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Detsch, Denise Trevisoli 1983. "Sobre problemas associados a cones de segunda ordem". [s.n.], 2011. http://repositorio.unicamp.br/jspui/handle/REPOSIP/306040.
Pełny tekst źródłaDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica
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Resumo: Este trabalho teve como foco o estudo de problemas SOCP, tanto nos seus aspectos teóricos quanto nos seus aspectos práticos. Problemas SOCP são problemas convexos de otimização nos quais uma função linear 'e minimizada sobre restrições lineares e restrições de cone quadrático. Tivemos dois objetivos principais: estudar o conceito, as aplicações e os métodos de resolução de problemas SOCP, permitindo verificar a viabilidade de trabalhar com tais problemas; e verificar na prática o benefício de se utilizar uma ferramenta específica de SOCP para a resolução de problemas que se enquadram nessa classe. Para a avaliação prática utilizamos um software de otimização genérica (fmincon) e outro específico de SOCP (CVXOPT). A análise ficou concentrada nos requisitos robustez, número de iterações e variação do tempo com o aumento da dimensão dos problemas. Diante dos resultados obtidos com os testes numéricos, pudemos concluir que 'e interessante usar SOCP sempre que possível
Abstract: This dissertation focuses on the study of SOCP problems, both in its theoretical, and in its practical aspects. SOCP problems are convex optimization problems in which a linear function is minimized over linear constraints and second-order cone constraints. We had two main objectives: study the concept, applications and methods for solving the SOCP problem, making it possible to verify the feasibility of working with such problems; and to verify the practical benefits of using a SOCP specific tool for the resolution of problems of this class. The experimental evaluation used a generic optimization software (fmincon) and other SOCP specific software (CVXOPT). The analysis was concentrated on the robustness, number of iterations and time variation with the increasing scale of the problems. From results obtained with the numerical tests, we concluded that SOCP is worth to be used whenever possible
Mestrado
Matematica Aplicada
Mestre em Matemática Aplicada
Moura, Phablo Fernando Soares. "Recoloração convexa de grafos: algoritmos e poliedros". Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/45/45134/tde-19112013-193725/.
Pełny tekst źródłaIn this work we study the convex recoloring problem of graphs, denoted by CR. We say that a vertex coloring of a graph G is convex if, for each assigned color d, the vertices of G with color d induce a connected subgraph. In the CR problem, given a graph G and a coloring of its vertices, we want to find a recoloring that is convex and minimizes the number of recolored vertices. The motivation for investigating this problem has its roots in the study of phylogenetic trees. It is known that this problem is NP-hard even when G is a path. We show that the problem CR parameterized by the number of color changes is W[2]-hard even if the initial coloring uses only two colors. Moreover, we prove some inapproximation results for this problem. We also show an integer programming formulation for the weighted version of this problem on arbitrary graphs, and then specialize it for trees. We study the facial structure of the polytope defined as the convex hull of the integer points satisfying the restrictions of the proposed ILP formulation, present several classes of facet-defining inequalities and the corresponding separation algorithms. We also present a branch-and-cut algorithm that we have implemented for the special case of trees, and show the computational results obtained with a large number of instances. We considered instances which are real phylogenetic trees. The experiments show that this approach can be used to solve instances up to 1500 vertices in 40 minutes, comparing favorably to other approaches that have been proposed in the literature.
Souza, Valeska Martins de. "PROJETO DE CONTROLADOR ROBUSTO VIA OTIMIZAÇÃO CONVEXA". Universidade Federal do Maranhão, 2002. http://tedebc.ufma.br:8080/jspui/handle/tede/319.
Pełny tekst źródłaIn this dissertation a new methodology of based convex optimization in linear matrix inaqualities is proposal as basic instrument for the synthesis of robust controllers of discrete and linear dynamic systems that take care of to the specifications of perturbations of worse case.
Nesta dissertação é proposta uma nova metodologia de otimização convexa baseada em desigualdades matriciais lineares como instrumento básico para a síntese de controladores robustos de sistemas dinâmicos discretos e lineares que atendam às especificações de pertubações de pior caso.
Deswarte, Raphaël. "Régression linéaire et apprentissage : contributions aux méthodes de régularisation et d’agrégation". Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLX047/document.
Pełny tekst źródłaThis thesis tackles the topic of linear regression, within several frameworks, mainly linked to statistical learning. The first and second chapters present the context, the results and the mathematical tools of the manuscript. In the third chapter, we provide a way of building an optimal regularization function, improving for instance, in a theoretical way, the LASSO estimator. The fourth chapter presents, in the field of online convex optimization, speed-ups for a recent and promising algorithm, MetaGrad, and shows how to transfer its guarantees from a so-called “online deterministic setting" to a “stochastic batch setting". In the fifth chapter, we introduce a new method to forecast successive intervals by aggregating predictors, without intermediate feedback nor stochastic modeling. The sixth chapter applies several aggregation methods to an oil production dataset, forecasting short-term precise values and long-term intervals
Ostrovskii, Dmitrii. "Reconstruction adaptative des signaux par optimisation convexe". Thesis, Université Grenoble Alpes (ComUE), 2018. http://www.theses.fr/2018GREAM004/document.
Pełny tekst źródłaWe consider the problem of denoising a signal observed in Gaussian noise.In this problem, classical linear estimators are quasi-optimal provided that the set of possible signals is convex, compact, and known a priori. However, when the set is unspecified, designing an estimator which does not ``know'' the underlying structure of a signal yet has favorable theoretical guarantees of statistical performance remains a challenging problem. In this thesis, we study a new family of estimators for statistical recovery of signals satisfying certain time-invariance properties. Such signals are characterized by their harmonic structure, which is usually unknown in practice. We propose new estimators which are capable to exploit the unknown harmonic structure of a signal to reconstruct. We demonstrate that these estimators admit theoretical performance guarantees, in the form of oracle inequalities, in a variety of settings.We provide efficient algorithmic implementations of these estimators via first-order optimization algorithm with non-Euclidean geometry, and evaluate them on synthetic data, as well as some real-world signals and images
Cox, Bruce. "Applications of accuracy certificates for problems with convex structure". Diss., Georgia Institute of Technology, 2011. http://hdl.handle.net/1853/39489.
Pełny tekst źródłaDelyon, Alexandre. "Shape Optimisation Problems Around the Geometry of Branchiopod Eggs". Electronic Thesis or Diss., Université de Lorraine, 2020. http://www.theses.fr/2020LORR0123.
