927 resultados para Chance-constrained programming


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In Nonlinear Optimization Penalty and Barrier Methods are normally used to solve Constrained Problems. There are several Penalty/Barrier Methods and they are used in several areas from Engineering to Economy, through Biology, Chemistry, Physics among others. In these areas it often appears Optimization Problems in which the involved functions (objective and constraints) are non-smooth and/or their derivatives are not know. In this work some Penalty/Barrier functions are tested and compared, using in the internal process, Derivative-free, namely Direct Search, methods. This work is a part of a bigger project involving the development of an Application Programming Interface, that implements several Optimization Methods, to be used in applications that need to solve constrained and/or unconstrained Nonlinear Optimization Problems. Besides the use of it in applied mathematics research it is also to be used in engineering software packages.

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A construction project is a group of discernible tasks or activities that are conduct-ed in a coordinated effort to accomplish one or more objectives. Construction projects re-quire varying levels of cost, time and other resources. To plan and schedule a construction project, activities must be defined sufficiently. The level of detail determines the number of activities contained within the project plan and schedule. So, finding feasible schedules which efficiently use scarce resources is a challenging task within project management. In this context, the well-known Resource Constrained Project Scheduling Problem (RCPSP) has been studied during the last decades. In the RCPSP the activities of a project have to be scheduled such that the makespan of the project is minimized. So, the technological precedence constraints have to be observed as well as limitations of the renewable resources required to accomplish the activities. Once started, an activity may not be interrupted. This problem has been extended to a more realistic model, the multi-mode resource con-strained project scheduling problem (MRCPSP), where each activity can be performed in one out of several modes. Each mode of an activity represents an alternative way of combining different levels of resource requirements with a related duration. Each renewable resource has a limited availability for the entire project such as manpower and machines. This paper presents a hybrid genetic algorithm for the multi-mode resource-constrained pro-ject scheduling problem, in which multiple execution modes are available for each of the ac-tivities of the project. The objective function is the minimization of the construction project completion time. To solve the problem, is applied a two-level genetic algorithm, which makes use of two separate levels and extend the parameterized schedule generation scheme. It is evaluated the quality of the schedules and presents detailed comparative computational re-sults for the MRCPSP, which reveal that this approach is a competitive algorithm.

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This paper presents a genetic algorithm for the resource constrained multi-project scheduling problem. The chromosome representation of the problem is based on random keys. The schedules are constructed using a heuristic that builds parameterized active schedules based on priorities, delay times, and release dates defined by the genetic algorithm. The approach is tested on a set of randomly generated problems. The computational results validate the effectiveness of the proposed algorithm.

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Informática.

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This paper presents a biased random-key genetic algorithm for the resource constrained project scheduling problem. The chromosome representation of the problem is based on random keys. Active schedules are constructed using a priority-rule heuristic in which the priorities of the activities are defined by the genetic algorithm. A forward-backward improvement procedure is applied to all solutions. The chromosomes supplied by the genetic algorithm are adjusted to reflect the solutions obtained by the improvement procedure. The heuristic is tested on a set of standard problems taken from the literature and compared with other approaches. The computational results validate the effectiveness of the proposed algorithm.

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This paper presents a genetic algorithm for the multimode resource-constrained project scheduling problem (MRCPSP), in which multiple execution modes are available for each of the activities of the project. The objective function is the minimization of the construction project completion time. To solve the problem, is applied a two-level genetic algorithm, which makes use of two separate levels and extend the parameterized schedule generation scheme by introducing an improvement procedure. It is evaluated the quality of the schedule and present detailed comparative computational results for the MRCPSP, which reveal that this approach is a competitive algorithm.

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In the present paper we focus on the performance of clustering algorithms using indices of paired agreement to measure the accordance between clusters and an a priori known structure. We specifically propose a method to correct all indices considered for agreement by chance - the adjusted indices are meant to provide a realistic measure of clustering performance. The proposed method enables the correction of virtually any index - overcoming previous limitations known in the literature - and provides very precise results. We use simulated datasets under diverse scenarios and discuss the pertinence of our proposal which is particularly relevant when poorly separated clusters are considered. Finally we compare the performance of EM and KMeans algorithms, within each of the simulated scenarios and generally conclude that EM generally yields best results.

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We directly visualize the response of nematic liquid crystal drops of toroidal topology threaded in cellulosic fibers, suspended in air, to an AC electric field and at different temperatures over the N-I transition. This new liquid crystal system can exhibit non-trivial point defects, which can be energetically unstable against expanding into ring defects depending on the fiber constraining geometries. The director anchoring tangentially near the fiber surface and homeotropically at the air interface makes a hybrid shell distribution that in turn causes a ring disclination line around the main axis of the fiber at the center of the droplet. Upon application of an electric field, E, the disclination ring first expands and moves along the fiber main axis, followed by the appearance of a stable "spherical particle" object orbiting around the fiber at the center of the liquid crystal drop. The rotation speed of this particle was found to vary linearly with the applied voltage. This constrained liquid crystal geometry seems to meet the essential requirements in which soliton-like deformations can develop and exhibit stable orbiting in three dimensions upon application of an external electric field. On changing the temperature the system remains stable and allows the study of the defect evolution near the nematic-isotropic transition, showing qualitatively different behaviour on cooling and heating processes. The necklaces of such liquid crystal drops constitute excellent systems for the study of topological defects and their evolution and open new perspectives for application in microelectronics and photonics.

