Determining the maximum power system loadability, as well as preventing the system from being operated close to the stability limits is very important in power systems planning and operation. The application of optimization techniques to power systems security and electricity markets is a rather relevant research area in power engineering. The study of optimization models to determine critical operating conditions of a power system to obtain secure power dispatches in an electricity market has gained particular attention. This thesis studies and develops optimization models and techniques to detect or avoid voltage instability points in a power system in the context of a competitive electricity market. A thorough analysis of an optimization model to determine the maximum power loadability points is first presented, demonstrating that a solution of this model corresponds to either Saddle-node Bifurcation (SNB) or Limit-induced Bifurcation (LIB) points of a power flow model. The analysis consists of showing that the transversality conditions that characterize these bifurcations can be derived from the optimality conditions at the solution of the optimization model. The study also includes a numerical comparison between the optimization and a continuation power flow method to show that these techniques converge to the same maximum loading point. It is shown that the optimization method is a very versatile technique to determine the maximum loading point, since it can be readily implemented and solved. Furthermore, this model is very flexible, as it can be reformulated to optimize different system parameters so that the loading margin is maximized. The Optimal Power Flow (OPF) problem with voltage stability (VS) constraints is a highly nonlinear optimization problem which demands robust and efficient solution techniques. Furthermore, the proper formulation of the VS constraints plays a significant role not only from the practical point of view, but also from the market/system perspective. Thus, a novel and practical OPF-based auction model is proposed that includes a VS constraint based on the singular value decomposition (SVD) of the power flow Jacobian. The newly developed model is tested using realistic systems of up to 1211 buses to demonstrate its practical application. The results show that the proposed model better represents power system security in the OPF and yields better market signals. Furthermore, the corresponding solution technique outperforms previous approaches for the same problem. Other solution techniques for this OPF problem are also investigated. One makes use of a cutting planes (CP) technique to handle the VS constraint using a primal-dual Interior-point Method (IPM) scheme. Another tries to reformulate the OPF and VS constraint as a semidefinite programming (SDP) problem, since SDP has proven to work well for certain power system optimization problems; however, it is demonstrated that this technique cannot be used to solve this particular optimization problem.

Determining the maximum power system loadability, as well as preventing the system from being operated close to the stability limits is very important in power systems planning and operation. The application of optimization techniques to power systems security and electricity markets is a rather relevant research area in power engineering. The study of optimization models to determine critical operating conditions of a power system to obtain secure power dispatches in an electricity market has gained particular attention. This thesis studies and develops optimization models and techniques to detect or avoid voltage instability points in a power system in the context of a competitive electricity market. A thorough analysis of an optimization model to determine the maximum power loadability points is first presented, demonstrating that a solution of this model corresponds to either Saddle-node Bifurcation (SNB) or Limit-induced Bifurcation (LIB) points of a power flow model. The analysis consists of showing that the transversality conditions that characterize these bifurcations can be derived from the optimality conditions at the solution of the optimization model. The study also includes a numerical comparison between the optimization and a continuation power flow method to show that these techniques converge to the same maximum loading point. It is shown that the optimization method is a very versatile technique to determine the maximum loading point, since it can be readily implemented and solved. Furthermore, this model is very flexible, as it can be reformulated to optimize different system parameters so that the loading margin is maximized. The Optimal Power Flow (OPF) problem with voltage stability (VS) constraints is a highly nonlinear optimization problem which demands robust and efficient solution techniques. Furthermore, the proper formulation of the VS constraints plays a significant role not only from the practical point of view, but also from the market/system perspective. Thus, a novel and practical OPF-based auction model is proposed that includes a VS constraint based on the singular value decomposition (SVD) of the power flow Jacobian. The newly developed model is tested using realistic systems of up to 1211 buses to demonstrate its practical application. The results show that the proposed model better represents power system security in the OPF and yields better market signals. Furthermore, the corresponding solution technique outperforms previous approaches for the same problem. Other solution techniques for this OPF problem are also investigated. One makes use of a cutting planes (CP) technique to handle the VS constraint using a primal-dual Interior-point Method (IPM) scheme. Another tries to reformulate the OPF and VS constraint as a semidefinite programming (SDP) problem, since SDP has proven to work well for certain power system optimization problems; however, it is demonstrated that this technique cannot be used to solve this particular optimization problem.

