Este trabalho apresenta uma nova abordagem para a modelagem e resolução de problemas de fluxo de carga em sistemas elétricos de potência. O modelo proposto é formado simultaneamente pelo conjunto de equações não lineares que representam as restrições de carga do problema e por restrições de complementaridade associadas com as restrições de operação da rede, as quais propiciam o controle implícito das tensões nas barras com controle de geração. Também é proposta uma técnica para a obtenção dos valores discretos dos taps de tranformadores, de maneira que o ajuste dessas variáveis possa ser realizado em passos discretos. A metodologia desenvolvida consiste em tratar o sistema misto de equações e inequações não lineares como um problema de factibilidade não linear e transformá-lo em um problema de mínimos quadrados não lineares, o qual é resolvido por uma sequência de subproblemas linearizados dentro de uma região de confiança. Para a obtenção de soluções aproximadas desse subproblema foi adotado o método do gradiente conjugado de Steihaug, combinando estratégias de região de confiança e filtros multidimensionais para analisar a qualidade das soluções fornecidas. Foram realizados testes numéricos com os sistemas de 14, 30, 57, 118 e 300 barras do IEEE, e com um sistema brasileiro equivalente CESP 53 barras, os quais indicaram boa flexibilidade e robustez do método proposto. / This work presents a new approach to the load flow problem in electrical power systems and develops a methodology for its resolution. The proposed model is simultaneously composed by nonlinear equations and inequations which represent the load and operational restrictions of the system, where a set of complementarity constraints model the relationship between voltage and reactive power generation in controled buses. It is also proposed a new technique to obtaining a discrete solution for the transformer taps, allowing their discrete adjustment. The method developed treats the mixed system of equations and inequations of the load flow problem as a nonlinear feasibility problem and converts it in a nonlinear least squares problem, which is solved by minimizing a sequence of linearized subproblems, whitin a trust region. To obtain approximate solutions at every iteration, we use the Steihaug conjugate gradient method, combining trust region and multidimensional filters techniques to analyse the quality of the provided solution. Numerical results using 14, 30, 57, 118 and 300-bus IEEE power systems, and a real brazilian equivalent system CESP 53-bus, indicate the flexibility and robustness of the proposed method.

