Orientador: José Roberto Sanches Mantovani / Resumo: Neste trabalho propõem-se formulações matemáticas e metodologias para resolver o problema de planejamento da expansão e operação de sistemas de distribuição de energia elétrica de longo prazo com instalação de geração distribuída despachável, renovável e dispositivos armazenadores de energia, considerando as incertezas nos parâmetros e variáveis envolvidas no comportamento do sistema. No modelo de otimização desenvolvido considera- se uma formulação com espaço de busca convexo como um problema de programação cônica inteira de segunda ordem. Como primeira metodologia de solução para o modelo matemático proposto, usam-se solvers de otimização comerciais através de linguagem de programação matemática. Em segundo lugar é proposta a técnica de otimização meta-heurística VND combinada com um solver de otimização para resolver o modelo de otimização desenvolvido. Os algoritmos e modelos matemáticos de otimização usados para resolver o planejamento de sistemas de distribuição são implementados em AMPL e testados em sistemas presentes na literatura. Finalmente são comparadas as metodologias segundo a solução obtida e desempenho em tempo computacional. / Abstract: This work proposes mathematical formulations and methodologies to solve the long-term electric power distribution system operation and expansion planning with distributed renewable energy sources and energy storage devices, considering the uncertainties in the involved parameters and variables in the system behavior. In the developed optimization model, a convex formulation is considered as integer second-order conic programming problem. The first solution methodology for the proposed mathematical model, the commercial optimization solvers that uses mathematical modelling language is used. In the second way, the VND meta-heuristic optimization technique is proposed combined with the optimization solver to analyze the obtained solutions of the search through optimal neighborhoods. The mathematical optimization model and the proposed algorithm used to solver the planning of distribution systems are implemented in AMPL and tested in literature’s systems. Finally, the methodologies according to the obtained solution and computational time performance are compared. / Doutor

Optimization is a scientific discipline that lies at the boundary between pure and applied mathematics. Indeed, while on the one hand some of its developments involve rather theoretical concepts, its most successful algorithms are on the other hand heavily used by numerous companies to solve scheduling and design problems on a daily basis. Our research started with the study of the conic formulation for convex optimization problems. This approach was already studied in the seventies but has recently gained a lot of interest due to development of a new class of algorithms called interior-point methods. This setting is able to exploit the two most important characteristics of convexity: - a very rich duality theory (existence of a dual problem that is strongly related to the primal problem, with a very symmetric formulation), - the ability to solve these problems efficiently, both from the theoretical (polynomial algorithmic complexity) and practical (implementations allowing the resolution of large-scale problems) point of views. Most of the research in this area involved so-called self-dual cones, where the dual problem has exactly the same structure as the primal: the most famous classes of convex optimization problems (linear optimization, convex quadratic optimization and semidefinite optimization) belong to this category. We brought some contributions in this field: - a survey of interior-point methods for linear optimization, with an emphasis on the fundamental principles that lie behind the design of these algorithms, - a computational study of a method of linear approximation of convex quadratic optimization (more precisely, the second-order cone that can be used in the formulation of quadratic problems is replaced by a polyhedral approximation whose accuracy that can be guaranteed a priori), - an application of semidefinite optimization to classification, whose principle consists in separating different classes of patterns using ellipsoids defined in the feature space (this approach was successfully applied to the prediction of student grades). However, our research focussed on a much less studied category of convex problems which does not rely on self-dual cones, i.e. structured problems whose dual is formulated very differently from the primal. We studied in particular - geometric optimization, developed in the late sixties, which possesses numerous application in the field of engineering (entropy optimization, used in information theory, also belongs to this class of problems) - l_p-norm optimization, a generalization of linear and convex quadratic optimization, which allows the formulation of constraints built around expressions of the form |ax+b|^p (where p is a fixed exponent strictly greater than 1). For each of these classes of problems, we introduced a new type of convex cone that made their formulation as standard conic problems possible. This allowed us to derive very simplified proofs of the classical duality results pertaining to these problems, notably weak duality (a mere consequence of convexity) and the absence of a duality gap (strong duality property without any constraint qualification, which does not hold in the general convex case). We also uncovered a very surprising result that stipulates that geometric optimization can be viewed as a limit case of l_p-norm optimization. Encouraged by the similarities we observed, we developed a general framework that encompasses these two classes of problems and unifies all the previously obtained conic formulations. We also brought our attention to the design of interior-point methods to solve these problems. The theory of polynomial algorithms for convex optimization developed by Nesterov and Nemirovsky asserts that the main ingredient for these methods is a computable self-concordant barrier function for the corresponding cones. We were able to define such a barrier function in the case of l_p-norm optimization (whose parameter, which is the main determining factor in the algorithmic complexity of the method, is proportional to the number of variables in the formulation and independent from p) as well as in the case of the general framework mentioned above. Finally, we contributed a survey of the self-concordancy property, improving some useful results about the value of the complexity parameter for certain categories of barrier functions and providing some insight on the reason why the most commonly adopted definition for self-concordant functions is the best possible.

