916 resultados para Anchoring heuristic
Resumo:
Bin planning (arrangements) is a key factor in the timber industry. Improper planning of the storage bins may lead to inefficient transportation of resources, which threaten the overall efficiency and thereby limit the profit margins of sawmills. To address this challenge, a simulation model has been developed. However, as numerous alternatives are available for arranging bins, simulating all possibilities will take an enormous amount of time and it is computationally infeasible. A discrete-event simulation model incorporating meta-heuristic algorithms has therefore been investigated in this study. Preliminary investigations indicate that the results achieved by GA based simulation model are promising and better than the other meta-heuristic algorithm. Further, a sensitivity analysis has been done on the GA based optimal arrangement which contributes to gaining insights and knowledge about the real system that ultimately leads to improved and enhanced efficiency in sawmill yards. It is expected that the results achieved in the work will support timber industries in making optimal decisions with respect to arrangement of storage bins in a sawmill yard.
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Utilizando-se de uma amostra de movimentações diárias de fundos de investimento em ações, multimercados e renda fixa no Brasil, por meio de uma metodologia baseada na direção das captações líquidas de um grande número de fundos de investimento, agregados em grupos de investidores de acordo com o porte médio de seu investimento (ricos e pobres), foi encontrada forte evidência da ocorrência de efeito manada de forma heterogênea entre diferentes grupos de investidores, sendo que a intensidade do efeito manada varia de acordo com o porte do investidor, tipo de fundo e com a época. Também foi testado um viés de heurística: a ancoragem de preço, que supõe que após uma nova máxima ou mínima histórica nos preços das ações, haverá uma movimentação anormal de investidores, que acreditam ser este evento um indicador sobre os preços futuros. Encontrou-se evidência de que este fenômeno ocorre em diferentes tipos de fundos de investimento, não apenas os fundos de investimento em ações, e que tem maior impacto quando há uma nova mínima do que quando há uma cotação recorde no índice Ibovespa. Entretanto, o poder de explicação deste viés sobre o efeito manada é pequeno, e há uma série de variáveis ainda não exploradas que têm maior poder de explicação sobre o efeito manada. Desta maneira, este estudo encontrou evidências de que os pressupostos de finanças comportamentais de que a informação e as expectativas dos investidores não são homogêneas, e que os investidores são influenciáveis pelas decisões de outros investidores, estão corretos, mas que há fraca evidência que o viés de heurística de ancoragem de preço tenha papel relevante no comportamento dos investidores.
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A constructive heuristic algorithm (CHA) to solve distribution system planning (DSP) problem is presented. The DSP is a very complex mixed binary nonlinear programming problem. A CHA is aimed at obtaining an excellent quality solution for the DSP problem. However, a local improvement phase and a branching technique were implemented in the CHA to improve its solution. In each step of the CHA, a sensitivity index is used to add a circuit or a substation to the distribution system. This sensitivity index is obtained by solving the DSP problem considering the numbers of circuits and substations to be added as continuous variables (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an efficient nonlinear optimization solver. Results of two tests systems and one real distribution system are presented in this paper in order to show the ability of the proposed algorithm.
Resumo:
An efficient heuristic algorithm is presented in this work in order to solve the optimal capacitor placement problem in radial distribution systems. The proposal uses the solution from the mathematical model after relaxing the integrality of the discrete variables as a strategy to identify the most attractive bus to add capacitors to each step of the heuristic algorithm. The relaxed mathematical model is a nonlinear programming problem and is solved using a specialized interior point method, The algorithm still incorporates an additional strategy of local search that enables the finding of a group of quality solutions after small alterations in the optimization strategy. Proposed solution methodology has been implemented and tested in known electric systems getting a satisfactory outcome compared with metaheuristic methods.The tests carried out in electric systems known in specialized literature reveal the satisfactory outcome of the proposed algorithm compared with metaheuristic methods. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
A method for spatial electric load forecasting using elements from evolutionary algorithms is presented. The method uses concepts from knowledge extraction algorithms and linguistic rules' representation to characterize the preferences for land use into a spatial database. The future land use preferences in undeveloped zones in the electrical utility service area are determined using an evolutionary heuristic, which considers a stochastic behavior by crossing over similar rules. The method considers development of new zones and also redevelopment of existing ones. The results are presented in future preference maps. The tests in a real system from a midsized city show a high rate of success when results are compared with information gathered from the utility planning department. The most important features of this method are the need for few data and the simplicity of the algorithm, allowing for future scalability.
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A novel constructive heuristic algorithm to the network expansion planning problem is presented the basic idea comes from Garver's work applied to the transportation model, nevertheless the proposed algorithm is for the DC model. Tests results with most known systems in the literature are carried out to show the efficiency of the method.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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A constructive heuristic algorithm to solve the transmission system expansion planning problem is proposed with the aim of circumventing some critical problems of classical heuristic algorithms that employ relaxed mathematical models to calculate a sensitivity index that guides the circuit additions. The proposed heuristic algorithm is in a branch-and-bound algorithm structure, which can be used with any planning model, such as Transportation model, DC model, AC model or Hybrid models. Tests of the proposed algorithm are presented on real Brazilian systems.
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An approach for solving reactive power planning problems is presented, which is based on binary search techniques and the use of a special heuristic to obtain a discrete solution. Two versions were developed, one to run on conventional (sequential) computers and the other to run on a distributed memory (hypercube) machine. This latter parallel processing version employs an asynchronous programming model. Once the set of candidate buses has been defined, the program gives the location and size of the reactive sources needed(if any) in keeping with operating and security constraints.
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The usefulness of the application of heuristic algorithms in the transportation model, first proposed by Garver, is analysed in relation to planning for the expansion of transmission systems. The formulation of the mathematical model and the solution techniques proposed in the specialised literature are analysed in detail. Starting with the constructive heuristic algorithm proposed by Garver, an extension is made to the problem of multistage planning for transmission systems. The quality of the solutions found by heuristic algorithms for the transportation model is analysed, as are applications in problems of planning transmission systems.
Resumo:
We investigated the alignment induced on a nematic liquid crystal (LC) by a photo-aligned polymer film with azo-dye side groups. The orientation of the LC molecules can be manipulated in a reversible manner by irradiating the film with polarized light. We analyzed the competition between the orientation induced by the main chain, through rubbing of the film and that induced by the photo-aligned polymer. Anchoring strength for the different processing conditions are reported. The changes in film morphology caused by rubbing or photo-alignment could be captured by atomic force microscopy. The reversibility of the photo-induced alignment and the competition between the two anchoring mechanisms may allow recording and erasing of information in a LC display.