Η δρομολόγηση και ανάθεση μηκών κύματος (routing and wavelength assignment - RWA) αποτελεί ένα πολύ σημαντικό πρόβλημα, που απασχολεί τους σχεδιαστές WDM οπτικών δικτύων και είναι γνωστό, πως είναι NP-πλήρες. Στην εργασία αυτή σχεδιάζουμε και υλοποιούμε έναν αλγόριθμο για το στατικό RWA, που βασίζεται σε έναν προτεινόμενο σχηματισμό (μη ακέραιου) γραμμικού προγραμματισμού (linear programming - LP). Ισχυριζόμαστε, πως ο σχηματισμός αυτός είναι σε θέση να παρέχει ακέραιες βέλτιστες λύσεις (παρά την εν γένει μη ακέραια φύση του) για ένα μεγάλο ποσοστό στιγμιότυπων εισόδου, οδηγώντας έτσι σε αντίστοιχες ακριβείς λύσεις του RWA. Η πολυπλοκότητα του αλγόριθμου κυριαρχείται από το χρόνο εκτέλεσης του αλγόριθμου Simplex, ο οποίος θεωρείται αποδοτικός για μια μεγάλη πλειοψηφία στιγμιότυπων εισόδου. Στα διαφανή (πλήρως οπτικά) δίκτυα, η ποιότητα του σήματος υπόκειται σε μια ποικιλία από φυσικές εξασθενήσεις, όπως είναι η διασπορά λειτουργίας πόλωσης (polarization mode dispersion - PMD), ο θόρυβος αυθόρμητης εκπομπής ενισχυτή (amplified spontaneous emission - ASE - noise) και η χρωματική διασπορά (chromatic dispersion - CD). Αυτές οι εξασθενήσεις μοντελοποιούνται γραμμικά και μπορούν να αντιμετωπιστούν αποτελεσματικά από ένα σύνολο αναλυτικών τύπων ως επιπρόσθετοι περιορισμοί στο RWA. Εφαρμόζουμε τον αλγόριθμό μας και εκτελούμε RWA βασισμένο σε περιορισμούς εξασθένησης, με σκοπό να παρατηρήσουμε συγκριτικά αποτελέσματα στην απόδοση ενός τυπικού μητροπολιτικού δικτύου υπό διάφορες παραμέτρους του δικτύου και των εξασθενήσεων, όπως είναι ο ρυθμός bit, ο τύπος και το κέρδος των ενισχυτών, η χρησιμοποιούμενη διάταξη διαμόρφωσης, κλπ. / Routing and wavelength assignment (RWA) is a very important problem concerning WDM optical network designers and is known to be NP-complete. In this work, we design and implement an algorithm for the static RWA, that is based on a proposed (not integer) linear programming formulation. We claim, that this formulation is able to provide integer optimal solutions (despite its non integral nature) for a large fraction of input instances, yielding thus to corresponding exact RWA solutions. The algorithm's complexity is dominated by the execution time of Simplex LP-solver, that is considered efficient in the great majority of all possible input instances. In transparent (all-optical) networks, the signal quality is subject to a variety of physical impairments, such as polarization mode dispersion (PMD), amplified spontaneous emission (ASE) noise and chromatic dispersion (CD). Those impairments are linearly modeled and are handled effectively by a set of analytical formulae as additional constraints on RWA. We apply our algorithm to perform impairment-constraint based RWA, in order to obtain comparative results of a typical metropolitan network's performance under various network and impairment parameters, such as bit rate, amplifier gain and type, modulation format used, etc.

In this study, the effect of implementing Network Coding on the aggregated throughput in Wireless Mesh Networks, was examined. Wireless Mesh Networks (WMNs) are multiple hop wireless networks, where routing through any node is possible. The implication of this characteristic, is that messages flow across the points where it would have been terminated in conventional wireless networks. User nodes in conventional wireless networks only transmit and receive messages from an Access Point (AP), and discard any messages not intended for them. The result is an increase in the volume of network traffic through the links of WMNs. Additionally, the dense collection of multiple RF signals propagating through a shared wireless medium, contributes to the situation where the links become saturated at levels below their capacity. The need exists to examine methods that will improve the utilisation of the shared wireless medium in WMNs. Network Coding is a coding and decoding technique at the network level of the OSI stack, aimed to improve the boundaries of saturated links. The technique implies that the bandwidth is simultaneously shared amongst separate message flows, by combining these flows at common intermediate nodes. The number of transmissions needed to convey information through the network, is decreased by Network Coding. The result is in an improvement of the aggregated throughput. The research approach followed in this dissertation, includes the development of a model that investigates the aggregated throughput performance of WMNs. The scenario of the model, followed a typical example of indoors WMN implementations. Therefore, the physical environment representation of the network elements, included an indoors log–distance path loss channel model, to account for the different effects such as: power absorption through walls; and shadowing. Network functionality in the model was represented through a network flow programming problem. The problem was concerned with determining the optimal amount of flow represented through the links of the WMN, subject to constraints pertaining to the link capacities and mass balance at each node. The functional requirements of the model stated that multiple concurrent sessions were to be represented. This condition implied that the network flow problem had to be a multi–commodity network flow problem. Additionally, the model requirements stated that each session of flow should remain on a single path. This condition implied that the network flow problem had to be an integer programming problem. Therefore, the network flow programming problem of the model was considered mathematically equivalent to a multi–commodity integer programming problem. The complexity of multi–commodity integer programming problems is NP–hard. A heuristic solving method, Simulated Annealing, was implemented to solve the goal function represented by the network flow programming problem of the model. The findings from this research provide evidence that the implementation of Network Coding in WMNs, nearly doubles the level of the calculated aggregated throughput values. The magnitude of this throughput increase, can be further improved by additional manipulation of the network traffic dispersion. This is achieved by utilising link–state methods, rather than distance vector methods, to establish paths for the sessions of flow, present in the WMNs. / Thesis (M.Ing. (Computer and Electronical Engineering))--North-West University, Potchefstroom Campus, 2012.

