In recent years, the importance of incorporating uncertainty into planning models for logistics and transportation systems has been widely recognized in the Operations Research and transportation science communities. Maritime transportation, as a major mode of transport in the world, is subject to a wide range of disruptions at the strategic, tactical and operational levels. This thesis is mainly concerned with the development of robustness planning strategies that can mitigate the effects of some major types of disruptions for an important class of optimization problems in the shipping industry. Such problems arise in the creation and negotiation of long-term delivery contracts with customers who require on-time deliveries of high-value goods throughout the year. In this thesis, we consider the disruptions that can increase travel times between ports and ultimately affect one or more scheduled deliveries to the customers. Computational results show that our integrated solution procedure and robustness planning strategies can generate delivery plans that are both economical as well as robust against uncertain disruptions.

published_or_final_version / abstract / Electrical and Electronic Engineering / Master / Master of Philosophy

In the chemical or biochemical industry most processes are modeled by nonlinear equations. It is of a great significance to design high-performance nonlinear controllers for efficient control of these nonlinear processes to achieve closed-loop system's stability and high performance. However, there are many difficulties which hinder the design of such controllers due mainly to the process nonlinearity. In this work, comprehensive design procedures based on robust control have been proposed to efficiently deal with the design of gain-scheduled controllers for nonlinear systems. Since all the design procedures proposed in this work rely strongly on the process model, the first difficulty addressed in this thesis is the identification of a relatively simple model of the nonlinear processes under study. The nonlinearity of the processes makes it often difficult to obtain a first-principles model which can be used for analysis and design of the controller. As a result, relatively simple empirical models, Volterra series model and state-affine model, are chosen in this work to represent the nonlinear process for the design of controllers. The second major difficulty is that although the nonlinear models used in this thesis are easy to identify, the analysis of stability and performance for such models using nonlinear control theory is not straightforward. Instead, it is proposed in this study to investigate the stability and performance using a robust control approach. In this approach, the nonlinear model is approximated by a nominal linear model combined with a mathematical description of model error to be referred to, in this work, as model uncertainty. In the current work it was assumed that the main source of uncertainty with respect to the nominal linear model is due to the system nonlinearity. Then, in this study, robust control theoretical tools have been especially developed and applied for the design of gain-scheduled Proportional-Integral (PI) control and gain-scheduled Model Predictive Control (MPC). Gain-scheduled controllers are chosen because for nonlinear processes operated over a wide range of operation, gain-scheduling has proven to be a successful control design technique (Bequette, 1997) for nonlinear processes. To guarantee the closed-loop system's robust stability and performance with the designed controllers, a systematic approach has been proposed for the design of robust gain-scheduled controllers for nonlinear processes. The design procedure is based on robust stability and performance conditions proposed in this work. For time-varying uncertain parameters, robust stability and performance conditions using fixed Lyapunov functions and parameter-dependent Lyapunov functions, were used. Then, comprehensive procedures for the design and optimization of robust gain-scheduled PI and MPC controllers tuning parameters based on the robust stability and performance tests are then proposed. Since the closed-loop system represented by the combination of a state-affine process model and the gain-scheduled controller is found to have an affine dependence on the uncertain parameters, robust stability and performance conditions can be tested by a finite number of Linear Matrix Inequalities (LMIs). Thus, the final problems are numerically solvable. One of the inherent problems with robust control is that the design is conservative. Two approaches have been proposed in this work to reduce the conservatism. The first one is based on parameter-dependent Lyapunov functions, and it is applied when the rate of change of the time-varying uncertainty parameters is <i>a priori</i> available. The second one is based on the relaxation of an input-saturation factor defined in the thesis to deal with the issue of actuator saturation. Finally, to illustrate the techniques discussed in the thesis, robust gain-scheduled PI and MPC controllers are designed for a continuous stirred tank reactor (CSTR) process. A simple MIMO example with two inputs and two outputs controlled by a multivariable gain-scheduled MPC controller is also discussed to illustrate the applicability of the methods to multivariable situations. All the designed controllers are simulated and the simulations show that the proposed design procedures are efficient in designing and comparing robust gain-scheduled controllers for nonlinear processes.

