L’objectif de la thèse est d’identifier la pertinence des modèles en équilibre général calculable (MEGC) pour analyser la problématique posée par les Accords de Partenariat Économique (APE) entre l’Union européenne et les pays ACP. Une revue de la littérature est d’abord réalisée, puis un modèle en équilibre général calculable (MEGC) à dynamique intertemporelle est construit pour analyser l’impact de l’APE sur un pays spécifique : le Ghana. À partir du constat portant sur la diversité des résultats de simulations, qui dépendent essentiellement de la structure du modèle et des modes de fermeture choisis par le modélisateur, ce travail cherche à mettre en évidence la largeur du faisceau de résultats possibles et l’impossibilité de mettre en avant les bénéfices potentiels qui peuvent être attendus d’un tel accord en s’appuyant simplement sur des MEGC néoclassiques standards. / This work aims to analyze to what extent the use of an applied general equilibrium model (AGE) allows to correctly assess the potential economic impact of EPAs between ACP countries and the European Union. First, a review of the literature is conducted and then an intertemporal dynamic AGE model is built in order to assess the potential impact of EPA on a specific country: Ghana. From the variety of results resulting from the models simulations and depending on hypothesis made on the model structure and the type of closure chosen by the modeler, our work aims to stress the risk of using standard neoclassical Walrasian models to assess the potential benefits of an EPA on ACP countries economy.

Approved for public release, distribution is unlimited / Tomahawk cruise missiles (TCM) cost over one million dollars and are in short supply. U.S. Navy ships require TCM and other conventional ammunition be loaded in appropriate amounts prior to deploying to sea. A typical deployment lasts for six months and, when completed, any remaining ammunition must be unloaded and made ready for other deploying ships. For ships under Commander, Naval Surface Force U.S. Pacific Fleet (SURFPAC), about 3,500 tons of ammunition must be loaded and unloaded annually; this currently costs 14 million dollars for just pilots, tugboats and fuel. This thesis formulates and solves an integer linear program, Surface Navy Scheduler (SNSKED), to prescribe an ammunition load and unload schedule for San Diego homeported ships. SNSKED seeks a schedule with minimized costs subject to constraints on ships availability, port capabilities and support assets. We test SNSKED on a realistic quarterly scenario consisting of 19 combatant ships, three weapons stations, two ammunition ships, five mission types, two ammunition types, and three ways of loading ammunition. SNSKED provides optimal schedules that reduce costs by over 16 percent. We also use SNSKED to evaluate different operational policies, ammunition port utilization, and ammunition loading times. / Lieutenant Commander, United States Navy

Orientadores: Reginaldo Guirardello, Gustavo Paim Valença / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Quimica / Made available in DSpace on 2018-08-11T21:02:10Z (GMT). No. of bitstreams: 1 Silva_ConsueloCristinaGomes_D.pdf: 880306 bytes, checksum: 03591a26f7fd91be754c07ee7eae34c7 (MD5) Previous issue date: 2008 / Resumo: Essa pesquisa consiste em aplicar métodos de otimização global para o cálculo do equilíbrio químico e de fases combinados para misturas com gás de síntese. O gás de síntese tem grande interesse industrial, pelas inúmeras possibilidades de produção de diversos compostos químicos. Dessa forma, é fundamental conhecer as condições termodinâmicas que favoreçam a obtenção de determinado produto. A aplicação de métodos de otimização global é de grande interesse para a determinação do equilíbrio, uma vez que permite realizar em um único procedimento o cálculo de equilíbrio e a análise de estabilidade de fases. Como estudos de caso, o método é aplicado em um conjunto de situações que consiste em 280 compostos em potencial que geram como produtos: o gás de síntese a partir do metano e vapor d¿água ¿ já que os reatores operam em condições próximas ao equilíbrio; a produção de hidrocarbonetos e a produção de metanol a partir do gás de síntese. Afim de atingirmos o objetivo dessa pesquisa, observamos que apenas as situações para produção de gás de síntese não necessitam de restrições para incluir a influência do catalisador. Os demais produtos derivados requerem algum tipo de restrição adicional, como evitar a formação de metano e coque. Trabalhamos com o software comercial GAMS, aplicamos o solver CONOPT 2 o qual utiliza-se da PNL (Programação Não-Linear) para a resolução, o modelo caracteriza-se como convexo. Aplicamos métodos de programação matemática diferenciados no intuito de estudarmos o desempenho de cada um / Abstract: This research consists of applying methods of global optimization for chemical equilibrium calculation and combined phases for mixtures with synthesis gas. The synthesis gas has great industrial interest, for the innumerable possibilities of various chemical composite productions. Of this form, is basic to know the thermodynamic conditions which favor the attainment of definitive product. The application of methods of global optimization has great interest for the determination of the equilibrium, a time that allows determining through in an only procedure the calculation of equilibrium and the analysis of stability of phases. As case study, the method is applied in a set of reactions that generate as product the synthesis gas. Since the reactors operate in conditions near the equilibrium, we will apply methods of similar mathematical programming differentiated to study the performance of each one / Doutorado / Desenvolvimento de Processos Químicos / Doutor em Engenharia Química

