866 resultados para Robust duality
Resumo:
In this paper, we propose a duality theory for semi-infinite linear programming problems under uncertainty in the constraint functions, the objective function, or both, within the framework of robust optimization. We present robust duality by establishing strong duality between the robust counterpart of an uncertain semi-infinite linear program and the optimistic counterpart of its uncertain Lagrangian dual. We show that robust duality holds whenever a robust moment cone is closed and convex. We then establish that the closed-convex robust moment cone condition in the case of constraint-wise uncertainty is in fact necessary and sufficient for robust duality. In other words, the robust moment cone is closed and convex if and only if robust duality holds for every linear objective function of the program. In the case of uncertain problems with affinely parameterized data uncertainty, we establish that robust duality is easily satisfied under a Slater type constraint qualification. Consequently, we derive robust forms of the Farkas lemma for systems of uncertain semi-infinite linear inequalities.
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The multiobjective optimization model studied in this paper deals with simultaneous minimization of finitely many linear functions subject to an arbitrary number of uncertain linear constraints. We first provide a radius of robust feasibility guaranteeing the feasibility of the robust counterpart under affine data parametrization. We then establish dual characterizations of robust solutions of our model that are immunized against data uncertainty by way of characterizing corresponding solutions of robust counterpart of the model. Consequently, we present robust duality theorems relating the value of the robust model with the corresponding value of its dual problem.
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In distributed soft real-time systems, maximizing the aggregate quality-of-service (QoS) is a typical system-wide goal, and addressing the problem through distributed optimization is challenging. Subtasks are subject to unpredictable failures in many practical environments, and this makes the problem much harder. In this paper, we present a robust optimization framework for maximizing the aggregate QoS in the presence of random failures. We introduce the notion of K-failure to bound the effect of random failures on schedulability. Using this notion we define the concept of K-robustness that quantifies the degree of robustness on QoS guarantee in a probabilistic sense. The parameter K helps to tradeoff achievable QoS versus robustness. The proposed robust framework produces optimal solutions through distributed computations on the basis of Lagrangian duality, and we present some implementation techniques. Our simulation results show that the proposed framework can probabilistically guarantee sub-optimal QoS which remains feasible even in the presence of random failures.
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Super elastic nitinol (NiTi) wires were exploited as highly robust supports for three distinct crosslinked polymeric ionic liquid (PIL)-based coatings in solid-phase microextraction (SPME). The oxidation of NiTi wires in a boiling (30%w/w) H2O2 solution and subsequent derivatization in vinyltrimethoxysilane (VTMS) allowed for vinyl moieties to be appended to the surface of the support. UV-initiated on-fiber copolymerization of the vinyl-substituted NiTi support with monocationic ionic liquid (IL) monomers and dicationic IL crosslinkers produced a crosslinked PIL-based network that was covalently attached to the NiTi wire. This alteration alleviated receding of the coating from the support, which was observed for an analogous crosslinked PIL applied on unmodified NiTi wires. A series of demanding extraction conditions, including extreme pH, pre-exposure to pure organic solvents, and high temperatures, were applied to investigate the versatility and robustness of the fibers. Acceptable precision of the model analytes was obtained for all fibers under these conditions. Method validation by examining the relative recovery of a homologous group of phthalate esters (PAEs) was performed in drip-brewed coffee (maintained at 60 °C) by direct immersion SPME. Acceptable recoveries were obtained for most PAEs in the part-per-billion level, even in this exceedingly harsh and complex matrix.