CRESST has an established analysis procedure to evaluate the energy of the events it detects, in an attempt to detect WIMP dark matter. It was shown that unless eight classes of contaminant event were removed prior to this analysis, the output energy spectrum would be significantly biased. For both scientific and practical reasons, the removal process should be blind, and a series of cuts were developed to flag these events automatically, without removing any true events. An event simulation package was developed to optimise these cuts. It was shown that noise fluctuations could also reduce CRESST’s sensitivity, so a noise-dependent acceptance region was introduced to resolve this. The upgraded CRESST experiment included a new electronics system to provide heating and bias currents for 66 detectors. This system was integrated into the CRESST set-up, and it was shown that the electronics contributed no extra noise to the detectors. Data with an exposure of 50 kg days were analysed using the cuts and the noise-dependent acceptance. The cuts were successful, with no contaminant event retained and a live time reduction of just 2.3%. The data were used to set an upper limit on the WIMP-nucleon cross section for elastic scattering with a minimum of 6.3 × 10^(−7) pb at a WIMP mass of 61 GeV. This is a factor of 2.5 better than the previous best CRESST limit.

As compared to short-term forecasting (e.g., 1 day), it is often challenging to accurately forecast the volume of precipitation in a medium-term horizon (e.g., 1 week). As a result, fluctuations in water inflow can trigger generation shortage and electricity price spikes in a power system with major or predominant hydro resources. In this paper, we study a two-stage robust scheduling approach for a hydrothermal power system. We consider water inflow uncertainty and employ a vector autoregressive (VAR) model to represent its seasonality and accordingly construct an uncertainty set in the robust optimization approach. We design a Benders' decomposition algorithm to solve this problem. Results are presented for the proposed approach on a real-world case study.

This paper demonstrates that even regression results obtained by techniques close to the standard ordinary least squares (OLS) method can be difficult to replicate if a stochastic model fitting algorithm is employed. / Series: Research Report Series / Department of Statistics and Mathematics

Samhällets ökande beroende av bredbandsstruktur och framför allt av digitala tjänster ställer krav på stabilitet och driftsäkerhet. Det innebär att infrastrukturen måste vara robust nog att motstå påfrestningar och ha så god kvalitet att den fungerar och är tillgänglig även vid störningar. Det har hittills inte funnits någon etablerad standard för hur ett nät bör förläggas vilket har lett till en stor variation kring hur nät anläggs och vilken kvalitet de håller. Post- och telestyrelsen (PTS) har på regeringens uppdrag tagit fram föreskrifter som ska leda till att bredbandsnätet byggs upp driftsäkert och robust. Föreskrifter har tagits fram tillsammans med flera av branschens aktörer och beskriver hur en robust fiberanläggning ska anläggas och drivas. Anvisningarna går under samlingsnamnet Robust fiber. I detta examensarbete är det kraven på dokumentation av fibernät som studeras. På grund av Sveriges regerings bredbandsstrategi så har utbyggande av fibernätverket gått i sådan takt att dokumentation släpar efter. Geografiska informationssystem (GIS) är lämpliga att utnyttja för dokumentation och analys av robustheten i fibernät. Syftet med examensarbetet är utveckla en metod till opensource programvaran QGIS för att dokumentera fibernätverk och information om dess beståndsdelar. Metoden för arbetet var att designa en relationsdatabas med stöd för geografiska objekt och implementera detta i QGIS för att modellera upp fibernätverkets struktur och generera en översikt. Databasen sköter information om objekt och utsökningar kan utföras med SQL-frågeuttryckt och kopplas ihop med nätöversikt i QGIS. Resultatet visar att det är möjligt att till stor del uppfylla kraven för dokumentation. Det problem som dock inte lyckades lösas var dokumentationskravet att kunna visa schematiska ritningar för kanalisation.

