Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-09-25T20:20:58Z No. of bitstreams: 1 AlexandreAntonioAntunesdeAlmeidaDissertacao2017.pdf: 9464133 bytes, checksum: fa35c223ad6914a85852919809ce466a (MD5) / Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-09-25T20:21:20Z (GMT) No. of bitstreams: 1 AlexandreAntonioAntunesdeAlmeidaDissertacao2017.pdf: 9464133 bytes, checksum: fa35c223ad6914a85852919809ce466a (MD5) / Made available in DSpace on 2017-09-25T20:21:20Z (GMT). No. of bitstreams: 1 AlexandreAntonioAntunesdeAlmeidaDissertacao2017.pdf: 9464133 bytes, checksum: fa35c223ad6914a85852919809ce466a (MD5) Previous issue date: 2017-08-11 / This study proposes to create a model of actors??? behavior that operates by spreading contagion in the Brazilian financial environment. To pursue that proposed model, it was essential to review literature taking into account studies from various sciences such as psychology, sociology, economics and behavioral finances. Furthermore, it was conducted a survey research in which respondents were encouraged to take a stand on realistic and possible information-based-contagion scenarios. The results were dealt with by trying to classify the investors in behavioral profiles, taking into consideration the behavioral patterns of each group. The heuristics, biases and principles of psychology and behavioral economics were analyzed considering the susceptibility of actors to certain influences. The results were assessed by experts of the economical and financial fields by means of the use of discussion group. Later, a conceptual model was created in order to shape this system which considers the main influences over investors likely to change their behavior and to produce the effect of the indirect contagion. The information, considered as one of the key aspects of the contagion, is shaped in a model that is under the influence of an environment that is subjected to noise generation, echo chambers and informational cascades. The resulting model suggests there is a relation among those elements and contributes to the study when taking into account the profile of the investors, their behavioral susceptibility and potential changes to possible overreactions such as bank withdrawals. / O presente estudo objetivou elaborar um modelo de comportamento de atores como indutores de cont??gio no ambiente financeiro brasileiro. Para elaborar o modelo proposto, tornou-se necess??ria a realiza????o de uma revis??o de literatura com estudos originados de v??rias ci??ncias, tais como psicologia, sociologia, economia e finan??as comportamentais. Al??m disso, foi realizada pesquisa do tipo survey, onde os respondentes foram estimulados a se posicionar em cen??rios poss??veis e realistas de cont??gio baseado em informa????es. Os resultados foram organizados de forma a enquadrar os investidores em perfis comportamentais, levando-se em considera????o os padr??es comportamentais de cada grupo. As heur??sticas, vieses e princ??pios derivados da psicologia e da economia comportamental foram analisados diante da suscetibilidade dos atores a determinadas influ??ncias. Os resultados foram avaliados por profissionais da ??rea econ??mica e financeira mediante grupo de discuss??o. Posteriormente, para representar esse sistema que considera as principais influ??ncias sobre os investidores pass??veis de alterar os seus comportamentos e de gerar o efeito do cont??gio indireto, foi elaborado um modelo conceitual. A informa????o, como um dos elementos centrais do cont??gio, apresentase no modelo sob a influ??ncia de um ambiente suscet??vel a gera????o de ru??dos, c??maras de eco e cascatas informacionais. O modelo resultante sugere uma rela????o entre esses elementos e contribui ao considerar o perfil dos investidores, a sua suscetibilidade comportamental e potenciais mudan??as para poss??veis rea????es exageradas, como saques banc??rios.