This diploma thesis deals with application optimization method in circular economy branch. The introduction is focused on explaining main features of the issue and its benefits for economy and environment. Afterwards are mentioned some obstacles, which are preventing transition from current waste management. Mathematical apparatus, which is used in practical section, is described in the thesis. Core of the thesis is mathematical optimization model, which is implemented in the GAMS software, and generator of input data is made in VBA. The model includes all of significant waste management options with respect to economic and enviromental aspect, including transport. Functionality is then demostrated on a small task. Key thesis result is application of the model on real data concerning Czech Republic. In conclusion an analysis of computation difficulty, given the scale of the task, is accomplished.

This thesis presents two Models of portfolio optimization, namely the Markowitz Mean Variance Optimization Model and the Rockefeller and Uryasev CVaR Optimization Model. It then presents an application of these models to a portfolio of clean energy assets for optimal allocation of financial resources in terms of maximum returns and low risk. This is done by writing GAMS programs for these optimization problems. An in-depth analysis of the results is conducted, and we see that the difference between both models is not very significant even though these results are data-specific.

The thesis deals with possibilities of mathematical modeling for public university budgets. Firstly, external conditions of public university financial inflows are discussed and~illustrated by using particular data. The related basic legislature is introduced. In~the~next part, internal financial flows are described the help of a general scheme. Step-by-step, a mathematical model of the university budget was built with using analysis of existing data, rules and formulas. The proposed model represents nonlinear multi–stage scenario-based stochastic programme, involving linear and network-flow like constraints. It allows to take into account more objective functions and related parametric analysis. The model was implemented in the algebraic modeling system GAMS with~interface to MS Excel. The aim of the presented mathematical model was not to offer a tool that would be used for automatic distribution of financial resources of the university, but to give flexible possibilities to its user to realize computational experiments and in this way to achieve a deeper insight into the modeled problem.