Pełny tekst źródłaIn this thesis we are interested in a problem of mathematics applied to biology. The aim is to explain the shape of the eggs of Eulimnadia, a small animal belonging to the class Branchiopods}, and more precisely the Limnadiidae. Indeed, according to the theory of evolution it is reasonable to think that the shape of living beings or objects derived from living beings is optimized to ensure the survival and expansion of the species in question. To do this we have opted for the inverse modeling method. The latter consists in proposing a biological explanation for the shape of the eggs, then modeling it in the form of a mathematical problem, and more precisely a shape optimisation problem which we try to solve and finally compare the shape obtained to the real one. We have studied two models, one leading to geometry and packing problems, the other to shape optimisation problems in linear elasticity. After the resolution of the first modeling problem, another mathematical question naturally arose to us, and we managed to solve it, resulting in the complete Blaschke-Santalò (A,D,r) diagram. In other words we can answer the following question: given three positive numbers A,D, and r, and it is possible to find a convex set of the plane whose area is equal to A, diameter equal to D, and radius of the inscribed circle equal to r
Karas, Elizabeth Wegner. "Exemplos de trajetória central mal comportada em otimização convexa e um algoritmo de filtros para programação não linear". Florianópolis, SC, 2002. http://repositorio.ufsc.br/xmlui/handle/123456789/82651.
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Neste trabalho apresentamos alguns exemplos de trajetória central mal comportada em otimização convexa. Alguns destes exemplos se parecem com uma antena de TV, contendo uma infinidade de segmentos horizontais de comprimento constante. Outros tem a forma de ziguezague com variação infinita. Mostramos que estes exemplos podem ocorrer mesmo que as funções envolvidas sejam infinitamente diferenciáveis. Apresentamos também, nesta tese, um algoritmo de filtro para programação não linear e provamos sua convergência global para pontos estacionários. Cada iteração é composta em duas fases totalmente independentes, e o único acoplamento entre elas é estabelecido pelo filtro. Sob hipóteses padrões, nós mostramos dois resultados: para o filtro com um tamanho mínimo, o algoritmo gera um ponto de acumulação estacionário; para um filtro levemente maior, todos os pontos de acumulação são estacionários.
Oliveira, André Marcorin de. "Estimating and control of Markov jump linear systems with partial observation of the operation mode". Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/3/3139/tde-01032019-144518/.
Pełny tekst źródłaNesta tese, apresentamos algumas contribuições para a teoria de sistemas lineares com saltos markovianos em um contexto de observação parcial da cadeia de Markov. Consideramos que o estado da cadeia de Markov não pode ser medido, porém existe uma variável observada que pode modelar um fenômeno assíncrono entre a aplicação e a planta, ou ainda um dispositivo de detecção de falhas simples. Através desse modelo, investigamos o problema da síntese de controladores e filtros que dependem somente da variável observada no contexto das teorias de controle H2, H?, e misto H2/H?. Exemplos numéricos e aplicações acadêmicas são apresentadas no âmbito dos sistemas de controle tolerantes a falhas e dos sistemas de controle através da rede.
Marins, Fernando Augusto Silva. "Estudos de programas em redes lineares por partes". [s.n.], 1987. http://repositorio.unicamp.br/jspui/handle/REPOSIP/260695.
Pełny tekst źródłaTese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica
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Resumo: Este trabalho propõe um refinamentodo metodo simplex especializado para Programas em Redes Lineares por Partes, denomi nado MSFV. Este refinamento e uma extensão do conceito de bases fortemente viáveis para Programas em Redes, desenvolvido por W.H. Cunningham. A viabilidade forte e mantida por meio de uma regra de saida especifica, para escolha da variável básica que deve deixar a base em cada iteração do simplex. Prova-se que, o uso de viabilidade forte em conjunto com regras de entrada adequadas, evita os fenômenos de ciclagem ("cycling") e de empacamento ("stalling"). Alem disto são apresentados resultados computacionais testando o MSFV combinado com várias regras de entrada. Adicionalmente, é realizada uma investigação do desempenho do MSFV incorporando a Tecnica de Mudança de Escala, proposta por Edmonds e Kar
Abstract: This work proposes a refinementof the simplex method especialized for solving Piecewise-Linear Network Programs, named MSFV. Such a refinement is an extension of the strongly feasible bases concept for Network Programs, developed by W.H. Cunningham. Strongly feasibility is preserved by a specific leaving variable selection rule at each simplex ite~ation. It is proved that the use of strong feasibility together with adequate entering variable selection rules prevents two phenomena cycling (ciclic sequence of degenerate iterations) and stall ing (exponentially long sequence of degenerated iterations). Moreover it is reported a computational testing of MSFV linked with several entering variable selection rules. In addition, it is investigated the performance of MSFV with theScaling Technique, proposed by Edmonds and Kar
Doutorado
Zaourar, Sofia. "Optimisation convexe non-différentiable et méthodes de décomposition en recherche opérationnelle". Thesis, Grenoble, 2014. http://www.theses.fr/2014GRENM099.
Pełny tekst źródłaDecomposition methods are an application of the divide and conquer principle to large-scale optimization. Their idea is to decompose a given optimization problem into a sequence of easier subproblems. Although successful for many applications, these methods still present challenges. In this thesis, we propose methodological and algorithmic improvements of decomposition methods and illustrate them on several operations research problems. Our approach heavily relies on convex analysis and nonsmooth optimization. In constraint decomposition (or Lagrangian relaxation) applied to short-term electricity generation management, even the subproblems are too difficult to solve exactly. When solved approximately though, the obtained prices show an unstable noisy behaviour. We present a simple way to improve the structure of the prices by penalizing their noisy behaviour, in particular using a total variation regularization. We illustrate the consistency of our regularization on real-life problems from EDF. We then consider variable decomposition (or Benders decomposition), that can have a very slow convergence. With a nonsmooth optimization point of view on this method, we address the instability of Benders cutting-planes algorithm. We present an algorithmic stabilization inspired by bundle methods for convex optimization. The acceleration provided by this stabilization is illustrated on network design andhub location problems. We also study more general convex nonsmooth problems whose objective function is expensive to evaluate. This situation typically arises in decomposition methods. We show that it often exists extra information about the problem, cheap but with unknown accuracy, that is not used by the algorithms. We propose a way to incorporate this coarseinformation into classical nonsmooth optimization algorithms and apply it successfully to two-stage stochastic problems.Finally, we introduce a decomposition strategy for the machine reassignment problem. This decomposition leads to a new variant of vector bin packing problems, where the bins have variable sizes. We propose fast and efficient heuristics for this problem that improve on state of the art results of vector bin packing problems. An adaptation of these heuristics is also able to generate feasible solutions for Google instances of the machine reassignment problem
Borghi, Alexandre. "Adaptation de l’algorithmique aux architectures parallèles". Thesis, Paris 11, 2011. http://www.theses.fr/2011PA112205/document.