Nonnegative matrix factorization (NMF) is a useful dimension reduction method that has been investigated and applied in various areas. NMF is considered for high-dimensional data in which each element has a nonnegative value, and it provides a low-rank approximation formed by factors whose elements are also nonnegative. The nonnegativity constraints imposed on the low-rank factors not only enable natural interpretation but also reveal the hidden structure of data. Extending the benefits of NMF to multidimensional arrays, nonnegative tensor factorization (NTF) has been shown to be successful in analyzing complicated data sets. Despite the success, NMF and NTF have been actively developed only in the recent decade, and algorithmic strategies for computing NMF and NTF have not been fully studied. In this thesis, computational challenges regarding NMF, NTF, and related least squares problems are addressed. First, efficient algorithms of NMF and NTF are investigated based on a connection from the NMF and the NTF problems to the nonnegativity-constrained least squares (NLS) problems. A key strategy is to observe typical structure of the NLS problems arising in the NMF and the NTF computation and design a fast algorithm utilizing the structure. We propose an accelerated block principal pivoting method to solve the NLS problems, thereby significantly speeding up the NMF and NTF computation. Implementation results with synthetic and real-world data sets validate the efficiency of the proposed method. In addition, a theoretical result on the classical active-set method for rank-deficient NLS problems is presented. Although the block principal pivoting method appears generally more efficient than the active-set method for the NLS problems, it is not applicable for rank-deficient cases. We show that the active-set method with a proper starting vector can actually solve the rank-deficient NLS problems without ever running into rank-deficient least squares problems during iterations. Going beyond the NLS problems, it is presented that a block principal pivoting strategy can also be applied to the l1-regularized linear regression. The l1-regularized linear regression, also known as the Lasso, has been very popular due to its ability to promote sparse solutions. Solving this problem is difficult because the l1-regularization term is not differentiable. A block principal pivoting method and its variant, which overcome a limitation of previous active-set methods, are proposed for this problem with successful experimental results. Finally, a group-sparsity regularization method for NMF is presented. A recent challenge in data analysis for science and engineering is that data are often represented in a structured way. In particular, many data mining tasks have to deal with group-structured prior information, where features or data items are organized into groups. Motivated by an observation that features or data items that belong to a group are expected to share the same sparsity pattern in their latent factor representations, We propose mixed-norm regularization to promote group-level sparsity. Efficient convex optimization methods for dealing with the regularization terms are presented along with computational comparisons between them. Application examples of the proposed method in factor recovery, semi-supervised clustering, and multilingual text analysis are presented.

One of the common research goals in disciplines such as computer graphics and robotics is to understand the subtleties of human motion and develop tools for recreating natural and meaningful motion. Physical simulation of virtual human characters is a promising approach since it provides a testbed for developing and testing control strategies required to execute various human behaviors. Designing generic control algorithms for simulating a wide range of human activities, which can robustly adapt to varying physical environments, has remained a primary challenge. This dissertation introduces methods for generic and robust control of virtual characters in an interactive physical environment. Our approach is to use the information of the physical contacts between the character and her environment in the control design. We leverage high-level knowledge of the kinematics goals and the interaction with the surroundings to develop active control strategies that robustly adapt to variations in the physical scene. For synthesizing intentional motion requiring long-term planning, we exploit properties of the physical model for creating efficient and robust controllers in an interactive framework. The control design leverages the reference motion capture data and the contact information with the environment for interactive long-term planning. Finally, we propose a compact soft contact model for handling contacts for rigid body virtual characters. This model aims at improving the robustness of existing control methods without adding any complexity to the control design and opens up possibilities for new control algorithms to synthesize agile human motion.

No description available.

