988 resultados para stochastic programming


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Finding the optimal value for a problem is usual in many areas of knowledge where in many cases it is needed to solve Nonlinear Optimization Problems. For some of those problems it is not possible to determine the expression for its objective function and/or its constraints, they are the result of experimental procedures, might be non-smooth, among other reasons. To solve such problems it was implemented an API contained methods to solve both constrained and unconstrained problems. This API was developed to be used either locally on the computer where the application is being executed or remotely on a server. To obtain the maximum flexibility both from the programmers’ and users’ points of view, problems can be defined as a Java class (because this API was developed in Java) or as a simple text input that is sent to the API. For this last one to be possible it was also implemented on the API an expression evaluator. One of the drawbacks of this expression evaluator is that it is slower than the Java native code. In this paper it is presented a solution that combines both options: the problem can be expressed at run-time as a string of chars that are converted to Java code, compiled and loaded dynamically. To wide the target audience of the API, this new expression evaluator is also compatible with the AMPL format.

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The e-Framework is arguably the most prominent e-learning framework currently in use. For this reason it was selected as basis for modelling a programming exercises evaluation service. The purpose of this type of evaluator is to mark and grade exercises in computer programming courses and in programming contests. By exposing its functions as services a programming exercise evaluator is able to participate in business processes integrating different system types, such as Programming Contest Management Systems, Learning Management Systems, Integrated Development Environments and Learning Object Repositories. This paper formalizes the approaches to be used in the implementation of a programming exercise evaluator as a service on the e-Framework.

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It is widely accepted that solving programming exercises is fundamental to learn how to program. Nevertheless, solving exercises is only effective if students receive an assessment on their work. An exercise solved wrong will consolidate a false belief, and without feedback many students will not be able to overcome their difficulties. However, creating, managing and accessing a large number of exercises, covering all the points in the curricula of a programming course, in classes with large number of students, can be a daunting task without the appropriated tools working in unison. This involves a diversity of tools, from the environments where programs are coded, to automatic program evaluators providing feedback on the attempts of students, passing through the authoring, management and sequencing of programming exercises as learning objects. We believe that the integration of these tools will have a great impact in acquiring programming skills. Our research objective is to manage and coordinate a network of eLearning systems where students can solve computer programming exercises. Networks of this kind include systems such as learning management systems (LMS), evaluation engines (EE), learning objects repositories (LOR) and exercise resolution environments (ERE). Our strategy to achieve the interoperability among these tools is based on a shared definition of programming exercise as a Learning Object (LO).

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This paper presents a tool called Petcha that acts as an automated Teaching Assistant in computer programming courses. The ultimate objective of Petcha is to increase the number of programming exercises effectively solved by students. Petcha meets this objective by helping both teachers to author programming exercises and students to solve them. It also coordinates a network of heterogeneous systems, integrating automatic program evaluators, learning management systems, learning object repositories and integrated programming environments. This paper presents the concept and the design of Petcha and sets this tool in a service oriented architecture for managing learning processes based on the automatic evaluation of programming exercises. The paper presents also a case study that validates the use of Petcha and of the proposed architecture.

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Assessment plays a vital role in learning. This is certainly the case with assessment of computer programs, both in curricular and competitive learning. The lack of a standard – or at least a widely used format – creates a modern Ba- bel tower made of Learning Objects, of assessment items that cannot be shared among automatic assessment systems. These systems whose interoperability is hindered by the lack of a common format include contest management systems, evaluation engines, repositories of learning objects and authoring tools. A prag- matical approach to remedy this problem is to create a service to convert among existing formats. A kind of translation service specialized in programming prob- lems formats. To convert programming exercises on-the-fly among the most used formats is the purpose of the BabeLO – a service to cope with the existing Babel of Learning Object formats for programming exercises. BabeLO was designed as a service to act as a middleware in a network of systems typically used in auto- matic assessment of programs. It provides support for multiple exercise formats and can be used by: evaluation engines to assess exercises regardless of its format; repositories to import exercises from various sources; authoring systems to create exercises in multiple formats or based on exercises from other sources. This paper analyses several of existing formats to highlight both their differ- ences and their similar features. Based on this analysis it presents an approach to extensible format conversion. It presents also the features of PExIL, the pivotal format in which the conversion is based; and the function definitions of the proposed service – BabeLO. Details on the design and implementation of BabeLO, including the service API and the interfaces required to extend the conversion to a new format, are also provided. To evaluate the effectiveness and efficiency of this approach this paper reports on two actual uses of BabeLO: to relocate exercises to a different repository; and to use an evaluation engine in a network of heterogeneous systems.