Pełny tekst źródłaIn this thesis, we are interested in adapting algorithms to parallel architectures. Current high performance platforms have several levels of parallelism and require a significant amount of work to make the most of them. Supercomputers possess more and more computational units and are more and more heterogeneous and hierarchical, which make their use very difficult.We take an interest in several aspects which enable to benefit from modern parallel architectures. Throughout this thesis, several problems with different natures are tackled, more theoretically or more practically according to the context and the scale of the considered parallel platforms.We have worked on modeling problems in order to adapt their formulation to existing solvers or resolution methods, in particular in the context of integer factorization problem modeled and solved with integer programming tools.The main contribution of this thesis corresponds to the design of algorithms thought from the beginning to be efficient when running on modern architectures (multi-core processors, Cell, GPU). Two algorithms which solve the compressive sensing problem have been designed in this context: the first one uses linear programming and enables to find an exact solution, whereas the second one uses convex programming and enables to find an approximate solution.We have also used a high-level parallelization library which uses the BSP model in the context of model checking to implement in parallel an existing algorithm. From a unique implementation, this tool enables the use of the algorithm on platforms with different levels of parallelism, while obtaining cutting edge performance for each of them. In our case, the largest-scale platform that we considered is the cluster of multi-core multiprocessors. More, in the context of the very particular Cell processor, an implementation has been written from scratch to take benefit from it
Calmon, Andre du Pin. "Variação do controle como fonte de incerteza". [s.n.], 2009. http://repositorio.unicamp.br/jspui/handle/REPOSIP/259270.
Pełny tekst źródłaDissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação
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Resumo: Este trabalho apresenta a caracterização teórica e a estratégia de controle para sistemas estocásticos em tempo discreto onde a variação da ação de controle aumenta a incerteza sobre o estado (sistemas VCAI). Este tipo de sistema possui várias aplicações práticas, como em problemas de política monetária, medicina e, de forma geral, em problemas onde um modelo dinâmico completo do sistema é complexo demais para ser conhecido. Utilizando ferramentas da análise de funções não suaves, mostra-se para um sistema VCAI multidimensional que a convexidade é uma invariante da função valor da Programação Dinâmica quando o custo por estágio é convexo. Esta estratégia indica a existência de uma região no espaço de estados onde a ação ótima de controle é de não variação (denominada região de não-variação), estando de acordo com a natureza cautelosa do controle de sistemas subdeterminados. Adicionalmente, estudou-se algoritmos para a obtenção da política ótima de controle para sistemas VCAI, com ênfase no caso mono-entrada avaliado através de uma função custo quadrática. Finalmente, os resultados obtidos foram aplicados no problema da condução da política monetária pelo Banco Central.
Abstract: This dissertation presents a theoretical framework and the control strategy for discrete-time stochastic systems for which the control variations increase state uncertainty (CVIU systems). This type of system model can be useful in many practical situations, such as in monetary policy problems, medicine and biology, and, in general, in problems for which a complete dynamic model is too complex to be feasible. The optimal control strategy for a multidimensional CVIU system associated with a convex cost functional is devised using dynamic programming and tools from nonsmooth analysis. Furthermore, this strategy points to a region in the state space in which the optimal action is of no variation (the region of no variation), as expected from the cautionary nature of controlling underdetermined systems. Numerical strategies for obtaining the optimal policy in CVIU systems were developed, with focus on the single-input input case evaluated through a quadratic cost functional. These results are illustrated through a numerical example in economics.
Mestrado
Automação
Mestre em Engenharia Elétrica
Baratov, Rishat. "Efficient conic decomposition and projection onto a cone in a Banach ordered space". Thesis, University of Ballarat, 2005. http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/61401.
Pełny tekst źródłaIlyes, Amy Louise. "Using linear programming to solve convex quadratic programming problems". Case Western Reserve University School of Graduate Studies / OhioLINK, 1993. http://rave.ohiolink.edu/etdc/view?acc_num=case1056644216.
Pełny tekst źródłaDuda, Jakub. "Aspects of delta-convexity /". free to MU campus, to others for purchase, 2003. http://wwwlib.umi.com/cr/mo/fullcit?p3115539.
Pełny tekst źródłaHou, Liangshao. "Solving convex programming with simple convex constraints". HKBU Institutional Repository, 2020. https://repository.hkbu.edu.hk/etd_oa/739.
Pełny tekst źródłaAraújo, Pedro Felippe da Silva. "Programação linear e suas aplicações: definição e métodos de soluções". Universidade Federal de Goiás, 2013. http://repositorio.bc.ufg.br/tede/handle/tede/3126.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES
Problems involving the idea of optimization are found in various elds of study, such as, in Economy is in search of cost minimization and pro t maximization in a rm or country, from the available budget; in Nutrition is seeking to redress the essential nutrients daily with the lowest possible cost, considering the nancial capacity of the individual; in Chemistry studies the pressure and temperature minimum necessary to accomplish a speci c chemical reaction in the shortest possible time; in Engineering seeks the lowest cost for the construction of an aluminium alloy mixing various raw materials and restrictions obeying minimum and maximum of the respective elements in the alloy. All examples cited, plus a multitude of other situations, seek their Remedy by Linear Programming. They are problems of minimizing or maximizing a linear function subject to linear inequalities or Equalities, in order to nd the best solution to this problem. For this show in this paper methods of problem solving Linear Programming. There is an emphasis on geometric solutions and Simplex Method, to form algebraic solution. Wanted to show various situations which may t some of these problems, some general cases more speci c cases. Before arriving eventually in solving linear programming problems, builds up the eld work of this type of optimization, Convex Sets. There are presentations of de nitions and theorems essential to the understanding and development of these problems, besides discussions on the e ciency of the methods applied. During the work, it is shown that there are cases which do not apply the solutions presented, but mostly t e ciently, even as a good approximation.