In this study, the effect of implementing Network Coding on the aggregated throughput in Wireless Mesh Networks, was examined. Wireless Mesh Networks (WMNs) are multiple hop wireless networks, where routing through any node is possible. The implication of this characteristic, is that messages flow across the points where it would have been terminated in conventional wireless networks. User nodes in conventional wireless networks only transmit and receive messages from an Access Point (AP), and discard any messages not intended for them. The result is an increase in the volume of network traffic through the links of WMNs. Additionally, the dense collection of multiple RF signals propagating through a shared wireless medium, contributes to the situation where the links become saturated at levels below their capacity. The need exists to examine methods that will improve the utilisation of the shared wireless medium in WMNs. Network Coding is a coding and decoding technique at the network level of the OSI stack, aimed to improve the boundaries of saturated links. The technique implies that the bandwidth is simultaneously shared amongst separate message flows, by combining these flows at common intermediate nodes. The number of transmissions needed to convey information through the network, is decreased by Network Coding. The result is in an improvement of the aggregated throughput. The research approach followed in this dissertation, includes the development of a model that investigates the aggregated throughput performance of WMNs. The scenario of the model, followed a typical example of indoors WMN implementations. Therefore, the physical environment representation of the network elements, included an indoors log–distance path loss channel model, to account for the different effects such as: power absorption through walls; and shadowing. Network functionality in the model was represented through a network flow programming problem. The problem was concerned with determining the optimal amount of flow represented through the links of the WMN, subject to constraints pertaining to the link capacities and mass balance at each node. The functional requirements of the model stated that multiple concurrent sessions were to be represented. This condition implied that the network flow problem had to be a multi–commodity network flow problem. Additionally, the model requirements stated that each session of flow should remain on a single path. This condition implied that the network flow problem had to be an integer programming problem. Therefore, the network flow programming problem of the model was considered mathematically equivalent to a multi–commodity integer programming problem. The complexity of multi–commodity integer programming problems is NP–hard. A heuristic solving method, Simulated Annealing, was implemented to solve the goal function represented by the network flow programming problem of the model. The findings from this research provide evidence that the implementation of Network Coding in WMNs, nearly doubles the level of the calculated aggregated throughput values. The magnitude of this throughput increase, can be further improved by additional manipulation of the network traffic dispersion. This is achieved by utilising link–state methods, rather than distance vector methods, to establish paths for the sessions of flow, present in the WMNs. / Thesis (M.Ing. (Computer and Electronical Engineering))--North-West University, Potchefstroom Campus, 2012.

Neste trabalho propomos uma abordagem para a resolução do problema de Fluxo de Potência Ótimo (FPO) perturbado. A metodologia consiste na obtenção da solução ótima para o problema inicial via um programa de FPO, e na utilização de sensibilidade para estimar novas soluções depois de ocorridas algumas perturbações no problema. Essas perturbações são variações de carga em uma ou mais barras do sistema. A técnica de sensibilidade está baseada nas informações de segunda ordem e nas condições de otimalidade. A obtenção da solução após ocorrerem perturbações no sistema é direta e não necessita de parâmetros iniciais e de correção, como penalidade e barreira, utilizados nos programas de FPO convencionais. Os resultados numéricos apresentados evidenciam o potencial desta metodologia para resolução do problema de FPO perturbado. / An approach to solve the perturbated Optimal Power Flow (OPF) problem is proposed in this study. The methodology consists in obtaining the optimal solution for the initial problem via a program of OPF, and using sensitivity to estimate new solutions after the occurrence of some perturbations in the problem. These perturbations consist in load variations in some buses of the system. The sensitivity technique is based on both the information of second order and otimality conditions. The computation of the solutions after the occurrence of perturbations in the system does not depend of initial and correction parameters such as penalty and barrier used in the conventional OPF programs. The numerical results demonstrate the potential of this methodology for the solution of the perturbated OPF problem.