Made available in DSpace on 2014-12-17T14:53:15Z (GMT). No. of bitstreams: 1 DiogoRMF_DISSERT.pdf: 1388214 bytes, checksum: 8814cfa4eedc7a31b0c8be932ce1962d (MD5) Previous issue date: 2012-07-05 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior / O aumento do tr?fego urbano e a exig?ncia de maior efici?ncia das cadeias de suprimentos estimulam a busca por solu??es log?sticas capazes de possibilitar o atendimento dessas exig?ncias minimizando custos operacionais e reduzindo o tr?fego de ve?culos pesados para distribui??o nos grandes centros. A presente disserta??o visa a fornecer algoritmos de otimiza??o para o problema de localiza??o capacitado que consiste em selecionar os locais de instala??o de f?bricas e sat?lites de forma a minimizar os custos de um sistema multin?vel de transporte de carga. O algoritmo desenvolvido ser? validado por meio de experimentos realizados com inst?ncias geradas aleatoriamente, simulando cen?rios reais de distribui??o. Tais experimentos mostram a efici?ncia computacional dos m?todos heur?sticos desenvolvidos, sendo seu desempenho superior ao do solver CPLEX (ILOG) em redes de distribui??o com maior grau de complexidade

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2017-10-18T19:39:54Z No. of bitstreams: 1 AnnaCeciliaChavesGomes_TESE.pdf: 3722949 bytes, checksum: f643a898084ff61ec16969deea12d5e2 (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2017-10-19T19:33:30Z (GMT) No. of bitstreams: 1 AnnaCeciliaChavesGomes_TESE.pdf: 3722949 bytes, checksum: f643a898084ff61ec16969deea12d5e2 (MD5) / Made available in DSpace on 2017-10-19T19:33:30Z (GMT). No. of bitstreams: 1 AnnaCeciliaChavesGomes_TESE.pdf: 3722949 bytes, checksum: f643a898084ff61ec16969deea12d5e2 (MD5) Previous issue date: 2017-03-09 / A proposi??o de que um processamento composto por dois sistemas - Intuitivo e Racional - ? respons?vel pelos processos cognitivos encontra in?meras refer?ncias na literatura. Cr?ticas recentes sugerem que o Sistema Intuitivo poderia ser composto por um Conjunto de Sistemas Aut?nomos (TASS) e o Racional por dois n?veis de controle: mentalidade algor?tmica e reflexiva. Embora exista significativa aceita??o da estrutura tripla por estudos da intelig?ncia artificial, a literatura atual converge para um processamento duplo, por isso ainda h? discuss?es acerca dos componentes da mente. Dado que os sistemas seriam respons?veis pela promo??o dos desvios sistem?ticos do racioc?nio normativo (vieses) e da avalia??o de atributos heur?sticos (heur?stica), tem-se que os estudos na ?rea podem auxiliar no entendimento da decis?o heur?stica, sendo necess?rios, assim, mais estudos, sobretudo emp?ricos, referentes ao assunto. Ante o exposto, o presente estudo trata de avaliar a arquitetura multivariada da domin?ncia dos sistemas cognitivos na gera??o de vieses comportamentais. Para tal, aplicou-se um question?rio feito com 2.958 participantes de 21 universidades p?blicas que mensurou a Heur?stica da Representatividade, Ancoramento, Heur?stica da Disponibilidade, Ilus?o de Controle, Avers?o ? Perda, Excesso de Confian?a, Otimismo, Efeito Dota??o, Heur?stica do Afeto, Fal?cia da Conjun??o, Efeito de Enquadramento, Contabilidade Mental, Efeito Disposi??o, Sistema Intuitivo e o Sistema Racional. As escalas foram validadas e analisadas por meio de uma An?lise Fatorial Confirmat?ria e, em seguida, foram aplicados a An?lise de Modelos de Equa??es Estruturais (SEM) e os testes de invari?ncia para subamostras dos diferentes g?neros, regi?es e ?reas de forma??o profissional. Dentre as escalas utilizadas, apenas a de Avers?o ? Perda n?o foi poss?vel de valida??o, provavelmente por ser considerada um recorte da original (demasiadamente grande para ser inclu?da). O Sistema Racional subdividiu-se em 2 fatores denominados de Algor?tmico e de Reflexivo, corroborando com estudos acerca de uma estrutura tripartida. Estruturas bidimensionais foram observadas no Otimismo e Efeito Disposi??o, de acordo com o observado em Bandeira et al. (2002) e Melo (2014) respectivamente. No que tange ? especifica??o do modelo estrutural, notou-se que o Excesso de Confian?a, Otimismo e Pessimismo resultam de uma mesma combina??o de sistemas, apresentando ind?cios de que esses poderiam de fato aparecerem em conjunto quando analisados empiricamente, conforme afirmado por Taylor e Brown (1988) e Barros e Silveira (2008). A Ancoragem estaria ocorrendo no que aparentaria ser