Problemas que envolvem a ideia de otimiza c~ao est~ao presentes em v arios campos de estudo como, por exemplo, na Economia se busca a minimiza c~ao de custos e a maximiza c~ao do lucro em uma rma ou pa s, a partir do or camento dispon vel; na Nutri c~ao se procura suprir os nutrientes essenciais di arios com o menor custo poss vel, considerando a capacidade nanceira do indiv duo; na Qu mica se estuda a press~ao e a temperatura m nimas necess arias para realizar uma rea c~ao qu mica espec ca no menor tempo poss vel; na Engenharia se busca o menor custo para a confec c~ao de uma liga de alum nio misturando v arias mat erias-primas e obedencendo as restri c~oes m nimas e m aximas dos respectivos elementos presentes na liga. Todos os exemplos citados, al em de uma in nidade de outras situa c~oes, buscam sua solu c~ao atrav es da Programa c~ao Linear. S~ao problemas de minimizar ou maximizar uma fun c~ao linear sujeito a Desigualdades ou Igualdades Lineares, com o intuito de encontrar a melhor solu c~ao deste problema. Para isso, mostram-se neste trabalho os m etodos de solu c~ao de problemas de Programa c~ao Linear. H a ^enfase nas solu c~oes geom etricas e no M etodo Simplex, a forma alg ebrica de solu c~ao. Procuram-se mostrar v arias situa c~oes as quais podem se encaixar alguns desses problemas, dos casos gerais a alguns casos mais espec cos. Antes de chegar, eventualmente, em como solucionar problemas de Programa c~ao Linear, constr oi-se o campo de trabalho deste tipo de otimiza c~ao, os Conjuntos Convexos. H a apresenta c~oes das de ni c~oes e teoremas essenciais para a compreens~ao e o desenvolvimento destes problemas; al em de discuss~oes sobre a e ci^encia dos m etodos aplicados. Durante o trabalho, mostra-se que h a casos os quais n~ao se aplicam as solu c~oes apresentadas, por em, em sua maioria, se enquadram de maneira e ciente, mesmo como uma boa aproxima c~ao.
Trienis, Michael Joseph. "Computational convex analysis : from continuous deformation to finite convex integration". Thesis, University of British Columbia, 2007. http://hdl.handle.net/2429/2799.
Pełny tekst źródłaBanjac, Goran. "Operator splitting methods for convex optimization : analysis and implementation". Thesis, University of Oxford, 2018. https://ora.ox.ac.uk/objects/uuid:17ac73af-9fdf-4cf6-a946-3048da3fc9c2.
Pełny tekst źródłaPal, Anibrata. "Multi-objective optimization in learn to pre-compute evidence fusion to obtain high quality compressed web search indexes". Universidade Federal do Amazonas, 2016. http://tede.ufam.edu.br/handle/tede/5128.
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CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
The world of information retrieval revolves around web search engines. Text search engines are one of the most important source for routing information. The web search engines index huge volumes of data and handles billions of documents. The learn to rank methods have been adopted in the recent past to generate high quality answers for the search engines. The ultimate goal of these systems are to provide high quality results and, at the same time, reduce the computational time for query processing. Drawing direct correlation from the aforementioned fact; reading from smaller or compact indexes always accelerate data read or in other words, reduce computational time during query processing. In this thesis we study about using learning to rank method to not only produce high quality ranking of search results, but also to optimize another important aspect of search systems, the compression achieved in their indexes. We show that it is possible to achieve impressive gains in search engine index compression with virtually no loss in the final quality of results by using simple, yet effective, multi objective optimization techniques in the learning process. We also used basic pruning techniques to find out the impact of pruning in the compression of indexes. In our best approach, we were able to achieve more than 40% compression of the existing index, while keeping the quality of results at par with methods that disregard compression.
Máquinas de busca web para a web indexam grandes volumes de dados, lidando com coleções que muitas vezes são compostas por dezenas de bilhões de documentos. Métodos aprendizagem de máquina têm sido adotados para gerar as respostas de alta qualidade nesses sistemas e, mais recentemente, há métodos de aprendizagem de máquina propostos para a fusão de evidências durante o processo de indexação das bases de dados. Estes métodos servem então não somente para melhorar a qualidade de respostas em sistemas de busca, mas também para reduzir custos de processamento de consultas. O único método de fusão de evidências em tempo de indexação proposto na literatura tem como foco exclusivamente o aprendizado de funções de fusão de evidências que gerem bons resultados durante o processamento de consulta, buscando otimizar este único objetivo no processo de aprendizagem. O presente trabalho apresenta uma proposta onde utiliza-se o método de aprendizagem com múltiplos objetivos, visando otimizar, ao mesmo tempo, tanto a qualidade de respostas produzidas quando o grau de compressão do índice produzido pela fusão de rankings. Os resultados apresentados indicam que a adoção de um processo de aprendizagem com múltiplos objetivos permite que se obtenha melhora significativa na compressão dos índices produzidos sem que haja perda significativa na qualidade final do ranking produzido pelo sistema.
Silva, Marla Patrícia Garcia de Lima da. "Uma porta para o passado...estudo paleoantropológico de uma amostra de Não-Adultos dos vestígios Antropológicos exumados do Largo do Convento do Carmo (Lisboa) (séc. XVI – XVIII)". Master's thesis, Instituto Superior de Ciências Sociais e Políticas, 2014. http://hdl.handle.net/10400.5/12697.
Pełny tekst źródłaO objectivo desta dissertação prende-se com a descrição e estudo da amostra de 50 esqueletos não-adultos dos vestígios antropológicos exumados do Largo do Convento do Carmo, em Lisboa, que datam do período entre o século XVI a meados do século XVIII. O que implicou a quantificação de número de peças ósseas por indivíduo através do registo do Índice de Conservação Anatómica (ICA) e do estado geral da amostra (ICAG). O valor calculado de 27,77% apresentou-se bastante baixo. Foi realizado o estudo dos parâmetros paleodemográficos, na estimativa da idade à morte estimou-se a idade à morte em 40 dos indivíduos da amostra e, na determinação sexual aplicou-se o método a 14 indivíduos. Na observação morfológica (não-métrica) foram observados os caracteres discretos cranianos e pós-cranianos mas sem grande expressão. Nos indicadores de stresse ou condicionamentos de crescimento observou-se a criba orbitalia, a hiperostose porótica mas, foi nas hipoplasias lineares do esmalte dentário que se verificou uma prevalência maior de 36%. Por fim, na patologia oral observaram-se as cáries, o desgaste dentário e o tártaro. A prevalência de cáries foi de 6,73% e de 681 dentes observados tinham cáries cavitadas 11 dentes.
The purpose of this dissertation was to make a description and study of a sample of 50 non-adult skeletons excavated from the Largo do Convento do Carmo, in Lisbon (16th to mid 18th century). It implied the quantification of bone pieces per individual in order to attain the anatomical conservational index, which was quite low 27,77%. It was also carried out a study of paleodemographic parameters, such as age at death which was obtained in 40 individuals, in the determination of sex the method could only be used on 14 individuals. On the non-metrical morphological approach was registered the epigenetic traits of the skull and of the axial skeleton but they did not show much expression. Regarding non-specific stress indicators, criba orbitalia and porotic hiperostoses was registered, but it was the linear enamel dental defects that with 36% prevalence stood out. Last but not least, on oral paleopathology was registered dental wear and dental calculus, but the prevalence went to 6,73% on carious lesions. Dental wear and dental calculus prevalence was very low and non-expressive.
N/A
Joo, Jhi-Young. "Adaptive Load Management: Multi-Layered And Multi-Temporal Optimization Of The Demand Side In Electric Energy Systems". Research Showcase @ CMU, 2013. http://repository.cmu.edu/dissertations/307.