La gestión del agua cobra cada vez mayor importancia debido a la escasez hídrica que se presenta a nivel mundial. Las tendencias actuales van en la línea de mejorar la eficiencia en la gestión del recurso considerando también la eficiencia económica. En este último aspecto, la Unión Europea (a través de la Directiva Marco del Agua (DMA), 2000) ha hecho énfasis en la recuperación de costes y en el planteamiento de políticas eficientes de precios del agua. El agua, como recurso escaso es un bien que tiene alto valor para aquellos que lo requieren. Por ello, ya no es suficiente realizar el estudio hidrológico por sí solo, sino que es menester considerar los aspectos económicos para evaluar la eficiencia en el suministro a las demandas del sistema de explotación. En una asignación económicamente eficiente, el beneficio marginal del uso de los recursos deberá ser igual para todos los sectores, con el fin de maximizar el bienestar social. En otras palabras, el beneficio de usar una unidad adicional del recurso en uno de los sectores, debería ser el mismo que en otro sector. Las políticas de precios del agua se establecen con el fin de lograr que la asignación del recurso hídrico entre los diferentes usos y usuarios sea eficiente, equitativa y sostenible. En la práctica al agua se le asigna sistemáticamente un precio por debajo de su valor real. Esto es evidente cuando se observa que la cantidad demandada frecuentemente excede el suministro. El énfasis en la suficiencia de ingresos promueve la idea de la tarifación a precios medios. Si el precio unitario es igual al precio medio, los ingresos igualan a los costes totales. Sin embargo, es importante determinar e incorporar costes marginales (en el precio) de forma que se transmita a los usuarios una señal del valor del recurso y su escasez mediante el precio. En esta tesis doctoral se presenta una metodología que permite la valoración práctica de los costes de oportunidad del recurso hídrico (CMOR) a escala de cuenca y su incorporación en el diseño de una política eficiente de precios del agua a nivel de cuenca tomando en cuenta los requerimientos de la DMA. La metodología propuesta se basa en el desarrollo de modelos hidro-económicos a escala de cuenca. Para ello se parte de la caracterización hidrológica y económica del sistema mediante series mensuales de aportaciones al sistema, la aplicación de la ecuación de continuidad en los nudos del esquema planteado y la ecuación de balance en los embalses del sistema, incluyendo las ecuaciones empíricas que determinan las pérdidas por filtraciones y evaporaciones en embalses y conducciones. La caracterización económica comprende la utilización de funciones económicas de demanda para cada uso que conforma el sistema. La estimación del CMOR se hace mediante dos enfoques: simulación de la gestión según prioridades y modus operandi actual y optimización económica. / Álvarez Mendiola, E. (2011). Diseño de una política eficiente de precios del agua integrando costes de oportunidad del recurso a escala de cuenca. Aplicación a la Directiva Marco europea del Agua [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/9310