um efeito de primming e a Contabilidade Mental mostrando-se ser parcialmente respons?vel por causar o Efeito Disposi??o, ambas as observa??es de acordo com a literatura da ?rea. J? a Fal?cia da Conjun??o, contrariamente ao esperado, n?o demonstrou relacionamento significativo com a Heur?stica da Representatividade, podendo esse resultado se dever ao instrumento, que mede a fal?cia, ser composto por quest?es demasiadamente tratadas na atualidade, assim, proporcionando que a Disponibilidade regesse predominantemente o vi?s. A SEM comprovou a influ?ncia dos sistemas racionais na Heur?stica do Afeto e Efeito Dota??o, em conson?ncia com Kahneman (2012). Por fim, ao se testar a invari?ncia, tem-se em todos os casos a rejei??o da hip?tese de invari?ncia, comprovando que os aspectos cognitivos apresentam forte subjetividade individual e ressaltam a import?ncia do perfil para o entendimento da domin?ncia dos sistemas. / The proposition that a processing composed of two systems - Intuitive and Rational - is responsible for the cognitive processes finds numerous references in the literature. Recent reviews suggest that the Intuitive System could be composed of a Set of Autonomous Systems (TASS) and the Rational by two levels of control: algorithmic and reflexive mentality. Although there is significant acceptance of the triple structure by artificial intelligence studies, current literature converges to dual processing, so there are still discussions about the components of the mind. Given that the systems would be responsible for promoting systematic deviations of normative reasoning (biases) and evaluation of heuristic attributes (heuristics), it has to be that the studies in the area can help in the understanding of the heuristic decision, therefore, more studies are needed, especially empirical ones, referring to the subject. Given the above, the present study treat to evaluate the multivariate architecture of the dominance of cognitive systems in the generation of behavioral biases. For this, a questionnaire was done with 2,958 participants from 21 public universities that measured the Representativity Heuristic, Anchoring, Availability Heuristic, Illusion of Control, Loss Aversion, Overconfidence, Optimism, Endowment Effect, Affect Heuristic, Conjunction Fallacy, Framing Effect, Mental Accounting, Disposition Effect, Intuitive System, and the Rational System. The scales were validated and analyzed by a Confirmatory Factor Analysis and then applied to the Structural Equation Model (SEM) and the invariance tests for sub-samples of the different genres, regions and professional qualification areas. Among the scales used, only Loss Aversion was not validated, probably because it was considered a clipping of the original (too large to be included). The Rational System was subdivided into 2 factors called Algorithmic and Reflexive, corroborating with studies about a tripartite structure. Two-dimensional structures were observed in the Optimism and Disposition Effect, according to what was observed in Bandeira et al. (2002) and Melo (2014), respectively. Concerning the specification of the structural model, it was noted that the Overconfidence, Optimism and Pessimism result from the same combination of systems, presenting indications that these could indeed appear together when analyzed empirically, as stated by Taylor and Brown (1988) and Barros and Silveira (2008). Anchoring would be occurring in what would appear to be a primming effect and the Mental Accounting showing to be partially responsible for causing the Disposition Effect, both observations according to the literature of the area. On the other hand, the Fallacy of the Conjunction, contrary to what was expected, did not demonstrate a significant relationship with the Heuristic of Representation, and this result may be due to the instrument, that measured the fallacy, be composed of issues that are heavily treated in the present day, thus allowing Availability to predominantly govern the bias. The SEM proved the influence of rational systems on the Affect Heuristic and Endowment Effect, in consonance with Kahneman (2012). Finally, when testing the invariance, it has been that, in all cases the rejection of the invariance hypothesis, proving that the cognitive aspects present a strong individual subjectivity and emphasize the importance of the profile for the understanding of the dominance of the systems.