The thesis deals with recent problems of waste management in the Czech Republic. In connection with the existing software implementation, the author focuses on the gradual development of advanced mathematical programming models, which generalize existing approaches. The author applies acquired knowledge in the areas of network flows, linear, integer, and stochastic programming. The important role is played by modifications and transformations of the discussed models. They are further used to obtain the experimental results for real-world input data by implementation in GAMS.

本論文は,様々なネットワーク最適化問題の数学的構造について様々な観点から調べたものである.主たる結果はネットワーク最適化問題の代表例である最大流問題に,関するいくつかの結果と,Min-Plus代数に値をもつ行列の固有値と固有ベクトルに関する特徴づけに関する結果からなっている. / 博士(理学) / Doctor of Philosophy in Science / 同志社大学 / Doshisha University

Effiziente und zuverlässige a posteriori Fehlerabschätzungen sind eine Hauptzutat für die effiziente numerische Berechnung von Lösungen zu Variationsungleichungen durch die Finite-Elemente-Methode. Die vorliegende Arbeit untersucht zuverlässige und effiziente Fehlerabschätzungen für beliebige Finite-Elemente-Methoden und drei Variationsungleichungen, nämlich dem Hindernisproblem, dem Signorini Problem und dem Bingham Problem in zwei Raumdimensionen. Die Fehlerabschätzungen hängen vom zum Problem gehörenden Lagrange Multiplikator ab, der eine Verbindung zwischen der Variationsungleichung und dem zugehörigen linearen Problem darstellt. Effizienz und Zuverlässigkeit werden bezüglich eines totalen Fehlers gezeigt. Die Fehleranschätzungen fordern minimale Regularität. Die Approximation der exakten Lösung erfüllt die Dirichlet Randbedingungen und die Approximation des Lagrange Multiplikators ist nicht-positiv im Falle des Hindernis- und Signoriniproblems, und hat Betrag kleiner gleich 1 für das Bingham Problem. Dieses allgemeine Vorgehen ermöglicht das Einbinden nicht-exakter diskreter Lösungen, welche im Kontext dieser Ungleichungen auftreten. Aus dem Blickwinkel der Anwendungen ist Effizienz und Zuverlässigkeit im Bezug auf den Fehler der primalen Variablen in der Energienorm von großem Interesse. Solche Abschätzungen hängen von der Wahl eines effizienten diskreten Lagrange Multiplikators ab. Im Falle des Hindernis- und Signorini Problems werden postive Beispiele für drei Finite-Elemente Methoden, der konformen Courant Methode, der nicht-konformen Crouzeix-Raviart Methode und der gemischten Raviart-Thomas Methode niedrigster Ordnung hergeleitet. Partielle Resultate liegen im Fall des Bingham Problems vor. Numerischer Experimente heben die theoretischen Ergebnisse hervor und zeigen Effizienz und Zuverlässigkeit. Die numerischen Tests legen nahe, dass der aus den Abschätzungen resultierende adaptive Algorithmus mit optimaler Konvergenzrate konvergiert. / Efficient and reliable a posteriori error estimates are a key ingredient for the efficient numerical computation of solutions for variational inequalities by the finite element method. This thesis studies such reliable and efficient error estimates for arbitrary finite element methods and three representative variational inequalities, namely the obstacle problem, the Signorini problem, and the Bingham problem in two space dimensions. The error estimates rely on a problem connected Lagrange multiplier, which presents a connection between the variational inequality and the corresponding linear problem. Reliability and efficiency are shown with respect to some total error. Reliability and efficiency are shown under minimal regularity assumptions. The approximation to the exact solution satisfies the Dirichlet boundary conditions, and an approximation of the Lagrange multiplier is non-positive in the case of the obstacle and Signorini problem and has an absolute value smaller than 1 for the Bingham flow problem. These general assumptions allow for reliable and efficient a posteriori error analysis even in the presence of inexact solve, which naturally occurs in the context of variational inequalities. From the point of view of the applications, reliability and efficiency with respect to the error of the primal variable in the energy norm is of great interest. Such estimates depend on the efficient design of a discrete Lagrange multiplier. Affirmative examples of discrete Lagrange multipliers are presented for the obstacle and Signorini problem and three different first-order finite element methods, namely the conforming Courant, the non-conforming Crouzeix-Raviart, and the mixed Raviart-Thomas FEM. Partial results exist for the Bingham flow problem. Numerical experiments highlight the theoretical results, and show efficiency and reliability. The numerical tests suggest that the resulting adaptive algorithms converge with optimal convergence rates.