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

從一九九0年代開始，由於微電子、電腦、衛星通信、網際網路、光學纖維等資訊科技的發展，不僅造成社會生活的變遷，也帶動了國家競爭的新形勢。 在這樣的時代環境下，資訊知識發展與科技運用成為經濟發展成功的關鍵，唯有促使科技出現重大突破，才能提昇產業的競爭力。 在學術界，討論資訊科技的文獻上出現了生產力矛盾(productivity paradox)的說法，即他們發現使用資訊科技對於生產力的提升出現了不顯著甚至是負的結果。針對此，後續有許多學者提出各種解釋生產力矛盾的原因，諸如過度投資(overinvestment)、衡量錯誤 (mismeasurement)等問題。 因此，本研究以生產力指標中的總要素生產力為衡量對象，檢視資訊科技對台灣製造業是否具有矛盾的情形，並觀察當技術革新時，對人力資本的需求變化，資料期間為1995-2002年，採用的計量模型為揉合資料（pooling data）模式。 根據實證結果，自動化設備的應用出現生產力矛盾(productivity paradox)的情形，而人力資本對總要素生產力的貢獻則為顯著的正值，若觀察投入自動化生產設備對人力資本的需求，則發現有資本與技術互補（capital-skilled complementarity）的情形。因此推論：單獨增加自動化設備並無法提升總要素生產力，唯有透過自動化設備投資與人力資本的配合，兩者互補之下，以提升台灣製造業生產力。

L’interdépendance entre les différents métiers de la banque s’est considérablement renforcée au cours des deux dernières décennies. En effet, la globalisation financière a accru la porosité entre les différents métiers bancaires notamment lors de chocs qui bien qu’initialement circonscrits sur un segment de l’activité des banques contaminent maintenant rapidement la santé financière globale des banques. Cet état de fait est étayé par la crise des subprimes. L’échec de la réglementation bancaire révélé à travers la crise financière globale nous oblige à réexaminer le régime réglementaire en vigueur et à accorder une grande importance aux réformes réglementaires dans le système bancaire. Cette thèse a pour objectif d’identifier les carences de la réglementation bancaire et d’analyser les pistes de réforme réglementaire pour remédier à ces lacunes du régime réglementaire actuel. Ce travail de thèse fournit des évidences empiriques sur le fait que la mise en œuvre conjointe d’une stratégie de levier élevé et d’une stratégie de liquidité risquée a déstabilisé les banques au cours des années récentes. Les réglementations futures doivent donc s’orienter vers la complémentarité entre la réglementation de la capitalisation et la réglementation de la liquidité. En accord avec ces résultats empiriques, ce travail de thèse propose finalement un cadre théorique pour montrer que la prise en compte de la réglementation de la liquidité en tant que le complément de la réglementation de capitalisation est socialement optimale. / The interdependence between different banking businesses has significantly increased over the past two decades. In fact, financial globalization increased the porosity between banking businesses in the case of shocks that rapidly infects the global financial health of banks, although they were initially limited to one segment of banking activities. That was shown by the Subprime crisis. The failure of banking regulation, as the global financial crisis demonstrated, is forcing us to review the existing regulatory regime and to pay attention to regulatory reforms in the banking system. This thesis aims to identify the flaws in the banking regulation and to analyze possible reform avenues. In this study, we provide empirical evidence on the joint use of risky leverage strategy and risky liquidity strategy by banks over the past years. Consequently, the future regulatory reforms have to shift towards the complementarity between capitalization regulation and liquidity regulation. In line with our empirical results, we finally propose a theoretical framework in order to establish that implementing liquidity regulation, as complement to the actual capitalization regulation is socially optimal.

No description available.

