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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
121

Topics in contract pricing and spot markets

He, Yi 09 June 2008 (has links)
This thesis studies two related topics in liner shipping. The first topic is the contract pricing problem for container carriers. The second part studies the interaction of the longer term contracts and the spot markets/exchanges for the same goods/services. Most containerized freight is transported under the provisions of medium term contracts between ocean carriers and shippers. One of the biggest challenges for an ocean carrier is to find optimal ways to structure the prices in those contracts. In particular, an ocean carrier would like to set the prices such that the best match between supply and demand can be obtained to maximize its profit. We propose three optimization models as decision tools that carriers can use to plan the contract price structures, as well as the anticipated freight flows and empty container flows for the period covered by the contracts. Based on the models, we propose algorithms and build decision tools that generate the following output: optimal prices to be charged for the movement of freight, the anticipated freight flows and empty flows, containers to be leased, rented and purchased, and the additional voyage capacities to be procured. The first two models are deterministic and represent the problem at different levels of detail. In addition, a three-stage stochastic model is proposed to handle uncertainties in demand rates, costs, bookings and transit times on feeder arcs. Recent developments in information technology and communication make spot transactions more economical and more convenient. Nevertheless, the incidental spot transactions still count for only a very small portion of freight transported both by the large carriers who are the leaders in implementing e-commerce and in the industry as a whole. The second part of the thesis studies models to provide insight into the effect of spot market participation rates on various economic quantities. This may have implications for freight transportation industries, such as the sea cargo industry, in which longer term contracts are still prevalent. We focus our study on the following situation. Option contracts are signed before the demand is observed. As is common in liner shipping, sellers (carriers) also sell goods/services on the spot. Buyers (shippers) may or may not buy in the spot market as a matter of policy. We investigate the effects of spot market participation on the contract market and on the surpluses of all market players. It is found that the contract market shrinks as more and more buyers participate in the spot market. However, the effects on the surpluses of different market players are much more complicated and depend on the following factors: market structure, demand variation along time, demand variation among buyers and capacity level.
122

Solução baseada em programação estocástica para a gestão de redes de distribuição ativas considerando eficiência energética /

Quijano Rodezno, Darwin Alexis. January 2018 (has links)
Orientador: Antonio Padilha Feltrin / Resumo: Atualmente, existe uma tendência para aumentar a participação da Geração Distribuída (GD) baseada em Fontes de Energia Renováveis (FER) no suprimento do consumo global de energia elétrica. Esta tendência está sendo impulsionada principalmente por iniciativas governamentais destinadas a aumentar a eficiência energética, aumentar o uso da energia proveniente das FER e reduzir as emissões de gases de efeito estufa. No entanto, à medida que seu nível de penetração aumenta, a GD pode dar origem a um sistema incapaz de fornecer energia de forma confiável e de acordo com os padrões de qualidade. Nesse cenário, a Gestão de Redes Ativas (GRA) surge como uma alternativa para a integração de grandes montantes de GD. A GRA promove a disponibilização de instrumentos comerciais e regulatórios, e o fornecimento das redes de distribuição com tecnologias de automação para procurar serviços ancilares e flexibilidade a partir da GD. A GRA requer o desenvolvimento de ferramentas computacionais para coordenar a implementação de esquemas de controle inteligentes, chamados de esquemas de GRA, a fim de otimizar a utilização e operação das redes. Neste trabalho, são propostos modelos de otimização e técnicas de solução para a GRA considerando a integração de GD solar fotovoltaica e eólica e a eficiência energética. O primeiro modelo é desenvolvido para determinar a capacidade máxima de GD que pode ser alocada em uma rede de distribuição quando se considera o efeito da tensão na eficiência das cargas.... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: Nowadays, there is a trend to increase the participation of distributed generation (DG) based on renewable energy sources in supplying the global electricity consumption. This trend is being driven mainly by government initiatives to increase energy efficiency, convert the energy use to renewable sources and reduce greenhouse gas emissions. However, as its penetration level increases, the DG can give rise to a system unable to deliver energy reliably and according to quality standards. In this scenario, active network management (ANM) emerges as an alternative for the integration of large amounts of DG. ANM promotes the availability of commercial and regulatory instruments and the provision of distribution networks with automation technologies for procuring ancillary services and flexibility from the DG. ANM requires the development of computational tools to coordinate the implementation of intelligent control schemes, called ANM schemes, in order to optimize the utilization and operation of distribution networks. In this work, optimization models and solution techniques are proposed for ANM considering the integration of solar and wind-based DG and energy efficiency. The first model is developed to determine the maximum capacity of DG that can be allocated in a distribution network when considering the effect of voltage on load efficiency. In the second model, the procedure of controlling the voltage levels to reduce the load demand is implemented for energy saving and for b... (Complete abstract click electronic access below) / Doutor
123