Submitted by Jorge Silva (jorgelmsilva@ufrrj.br) on 2017-10-05T17:55:31Z No. of bitstreams: 1 2005 - Renato Ferreira.pdf: 559799 bytes, checksum: ac850dc7d73a0336326f2d3c101b9488 (MD5) / Made available in DSpace on 2017-10-05T17:55:32Z (GMT). No. of bitstreams: 1 2005 - Renato Ferreira.pdf: 559799 bytes, checksum: ac850dc7d73a0336326f2d3c101b9488 (MD5) Previous issue date: 2005-02-28 / The general objetive of this work consisted of analyzing as the micros and small entrepreneurs deal with the decisions process, aiming at to identify the main difficulties, inperfections and traps that can commit in this basic process to guarantee first the survival of his/her organization and to suply bases its growth. The data were collected through applies questionnaire to 60 (sixty) micro and small entrepreneurs of the segment of commerce of construction materials located in the city of Rio de Janeiro and Baixada Fluminense. It is important to stand out that this sample of entrepreneurs is requested to daily take innumerable decisions on the most varied aspects of its business and, usually, without the support of specialized consultants. It was observed that, the majority of the people, uses heuristical in the simplification of the decision process and, in many cases suffers the effect from the same vieses emanated of, generating decisions oblique. The collected material will be able to serve of base for the elaboration of deeper studies, with the purpose to help to the elaboration of materials for programs of managerial development for this important group of entrepreneurs, who are the generating greater of jobs of this country, allowing that they improve its power to decide processes and they can gain more efficiency and effectiveness, forming base for the growth of its companies. / O objetivo geral deste trabalho consiste em analisar como os micros e pequenos empres?rios lidam com o processo de tomada de decis?o, visando identificar as principais dificuldades, falhas e armadilhas que possam cometer neste processo fundamental para garantir primeiro a sobreviv?ncia de sua organiza??o e fornecer bases para o seu crescimento . Os dados foram coletados atrav?s de question?rio aplicado a 60 ( sessenta ) micro e pequenos empres?rios do segmento de com?rcio de materiais de constru??o localizados na cidade do Rio de Janeiro e Baixada Fluminense . ? importante ressaltar que esse universo de empreendedores ? solicitado a tomar diariamente in?meras decis?es sobre os mais variados aspectos de seu neg?cio e, via de regra, sem o apoio de assessorias especializadas. Constatamos que, como a maioria das pessoas utiliza heur?sticas na simplifica??o do processo decis?rio e, em muitos casos sofrem os efeitos dos vieses emanados das mesmas, gerando decis?es enviesadas. O material coletado poder? servir de base para a elabora??o de estudos mais profundos, com a finalidade de ajudar a elabora??o de materiais para programas de desenvolvimento gerencial para esse importante grupo de empres?rios, que s?o os maiores geradores de empregos deste pa?s, permitindo que melhorem seus processos decis?rios e possam ganhar mais efici?ncia e efic?cia, formando base para o crescimento de suas empresas.

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2016-08-26T23:09:02Z No. of bitstreams: 1 IngridMorganeMedeirosDeLucena_DISSERT.pdf: 1893477 bytes, checksum: af3baeea1aaa51a500a23196c3ed264b (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2016-08-30T23:12:54Z (GMT) No. of bitstreams: 1 IngridMorganeMedeirosDeLucena_DISSERT.pdf: 1893477 bytes, checksum: af3baeea1aaa51a500a23196c3ed264b (MD5) / Made available in DSpace on 2016-08-30T23:12:54Z (GMT). No. of bitstreams: 1 IngridMorganeMedeirosDeLucena_DISSERT.pdf: 1893477 bytes, checksum: af3baeea1aaa51a500a23196c3ed264b (MD5) Previous issue date: 2016-02-03 / A ?rea denominada de Engenharia de Software Baseada em Pesquisa (Search Based Software Engineering) vem crescendo nas ?ltimas d?cadas e possui um grande n?mero de trabalhos dedicados a ela. Esta ?rea re?ne a Engenharia de Software e a Otimiza??o no desenvolvimento de algoritmos que otimizem os custos de atividades inerentes ao processo do desenvolvimento de software. Dentre tais atividades est? o teste de software, o qual visa verificar, detectar e corrigir poss?veis erros cometidos pelos programadores. Uma vez que esta atividade ? respons?vel por at? 50% do custo total do desenvolvimento, os pesquisadores buscam minimizar o custo dos testes sem comprometer a qualidade do software. Os primeiros trabalhos abordando atividades de Teste de Software como problemas de otimiza??o surgiram na d?cada de 70. Este trabalho tem por objetivo realizar uma revis?o do estado-da-arte das t?cnicas e algoritmos de otimiza??o desenvolvidos para teste de software, estendendo um trabalho anterior, com a revis?o de 415 artigos da ?rea. ?, tamb?m, apresentada uma classifica??o de tais trabalhos quanto aos tipos de m?tricas, algoritmos de otimiza??o e outras caracter?sticas dos problemas inerentes ao teste de software. / The area known as Search Based Software Engineering has been growing in recent decades and has a large number of works dedicated to it. This area gathers the Software Engineering and Optimization in the development of algorithms that optimize the costs of activities related to the software development process. Software testing is one among those activities which aims at checking, detecting and correcting possible errors made by programmers. Since this activity is responsible for 50% of the total development cost, researchers seek to minimize testing costs without compromising the software quality. Early works addressing Software Testing activities as optimization problems arose in the 70s. This paper aims to conduct a review of the state of the art techniques and optimization algorithms developed for a major problem area, the Test Data Generation problem. A classification of works by metrics, optimization algorithms and other characteristics inherent to software testing problem.