In this dissertation, we introduce new families of valid inequalities for general linear mixed integer programs (MIPs) and second-order conic MIPs (SOCMIPs) and establish several theoretical properties and computational effectiveness of these inequalities. First we introduce the mixed n-step mixed integer rounding (MIR) inequalities for a generalization of the mixing set which we refer to as the n-mixing set. The n-mixing set is a multi-constraint mixed integer set in which each constraint has n integer variables and a single continuous variable. We then show that mixed n-step MIR can generate multi-row valid inequalities for general MIPs and special structure MIPs, namely, multi- module capacitated lot-sizing and facility location problems. We also present the results of our computational experiments with the mixed n-step MIR inequalities on small MIPLIB instances and randomly generated multi-module lot-sizing instances which show that these inequalities are quite effective. Next, we introduce the n-step conic MIR inequalities for the so-called polyhedral second-order conic (PSOC) mixed integer sets. PSOC sets arise in the polyhedral reformulation of SOCMIPs. We first introduce the n-step conic MIR inequality for a PSOC set with n integer variables and prove that all the 1-step to n-step conic MIR inequalities are facet-defining for the convex hull of this set. We also provide necessary and sufficient conditions for the PSOC form of this inequality to be valid. Then, we use the aforementioned n-step conic MIR facet to derive the n-step conic MIR inequality for a general PSOC set and provide conditions for it to be facet-defining. We further show that the n-step conic MIR inequality for a general PSOC set strictly dominates the n-step MIR inequalities written for the two linear constraints that define the PSOC set. We also prove that the n-step MIR inequality for a linear mixed integer constraint is a special case of the n-step conic MIR inequality. Finally, we conduct a polyhedral study of the triplet formulation for the single row facility layout problem (SRFLP). For any number of departments n, we prove that the dimension of the triplet polytope (convex hull of solutions to the triplet formulation) is n(n - 1)(n - 2)/3. We then prove that several valid inequalities presented in Amaral (2009) for this polytope are facet-defining. These results provide theoretical support for the fact that the linear program solved over these valid inequalities gives the optimal solution for all instances studied by Amaral (2009).

[pt] O presente trabalho tem como principal objetivo mostrar a aplicabilidade prática da análise limite pelo método de elementos finitos na avaliação de problemas de estabilidade de talude, sendo este colocado como um problema de programação matemática, no qual se precisa realizar um processo de otimização para a solução do problema. Apresenta-se um método para obter a solução do problema de estabilidade de taludes utilizando para isso a programação matemática, e fazendo ênfase na utilidade da programação cônica da segunda ordem (SOCP). Inicialmente faz uma revisão das formulações da análise limite, via o método de elementos finitos, encontradas na literatura existente. A seguir é descrita a formulação da análise limite numérica partindo do principio do trabalho virtual para sua formulação, e utilizando a ferramenta dos elementos finitos para realizar a implementação numérica. São propostas diferentes formas de trabalhar com o critério de resistência do material, sendo a de melhor desempenho, em termos de tempo de processamento a forma cônica quadrática que permite acoplar a programação cônica da segunda ordem (SOCP) na ferramenta numérica. É acoplada a técnica da redução dos parâmetros de resistência do material com a finalidade de encontrar o fator de segurança da estrutura do talude (FS). Finalmente são apresentados exemplos de validação e aplicação, os quais permitem visualizar a eficiência da ferramenta desenvolvida em termos de tempo de processamento ao utilizar a programação cônica da segunda ordem (SOCP). Os resultados sugerem viabilidade da utilização da técnica estudada na solução de problemas relacionada à estabilidade de taludes. / [en] The main objective of this work is to show the practical applicability of limit analysis by finite element method in the evaluation of slope stability problems, and this placed as a mathematical programming problem, which you need to perform an optimization process to solve the problem. We present a method to obtain the solution of the problem of slope stability using for this mathematical programming, and making emphasis on the usefulness of the second order conic programming (SOCP). Initially, a review of formulations Limit Analysis via Finite Element Method, found in the existing literature. Then is described the Numerical Limit Analysis formulation starting from virtual work principle their formulation, and using Finite Element Method as a tool to carry out the numerical implementation. We propose different ways of working with the yield criterion of the material, being the best performing in terms of processing time the conic quadratic form that allows to coupling to the second order conic programming (SOCP) in numerical implementation. It is coupled to the technique of reducing the strength parameters of the material in order to find the safety factor of the slope of the structure (FS). Finally, examples are presented for validation and application, which allow you to view the efficiency of the developed implementation in terms of processing time with the use of second order conic programming (SOCP). The results suggest the feasibility of using the technique studied in the solution of problems related to Slope Stability.