[en] EVALUATION OF CONFLICTING OBJECTIVES AND RISK SENSITIVITY IN DISASTER PREPAREDNESS THROUGH STOCHASTIC OPTIMIZATION / [pt] AVALIAÇÃO DE OBJETIVOS CONFLITANTES E DA SENSIBILIDADE AO RISCO NA PREPARAÇÃO PARA UM DESASTRE ATRAVÉS DE OTIMIZAÇÃO ESTOCÁSTICA

LUCAS DIAS CONDEIXA 29 November 2018 (has links)
[pt] O processo decisório na logística humanitária compreende diversos tipos de prioridades que por vezes estão relacionados com situações de vida ou morte. Neste grau de importância, os objetivos a serem perseguidos pelos tomadores de decisão na situação de um desastre e as restrições do problema devem ser estabelecidos para se alinhar com os anseios das vítimas e com as limitações existentes. Este estudo visa analisar de que maneiras as prioridades conflitantes num problema repleto de incertezas como em um desastre podem impactar o resultado do atendimento humanitário no que tange à sua eficiência, efetividade e equidade (3E). A dissertação apresenta o papel de alguns objetivos e restrições conflitantes (trade-offs) na tomada de decisão durante a fase de preparação para um desastre. Para tal, modelos de otimização estocástica são propostos utilizando-se dos conceitos de desempenho via 3E e sensibilidade ao risco, através da medida CVaR. Os resultados sugerem que a inclusão da aversão ao risco pode levar a um sistema mais efetivo em média. Outro ponto importante é que o modelo de minimização de custos incluindo o custo da falta forneceu uma resposta com melhor desempenho do que na maximização de equidade ou de cobertura de forma independente. Além disso, a restrição de orçamento (eficiência) quando mal dimensionada pode tornar um problema de maximização de cobertura (efetividade) desnecessariamente ineficiente. Conclui-se que a priorização da maximização conjunta da eficiência e da efetividade com restrição de inequidade e sensibilidade ao risco torna o modelo mais preciso quanto ao atendimento das vítimas do desastre. / [en] The decision-making process in humanitarian logistics comprises several types of priorities that are sometimes related to life or death situations. In this degree of importance, the objectives to be pursued by decision-makers in the event of a disaster as well as the constraints of the problem must be established to align both with the needs of the victims and with the existing limitations. This study aims at analyzing how conflicting priorities in an uncertainty-filled problem such as a disaster can impact the performance of the solution with respect to its efficiency, effectiveness and equity (3E). The dissertation presents the role of some decision-making trade-offs within disaster preparedness phase. For this, stochastic optimization models are proposed using the concept of 3E-performance and risk sensitivity, through the measure CVaR. Results indicate that the inclusion of risk aversion may lead to a more effective system on average. Another important point is that the cost minimization model including the shortage penalty provided a better performing response than in equity or coverage maximization independently. In addition, budget constraint (efficiency) when poorly dimensioned can make a problem of maximizing coverage (effectiveness) unnecessarily inefficient. It is concluded that the prioritization of the joint maximization of efficiency and effectiveness with restriction of inequity and risk sensitivity makes a model more precise as regards the care of the disaster victims.
124

Optimisation de la chaine logistique des déchets non dangereux / Non hazardous waste supply chain optimization