Made available in DSpace on 2014-12-17T13:53:33Z (GMT). No. of bitstreams: 1 AnnaCCG_DISSERT.pdf: 494354 bytes, checksum: cc3884ea40667a786d041d6af02a9d7f (MD5) Previous issue date: 2012-02-16 / The Behavioral Finance develop as it is perceived anomalies in these markets efficient. This fields of study can be grouped into three major groups: heuristic bias, tying the shape and inefficient markets. The present study focuses on issues concerning the heuristics of representativeness and anchoring. This study aimed to identify the then under-reaction and over-reaction, as well as the existence of symmetry in the active first and second line of the Brazilian stock market. For this, it will be use the Fuzzy Logic and the indicators that classify groups studied from the Discriminant Analysis. The highest present, indicator in the period studied, was the Liabilities / Equity, demonstrating the importance of the moment to discriminate the assets to be considered "winners" and "losers." Note that in the MLCX biases over-reaction is concentrated in the period of financial crisis, and in the remaining periods of statistically significant biases, are obtained by sub-reactions. The latter would be in times of moderate levels of uncertainty. In the Small Caps the behavioral responses in 2005 and 2007 occur in reverse to those observed in the Mid-Large Cap. Now in times of crisis would have a marked conservatism while near the end of trading on the Bovespa speaker, accompanied by an increase of negotiations, there is an overreaction by investors. The other heuristics in SMLL occurred at the end of the period studied, this being a under-reaction and the other a over-reaction and the second occurring in a period of financial-economic more positive than the first. As regards the under / over-reactivity in both types, there is detected a predominance of either, which probably be different in the context in MLCX without crisis. For the period in which such phenomena occur in a statistically significant to note that, in most cases, such phenomena occur during the periods for MLCX while in SMLL not only biases are less present as there is no concentration of these at any time . Given the above, it is believed that while detecting the presence of bias behavior at certain times, these do not tend to appear to a specific type or heuristics and while there were some indications of a seasonal pattern in Mid- Large Caps, the same behavior does not seem to be repeated in Small Caps. The tests would then suggest that momentary failures in the Efficient Market Hypothesis when tested in semistrong form as stated by Behavioral Finance. This result confirms the theory by stating that not only rationality, but also human irrationality, is limited because it would act rationally in many circumstances / As Finan?as Comportamentais desenvolvem-se ? medida em que s?o percebidas anomalias nos ditos mercados eficientes. Seus campos de estudos podem ser reunidos em tr?s grandes grupos: vi?s heur?stico, subordina??o a forma e mercados ineficientes. O presente estudo foca-se em quest?es relativas ?s heur?sticas da representatividade e do ancoramento. O presente trabalho objetivou ent?o identificar a sub-rea??o e sobre-rea??o, assim como a exist?ncia de simetria nos ativos de primeira e segunda linha do mercado acion?rio brasileiro. Para tal foi utilizada a L?gica Fuzzy e os indicadores que classificam os grupos, estudados a partir da An?lise Discriminante. O ?ndice mais presente, nos per?odos estudados, foi o de Exig?vel/Patrim?nio L?quido, demonstrando a import?ncia deste no momento de discriminar os ativos a serem considerados vencedores e perdedores . Nota-se na MLCX que os vieses de sobre-rea??o se concentram no per?odo da crise financeira, sendo que nos demais per?odos, de vieses significantes estatisticamente, s?o obtidas sub-rea??es. Estas ?ltimas se dariam em momentos de n?veis moderados de incertezas. Nas Small Caps as rea??es comportamentais em 2005 e 2007 ocorrem de forma inversa ?s observadas nas Mid-Large Caps. Agora em momentos de crise ter-se-ia um marcado conservadorismo enquanto que nas proximidades do fim do preg?o viva-voz da Bovespa, acompanhado do aumento das negocia??es realizadas, nota-se uma rea??o excessiva por parte dos investidores. As demais heur?sticas nas SMLL ocorreram no final do per?odo em estudo, sendo esta uma de sub e outra de sobre-rea??o e a segunda ocorrendo em um per?odo financeiro-econ?mico mais positivo que a primeira. No que diz respeito a sub/sobre-rea??o em ambos tipos, n?o se detecta a predomin?ncia de nenhum destes, fato que provavelmente seria diferente nas MLCX em um contexto sem crise. Quanto ao per?odo em que tais fen?menos se d?o de forma significante estatisticamente notase que, em sua maioria, tais fen?menos ocorrem nos ?ltimos per?odos para as MLCX enquanto nas SMLL n?o apenas os vieses s?o menos presentes como tamb?m n?o h? concentra??o destes em nenhum per?odo. Diante do exposto, acredita-se que, embora detectese a presen?a de vieses comportamentais em certos per?odos, estes n?o aparentam tender a um tipo espec?fico de heur?stica ou e embora existam alguns ind?cios de uma sazonalidade nas Mid-Lage Caps, este mesmo comportamento n?o parece se repetir nas Small Caps. Os testes realizados sugerem ent?o que haveriam falhas moment?neas na Hip?tese de Mercados Eficientes quando testada em sua forma semi-forte conforme afirmado pelas Finan?as Comportamentais. Este resultado corrobora com a teoria ao afirmar que n?o apenas a racionalidade, mas tamb?m a irracionalidade humana, ? limitada, pois agir-se-ia racionalmente em in?meras circunst?ncias