Resumo:
Context. Observations in the cosmological domain are heavily dependent on the validity of the cosmic distance-duality (DD) relation, eta = D(L)(z)(1+ z)(2)/D(A)(z) = 1, an exact result required by the Etherington reciprocity theorem where D(L)(z) and D(A)(z) are, respectively, the luminosity and angular diameter distances. In the limit of very small redshifts D(A)(z) = D(L)(z) and this ratio is trivially satisfied. Measurements of Sunyaev-Zeldovich effect (SZE) and X-rays combined with the DD relation have been used to determine D(A)(z) from galaxy clusters. This combination offers the possibility of testing the validity of the DD relation, as well as determining which physical processes occur in galaxy clusters via their shapes. Aims. We use WMAP (7 years) results by fixing the conventional Lambda CDM model to verify the consistence between the validity of DD relation and different assumptions about galaxy cluster geometries usually adopted in the literature. Methods. We assume that. is a function of the redshift parametrized by two different relations: eta(z) = 1+eta(0)z, and eta(z) = 1+eta(0)z/(1+z), where eta(0) is a constant parameter quantifying the possible departure from the strict validity of the DD relation. In order to determine the probability density function (PDF) of eta(0), we consider the angular diameter distances from galaxy clusters recently studied by two different groups by assuming elliptical (isothermal) and spherical (non-isothermal) beta models. The strict validity of the DD relation will occur only if the maximum value of eta(0) PDF is centered on eta(0) = 0. Results. It was found that the elliptical beta model is in good agreement with the data, showing no violation of the DD relation (PDF peaked close to eta(0) = 0 at 1 sigma), while the spherical (non-isothermal) one is only marginally compatible at 3 sigma. Conclusions. The present results derived by combining the SZE and X-ray surface brightness data from galaxy clusters with the latest WMAP results (7-years) favors the elliptical geometry for galaxy clusters. It is remarkable that a local property like the geometry of galaxy clusters might be constrained by a global argument provided by the cosmic DD relation.
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In this Letter, we propose a new and model-independent cosmological test for the distance-duality (DD) relation, eta = D(L)(z)(1 + z)(-2)/D(A)(z) = 1, where D(L) and D(A) are, respectively, the luminosity and angular diameter distances. For D(L) we consider two sub-samples of Type Ia supernovae (SNe Ia) taken from Constitution data whereas D(A) distances are provided by two samples of galaxy clusters compiled by De Filippis et al. and Bonamente et al. by combining Sunyaev-Zeldovich effect and X-ray surface brightness. The SNe Ia redshifts of each sub-sample were carefully chosen to coincide with the ones of the associated galaxy cluster sample (Delta z < 0.005), thereby allowing a direct test of the DD relation. Since for very low redshifts, D(A)(z) approximate to D(L)(z), we have tested the DD relation by assuming that. is a function of the redshift parameterized by two different expressions: eta(z) = 1 + eta(0)z and eta(z) = 1 +eta(0)z/(1 + z), where eta(0) is a constant parameter quantifying a possible departure from the strict validity of the reciprocity relation (eta(0) = 0). In the best scenario (linear parameterization), we obtain eta(0) = -0.28(-0.44)(+0.44) (2 sigma, statistical + systematic errors) for the De Filippis et al. sample (elliptical geometry), a result only marginally compatible with the DD relation. However, for the Bonamente et al. sample (spherical geometry) the constraint is eta(0) = -0.42(-0.34)(+0.34) (3 sigma, statistical + systematic errors), which is clearly incompatible with the duality-distance relation.
Resumo:
In-situ measurements in convective clouds (up to the freezing level) over the Amazon basin show that smoke from deforestation fires prevents clouds from precipitating until they acquire a vertical development of at least 4 km, compared to only 1-2 km in clean clouds. The average cloud depth required for the onset of warm rain increased by similar to 350 m for each additional 100 cloud condensation nuclei per cm(3) at a super-saturation of 0.5% (CCN0.5%). In polluted clouds, the diameter of modal liquid water content grows much slower with cloud depth (at least by a factor of similar to 2), due to the large number of droplets that compete for available water and to the suppressed coalescence processes. Contrary to what other studies have suggested, we did not observe this effect to reach saturation at 3000 or more accumulation mode particles per cm(3). The CCN0.5% concentration was found to be a very good predictor for the cloud depth required for the onset of warm precipitation and other microphysical factors, leaving only a secondary role for the updraft velocities in determining the cloud drop size distributions. The effective radius of the cloud droplets (r(e)) was found to be a quite robust parameter for a given environment and cloud depth, showing only a small effect of partial droplet evaporation from the cloud's mixing with its drier environment. This supports one of the basic assumptions of satellite analysis of cloud microphysical processes: the ability to look at different cloud top heights in the same region and regard their r(e) as if they had been measured inside one well developed cloud. The dependence of r(e) on the adiabatic fraction decreased higher in the clouds, especially for cleaner conditions, and disappeared at r(e)>=similar to 10 mu m. We propose that droplet coalescence, which is at its peak when warm rain is formed in the cloud at r(e)=similar to 10 mu m, continues to be significant during the cloud's mixing with the entrained air, cancelling out the decrease in r(e) due to evaporation.