Tonneau, Quentin Adrien 18 December 2017 (has links)
Avec plus de 345 millions de tonnes de déchets produits en France en 2012, la performance de la chaîne logistique de collecte, transport et traitement de ces produits et matériaux est devenue un enjeu économique et écologique majeur dans notre société. Dans cette thèse, nous nous intéressons à l’optimisation de la chaîne de collecte et transport des déchets sur le plan tactique et opérationnel. Nous modélisons dans un premier temps un nouveau problème tactique d’optimisation de flux de déchets avec sites de transfert et de traitement sur un horizon mono-périodique puis multi-périodique, afin d’exploiter un réseau logistique existant de manière optimale. Nous résolvons différentes variantes de ce problème linéaire mixte à l’aide d’un solveur. Nous étudions dans un second temps la planification opérationnelle de la collecte de conteneurs d’apport volontaire et des tournées de véhicules associées en résolvant un problème riche de tournées avec gestion de stocks et plateformes de vidage intermédiaires. Nous proposons un modèle d’optimisation de ce nouveau problème et le résolvons par un algorithme à voisinages larges (ALNS) dans un cadre déterministe puis stochastique, dans lequel le remplissage des conteneurs est aléatoire et plus conforme à la réalité. Nous obtenons des résultats compétitifs en évaluant notre approche sur des instances de la littérature proches de notre problème riche. En réalisant un logiciel d’optimisation à destination d’une entreprise de collecte et transport de déchets, nous améliorons également de manière significative les tournées de véhicules en application réelle. / With more than 345 million tons produced in France in2012, waste supply chain management is an important economical and ecological issue for our society. In this thesis, we focus on optimizing waste supply chain on both the tactical and operational decision levels. In order to optimize an existing waste logistic network in medium term, we first solve a multimodal flow problem where products are transferred and transformed in sites of various size, in a mono-periodic then multi-periodic horizon. At an operational level, we study the planning and routing of vehicles used for voluntary drop-off waste container collection by solving a complex inventory routing problem with intermediate facilities. We use a large neighborhoods search metaheuristic to solve both the deterministic and stochastic approaches, where waste supply quantity is also subject to uncertainty. We obtain competitive results on instances coming from the literature on classical routing problems close to our rich case. We also develop an optimization software used by a French waste management company and significantly improve routes in a real application.
125

Modélisation des marchés du gaz naturel en Europe en concurrence oligopolistique : le modèle GaMMES et quelques applications / Modeling natural gas markets in Europe with an oligopolistic approach : the GaMMES model and some applications