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2016-08-16T20:15:31Z No. of bitstreams: 1 GuilhermeFernandesDeAraujo_DISSERT.pdf: 1848505 bytes, checksum: eaa10d2add37ab0c93d005b148c492ee (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2016-08-17T22:17:58Z (GMT) No. of bitstreams: 1 GuilhermeFernandesDeAraujo_DISSERT.pdf: 1848505 bytes, checksum: eaa10d2add37ab0c93d005b148c492ee (MD5) / Made available in DSpace on 2016-08-17T22:17:58Z (GMT). No. of bitstreams: 1 GuilhermeFernandesDeAraujo_DISSERT.pdf: 1848505 bytes, checksum: eaa10d2add37ab0c93d005b148c492ee (MD5) Previous issue date: 2016-02-12 / O Problema do Caixeiro Viajante com Caronas M?ltiplas (PCV-MCa) ? uma classe do Caixeiro Viajante Capacitado que apresenta a possibilidade de compartilhamento de assentos para passageiros aproveitando os deslocamentos do caixeiro entre as localidades do ciclo. O caixeiro divide o custo do trajeto com os passageiros embarcados. O modelo pode representar uma situa??o real em que, por exemplo, motoristas est?o dispostos a compartilhas trechos de sua viagem com turistas que pretendem se deslocar entre duas localidades visitadas pela rota do motorista, aceitando compartilhar o ve?culo com outros indiv?duos e visitando outras localidades do ciclo. / The Traveling Salesman with Multiple Ridesharing (TSP-MR) is a type of the Capacitated Traveling Salesman, which presents the possibility of sharing seats with passengers taking advantage of the paths the salesman travels through his cycle. The salesman shares the cost of a path with the boarded passengers. This model can portray a real situation in which, for example, drivers are willing to share parts of a trip with tourists that wish to move between two locations visited by the driver?s route, accepting to share the vehicle with other individuals visiting other locations within the cycle. This work proposes a mathematical formulation for the problem, and an exact and metaheuristics algorithms for its solution, comparing them.

Made available in DSpace on 2014-12-17T15:47:44Z (GMT). No. of bitstreams: 1 AlvaroNP.pdf: 769620 bytes, checksum: a6a391c5417e2fcb7b544cc7f3b2140f (MD5) Previous issue date: 2006-07-27 / Due to great difficulty of accurate solution of Combinatorial Optimization Problems, some heuristic methods have been developed and during many years, the analysis of performance of these approaches was not carried through in a systematic way. The proposal of this work is to make a statistical analysis of heuristic approaches to the Traveling Salesman Problem (TSP). The focus of the analysis is to evaluate the performance of each approach in relation to the necessary computational time until the attainment of the optimal solution for one determined instance of the TSP. Survival Analysis, assisted by methods for the hypothesis test of the equality between survival functions was used. The evaluated approaches were divided in three classes: Lin-Kernighan Algorithms, Evolutionary Algorithms and Particle Swarm Optimization. Beyond those approaches, it was enclosed in the analysis, a memetic algorithm (for symmetric and asymmetric TSP instances) that utilizes the Lin-Kernighan heuristics as its local search procedure / Devido ? grande dificuldade de solu??o exata dos Problemas de Otimiza??o Combinat?ria, v?rios m?todos heur?sticos t?m sido desenvolvidos e durante muitos anos, a an?lise de desempenho dessas abordagens n?o foi realizada de maneira sistem?tica. A proposta deste trabalho ? fazer uma an?lise estat?stica de abordagens heur?sticas aplicadas ao Problema do Caixeiro Viajante. O foco da an?lise ? avaliar o desempenho de cada abordagem em rela??o ao tempo computacional necess?rio at? a obten??o da solu??o ?tima para uma determinada inst?ncia do PCV. Para essa an?lise, foi utilizada uma metodologia estat?stica chamada An?lise de Sobreviv?ncia, auxiliada por m?todos para o teste da hip?tese de igualdade entre fun??es. Para uma melhor compreens?o, as abordagens avaliadas foram divididas em tr?s classes: Algoritmos Lin-Kernighan, Algoritmos Evolucion?rios e Algoritmos de Otimiza??o por Nuvem de Part?culas. Al?m das abordagens j? existentes, foi inclu?do na an?lise, um algoritmo mem?tico (para inst?ncias sim?tricas e assim?tricas do PCV) que utiliza o algoritmo de Lin e Kernighan como procedimento de busca local