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Dissertação para obtenção do grau de Mestre em Engenharia Eletrotécnica

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A methodology to increase the probability of delivering power to any load point through the identification of new investments in distribution network components is proposed in this paper. The method minimizes the investment cost as well as the cost of energy not supplied in the network. A DC optimization model based on mixed integer non-linear programming is developed considering the Pareto front technique in order to identify the adequate investments in distribution networks components which allow increasing the probability of delivering power for any customer in the distribution system at the minimum possible cost for the system operator, while minimizing the energy not supplied cost. Thus, a multi-objective problem is formulated. To illustrate the application of the proposed methodology, the paper includes a case study which considers a 180 bus distribution network

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Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

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Currently, the teaching-learning process in domains, such as computer programming, is characterized by an extensive curricula and a high enrolment of students. This poses a great workload for faculty and teaching assistants responsible for the creation, delivery, and assessment of student exercises. The main goal of this chapter is to foster practice-based learning in complex domains. This objective is attained with an e-learning framework—called Ensemble—as a conceptual tool to organize and facilitate technical interoperability among services. The Ensemble framework is used on a specific domain: computer programming. Content issues are tacked with a standard format to describe programming exercises as learning objects. Communication is achieved with the extension of existing specifications for the interoperation with several systems typically found in an e-learning environment. In order to evaluate the acceptability of the proposed solution, an Ensemble instance was validated on a classroom experiment with encouraging results.

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Teaching and learning computer programming is as challenging as difficult. Assessing the work of students and providing individualised feedback to all is time-consuming and error prone for teachers and frequently involves a time delay. The existent tools and specifications prove to be insufficient in complex evaluation domains where there is a greater need to practice. At the same time Massive Open Online Courses (MOOC) are appearing revealing a new way of learning, more dynamic and more accessible. However this new paradigm raises serious questions regarding the monitoring of student progress and its timely feedback. This paper provides a conceptual design model for a computer programming learning environment. This environment uses the portal interface design model gathering information from a network of services such as repositories and program evaluators. The design model includes also the integration with learning management systems, a central piece in the MOOC realm, endowing the model with characteristics such as scalability, collaboration and interoperability. This model is not limited to the domain of computer programming and can be adapted to any complex area that requires systematic evaluation with immediate feedback.

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Dissertation presented to obtain the Ph.D degree in Chemistry.

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Despite the extensive literature in finding new models to replace the Markowitz model or trying to increase the accuracy of its input estimations, there is less studies about the impact on the results of using different optimization algorithms. This paper aims to add some research to this field by comparing the performance of two optimization algorithms in drawing the Markowitz Efficient Frontier and in real world investment strategies. Second order cone programming is a faster algorithm, appears to be more efficient, but is impossible to assert which algorithm is better. Quadratic Programming often shows superior performance in real investment strategies.

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Recaí sob a responsabilidade da Marinha Portuguesa a gestão da Zona Económica Exclusiva de Portugal, assegurando a sua segurança da mesma face a atividades criminosas. Para auxiliar a tarefa, é utilizado o sistema Oversee, utilizado para monitorizar a posição de todas as embarcações presentes na área afeta, permitindo a rápida intervenção da Marinha Portuguesa quando e onde necessário. No entanto, o sistema necessita de transmissões periódicas constantes originadas nas embarcações para operar corretamente – casos as transmissões sejam interrompidas, deliberada ou acidentalmente, o sistema deixa de conseguir localizar embarcações, dificultando a intervenção da Marinha. A fim de colmatar esta falha, é proposto adicionar ao sistema Oversee a capacidade de prever as posições futuras de uma embarcação com base no seu trajeto até à cessação das transmissões. Tendo em conta os grandes volumes de dados gerados pelo sistema (históricos de posições), a área de Inteligência Artificial apresenta uma possível solução para este problema. Atendendo às necessidades de resposta rápida do problema abordado, o algoritmo de Geometric Semantic Genetic Programming baseado em referências de Vanneschi et al. apresenta-se como uma possível solução, tendo já produzido bons resultados em problemas semelhantes. O presente trabalho de tese pretende integrar o algoritmo de Geometric Semantic Genetic Programming desenvolvido com o sistema Oversee, a fim de lhe conceder capacidades preditivas. Adicionalmente, será realizado um processo de análise de desempenho a fim de determinar qual a ideal parametrização do algoritmo. Pretende-se com esta tese fornecer à Marinha Portuguesa uma ferramenta capaz de auxiliar o controlo da Zona Económica Exclusiva Portuguesa, permitindo a correta intervenção da Marinha em casos onde o atual sistema não conseguiria determinar a correta posição da embarcação em questão.