Abada, Ibrahim 23 February 2012 (has links)
Cette thèse étudie l’évolution des marchés du gaz naturel en Europe jusqu’en 2035 en utilisant les outils de la modélisation. Le modèle proposé, intitulé GaMMES, repose sur une description oligopolistique des marchés et ses principaux avantages sont les suivants : un niveau de détail important de la structure économique de la chaîne gazière et une prise en compte endogène des contrats de long-terme en amont ainsi que de la substitution avec les produits pétroliers et le charbon, au niveau de la demande. Dans un premier temps, nous étudions la question de la sécurité d’approvisionnement en gaz en Europe et les conditions favorables à la régulation des marchés vulnérables au risque de rupture d’approvisionnement, notamment de la part de la Russie. Trois études de cas sont proposées selon le degré de dépendance et la nature de régulation en place : le marché allemand des années 1980 et les marchés actuels de la Bulgarie et de l’Espagne. Nous étudions en particulier l’évolution des caractéristiques des marchés en fonction du risque de rupture et le type de régulation à mettre en place afin d’assurer l’optimalité du bien-être social. Ensuite, nous proposons un modèle de type systèmes dynamiques afin de prendre en compte la substitution énergétique entre le charbon, le pétrole et le gaz naturel. Notre approche permet d’estimer une nouvelle forme fonctionnelle de la fonction de demande pour le gaz naturel, qui englobe à la fois la substitution énergétique et les inerties de consommation dues aux investissements des usagers finaux. Dans un troisième temps, nous utilisons cette fonction de demande dans un modèle d’équilibre partiel des marchés du gaz naturel en Europe. Le modèle GaMMES, écrit sous forme de problème de complémentarité, représente les principaux acteurs de l’industrie du gaz naturel en considérant leurs interactions stratégiques et les pouvoirs de marchés. Il a été appliqué au marché du gaz naturel en Europe du nord-est afin d’étudier l’évolution, jusqu’en 2035, de la consommation, des prix spot, des prix et volumes long-terme, de la production et de la dépendance par rapport aux imports étrangers. Finalement, nous proposons une extension stochastique du modèle GaMMES afin d’analyser l’impact de la forte fluctuation du prix du Brent sur les marchés gaziers. Une étude économétrique a été menée afin de calculer la loi de probabilité du prix du pétrole, lorsqu’il est modélisé en tant que variable aléatoire, dans le but de construire et pondérer l’arbre des scénarii. Les résultats permettent de comprendre comment l’aléa modifie les comportements stratégiques des acteurs, notamment au niveau des contrats de long-terme. Enfin, la valeur de la solution stochastique est calculée afin de quantifier l’importance de la prise en compte des fluctuations du prix du pétrole pour chaque acteur de la chaîne. / This thesis studies the evolution of the natural gas markets in Europe, until 2035, using optimization theory tools. The model we develop, named GaMMES, is based on an oligopolistic description of the markets. Its main advantages are the following: we consider an important level of detail in the economic structure of the gas chain and we endogenously take into account long-term contracts in the upstream as well as energy substitution between gas, oil, and coal in the demand. In the first part of this thesis, we study the issue of security of supply in Europe and the conditions under which it is necessary to regulate the gas markets that are strongly dependent on foreign imports. Three case studies are then presented, regarding the level of dependence and the markets' specificities: the German gas trade of the 1980s and the current Spanish and Bulgarian markets. We study in particular the evolution of the markets' outcome as a function of the supply disruption probability and the kind of regulation to implement in order to maximize the social welfare. In the second part, we develop a system dynamics model in order to capture fuel substitution between oil, coal, and natural gas. Our approach allows one to calculate a new functional form of the demand function for natural gas that contains energy substitution and consumption inertia effects due to end-users' investments. In the third part, we take advantage of our demand function and use it in a partial equilibrium model of natural gas markets in Europe. The GaMMES model, when written as a complementarity problem, describes the principal gas chain actors as well as their strategic interactions and market power. It was applied to the northwestern European gas trade to analyze the evolution of consumption, spot and long-term contract prices and volumes, production, and natural gas dependence, until 2035. In the last part, we present a stochastic extension of the GaMMES model in order to study the impact of the strong Brent price fluctuation on the gas markets. An econometric analysis allowed us to calculate the probability law of the oil price, when taken as a random variable, in order to construct the scenario tree and estimate its weights. Our results show how uncertainty changes the strategic behavior, in particular for the long-term contracting activity. Finally, the value of the stochastic solution is calculated to quantify the importance of taking into account randomness in the optimization programs of the gas chain actors.
126

Mnohorozměrná stochastická dominance a její aplikace v úlohách hledání optimálního portfolia / Multivariate stochastic dominance and its application in portfolio optimization problems

Petrová, Barbora January 2018 (has links)
Title: Multivariate stochastic dominance and its application in portfolio optimization Problems Author: Barbora Petrová Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Ing. Miloš Kopa, Ph.D., Department of Probability and Mathematical Statistics Abstract: This thesis discusses the concept of multivariate stochastic dominance, which serves as a tool for ordering random vectors, and its possible usage in dynamic portfolio optimization problems. We strictly focus on different types of the first-order multivariate stochastic dominance for which we describe their generators in the sense of von Neumann-Morgenstern utility functions. The first one, called strong multivariate stochastic dominance, is generated by all nondecreasing multivariate utility functions. The second one, called weak multivariate stochastic dominance, is defined by relation between survival functions, and the last one, called the first-order linear multivariate stochastic dominance, applies the first-order univariate stochastic dominance notion to linear combinations of marginals. We focus on the main characteristics of these types of stochastic dominance, their relationships as well as their relation to the cumulative and marginal distribution functions of considered random vectors. Formulated...
127