TITLE: Agebraic Curves in History and School AUTHOR: Bc. Tomáš Fabián DEPARTMENT: The Department of mathematics and teaching of mathematics SUPERVISOR: prof. RNDr. Ladislav Kvasz, Dr. ABSTRACT: The thesis includes a series of exercises for senior high school students and the first year of university students. In these exercises, students will increase their knowledge about conics, especially how to draw them. Furthermore, students can learn about two unfamiliar curves: Conchoid and Quadratrix. All these curves are afterwards used for solving other problems - some Apollonius's problems, Three impossible constructions etc. Most of the construction is done in GeoGebra software. All the tasks are designed for students to learn how to work with this software. The subject discussed is put into historical context, and therefore the exercises are provided with historical commentary. The thesis also includes didactic notes, important or interesting solutions of exercises, possible issues, mistakes and another relevant notes. KEYWORDS: conic, circle, ellipse, parabola, hyperbole, conchoid, quadratrix, trisecting an angle, squaring the circle, rectification of the circle, doubling a cube, Apollonius's problem, GeoGebra

<div>Optimization of atmospheric flight control has long been performed on the ground, prior to mission flight due to large computational requirements used to solve non-linear programming problems. Onboard trajectory optimization enables the creation of new reference trajectories and updates to guidance coefficients in real time. This thesis summarizes the methods involved in solving optimal control problems in real time using convexification and Sequential Convex Programming (SCP). The following investigation provided insight in assessing the use of state of the art SCP optimization architectures and convexification of the hypersonic equations of motion[ 1 ]–[ 3 ] with different control schemes for the purposes of enabling on-board trajectory optimization capabilities.</div><div>An architecture was constructed to solve convexified optimal control problems using direct population of sparse matrices in triplet form and an embedded conic solver to enable rapid turn around of optimized trajectories. The results of this show that convexified optimal control problems can be solved quickly and efficiently which holds promise in autonomous trajectory design to better overcome unexpected environments and mission parameter changes. It was observed that angle of attack control problems can be successfully convexified and solved using SCP methods. However, the use of multiple coupled controls is not guaranteed to be successful with this method when they act in the same plane as one another. The results of this thesis demonstrate that state of the art SCP methods have the capacity to enable onboard trajectory optimization with both angle of attack control and bank angle control schemes.</div><div><br></div>

One of the important parameters observed during extruded fibre fabrication is its diameter. The diameter can be measured with a single scanning camera assuming that the fibre section has a circular shape. As proved in practice, another important parameter is ovality, that is the rate of fibre flattening. This paper assumes that the fibre section shape is elliptical. In such a case, at least three different views on examined fibre are needed. Mathematical part of this paper is concerned with analytical description of fibre ovality measurement using two different approaches based on the knowledge of linear algebra, projective geometry and conic sections theory. Main goal of this paper is thus to use both mathematical theory and image analysis methods for ovality and diameter determination. Precise calcluation of such quantities is, however, conditioned on precise camera system calibration, which is described in the paper as well. Additionally, the work contains a brief mention of technical realization of ovality measurement and its possible difficulties.