Pełny tekst źródłaChen, Binyuan. "FINITE DISJUNCTIVE PROGRAMMING METHODS FOR GENERAL MIXED INTEGER LINEAR PROGRAMS". Diss., The University of Arizona, 2011. http://hdl.handle.net/10150/145120.
Pełny tekst źródłaAtutey, Olivia Abena. "Linear Mixed Model Selection via Minimum Approximated Information Criterion". Bowling Green State University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1594910831256966.
Pełny tekst źródłaNizard, David. "Programmation mathématique non convexe non linéaire en variables entières : un exemple d'application au problème de l'écoulement de larges blocs d'actifs". Electronic Thesis or Diss., université Paris-Saclay, 2023. http://www.theses.fr/2023UPASG015.
Pełny tekst źródłaMathematical programming provides a framework to study and resolve optimization problems, constrained or not. It represents an active domain of Applied Mathematics, for the second half of the 20th century.The aim of this thesis is to solve an non convex, non linear, pure integer, mathematical program, under a linear constraint of equality. This problem, although studied in this dissertation only in the deterministic case, stems from a financial application, known as the large block sale problem, or optimal portfolio liquidation. It consists in selling a (very large) known quantity M of a financial asset in finite time, discretized in N points in time, while maximizing the proceeds of the sale. At each point in time, the sell price is modeled by a penalty function, which reflects the antagonistic behavior of the market in response to our progressive selling flow.From the standpoint of the mathematical programming, this class of problems is NP-hard to solve according to Garey and Johnson, because the non convexity of the objective function imposes on us to adapt classical resolutions methods (Branch and Bound, cuts) for integer variables. In addition, as no general resolution method for this class of problems is known, the methods used for solving must be adapted to the problem specifics.The first part of the thesis is devoted to solve the problem, either exactly or approximately, using Dynamic Programming. We indeed prove that Bellman's equation applies to the problem studied and thus enables to solve it exactly and quickly for small instances. For medium and large instances, for which Dynamic Programming is either not available and/or efficient, we provide lower bounds using different heuristics relying on Dynamic Programming, or local search methods, for which performance (tightness and CPU time) and complexity are studied.The second part of this thesis focuses on the equivalent reformulation of the problem in a factored form, and on its convex relaxation using McCormick's inequalities. We introduce two exact resolution algorithms, which belongs to the Branch and Bound category. They return the global optimum or bound it in limited time.In a third part, dedicated to numerical experiments, we compare our resolution methods between each other and to state of the art solvers. We notice in particular that our bounds are comparable and sometimes even better than solvers' bounds, both free and commercial (e.g LocalSolver, Scip, Baron, Couenne et Bonmin), which we use as benchmark.In addition, we show that our resolution methods may apply to sufficiently regular and increasing penalty functions, especially functions which are currently not handled by some solvers, even though they make economic sense for the problem, as does trigonometric functions or the arctangent function for instance.Numerically, Dynamic Programming does optimally solve the problem, within a minute, for instances of size N<100 and M< 10 000. Our heuristics provide very tight lower bounds, which often reach the optimum, for N<1 000 and M<100 000. By contrast, optimal resolution of the factored problem proves efficient for instances of size N<10, M<1 000, even though we obtain relatively good upper bounds. Lastly, for large instances (M>1 000 000), our heuristics based on Dynamic Programming, when available, return the best lower bounds. However, we are not able to bound the optimum tightly, since our upper bounds are not thin
Pinheiro, Ricardo Bento Nogueira [UNESP]. "Um método previsor-corretor primal-dual de pontos interiores barreira logarítmica modificada, com estratégias de convergência global e de ajuste cúbico, para problemas de programação não-linear e não-convexa". Universidade Estadual Paulista (UNESP), 2012. http://hdl.handle.net/11449/87189.
Pełny tekst źródłaCoordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Neste trabalho apresentamos o método previsor-corretor primal-dual de pontos interiores, com barreira logarítmica modificada e estratégia de ajuste cúbico (MPIBLM-EX) e o método previsor-corretor primal-dual de pontos interiores, com barreira logarítmica modificada, com estratégias de ajuste cúbico e de convergência global (MPIBLMCG-EX). Na definição do algoritmo proposto, a função barreira logarítmica modificada auxilia o método em sua inicialização com pontos inviáveis. Porém, a inviabilidade pode ocorrer em pontos tais que o logaritmo não está definido, consequentemente, isso implica na não existência de função barreira logarítmica modificada. Para suprir essa dificuldade um polinômio cúbico ajustado ao logaritmo, que preserva as derivadas de primeira e segunda do mestre definido a partir de um ponto da região ampliada ao método previsor-corretor primal-dual de pontos interiores com barreira logarítmica modificada (MPIBML); no processo previsor são realizadas atualizações do parâmetro de barreira nos resíduos das restrições de complementaridade, considerando aproximações de primeira ordem do sistema de direções de busca, enquanto que no procedimento corretor, incluímos os termos quadráticos não-lineares dos resíduos citados, que foram desprezados no procedimento previsor. Considerando também a estratégia de convergência global para o MPIBLM-EX, a qual utiliza uma variante do método de Levenberg-Marquardt para ajustar a matriz dual normal da função lagrangiana, caso esta não seja definida positiva. A matriz dual normal é redefinida para as restrições primais de igualdade, de desigualdade e para as variáveis canalizadas, incorporando variáveis duais e matrizes diagonais relativas às restrições de complementariade. Desse estudo, o MPIBLM-EX é transformado no MPIBLMCG-EX e mostramos...
This work presents a predictor primal-dual interior point method with modified log-barrier and third order extrapolation strategy (IPMLBM-EX) and also and extension of this method with the inclusion of the global convergence strategy (IPMLBGCM-EX). In the definition of the proposed algorithm, the modified log-barrier function helps the method initialize with infeasible points. However, infeasibility may occur for some point where the logarithm is not defined. The implicates in non-existence of the modified log-barrier function. To cope with such as problem, a cubic polynomial function is adjusted to the logarithmic function. Sucha polynomial function preserves first and second order derivatives in certain point defined in the extended region. This function is applied to the predictor-corretor primal-dual interior point method with modified log-barrier function. In the predictor procedure, the barrier parameter is updated in the complementarity conditions considering first-order approximations of the search direction, while the corrector procedure includes the nonlinear quadratic terms of the mentioned residuals, which were neglected in the predictor procedure. We also consider the global convergence strategy for the method, which uses a variant of the Levenberg-Marquardt method to update the normal dual matrix of the Langrangian function, should it fail to be positively defined. In this case, this matrix is redefined for equality primal constraints, bounded inequality primal constraints and bounded variables, incorporating dual variables and diagonal matrices of the complementarity constraints. From such studies, the IPMLBM-EX method is extended to include the global convergence strategy (IPMLBGCM-EX). We have show that both methods are projected gradient methods. An implementation performed with Matlab 6.1 has shown the... (Complete abstract click electronic access below)
Pinheiro, Ricardo Bento Nogueira. "Um método previsor-corretor primal-dual de pontos interiores barreira logarítmica modificada, com estratégias de convergência global e de ajuste cúbico, para problemas de programação não-linear e não-convexa /". Bauru : [s.n.], 2012. http://hdl.handle.net/11449/87189.