Optimisation des colonnes HIDiC, intégrant une mousse métallique, basée sur une étude théorique et expérimentale des transferts thermiques / HIDiC optimization, containing metal foams, based on a theoretical and experimental study of heat transfer

Yala, Omar 14 November 2017 (has links)
La distillation est une opération unitaire de séparation qui est largement utilisée. Toutefois, lorsque les volatilités des corps à séparer sont proches, le besoin en énergie de la colonne augmente, et l’efficacité énergétique du procédé de séparation diminue. Ainsi, la faiblesse de la distillation est son efficacité énergétique (au maximum 10 %). La réduction de la consommation énergétique des colonnes à distiller est donc un enjeu majeur dans le contexte énergétique actuel. Une des voies prometteuses est les colonnes à distiller dites HIDiC (Heat Integrated Distillation Column). Dans ce type de configuration, la colonne est scindée en deux colonnes : une colonne d’appauvrissement et une colonne d’enrichissement. La colonne d’appauvrissement opère à un niveau de pression plus faible que la colonne d’enrichissement. Un compresseur ainsi qu’une vanne de détente sont installés pour ajuster les niveaux de pression respectifs dans les deux parties. La différence de pression ainsi établie permet d’imposer une différence de températures qui offre la possibilité de transférer de l’énergie entre les deux colonnes par l’intermédiaire d’une technologie de transfert de chaleur. Dans un premier temps, l’objet de cette étude est de valider une nouvelle technologie de transfert thermique pour les colonnes concentriques HIDiC. Cette technologie innovante, Mousse métallique à cellules ouvertes, est caractérisée et validée en comparant avec un garnissage classique. Pour cela, un pilote expérimental de colonne concentrique contenant le garnissage structuré a été mis en oeuvre au laboratoire. Les résultats des mousses métalliques ont montré une performance thermique plus importante que le garnissage classique avec un gain moyen de 102 %. La conductance thermique des mousses métallique à cellules ouvertes obtenue expérimentalement est de 1285 W.K-1. Ces résultats confirment l’intérêt de l’utilisation du garnissage innovant dans les colonnes de distillation HIDiC en tant que technologie de transfert de chaleur. Dans un deuxième temps, un outil de simulation des colonnes HIDiC est développé dans le logiciel commercial ProSim Plus™®. Par rapport aux colonnes de distillation conventionnelles, les colonnes HIDiC possèdent des paramètres spécifiques tels que le rapport de pression et le profil d’échange de chaleur entre les deux sections de la colonne. Une procédure d’optimisation est élaborée afin d’obtenir une colonne HIDiC avec un coût total annuel « TAC » minimal et une distribution énergétique optimale. La méthode stochastique est adoptée avec un algorithme génétique « AG » ou l’initialisation des variables d’action n’est pas nécessaire. Deux études de cas sont effectuées. L’une est un système largement étudié dans la littérature, le mélange (Benzène/Toluène). La procédure de conception et d’optimisation est évaluée. Une réduction du TAC de 7,4 % et 13,9 % est obtenue par rapport aux précédents travaux de la littérature. L’autre étude de cas est un mélange binaire (Cyclohexane/n-Heptane). Les résultats de la simulation concernant les quantités d’énergie échangées de la colonne d’enrichissement vers la colonne d’appauvrissement sont validés en vérifiant la faisabilité du transfert thermique par la conductance thermique de la technologie innovante obtenue expérimentalement UA (W.K-1). / Distillation is the most applied separation technology. Its major drawback is the low thermodynamic efficiency (typically around 10 %). In response to environmental issues that concern energy consumption of distillation column, HIDiC (heat integrated distillation column) which combines advantages of vapor recompression and diabatic operation is expected to have a large impact on energy saving. The mixtures with close boiling point are confirmed to be the best candidates for HIDiC. In fact, in this configuration the rectifying section and the stripping section are separated. Heat is transferred inside the distillation column from the rectifying to the stripping section, because the operating pressure (and thus the temperature) of the rectifying section is increased by means of the compressor. First, a novel technology of heat and mass transfer between rectifying column and stripping column is characterized and validated on an experimental pilot. A concentric HIDiC which contains metal foam packing is designed. Compared to the Raschig Super-Ring results, the heat transfer in this structured packing is more efficient, with a gain up to 102 %. The obtained thermal conductance UA (W.K-1) of the innovative column packing is 1285 W.K-1. This confirms the purpose of open cell metal foams use in HIDiC as a heat transfer technology. Secondly, the aim of this study is to optimize the HIDiC sensitive parameters so as to minimize the Total Annual Cost (TAC). For this, a HIDiC simulation model is developed by using commercial software ProSim Plus™®. GA (Genetic Algorithm) is used to find the optimal HIDiC configuration where variables are optimized without initialization. Binary (Benzene/Toluene) separation case is examined for the evaluation of the proposed method. As a result, 7.4 % and 13.9 % TAC reductions are realized in comparison with the reported solutions in previous works. Binary (Cyclohexane/n-Heptane) is studied to evaluate the physical feasibility of heat transfer between rectifying and stripping column by the experimental thermal conductance (UA experimental [W.K-1]) of the innovative column packing.
128