[pt] Esse trabalho apresenta uma abordagem baseada em programação matemática para a solução de problemas de valor inicial de contorno constitutivo elastoplástico. Considerando a plasticidade associativa, as equações constitutivas locais, em sua forma discreta, são formuladas como problemas de otimização cônica. Especificamente, é demonstrado que métodos implícitos de retorno a superfície para os critérios mais conhecidos da literatura, como o de Rankine, von Mises, Tresca, Drucker-Prager e Mohr Coulomb, podem ser expressos como problemas de otimização cônica de segunda ordem e semidefinida. Além disso, um novo método numérico para a determinação do operador elastoplástico consistente, baseado na derivada paramétrica de primeira ordem das soluções ótimas, é proposto. / [en] This work presents a mathematical programming approach for elastoplastic constitutive initial boundary value problems. Considering associative plasticity, the local discrete constitutive equations are formulated as conic programs. Specifically, it is demonstrated that implicit return-mapping schemes for well-known yield criteria, such as the Rankine, von Mises, Tresca, Drucker-Prager, and Mohr-Coulomb criteria, can be expressed as secondorder and semidefinite conic programs. Additionally, a novel scheme for the numerical evaluation of the consistent elastoplastic tangent operator, based on a first-order parameter derivative of the optimal solutions, is proposed.

[pt] Este trabalho de dissertação de mestrado apresenta a implementação da análise limite numérica com formulação mista-fraca, baseada no teorema do límite inferior, e sua aplicação em problemas de estabilidade axissimétricos. Aformulação com elementos finitos foi implementada no software Matlab, onde se estabelece o problema de otimização que compreende a definição da equação de equilibrio e a adaptação dos criterios de ruptura de Drucker-Prager e Mohr-Coulomb às programações cônica de segunda ordem e semidefinida, respectivamente, e que posteriormente é resolvido com o algoritmo Mosek Aps 9.2. Como resultado do problema de otimização o fator de colapso e o campo de velocidades podem ser obtidos, permitindo identificar o mecanismo de ruptura. O presente trabalho foca-se na análise de estabilidade de um poço que é executada em 3 fases, em função das condições consideradas no modelo. Os resultados obtidos da análise axissimétrica foram validados mediante analises em modelos tridimensionais e comparados com resultados dos softwares Plaxis 2D e Optum G2, também foram incluídos os resultados da modelagem MPM, com o sotware MPM-PUCRio. Por fim foi estudado o caso da capacidade de carga de uma fundação circular rasa, cujos resultados foram comparados com os apresentados por outros autores. / [en] This work dissertation presents the implementation of numerical limit analysis with mixed-weak formulation, based on the the lower bound limit theorem and its application in axisymmetric stability problems. The finite element formulation was implemented in Matlab, where the optimization problem is established, which comprises the definition of the equilibrium equation and the adaptation of the Drucker-Prager and Mohr-Coulomb rupture criteria to the second-order cone programming and semidefined programming, respectively, and which is later solved with the Mosek Aps 9.2 algorithm. As a result of the optimization problem, the collapse factor and the speed field can be obtained, allowing to identify the rupture mechanism.The present work focuses on the stability analysis of a well that is carried out in 3 phases, depending on the conditions considered in the model. The results obtained in the axissymmetric analysis were validated through analysis in three-dimensional models and compared with results of plaxis 2D and Optum G2 software, also included the results of MPM modeling, with the software MPM-PUCRio. Finally, the case of the load capacity of a shallow circular foundation is studied, the results of which are compared with those presented by other authors.

It goes back to Ahlfors that a real algebraic curve admits a real-fibered morphism to the projective line if and only if the real part of the curve disconnects its complex part. Inspired by this result, we are interested in characterising real algebraic varieties of dimension n admitting real-fibered morphisms to the n-dimensional projective space. We present a criterion to classify real-fibered morphisms that arise as finite surjective linear projections from an embedded variety which relies on topological linking numbers. We address special attention to real algebraic surfaces. We classify all real-fibered morphisms from real del Pezzo surfaces to the projective plane and determine which such morphisms arise as the composition of a projective embedding with a linear projection. Furthermore, we give some insights in the case of real conic bundles.