Pełny tekst źródłaBanca: Edilaine Martins Soler
Banca: Leonardo Nepomuceno
Resumo: Neste trabalho apresentamos o método previsor-corretor primal-dual de pontos interiores, com barreira logarítmica modificada e estratégia de ajuste cúbico (MPIBLM-EX) e o método previsor-corretor primal-dual de pontos interiores, com barreira logarítmica modificada, com estratégias de ajuste cúbico e de convergência global (MPIBLMCG-EX). Na definição do algoritmo proposto, a função barreira logarítmica modificada auxilia o método em sua inicialização com pontos inviáveis. Porém, a inviabilidade pode ocorrer em pontos tais que o logaritmo não está definido, consequentemente, isso implica na não existência de função barreira logarítmica modificada. Para suprir essa dificuldade um polinômio cúbico ajustado ao logaritmo, que preserva as derivadas de primeira e segunda do mestre definido a partir de um ponto da região ampliada ao método previsor-corretor primal-dual de pontos interiores com barreira logarítmica modificada (MPIBML); no processo previsor são realizadas atualizações do parâmetro de barreira nos resíduos das restrições de complementaridade, considerando aproximações de primeira ordem do sistema de direções de busca, enquanto que no procedimento corretor, incluímos os termos quadráticos não-lineares dos resíduos citados, que foram desprezados no procedimento previsor. Considerando também a estratégia de convergência global para o MPIBLM-EX, a qual utiliza uma variante do método de Levenberg-Marquardt para ajustar a matriz dual normal da função lagrangiana, caso esta não seja definida positiva. A matriz dual normal é redefinida para as restrições primais de igualdade, de desigualdade e para as variáveis canalizadas, incorporando variáveis duais e matrizes diagonais relativas às restrições de complementariade. Desse estudo, o MPIBLM-EX é transformado no MPIBLMCG-EX e mostramos... (Resumo completo, clicar acesso eletrônico abaixo)
Abstract: This work presents a predictor primal-dual interior point method with modified log-barrier and third order extrapolation strategy (IPMLBM-EX) and also and extension of this method with the inclusion of the global convergence strategy (IPMLBGCM-EX). In the definition of the proposed algorithm, the modified log-barrier function helps the method initialize with infeasible points. However, infeasibility may occur for some point where the logarithm is not defined. The implicates in non-existence of the modified log-barrier function. To cope with such as problem, a cubic polynomial function is adjusted to the logarithmic function. Sucha polynomial function preserves first and second order derivatives in certain point defined in the extended region. This function is applied to the predictor-corretor primal-dual interior point method with modified log-barrier function. In the predictor procedure, the barrier parameter is updated in the complementarity conditions considering first-order approximations of the search direction, while the corrector procedure includes the nonlinear quadratic terms of the mentioned residuals, which were neglected in the predictor procedure. We also consider the global convergence strategy for the method, which uses a variant of the Levenberg-Marquardt method to update the normal dual matrix of the Langrangian function, should it fail to be positively defined. In this case, this matrix is redefined for equality primal constraints, bounded inequality primal constraints and bounded variables, incorporating dual variables and diagonal matrices of the complementarity constraints. From such studies, the IPMLBM-EX method is extended to include the global convergence strategy (IPMLBGCM-EX). We have show that both methods are projected gradient methods. An implementation performed with Matlab 6.1 has shown the... (Complete abstract click electronic access below)
Mestre
Vance, Katelynn Atkins. "Robust Control for Inter-area Oscillations". Thesis, Virginia Tech, 2011. http://hdl.handle.net/10919/36313.
Pełny tekst źródłaMaster of Science
Nelakanti, Anil Kumar. "Modélisation du langage à l'aide de pénalités structurées". Electronic Thesis or Diss., Paris 6, 2014. http://www.theses.fr/2014PA066033.
Pełny tekst źródłaModeling natural language is among fundamental challenges of artificial intelligence and the design of interactive machines, with applications spanning across various domains, such as dialogue systems, text generation and machine translation. We propose a discriminatively trained log-linear model to learn the distribution of words following a given context. Due to data sparsity, it is necessary to appropriately regularize the model using a penalty term. We design a penalty term that properly encodes the structure of the feature space to avoid overfitting and improve generalization while appropriately capturing long range dependencies. Some nice properties of specific structured penalties can be used to reduce the number of parameters required to encode the model. The outcome is an efficient model that suitably captures long dependencies in language without a significant increase in time or space requirements. In a log-linear model, both training and testing become increasingly expensive with growing number of classes. The number of classes in a language model is the size of the vocabulary which is typically very large. A common trick is to cluster classes and apply the model in two-steps; the first step picks the most probable cluster and the second picks the most probable word from the chosen cluster. This idea can be generalized to a hierarchy of larger depth with multiple levels of clustering. However, the performance of the resulting hierarchical classifier depends on the suitability of the clustering to the problem. We study different strategies to build the hierarchy of categories from their observations
Theußl, Stefan, Florian Schwendinger i Kurt Hornik. "ROI: An extensible R Optimization Infrastructure". WU Vienna University of Economics and Business, 2019. http://epub.wu.ac.at/5858/1/ROI_StatReport.pdf.
Pełny tekst źródłaSeries: Research Report Series / Department of Statistics and Mathematics
Hadjou, Tayeb. "Analyse numérique des méthodes de points intérieurs : simulations et applications". Rouen, 1996. http://www.theses.fr/1996ROUES062.
Pełny tekst źródłaGodard, Hadrien. "Résolution exacte du problème de l'optimisation des flux de puissance". Thesis, Paris, CNAM, 2019. http://www.theses.fr/2019CNAM1258/document.
Pełny tekst źródłaAlternative Current Optimal Power Flow (ACOPF) is naturally formulated as a non-convex problem. In that context, solving (ACOPF) to global optimality remains a challenge when classic convex relaxations are not exact. We use semidefinite programming to build a quadratic convex relaxation of (ACOPF). We show that this quadratic convex relaxation has the same optimal value as the classical semidefinite relaxation of (ACOPF) which is known to be tight. In that context, we build a spatial branch-and-bound algorithm to solve (ACOPF) to global optimality that is based on a quadratic convex programming bound
Yao, Liangjin. "Decompositions and representations of monotone operators with linear graphs". Thesis, University of British Columbia, 2007. http://hdl.handle.net/2429/2807.