Prise en compte des incertitudes de prédiction dans la gestion des flux d'énergie dans l'habitat / Taking into account the uncertainties of prediction in the management of power flows in habitat

Le, Minh Hoang 06 October 2011 (has links)
Le travail présenté dans ce mémoire de thèse concerne la gestion de la consommation et de la production d'énergie électrique dans les bâtiments. Le problème de gestion d'énergie est modélisé sous forme de programme linéaire mixte. Le travail présenté dans ce mémoire propose des outils qui permettent de prendre en compte les incertitudes dans l'optimisation des flux d'énergie dans l'habitat. Dans un premier temps les incertitudes à prendre en compte sont étudiées. Nous distinguons 2 types d'incertitudes : les incertitudes paramétriques qui concernent le caractère imprécis des coefficients du modèle (prévisions météorologiques, paramètres des modèles, demande prévisionnelle d'énergie…) et les incertitudes d'occurrence qui sont liées aux actions directes de l'usager sur sa consommation d'énergie. Une approche d'optimisation robuste s'appuyant sur une formulation présentée par Bertsimas et Sim pour la programmation linéaire robuste est proposée pour prendre en compte les incertitudes paramétriques. Une procédure d'optimisation en deux étapes, basée sur la programmation stochastique, est proposée pour anticiper les possibilités de démarrage des services pilotés par l'usager. Cette procédure apporte une réponse aux incertitudes d'occurrence en permettant de prendre en compte les consommations d'énergie qui ne sont pas pilotées par le système d'optimisation. Différents exemples d'appartements sont utilisés pour illustrer la validité des méthodes proposées. Différents scénarios de tarification de l'énergie sont également étudiés. / This PhD dissertation concerns the power management in buildings. The problem of power management is modeled as a mixed linear program. The work presented in this thesis aims to take into account the uncertainties in the optimization of energy flow in the buildings. The uncertainties are analyzed and two types of uncertainty are identified: parametric uncertainties concerning the vagueness of the parameters (weather forecasts, energy demand forecast ...) and the occurrence uncertainties that are related to uncontrollable actions of the user. A robust optimization approach based on a formulation presented by Bertsimas and Sim for robust linear programming is proposed to take into account the parametric uncertainties. An optimization procedure in two stages, based on stochastic programming, is proposed to answer the occurrence uncertainties. This procedure allows to take into account the energy consumption that is not driven by the management system. The proposed methods have been illustrated on various examples of dwellings. Different energy pricing are addressed.
129

Modélisation de signaux longs multicomposantes modulés non linéairement en fréquence et en amplitude : suivi de ces composantes dans le plan temps-fréquence / Modeling of long-time multicomponent signals with nonlinear frequency and amplitude modulations : component tracking in the time-frequency plane