There is a growing need for accurate distribution data for both common and rare plant species for conservation planning and ecological research purposes. A database of more than 500 observations for nine tree species with different ecological and geographical distributions and a range of frequencies of occurrence in south-eastern New South Wales (Australia) was used to compare the predictive performance of logistic regression models, generalised additive models (GAMs) and classification tree models (CTMs) using different data restriction regimes and several model-building strategies. Environmental variables (mean annual rainfall, mean summer rainfall, mean winter rainfall, mean annual temperature, mean maximum summer temperature, mean minimum winter temperature, mean daily radiation, mean daily summer radiation, mean daily June radiation, lithology and topography) were used to model the distribution of each of the plant species in the study area. Model predictive performance was measured as the area under the curve of a receiver operating characteristic (ROC) plot. The initial predictive performance of logistic regression models and generalised additive models (GAMs) using unrestricted, temperature restricted, major gradient restricted and climatic domain restricted data gave results that were contrary to current practice in species distribution modelling. Although climatic domain restriction has been used in other studies, it was found to produce models that had the lowest predictive performance. The performance of domain restricted models was significantly (p = 0.007) inferior to the performance of major gradient restricted models when the predictions of the models were confined to the climatic domain of the species. Furthermore, the effect of data restriction on model predictive performance was found to depend on the species as shown by a significant interaction between species and data restriction treatment (p = 0.013). As found in other studies however, the predictive performance of GAM was significantly (p = 0.003) better than that of logistic regression. The superiority of GAM over logistic regression was unaffected by different data restriction regimes and was not significantly different within species. The logistic regression models used in the initial performance comparisons were based on models developed using the forward selection procedure in a rigorous-fitting model-building framework that was designed to produce parsimonious models. The rigorous-fitting modelbuilding framework involved testing for the significant reduction in model deviance (p = 0.05) and significance of the parameter estimates (p = 0.05). The size of the parameter estimates and their standard errors were inspected because large estimates and/or standard errors are an indication of model degradation from overfilling or effecls such as mullicollinearily. For additional variables to be included in a model, they had to contribule significantly (p = 0.025) to the model prediclive performance. An attempt to improve the performance of species distribution models using logistic regression models in a rigorousfitting model-building framework, the backward elimination procedure was employed for model selection, bul it yielded models with reduced performance. A liberal-filling model-building framework that used significant model deviance reduction at p = 0.05 (low significance models) and 0.00001 (high significance models) levels as the major criterion for variable selection was employed for the development of logistic regression models using the forward selection and backward elimination procedures. Liberal filling yielded models that had a significantly greater predictive performance than the rigorous-fitting logistic regression models (p = 0.0006). The predictive performance of the former models was comparable to that of GAM and classification tree models (CTMs). The low significance liberal-filling models had a much larger number of variables than the high significance liberal-fitting models, but with no significant increase in predictive performance. To develop liberal-filling CTMs, the tree shrinking program in S-PLUS was used to produce a number of trees of differenl sizes (subtrees) by optimally reducing the size of a full CTM for a given species. The 10-fold cross-validated model deviance for the subtrees was plotted against the size of the subtree as a means of selecting an appropriate tree size. In contrast to liberal-fitting logistic regression, liberal-fitting CTMs had poor predictive performance. Species geographical range and species prevalence within the study area were used to categorise the tree species into different distributional forms. These were then used, to compare the effect of plant species rarity on the predictive performance of logistic regression models, GAMs and CTMs. The distributional forms included restricted and rare (RR) species (Eucalyptus paliformis and Eucalyptus kybeanensis), restricted and common (RC) species (Eucalyptus delegatensis, Eucryphia moorei and Eucalyptus fraxinoides), widespread and rare (WR) species (Eucalyptus data) and widespread and common (WC) species (Eucalyptus sieberi, Eucalyptus pauciflora and Eucalyptus fastigata). There were significant differences (p = 0.076) in predictive performance among the distributional forms for the logistic regression and GAM. The predictive performance for the WR distributional form was significantly lower than the performance for the other plant species distributional forms. The predictive performance for the RC and RR distributional forms was significantly greater than the performance for the WC distributional form. The trend in model predictive performance among plant species distributional forms was similar for CTMs except that the CTMs had poor predictive performance for the RR distributional form. This study shows the importance of data restriction to model predictive performance with major gradient data restriction being recommended for consistently high performance. Given the appropriate model selection strategy, logistic regression, GAM and CTM have similar predictive performance. Logistic regression requires a high significance liberal-fitting strategy to both maximise its predictive performance and to select a relatively small model that could be useful for framing future ecological hypotheses about the distribution of individual plant species. The results for the modelling of plant species for conservation purposes were encouraging since logistic regression and GAM performed well for the restricted and rare species, which are usually of greater conservation concern.

In this research, the focus is on improving a designer's capability to determine near-optimal sizes of components for a given system architecture. Component sizing is a hard problem to solve because of the presence of competing objectives, requirements from multiple disciplines, and the need for finding a solution quickly for the architecture being considered. In current approaches, designers rely on heuristics and iterate over the multiple objectives and requirements until a satisfactory solution is found. To improve on this state of practice, this research introduces advances in the following two areas: a.) Formulating a component sizing problem in a manner that is convenient to designers and b.) Solving the component sizing problem in an efficient manner so that all of the imposed requirements are satisfied simultaneously and the solution obtained is mathematically optimal. In particular, an acausal, algebraic, equation-based, declarative modeling approach is taken to solve component sizing problems efficiently. This is because global optimization algorithms exist for algebraic models and the computation time is considerably less as compared to the optimization of dynamic simulations. In this thesis, the mathematical programming language known as GAMS (General Algebraic Modeling System) and its associated global optimization solvers are used to solve component sizing problems efficiently. Mathematical programming languages such as GAMS are not convenient for formulating component sizing problems and therefore the Systems Modeling Language developed by the Object Management Group (OMG SysML ) is used to formally capture and organize models related to component sizing into libraries that can be reused to compose new models quickly by connecting them together. Model-transformations are then used to generate low-level mathematical programming models in GAMS that can be solved using commercial off-the-shelf solvers such as BARON (Branch and Reduce Optimization Navigator) to determine the component sizes that satisfy the requirements and objectives imposed on the system. This framework is illustrated by applying it to an example application for sizing a hydraulic log splitter.