Submitted by Marco Tulio Padilha (tuliopadilha@hotmail.com) on 2014-12-23T14:36:38Z No. of bitstreams: 1 financas-Padilha-Projeto Entrega Final.pdf: 7936589 bytes, checksum: a4bbbf04a100d02d45ab1f91e604b6a4 (MD5) / Approved for entry into archive by Ana Luiza Holme (ana.holme@fgv.br) on 2014-12-23T14:38:49Z (GMT) No. of bitstreams: 1 financas-Padilha-Projeto Entrega Final.pdf: 7936589 bytes, checksum: a4bbbf04a100d02d45ab1f91e604b6a4 (MD5) / Made available in DSpace on 2014-12-23T15:32:09Z (GMT). No. of bitstreams: 1 financas-Padilha-Projeto Entrega Final.pdf: 7936589 bytes, checksum: a4bbbf04a100d02d45ab1f91e604b6a4 (MD5) Previous issue date: 2014-11-28 / Based on a sample of 119 companies that voluntarily delisted between 1999-2013, we investigated agency problems and access to capital as possible determinants to the delisting, controlling for cost to maintain the company listed, undervaluation, size, and stock liquidity. Proxies related to agency problems, such as higher ownership concentration, combined to lower return on assets, have strong influence on the stock delisting, as well as free cash flow and dividend payout. Regarding the use of capital markets to access follow on, as well as access to debt, we find that companies that delisted have less need to access the debt market, controlling for companies with the same profile. To the matter of control, we do not find evidence that cost to maintain the company listed nor the liquidity are determinant. / A partir de uma amostra de 119 empresas que deslistaram voluntariamente no período de 1999 a 2013, investigamos problemas de agência e acesso a capital como possíveis determinantes no fechamento de capital, controlando para custo de manter a empresa listada, sub-avaliação, tamanho e liquidez na bolsa. Proxies relacionadas a problemas de agência, tais como maior concentração de propriedade, combinado com menor retorno sobre ativos, possuem forte influência na deslistagem das ações, além de fluxo de caixa livre e distribuição de dividendos. Quanto ao uso de mercado de capitais para acesso a follow on, bem como acesso a dívida, encontramos que as empresas que deslistam possuem menor necessidade de acesso ao mercado de dívida, controlando para empresas com mesmo perfil. Para efeito de controle, não encontramos evidência de que custo de se manter listada nem que a liquidez sejam determinantes.

The master’s thesis focuses on the optimization models in logistics with emphasis on the network interdiction problem. The brief introduction is followed by two overview chapters - graph theory and mathematical programming. Important definitions strongly related to network interdiction problems are introduced in the chapter named Basic concepts of graph theory. Necessary theorems used for solving problems are following the definitions. Next chapter named Introduction to mathematical programming firstly contains concepts from linear programming. Definitions and theorems are chosen with respect to the following maximum flow problem and the derived dual problem. Concepts of stochastic optimization follow. In the fifth chapter, we discuss deterministic models of the network interdiction. Stochastic models of the network interdiction follow in the next chapter. All models are implemented in programmes written in the programming language GAMS, the codes are attached.