Li, Zhongyang 09 July 2013 (has links)
Cette thèse propose une nouvelle méthode pour modéliser les fonctions non linéaires de modulations d’amplitude et de fréquence de signaux multicomposantes non stationnaires de durée longue. La méthode repose sur une décomposition du signal en segments courts pour une modélisation locale sur les segments. Pour initialiser la modélisation, nous avons conçu une première étape qui peut être considérée comme un estimateur indépendant et non paramétrique des fonctions de modulations. L’originalité de l’approche réside dans la définition d’une matrice de convergence totale intégrant simultanément les valeurs d’amplitude et de fréquence et utilisé pour l’association d’un pic à une composante selon un critère d’acceptation stochastique. Suite à cette initialisation, la méthode estime les fonctions de modulations par l'enchaînement des étapes de segmentation, modélisation et fusion. Les fonctions de modulations estimées localement par maximum de vraisemblance sont connectées dans l'étape de fusion, qui supprime les discontinuités, et produit l’estimation globale sur la durée totale du signal. Les étapes sont conçues afin de pouvoir modéliser des signaux multicomposantes avec des morts et naissances, ce qui en fait une de ses originalités par rapport aux techniques existantes. Les résultats sur des signaux réels et simulés ont illustré les bonnes performances et l’adaptabilité de la méthode proposée. / In this thesis, a novel method is proposed for modeling the non-linear amplitude and frequency modulations of non-stationary multi-component signals of long duration. The method relies on the decomposition of the signal into short time segments to carry out local modelings on these segments. In order to initialize the modeling, a first step is designed which can be considered as an independent estimator of the modulations over the entire duration of the signal. The originality of this approach lies in the definition of the total divergence matrix integrating simultaneously the amplitude and frequency values, which are employed for the association of a peak to a component according to a stochastic acceptation criteria. Following the initialization, the proposed method estimates the modulations by the step sequence of segmentation, modeling and fusion. The locally obtained modulation functions estimated by maximum likelihood are finally connected in the fusion step which suppresses their discontinuity and yields the global estimation over the entire signal duration. All these steps are defined in order to be able to model multicomponent signals with births and deaths, making one of its original features compared to existing techniques. The results on real and simulated signals have shown the good performance and adaptability of the proposed method.
130

String-averaging incremental subgradient methods for constrained convex optimization problems / Média das sequências e métodos de subgradientes incrementais para problemas de otimização convexa com restrições

Rafael Massambone de Oliveira 12 July 2017 (has links)
In this doctoral thesis, we propose new iterative methods for solving a class of convex optimization problems. In general, we consider problems in which the objective function is composed of a finite sum of convex functions and the set of constraints is, at least, convex and closed. The iterative methods we propose are basically designed through the combination of incremental subgradient methods and string-averaging algorithms. Furthermore, in order to obtain methods able to solve optimization problems with many constraints (and possibly in high dimensions), generally given by convex functions, our analysis includes an operator that calculates approximate projections onto the feasible set, instead of the Euclidean projection. This feature is employed in the two methods we propose; one deterministic and the other stochastic. A convergence analysis is proposed for both methods and numerical experiments are performed in order to verify their applicability, especially in large scale problems. / Nesta tese de doutorado, propomos novos métodos iterativos para a solução de uma classe de problemas de otimização convexa. Em geral, consideramos problemas nos quais a função objetivo é composta por uma soma finita de funções convexas e o conjunto de restrições é, pelo menos, convexo e fechado. Os métodos iterativos que propomos são criados, basicamente, através da junção de métodos de subgradientes incrementais e do algoritmo de média das sequências. Além disso, visando obter métodos flexíveis para soluções de problemas de otimização com muitas restrições (e possivelmente em altas dimensões), dadas em geral por funções convexas, a nossa análise inclui um operador que calcula projeções aproximadas sobre o conjunto viável, no lugar da projeção Euclideana. Essa característica é empregada nos dois métodos que propomos; um determinístico e o outro estocástico. Uma análise de convergência é proposta para ambos os métodos e experimentos numéricos são realizados a fim de verificar a sua aplicabilidade, principalmente em problemas de grande escala.

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