Woody plant encroachment is one of the major problems worldwide because it affects negatively the herbaceous layer, which provide forage for livestock production. However, the role of ruminants particularly browsers in the dispersal of woody plant seeds still remains a concern for farmers interested in grass production. Seedpods of various woody plant species constitute a crucial part of the diet of herbivores during the dry season because of their high nutritional quality compared to herbaceous material. The interaction of associated diet quality, seed characteristics and animal species among other factors play a pivotal part in the success of livestock faecal seeds dispersion. Furthermore, dispersed seeds that successfully grow into mature woody plants become an important source of protein for herbivores. The use of woody plants as a source forage is known to be limited by plant secondary metabolites (PSMs) such as condensed tannins. The objectives of this study were to determine 1) the effects of condensed tannins and crude protein of Vachellia tortilis and Dichrostachys cinerea pods in seed recovery and germination fed to goats, and 2) the effects of diet mixing on the feed intake of plant species by goats. In the first experiment, a total of 12 female indigenous goats and 12 female Pedi sheep were utilised in this study, with the average body weights of 29.50 kg ± 1.60 (S.E) and 28.70 kg ± 1.60, respectively. Twelve goats were grouped into two groups of six goats per group, one group was fed D. cinerea pods and the other group was fed V. tortilis pods. The group of 12 sheep were divided similarly, the one group was fed D. cinerea pods and the other group was fed V. tortilis pods. Each animal was given V. tortilis and D. cinerea pods at 2.50% of their body weight. All animals were allowed to consume D. cinerea or V. tortilis pods within 24 h, after which the remaining pods were collected and weighed. Faecal collection commenced immediately after the 24 h pods feeding and was carried on until no seeds were discovered in faeces. All faeces extracted from sheep and goats were collected daily in the morning from the faecal bags. In the second experiment, a total of 24 indigenous goats with average body weight of 26.6 kg ± 0.51 were utilised. Goats were arbitrarily selected and grouped into four groups of six goats per group (goats were placed individually in 2 m2 pens). Each group was fed one of the following diets: diet one - Searsia lancea, diet two - S. pyroides, diet three - Euclea crispa and diet four - was a combination of the three plant species (Searsia lancea, S. pyroides and Euclea crispa). Searsia lancea, S. pyroides and E. crispa branches were collected every morning prior to feeding, and were weighed before offering the animals. Refusals were gathered and weighed, and intake was calculated as distinction between weight in and refusals. Plant species foliage were analysed for crude protein, condensed tannin, acid detergent lignin, acid detergent fibre and neutral detergent fibre. During the first experiment, the cumulative percentage seed recovery of V. tortilis from goats (46.00 % ± 1.90) and sheep (52.00 % ± 2.93) was significantly higher than D. cinerea from goats (13 % ± 1.47) and sheep (24.00 % ± 1.16). Germination percentage of D. cinerea seeds that passed through the gastro-intestinal tract of goats (33.12 % ± 2.94) and sheep (36.00 % ± 2.68) was significantly higher than V. tortilis seeds that passed through the gastro-intestinal tract of goats (28.98 % ± 2.68) and sheep (23.04 % ± 2.81). Average D. cinerea (34.56 % ± 1.99) and V. tortilis (26.02 %± 2.10) seeds that went through the gastro-intestinal of goats and sheep had a significantly higher germination rate than the control (i.e. no passage through the gut; D. cinerea = 2.31 % ± 1.55, V. tortilis = 5.07 % ± 2.68). The high mean cumulative percentage seed recovery of V. tortilis (18.80 %) may be attributed to the relatively higher crude protein than D. cinerea (12.20 %). This may encourage animal seed dispersal and germination of woody plant species with relatively high crude protein content. In the second experiment, Searsia lancea contained 8.50 % CP, 21.46 % acid detergent fibre (ADF), 12.50 % ADL and 39.37 % NDF. Searsia pyroides had 9.03 % CP, 27.07 % ADF, 10.89 % ADL and 40.30 % NDF. Euclea crispa had 6.19 % CP, 26.20 % ADF, 16.63 % ADL and 30.02 % NDF. Mixed diet (combination of the three plant species) had 8.96 % CP, 23.72 % ADF, 11.13 % ADL and 38.28 % NDF. Searsia lancea had 2.70 % of CTs while S. pyroides had 5.20 % CT, E. crispa had 6.44 % CT and mixed diet had 7.20 % CT. The mean dry matter intake varied significantly among dietary groups (P < 0.001). Similarly, goats offered a mixed diet consumed more CTs (P < 0.01) than those offered individual forage species. The high mean cumulative percentage seed recovery of V. tortilis may be attributed to the higher crude protein of V. tortilis (18.80 %) than D. cinerea (12.20 %). Higher passage rate may encourage animal seed dispersal and germination of plant species. The results from experiment two support the postulation that animals foraging in mixed diet systems consume more PSMs and achieve higher dry matter intake than animals confined to monocultures or single species feeding systems. Given that woody plant encroachment is already reducing farm-grazing capacities in African savannas and this problem is predicted to double by 2050, strategies that improve herbivore ability to consume woody plants will increase forage availability and inform bush control programmes and policies. Moreover, the concomitant increase in CTs by goats exposed to diets with diverse species also has positive implications for animal / Agriculture, Animal Health and Human Ecology / M. Sc. (Agriculture)