Orientador: Edvaldo Assunção / Banca: Marcelo Carvalho Minhoto Teixeira / Banca: Ricardo Coração de Leão Fontoura de Oliveira / Resumo: Este trabalho trata do problema de estabilização robusta e de novas técnicas de otimização robusta de sistemas lineares contínuos no tempo sujeitos a incertezas politópicas no modelo. Todo trabalho é fundamentado em leis de controle por realimentação estática de saída. As técnicas de projetos apresentam condições suficientes na forma de desigualdades matriciais lineares (LMIs, acrônimo inglês para Linear Matrix Inequalities), formuladas com base na teoria de estabilidade segundo Lyapunov. Além do mais, índices de desempenho como a taxa de decaimento também são considerados no modelo, visto que, garantir apenas a estabilidade nem sempre é suficiente para fins de engenharia. As modelagens LMIs são realizadas através de lemas largamente utilizados em diversas áreas de sistema de controle, como, por exemplo, o lema de Finsler, que permite o uso tanto de uma função de Lyapunov dependente de parâmetros (PDLF, acrônimo inglês para Parameter-Dependent Lyapunov Function) quanto o uso de LMIs clássicas baseadas na existência de uma função de Lyapunov quadrática comum (CQLF, acrônimo inglês para Common Quadratic Lyapunov Function) para assegurar a estabilidade assintótica dos sistemas. Comparações entre ambos os métodos de projeto foram realizadas, e o presente trabalho apresenta resultados menos conservadores na maior parte das ocasiões, isto é, na maioria das vezes os problemas podem ser solucionados com PDLFs e não com CQLFs. Ainda, é proposta neste trabalho uma nova técnica para otimização da norma de controladores de saída e comparações são realizadas entre os métodos como forma de verificar a sua eficácia. O desafio deste trabalho consiste em realizar projetos de controladores robustos via LMIs através da realimentação estática de saída que fossem passíveis de implementação... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: This thesis addresses the problem of robust stabilization and robust new optimization techniques for continuous-time linear systems subject to polytopic uncertainties in the model. All work is based on static output feedback control laws. The text presents sufficient conditions for control projects in the form of Linear Matrix Inequalities (LMIs), formulated in terms of the Lyapunov stability theory. Moreover, performance indices as decay rate are also considered in the model, since only ensure stability is not always sufficient for engineering purposes. The modeling is performed using LMIs widely used lemmas in several areas of control systems , such as, for example, the Lemma of Finsler, which allows the use of Parameters Dependent Lyapunov Functions (PDLFs) as the use of classic LMIs based on the existence of a Common Quadratic Lyapunov Functions (CQLFs) to ensure asymptotic stability of the systems. Comparisons between the two design methods were performed, and the present work shows less conservative results on most occasions, in other words, the problems can be solved with PDLFs and not with CQLFs in most cases. Still, this work proposes a new technique for optimizing the norm of output controllers and comparisons are made between the methods as a way to verify its effectiveness. The challenge of this work was to carry out robust controllers designs based on LMIs through static output feedback that could be implemented on a real physical system subject to failure. Thus, simulations were made and the designed output controllers were implemented in a 3-DOF (Degrees Of Freedom) helicopter bench of Quanserr trademark, always seeking alternative controllers with better performance and lower norm that... (Complete abstract click electronic access below) / Mestre