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2016-04-08T22:40:13Z No. of bitstreams: 1 ThatianaCunhaNavarroDeSouza_TESE.pdf: 4253732 bytes, checksum: b88b33669e4903291d2e3da03d76f832 (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2016-04-11T22:01:06Z (GMT) No. of bitstreams: 1 ThatianaCunhaNavarroDeSouza_TESE.pdf: 4253732 bytes, checksum: b88b33669e4903291d2e3da03d76f832 (MD5) / Made available in DSpace on 2016-04-11T22:01:06Z (GMT). No. of bitstreams: 1 ThatianaCunhaNavarroDeSouza_TESE.pdf: 4253732 bytes, checksum: b88b33669e4903291d2e3da03d76f832 (MD5) Previous issue date: 2015-03-13 / Um importante problema enfrentado pela ind?stria petrol?fera ? distribuir v?rios produtos derivados de petr?leo atrav?s de polidutos. Tal distribui??o ? feita atrav?s de uma rede composta por refinarias (n?s fonte), parques de armazenagem (n?s intermedi?rios) e terminais (n?s de demanda), interligados por um conjunto de polidutos que transportam petr?leo e derivados entre ?reas adjacentes. Restri??es relativas a limites de armazenamento, tempo de entrega, disponibilidade das fontes, limites de envio e recebimento, entre outras, t?m de ser satisfeitas. Alguns pesquisadores lidam com este problema sob o ponto de vista discreto onde o fluxo na rede ? visto como o envio de bateladas. Geralmente, n?o existem dispositivos de separa??o entre bateladas de produtos diferentes e as perdas devidas ? interface podem ser significativas. Minimizar o tempo de entrega ? um objetivo usual dos engenheiros durante a programa??o do envio de produtos em redes de polidutos. No entanto, os custos devidos ?s perdas geradas nas interfaces n?o podem ser desconsiderados. O custo do envio dos produtos tamb?m depende das despesas de bombeamento as quais s?o, em grande parte, devidas ao custo da energia el?trica. Uma vez que a tarifa industrial de energia el?trica varia ao longo do dia, o bombeamento em diferentes per?odos ter?o diferentes custos. Este trabalho apresenta uma investiga??o experimental de m?todos computacionais desenvolvidos para lidar com o problema do envio de bateladas de derivados de petr?leo considerando a minimiza??o simult?nea de tr?s fun??es objetivo: tempo de entrega, perdas devidas ?s interfaces e custo de energia el?trica. Tal problema ? NP- ?rduo e ser? abordado atrav?s de algoritmos evolucion?rios h?bridos. As hibridiza??es t?m como foco principal os Algoritmos Transgen?ticos e arquiteturas cl?ssicas de algoritmos evolucion?rios multi-objetivo como MOEA/D, NSGA2 e SPEA2. Tr?s arquiteturas denominadas MOTA/D, NSTA e SPETA, s?o aplicadas ao problema. ? apresentado um estudo experimental dos algoritmos propostos onde ? utilizado um conjunto de trinta casos teste. Para analisar os resultados obtidos com os algoritmos s?o empregados indicadores de qualidade Pareto concordantes e testes estat?sticos n?o param?tricos. / An important problem faced by the oil industry is to distribute multiple oil products through pipelines. Distribution is done in a network composed of refineries (source nodes), storage parks (intermediate nodes), and terminals (demand nodes) interconnected by a set of pipelines transporting oil and derivatives between adjacent areas. Constraints related to storage limits, delivery time, sources availability, sending and receiving limits, among others, must be satisfied. Some researchers deal with this problem under a discrete viewpoint in which the flow in the network is seen as batches sending. Usually, there is no separation device between batches of different products and the losses due to interfaces may be significant. Minimizing delivery time is a typical objective adopted by engineers when scheduling products sending in pipeline networks. However, costs incurred due to losses in interfaces cannot be disregarded. The cost also depends on pumping expenses, which are mostly due to the electricity cost. Since industrial electricity tariff varies over the day, pumping at different time periods have different cost. This work presents an experimental investigation of computational methods designed to deal with the problem of distributing oil derivatives in networks considering three minimization objectives simultaneously: delivery time, losses due to interfaces and electricity cost. The problem is NP-hard and is addressed with hybrid evolutionary algorithms. Hybridizations are mainly focused on Transgenetic Algorithms and classical multi-objective evolutionary algorithm architectures such as MOEA/D, NSGA2 and SPEA2. Three architectures named MOTA/D, NSTA and SPETA are applied to the problem. An experimental study compares the algorithms on thirty test cases. To analyse the results obtained with the algorithms Pareto-compliant quality indicators are used and the significance of the results evaluated with non-parametric statistical tests.