Orientadores: Reginaldo Guirardello, Maria Teresa Moreira Rodrigues, Ignacio E. Grossmann / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Quimica / Made available in DSpace on 2018-08-11T14:00:07Z (GMT). No. of bitstreams: 1 Drummond_DanielaMedeirosDevienne_D.pdf: 2651709 bytes, checksum: 8eda6bf1eb834515f79e1109e462fc7b (MD5) Previous issue date: 2008 / Resumo: A seção de prensagem é uma importante parte da máquina de papel, afetando as propriedades do produto, bem como interferindo no custo final de fabricação. O setor de prensagem é responsável pela retirada da água da folha, através de ação mecânica no NIP (zona de contato entre por dois rolos). Baixa eficiência deste setor acarreta inconveniente como à elevação do número de quebras da folha, pela diminuição da resistência à tração; aumento no consumo de vapor na seção secadora da máquina, e em muitos casos, a redução da produtividade devido à redução da velocidade da máquina. A eficiência da prensagem é muito importante: primeiro, uma grande quantidade de água deve ser removida da folha nas prensas para se obter economia na secagem; em segundo lugar, a maior eficiência na remoção de água produz uma folha mais seca e, portanto, mais resistente e menos sujeita a quebras. Na entrada das prensas, o conteúdo seco da folha varia entre 18 a 26 % e na saída varia entre 44 até 50 %. Nos últimos anos, observou-se uma evolução bastante rápida dos conceitos de prensas, buscando uma adequação das exigências tais como economia no processo operacional, aumentando a remoção de água neste setor e ao mesmo tempo mantendo ou melhorando as características da folha de papel; e ainda novas demandas de eficiências exigidas nas máquinas. A redução de 1% de umidade da folha provoca uma redução do consumo de vapor na ordem de 4 a 5%. Este trabalho apresenta o desenvolvimento de um modelo matemático para otimização do setor de prensagem de uma máquina de papel através do seqüenciamento de produção de bobinas. O modelo foi desenvolvido em MILNP, o software utilizado para a modelagem foi o GAMS e o solver utilizado foi CPLEX10. Obtivemos uma redução média 46% nas trocas de feltros, juntamente com um aumento de 5% na remoção de água e 12% na produção de bobinas / Abstract: The process of paper manufacture is essentially the removal mechanics of a fiber suspension, starting in the formation where relatively low level of force mechanics is used to remove the free water between staple fibers. The biggest force mechanics used for continuous removal of this water is in the section of presses, where the located one between them in such a way involves the compression of the leaf for water withdrawal of the interior of staple fibers how much. The more compressed the leaf, greater the amount of water is removed. The pressing is made with the leaf in contact with one or two felts in NIP (zone of contact between two rolls). The press sector is an important part of the machine, affecting the properties of the paper, as the smoothness and the density, as well as intervening with the final cost of manufacture. Low efficiency of this sector causes inconvenience as to the rise of the number of in additions the leaf, for the reduction of the tensile strength; increase in the vapor consumption in the drying section, and in many cases, the reduction of the productivity due to reduction of the speed of the machine. The reduction of 1% of humidity of the web the reduction of the steam consumption in the order of 4 5%. This work has as objective the development of a mathematical model for optimization of the press section of a machine of paper through the sequence of production of reels. The model was developed in MILNP, the software used for the modeling was the used GAMS and solver was CPLEX10. We got an average reduction 46% in the replacement of felts, together with an increase of 5% in the removal of water and 12% in the production of reels / Doutorado / Desenvolvimento de Processos Químicos / Doutor em Engenharia Química