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A stochastic programming approach is proposed in this paper for the development of offering strategies for a wind power producer. The optimization model is characterized by making the analysis of several scenarios and treating simultaneously two kinds of uncertainty: wind power and electricity market prices. The approach developed allows evaluating alternative production and offers strategies to submit to the electricity market with the ultimate goal of maximizing profits. An innovative comparative study is provided, where the imbalances are treated differently. Also, an application to two new realistic case studies is presented. Finally, conclusions are duly drawn.

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This paper presents a genetic algorithm for the Resource Constrained Project Scheduling Problem (RCPSP). The chromosome representation of the problem is based on random keys. The schedule is constructed using a heuristic priority rule in which the priorities of the activities are defined by the genetic algorithm. The heuristic generates parameterized active schedules. The approach was tested on a set of standard problems taken from the literature and compared with other approaches. The computational results validate the effectiveness of the proposed algorithm.

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Learning management systems are routinely used for presenting, solving and grading exercises with large classes. However, teachers are constrained to use questions with pre-defined answers, such as multiple-choice, to automatically correct the exercises of their students. Complex exercises cannot be evaluated automatically by the LMS and require the coordination of a set of heterogeneous systems. For instance, programming exercises require a specialized exercise resolution environment and automatic evaluation features, each provided by a different type of system. In this paper, the authors discuss an approach for the coordination of a network of eLearning systems supporting the resolution of exercises. The proposed approach is based on a pivot component embedded in the LMS and has two main roles: 1) provide an exercise resolution environment, and 2) coordinate communication between the LMS and other systems, exposing their functions as web services. The integration of the pivot component in the LMS relies on Learning Tools Interoperability (LTI). This paper presents an architecture to coordinate a network of eLearning systems and validate the proposed approach by creating such a network integrated with LMS from two different vendors.

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The present generation of eLearning platforms values the interchange of learning objects standards. Nevertheless, for specialized domains these standards are insufficient to fully describe all the assets, especially when they are used as input for other eLearning services. To address this issue we extended an existing learning objects standard to the particular requirements of a specialized domain, namely the automatic evaluation of programming problems. The focus of this paper is the definition of programming problems as learning objects. We introduce a new schema to represent metadata related to automatic evaluation that cannot be conveniently represented using existing standards, such as: the type of automatic evaluation; the requirements of the evaluation engine; or the roles of different assets - tests cases, program solutions, etc. This new schema is being used in an interoperable repository of learning objects, called crimsonHex.

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Standards for learning objects focus primarily on content presentation. They were already extended to support automatic evaluation but it is limited to exercises with a predefined set of answers. The existing standards lack the metadata required by specialized evaluators to handle types of exercises with an indefinite set of solutions. To address this issue we extended existing learning object standards to the particular requirements of a specialized domain. We present a definition of programming problems as learning objects that is compatible both with Learning Management Systems and with systems performing automatic evaluation of programs. The proposed definition includes metadata that cannot be conveniently represented using existing standards, such as: the type of automatic evaluation; the requirements of the valuation engine; and the roles of different assets - tests cases, program solutions, etc. We present also the EduJudge project and its main services as a case study on the use of the proposed definition of programming problems as learning objects.

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This work is a contribution to the e-Framework, arguably the most prominent e-learning framework today, and consists of the definition of a service for the automatic evaluation of programming exercises. This evaluation domain differs from trivial evaluations modelled by languages such as the IMS Question & Test Interoperability (QTI) specification. Complex evaluation domains justify the development of specialized evaluators that participate in several business processes. These business processes can combine other type of systems such as Programming Contest Management Systems, Learning Management Systems, Integrated Development Environments and Learning Object Repositories where programming exercises are stored as Learning Objects. This contribution describes the implementation approaches used, more precisely, behaviours & requests, use & interactions, applicable standards, interface definition and usage scenarios.

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Vishnu is a tool for XSLT visual programming in Eclipse - a popular and extensible integrated development environment. Rather than writing the XSLT transformations, the programmer loads or edits two document instances, a source document and its corresponding target document, and pairs texts between then by drawing lines over the documents. This form of XSLT programming is intended for simple transformations between related document types, such as HTML formatting or conversion among similar formats. Complex XSLT programs involving, for instance, recursive templates or second order transformations are out of the scope of Vishnu. We present the architecture of Vishnu composed by a graphical editor and a programming engine. The editor is an Eclipse plug-in where the programmer loads and edits document examples and pairs their content using graphical primitives. The programming engine receives the data collected by the editor and produces an XSLT program. The design of the engine and the process of creation of an XSLT program from examples are also detailed. It starts with the generation of an initial transformation that maps source document to the target document. This transformation is fed to a rewrite process where each step produces a refined version of the transformation. Finally, the transformation is simplified before being presented to the programmer for further editing.