorges of the Yangtze River, was moved to this unstable slope prior to the construction of the Three Gorges Project, since the new Three Gorges reservoir completely submerged the location of the old city. The instability of the slope is affecting the new town by causing residential safety problems. The Huangtupo landslide provides scientists an opportunity to understand landslide response to fluctuating river water level and heavy rainfall episodes, which is essential to decide upon appropriate remediation measures. Interferometric Synthetic Aperture Radar (InSAR) techniques provide a very useful tool for the study of superficial and spatially variable displacement phenomena. In this paper, three sets of radar data have been processed to investigate the Huangtupo landslide. Results show that maximum displacements are affecting the northwest zone of the slope corresponding to Riverside slumping mass I#. The other main landslide bodies (i.e. Riverside slumping mass II#, Substation landslide and Garden Spot landslide) exhibit a stable behaviour in agreement with in situ data, although some active areas have been recognized in the foot of the Substation landslide and Garden Spot landslide. InSAR has allowed us to study the kinematic behaviour of the landslide and to identify its active boundaries. Furthermore, the analysis of the InSAR displacement time-series has helped recognize the different displacement patterns on the slope and their relationships with various triggering factors. For those persistent scatterers, which exhibit long-term displacements, they can be decomposed into a creep model (controlled by geological conditions) and a superimposed recoverable term (dependent on external factors), which appears closely correlated with reservoir water level changes close to the river's edge. These results, combined with in situ data, provide a comprehensive analysis of the Huangtupo landslide, which is essential for its management.

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The optimization of chemical processes where the flowsheet topology is not kept fixed is a challenging discrete-continuous optimization problem. Usually, this task has been performed through equation based models. This approach presents several problems, as tedious and complicated component properties estimation or the handling of huge problems (with thousands of equations and variables). We propose a GDP approach as an alternative to the MINLP models coupled with a flowsheet program. The novelty of this approach relies on using a commercial modular process simulator where the superstructure is drawn directly on the graphical use interface of the simulator. This methodology takes advantage of modular process simulators (specially tailored numerical methods, reliability, and robustness) and the flexibility of the GDP formulation for the modeling and solution. The optimization tool proposed is successfully applied to the synthesis of a methanol plant where different alternatives are available for the streams, equipment and process conditions.

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Mathematical programming can be used for the optimal design of shell-and-tube heat exchangers (STHEs). This paper proposes a mixed integer non-linear programming (MINLP) model for the design of STHEs, following rigorously the standards of the Tubular Exchanger Manufacturers Association (TEMA). Bell–Delaware Method is used for the shell-side calculations. This approach produces a large and non-convex model that cannot be solved to global optimality with the current state of the art solvers. Notwithstanding, it is proposed to perform a sequential optimization approach of partial objective targets through the division of the problem into sets of related equations that are easier to solve. For each one of these problems a heuristic objective function is selected based on the physical behavior of the problem. The global optimal solution of the original problem cannot be ensured even in the case in which each of the sub-problems is solved to global optimality, but at least a very good solution is always guaranteed. Three cases extracted from the literature were studied. The results showed that in all cases the values obtained using the proposed MINLP model containing multiple objective functions improved the values presented in the literature.

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We present a derivative-free optimization algorithm coupled with a chemical process simulator for the optimal design of individual and complex distillation processes using a rigorous tray-by-tray model. The proposed approach serves as an alternative tool to the various models based on nonlinear programming (NLP) or mixed-integer nonlinear programming (MINLP) . This is accomplished by combining the advantages of using a commercial process simulator (Aspen Hysys), including especially suited numerical methods developed for the convergence of distillation columns, with the benefits of the particle swarm optimization (PSO) metaheuristic algorithm, which does not require gradient information and has the ability to escape from local optima. Our method inherits the superstructure developed in Yeomans, H.; Grossmann, I. E.Optimal design of complex distillation columns using rigorous tray-by-tray disjunctive programming models. Ind. Eng. Chem. Res.2000, 39 (11), 4326–4335, in which the nonexisting trays are considered as simple bypasses of liquid and vapor flows. The implemented tool provides the optimal configuration of distillation column systems, which includes continuous and discrete variables, through the minimization of the total annual cost (TAC). The robustness and flexibility of the method is proven through the successful design and synthesis of three distillation systems of increasing complexity.