Pełny tekst źródłaDhillon, Harpreet Singh. "Optimal Sum-Rate of Multi-Band MIMO Interference Channel". Thesis, Virginia Tech, 2010. http://hdl.handle.net/10919/34766.
Pełny tekst źródłaMaster of Science
Knapp, Greg. "Minkowski's Linear Forms Theorem in Elementary Function Arithmetic". Case Western Reserve University School of Graduate Studies / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=case1495545998803274.
Pełny tekst źródłaGodard, Hadrien. "Résolution exacte du problème de l'optimisation des flux de puissance". Electronic Thesis or Diss., Paris, CNAM, 2019. http://www.theses.fr/2019CNAM1258.
Pełny tekst źródłaAlternative Current Optimal Power Flow (ACOPF) is naturally formulated as a non-convex problem. In that context, solving (ACOPF) to global optimality remains a challenge when classic convex relaxations are not exact. We use semidefinite programming to build a quadratic convex relaxation of (ACOPF). We show that this quadratic convex relaxation has the same optimal value as the classical semidefinite relaxation of (ACOPF) which is known to be tight. In that context, we build a spatial branch-and-bound algorithm to solve (ACOPF) to global optimality that is based on a quadratic convex programming bound
Silva, Paulo Araújo da. "Transformações geométricas no plano". Universidade Federal de Sergipe, 2014. https://ri.ufs.br/handle/riufs/6500.
Pełny tekst źródłaNo presente trabalho fazemos um estudo sobre transformações geométricas no plano, explorando características geométricas e algébricas. A relação entre a geometria e a álgebra é responsável por extraordinários progressos na matemática e suas aplicações. Nosso objetivo inicial é apresentar algumas das principais transformações geométricas, a exemplo das Homotetias, das Translações, de Cisalhamentos, das Simetrias, das Rotações, das Re exões, das Isometrias, etc., de forma intuitiva e ilustrando com exemplos simples. Em seguida exploramos características algébricas elementares que permitem tratar e generalizar o estudo de transformações. Apresentamos ainda os conceitos de Mor smos e Deformações de imagens utilizando noções, por exemplo, como Combinação Linear Convexa.
Ramos, Tales Pulinho. "Modelagem híbrida para o planejamento da operação de sistemas hidrotérmicos considerando as não linearidades das usinas hidráulicas". Universidade Federal de Juiz de Fora, 2015. https://repositorio.ufjf.br/jspui/handle/ufjf/233.
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CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
O Sistema Interligado Nacional (SIN) apresenta cerca de 150 usinas hidráulicas e o planejamento de médio prazo contempla entre 5 e 10 anos de estudo, a representação do sistema à usinas individualizadas faz com que a resolução do problema seja muito custoso computacionalmente. Para isso, o sistema é representado a partir de sistemas equivalentes de energia. Existe um trabalho anterior onde foi realizado a flexibilização da modelagem do sistema, denominada modelagem híbrida, em que parte do sistema é representado através de sistemas equivalentes de energia e outra é representada à usinas individualizadas com a produtibilidade constante. Desta forma, consegue-se um maior detalhamento nos estudos de médio prazo mantendo a complexidade do sistema em um nível adequado computacionalmente. Este trabalho apresenta a modelagem híbrida entre sistemas equivalentes de energia e à usinas individualizadas, porém, considerando as não linearidades das usinas hidráulicas. As não linearidades das usinas basicamente se dão em relação a variação do nível do reservatório e da vazão defluente (vazão turbinada acrescida da vazão vertida), o que implica diretamente na geração hidráulica. A proposta consiste em modelar a geração hidráulica das usinas (Função de Produção Hidráulica - FPH), que é uma função analítica não linear e não convexa, por uma função linear por partes convexa que represente adequadamente a função de produção hidráulica analítica. Há um trabalho anterior onde a FPH é aproximada por uma função linear por partes em duas etapas, inicialmente a função é aproximada nas dimensões do armazenamento e do turbinamento e, em uma segunda etapa, é adicionado a contribuição do vertimento. Já neste trabalho, a FPH é aproximada por uma função linear por partes obtida em apenas uma etapa para as três dimensões a partir do algoritmo Convex Hull. Assim, é possível resolver o problema de médio prazo considerando parte do sistema representado de forma equivalente e outra parte de forma individualizada considerando a variação da geração hidráulica em função do volume armazenado, vazão turbinada e vertida (se houver influência no canal de fuga).
The National Interconnected Power System (NIPS) presents around 150 hydraulic plants and the medium term planning contemplates between 5 to 10 years of study, the representation of the system to individualized plants makes the problem impracticable in computing; then the system is represented from equivalent systems of energy. There is an alternative of modeling flexibility of the system named hybrid modeling, in which part of the system is represented through equivalent systems of energy and the other is represented to individualized plants with constant productivity. As a consequence, it is obtained greater detail in the long term studies, maintaining the complexity of the system in an adequate level in computing. This paper presents the hybrid modeling between equivalent systems of energy and individualized plants. However, it considers non-linearities on generation of hydraulic plants. The non-linear characteristic on generation function basically comes from the influence of the reservoir level (head term) and the release term (turbinated outflow added to spilled outflow). The suggestion is to model the hydraulic generation of the plants (Hydraulic Production Function - HPF), which is a non-linear and non-convex analytical function, into a convex piecewise linear function that represents appropriately the function of the analytical hydraulic production. It will be described in detail in this paper the technique used to obtain this piecewise linear function by applying the Convex Hull algorithm to guarantee the convexity of this function. To conclude, it is possible to solve the problem of long term considering part of the system represented by equivalent form and the other part in individualized manner considering the variation of the hydraulic generation in relation to the volume stored, turbaned and spilled outflow.
ABDALLA, TALAL ALMUTAZ ALMANSI. "Recursive Algorithms for Set-Membership Estimation". Doctoral thesis, Politecnico di Torino, 2022. https://hdl.handle.net/11583/2972788.
Pełny tekst źródłaHalalchi, Houssem. "Commande linéaire à paramètres variants des robots manipulateurs flexibles". Phd thesis, Université de Strasbourg, 2012. http://tel.archives-ouvertes.fr/tel-00762367.
Pełny tekst źródłaYan, Zheng. "The Econometrics of Piecewise Linear Budget Constraints With Skewed Error Distributons: An Application To Housing Demand In The Presence Of Capital Gains Taxation". Diss., Virginia Tech, 1999. http://hdl.handle.net/10919/28606.