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2018-03-02T23:39:14Z No. of bitstreams: 1 BrennerHumbertoOjedaRios_DISSERT.pdf: 2438215 bytes, checksum: 3e559bfdaf797a4b9164e336ebd13429 (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2018-03-13T18:44:23Z (GMT) No. of bitstreams: 1 BrennerHumbertoOjedaRios_DISSERT.pdf: 2438215 bytes, checksum: 3e559bfdaf797a4b9164e336ebd13429 (MD5) / Made available in DSpace on 2018-03-13T18:44:23Z (GMT). No. of bitstreams: 1 BrennerHumbertoOjedaRios_DISSERT.pdf: 2438215 bytes, checksum: 3e559bfdaf797a4b9164e336ebd13429 (MD5) Previous issue date: 2018-02-02 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior (CAPES) / O Problema do Caixeiro Viajante com Aluguel de Carros, ou simplesmente Problema do Caixeiro Alugador (PCA), ? uma generaliza??o do cl?ssico Problema do Caixeiro Viajante (PCV) onde seu tour de visitas pode ser decomposto em caminhos cont?guos que podem ser percorridos com diferentes carros alugados. O objetivo ? determinar o circuito hamiltoniano que resulte em um custo final m?nimo, considerando a penaliza??o paga em cada troca de ve?culos no tour. A penaliza??o ? o custo de retornar o carro at? a cidade onde foi alugado. O PCA est? classificado como um problema NP-dif?cil. O presente trabalho estuda a variante mais usada na literatura do PCA que ?: completo, total, irrestrito, sem repeti??o, livre e sim?trico. O foco da pesquisa s?o os procedimentos h?bridos que combinam meta-heur?sticas e m?todos baseados na Programa??o Linear. S?o hibridizados: algoritmos cient?ficos (ScA), descida em vizinhan?a vari?vel (VND), busca local adaptativa (ALSP) e uma nova variante do ALSP chamada busca local adaptativa iterativa (IALSP). As seguintes t?cnicas s?o propostas para lidar com o PCA: ScA+ALSP, ScA+IALSP e ScA+VND+IALSP. ? proposto um modelo de programa??o inteira mista para o PCA o qual ? usado no ALSP e no IALSP. Testes n?o param?tricos s?o usados para comparar os algoritmos em um conjunto de inst?ncias da literatura. / The Traveling Car Renter Salesman Problem, or simply Traveling Car Renter Problem (CaRS), is a generalization of the Traveling Salesman Problem (TSP) where the tour can be decomposed into contiguous paths that are traveled by different rented cars. The objective is to construct a minimal cost Hamiltonian circuit, considering the penalty paid for changing cars in the tour. This penalty is the cost of returning a car to the city where it was rented. CaRS is classified as an NP-hard problem. This work studies the CaRS version classified as: complete, total, unrestricted, with no repetition, free and symmetric. This research is focused on hybrid procedures that combine metaheuristics and methods based on Linear Programming (LP). The following methods were investigated: scientific algorithms (ScA), variable neighborhood descent (VND), adaptive local search (ASLP) and a new variant of ALSP called iterated adaptive local search (IALSP). The following techniques are proposed to deal with CaRS: ScA+ALSP, ScA+IALSP and ScA+VND+IALSP. A mixed integer programming model is proposed for CaRS which was used in the ALSP and IALSP. Non-parametric tests were used to compare the algorithms within a set of instances from the literature.