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We study the noncommutative massless Kalb-Ramond gauge field coupled to a dynamical U(1) gauge field in the adjoint representation together with a compensating vector field. We derive the Seiberg-Witten map and obtain the corresponding mapped action to first order in theta. The (emergent) gravity structure found in other situations is not present here. The off-shell dual scalar theory is derived and it does not coincide with the Seiberg-Witten mapped scalar theory. Dispersion relations are also discussed. The p-form generalization of the Seiberg-Witten map to order theta is also derived.
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In this work we investigate the duality linking standard and tachyon scalar field homogeneous and isotropic cosmologies in N + 1 dimensions. We determine the transformation between standard and tachyon scalar fields and between their associated potentials, corresponding to the same background evolution. We show that, in general, the duality is broken at a perturbative level, when deviations from a homogeneous and isotropic background are taken into account. However, we find that for slow-rolling fields the duality is still preserved at a linear level. We illustrate our results with specific examples of cosmological relevance, where the correspondence between scalar and tachyon scalar field models can be calculated explicitly.
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This paper presents a robust voltage control scheme for fixed-speed wind generators using a static synchronous compensator (STATCOM) controller. To enable a linear and robust control framework with structured uncertainty, the overall system is represented by a linear part plus a nonlinear part that covers an operating range of interest required to ensure stability during severe low voltages. The proposed methodology is flexible and readily applicable to larger wind farms of different configurations. The performance of the control strategy is demonstrated on a two area test system. Large disturbance simulations demonstrate that the proposed controller enhances voltage stability as well as transient stability of induction generators during low voltage ride through (LVRT) transients and thus enhances the LVRT capability. (C) 2011 Elsevier Ltd. All rights reserved.
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This paper deals with the problem of state prediction for descriptor systems subject to bounded uncertainties. The problem is stated in terms of the optimization of an appropriate quadratic functional. This functional is well suited to derive not only the robust predictor for descriptor systems but also that for usual state-space systems. Numerical examples are included in order to demonstrate the performance of this new filter. (C) 2008 Elsevier Ltd. All rights reserved.
Resumo:
This paper aims to formulate and investigate the application of various nonlinear H(infinity) control methods to a fiee-floating space manipulator subject to parametric uncertainties and external disturbances. From a tutorial perspective, a model-based approach and adaptive procedures based on linear parametrization, neural networks and fuzzy systems are covered by this work. A comparative study is conducted based on experimental implementations performed with an actual underactuated fixed-base planar manipulator which is, following the DEM concept, dynamically equivalent to a free-floating space manipulator. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
The purpose of this study is to apply robust inverse dynamics control for a six-degree-of-freedom flight simulator motion system. From an implementation viewpoint, simplification of the inverse dynamics control law is introduced by assuming control law matrices as constants. The robust control strategy is applied in the outer loop of the inverse dynamic control to counteract the effects of imperfect compensation due this simplification. The control strategy is designed using the Lyapunov stability theory. Forward and inverse kinematics and a full dynamic model of a six-degree-of-freedom motion base driven by electromechanical actuators are briefly presented. A describing function, acceleration step response and some maneuvers computed from the washout filter were used to evaluate the performance of the controllers.
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Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
A model predictive controller (MPC) is proposed, which is robustly stable for some classes of model uncertainty and to unknown disturbances. It is considered as the case of open-loop stable systems, where only the inputs and controlled outputs are measured. It is assumed that the controller will work in a scenario where target tracking is also required. Here, it is extended to the nominal infinite horizon MPC with output feedback. The method considers an extended cost function that can be made globally convergent for any finite input horizon considered for the uncertain system. The method is based on the explicit inclusion of cost contracting constraints in the control problem. The controller considers the output feedback case through a non-minimal state-space model that is built using past output measurements and past input increments. The application of the robust output feedback MPC is illustrated through the simulation of a low-order multivariable system.