Pełny tekst źródłaPh. D.
Winkler, Gunter. "Control constrained optimal control problems in non-convex three dimensional polyhedral domains". Doctoral thesis, Universitätsbibliothek Chemnitz, 2008. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200800626.
Pełny tekst źródłaTölli, A. (Antti). "Resource management in cooperative MIMO-OFDM cellular systems". Doctoral thesis, University of Oulu, 2008. http://urn.fi/urn:isbn:9789514287763.
Pełny tekst źródłaCamargo, Fernando Taietti. "Estudo comparativo de passos espectrais e buscas lineares não monótonas". Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/45/45134/tde-16062008-211538/.
Pełny tekst źródłaThe Spectral Gradient method, introduced by Barzilai and Borwein and analized by Raydan for unconstrained minimization, is a simple method whose performance is comparable to traditional methods, such as conjugate gradients. Since the introduction of method, as well as its extension to minimization of convex sets, there were introduced various combinations of different spectral steplengths, as well as different nonmonotone line searches. By the numerical results presented in many studies it is not possible to infer whether there are siginificant differences in the performance of various methods. It also is not sure the relevance of the nonmonotone line searches as a tool in themselves or whether, in fact, they are usefull only to allow the method to be as similar as possible with the original method of Barzilai e Borwein. The objective of this study is to compare the different methods recently introduced as different combinations of nonmonotone linear searches and different spectral steplengths to find the best combination and from there, evaluating the numerical performance of the method.
Silva, Caroline Albuquerque Dantas. "Proposta de equalizador cego baseado em algoritmos gen?ticos". PROGRAMA DE P?S-GRADUA??O EM ENGENHARIA EL?TRICA E DE COMPUTA??O, 2016. https://repositorio.ufrn.br/jspui/handle/123456789/21975.
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Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior (CAPES)
Esse trabalho prop?e um esquema de otimiza??o convexa, baseada em programa??o linear e algoritmos gen?ticos, para equalizadores cegos aplicados a sistemas de comunica??es digitais. Ele surgiu da necessidade crescente de melhorias nos sistemas de comunica??o no intuito de transportar o m?ximo de informa??o poss?vel por um meio f?sico de forma con??vel.O esquema proposto, ELC-GA (Equalizador Linear Cego baseado em Algoritmos Gen?ticos), ? caracterizado por realizar a equaliza??o adaptativa cega do canal em blocos ?xos de dados, utilizando como algoritmo adaptativo um algoritmo gen?tico, cuja fun??o objetivo ? uma fun??o linear com restri??es, globalmente convergente. Entretanto, devido ?s caracter?sticas aleat?rias do sinal modelado com interfer?ncia intersimb?lica e ru?do aditivo branco gaussiano, a fun??o linear utilizada passa a representar uma programa??o linear estoc?stica. Nesse sentido, o uso de algoritmos gen?ticos ? particularmente adequado por ser capaz de buscar solu??es ?timas percorrendo uma por??o consider?vel do espa?o de busca, que corresponde aos v?rios cen?rios estoc?sticos. O trabalho tamb?m descreve os detalhes de implementa??o do esquema proposto e as simula??es computacionais realizadas. Na an?lise de desempenho, os resultados do ELC-GA s?o comparados aos resultados de uma das mais tradicionais t?cnicas de equaliza??o cega, o CMA, utilizado como refer?ncia dessa an?lise. Os resultados obtidos s?o exibidos e comentados segundo as m?tricas de an?lise adequadas.As conclus?es do trabalho apontam o ELC-GA como uma alternativa promissora para equaliza??o cega devido ao seu desempenho de equaliza??o, que atinge a converg?ncia global num intervalo de s?mbolos consideravelmente menor que a t?cnica usada como refer?ncia.
This paper proposes a convex optimization scheme based on linear programming and genetic algorithms for the blind equalizers applied to digital communications systems. It arose from the growing need for improvements in communication systems in order to transmit as much information as possible in a physical environment reliably. The proposed scheme, ELC-GA (Blind Linear Equalizer Linear based on Genetic Algorithms), is characterized by performing blind adaptive channel equalization in fixed units of data, using a genetic algorithm as adaptive algorithm, whose objective function is a globally convergent constrained linear function. However, due to the random characteristics of the signal modeled with intersymbol interference and additive white Gaussian noise, the used linear function now represents a stochastic linear programming. Accordingly, the use of genetic algorithms is particularly suitable for being able to get optimal solutions covering a considerable portion of the search space, which corresponds to the various stochastic scenarios. This work also describes the implementation details of the proposed scheme and the performed computational simulations. In the performance analysis, the ELC- GA results are compared to the results of one of the traditional blind equalization techniques, CMA, used as reference in this analysis. The results are shown and discussed under the appropriate metric analysis. The conclusions of the study indicate the GA - ELC as a promising alternative to blind equalization due to its equalization performance, which reaches global convergence in a considerably smaller range of symbols than the technique used as reference.
Yu, Haofeng. "A Numerical Investigation Of The Canonical Duality Method For Non-Convex Variational Problems". Diss., Virginia Tech, 2011. http://hdl.handle.net/10919/29095.
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Gladkikh, Egor. "Optimisation de l'architecture des réseaux de distribution d'énergie électrique". Thesis, Université Grenoble Alpes (ComUE), 2015. http://www.theses.fr/2015GREAT055/document.
Pełny tekst źródłaTo cope with the changes in the energy landscape, electrical distribution networks are submitted to operational requirements in order to guarantee reliability indices. In the coming years, big investments are planned for the construction of flexible, consistent and effective electrical networks, based on the new architectures, innovative technical solutions and in response to the development of renewable energy. Taking into account the industrial needs of the development of future distribution networks, we propose in this thesis an approach based on the graph theory and combinatorial optimization for the design of new architectures for distribution networks. Our approach is to study the general problem of finding an optimal architecture which respects a set of topological (redundancy) and electrical (maximum current, voltage plan) constraints according to precise optimization criteria: minimization of operating cost (OPEX) and minimization of investment (CAPEX). Thus, the two families of combinatorial problems (and their relaxations) were explored to propose effective resolutions (exact or approximate) of the distribution network planning problem using an adapted formulation. We are particularly interested in 2-connected graphs and the arborescent flow problem with minimum quadratic losses. The comparative results of tests on the network instances (fictional and real) for the proposed methods were presented
Lu, Zhaosong. "Algorithm Design and Analysis for Large-Scale Semidefinite Programming and Nonlinear Programming". Diss., Georgia Institute of Technology, 2005. http://hdl.handle.net/1853/7151.
Pełny tekst źródłaJonsson, Robin. "Optimal Linear Combinations of Portfolios Subject to Estimation Risk". Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28524.
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