Orientador: Marcelo Carvalho Minhoto Teixeira / Banca: Edvaldo Assunção / Banca: Rodrigo Cardin / Banca: Ricardo Hiroshi Caldeira Takahashi / Banca: Grace Silva Deaecto / Resumo: Esta tese propõe novos métodos de projeto de controle chaveado para algumas classes de sistemas: lineares com incertezas politópicas e não lineares incertos descritos por modelos fuzzy Takagi-Sugeno. Inicialmente são propostos métodos que utilizam uma função quadrática de Lyapunov e a estabilidade quadrática é utilizada para projetar vários ganhos do controlador, baseado em desigualdades matriciais lineares (do inglês Linear Matrix Inequalities - LMIs). Os controladores propostos são compostos por um único ganho que é escolhido por uma lei de chaveamento que retorna o menor valor da derivada temporal da função quadrática de Lyapunov. Para o caso linear, os controladores concebidos apresentam um melhor desempenho quando comparados com o controlador que emprega um único ganho de realimentação do estado normalmente implementado, e as LMIs utilizadas para encontrar os ganhos são mais relaxadas. Para o caso não linear, os controladores propostos também apresentaram um bom desempenho e eliminam a necessidade de encontrar as expressões explícitas das funções de pertinência que muitas vezes podem ter expressões longas e/ou complexas, ou serem desconhecidas devido às incertezas na planta. Em seguida foram propostos novos métodos de projeto de controle chaveado e um novo critério de estabilidade para sistemas não lineares incertos descritos por modelos fuzzy Takagi-Sugeno. O projeto do controlador chaveado é baseado na função de Lyapunov quadrática por partes do tipo mínimo e na minimização da derivada temporal desta função de Lyapunov. As condições do novo critério de estabilidade são representadas por um tipo de desigualdades matriciais bilineares (do inglês Bilinear Matrix Inequalities - BMIs) que podem ser resolvidas de forma eficiente pelo método... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: This thesis proposes new switched control design methods for some classes of linear systems with polytopic uncertainties and uncertain nonlinear systems described by Takagi-Sugeno fuzzy models. Initially, are proposed methods that use a quadratic Lyapunov function and quadratic stability to design, based on Linear Matrix Inequalities (LMIs), the feedback gains. The controller gain is chosen by a switching law that returns the smallest value of the time derivative of the quadratic Lyapunov function. For the linear case, the proposed methodology presents a better performance when compared with the controller usually implemented which uses only one state feedback gain and the LMIs for finding the switched gains are more relaxed. For nonlinear plants described by Takagi-Sugeno fuzzy models, the proposed controller also presented good performance and eliminates the need to obtain the explicit expressions of the membership functions of the Takagi-Sugeno fuzzy controllers, which can often have long and/or complex expressions, or may not be known, for instance due to the plant uncertainties. The design of the switched controllers is based on a minimum-type piecewise quadratic Lyapunov function and the minimization of the time derivative of this Lyapunov function. The conditions of the new stability criterion are represented by a kind of Bilinear Matrix Inequalities (BMIs) that can be efficiently solved by the path-following method. Furthermore, the proposed switched controller can also operate even with an uncertain reference control signal. To verify the efficacy of the proposed methodology are presented numerical simulations, including robust nonlinear control designs of a ball-and-beam system and of a magnetic levitator, and finally a robust... (Complete abstract click electronic access below) / Doutor

Orientador: Marcelo Carvalho Minhoto Teixeira / Banca: Edvaldo Assunção / Banca: Márcio Roberto Covacic. / Resumo: Neste trabalho são propostas condições suficientes para o controle H∞ chaveado de sistemas lineares incertos contínuos no tempo. A técnica abordada para este estudo consiste na utilização de uma função quadrática de Lyapunov e em um caso mais específico, uma função quadrática de Lyapunov por partes. A análise de estabilidade é descrita por meio de Desigualdades Matriciais Lineares (em inglês: Linear Matrix Inequalities), LMIs, que, quando factíveis, são facilmente resolvidas por meio de ferramentas disponíveis na literatura de programação convexa. Assim é apresentada uma metodologia de chaveamento do ganho de realimentação do vetor de estado, que assegura também o critério de desempenho H∞, cuja estratégia busca a obtenção do mínimo valor da derivada de uma função de Lyapunov quadrática. O método foi estendido com o emprego de uma função de Lyapunov quadrática por partes, cujo projeto é baseado nas desigualdades de Lyapunov-Metzler. É demonstrado que esta nova estratégia de chaveamento, além de uma implementação simples, oferece uma flexibilização das LMIs em comparação com os métodos convencionais que também utilizam o controle H∞. A teoria é ilustrada através de exemplos, que permitem comprovar o bom desempenho dos métodos propostos, incluindo a implementação em laboratório do controle de um helicóptero 3-DOF de bancada da QUANSER, sujeito a falhas estruturais. / Abstract: Sufficient conditions for the switched H∞ control of continuous-time uncertain linear systems are proposed. The technique discussed in this study is based on quadratic Lyapunov functions and a piecewise quadratic Lyapunov functions. The stability analysis is described by LMIs that, when feasible, are easily solved by available tools in the convex programming literature. Thus, a methodology for designing the switching of state vector feedback gains, which also ensures H∞ performance criterion, is presented. This new procedure chooses the state feedback gain that returns the minimum value of the time derivative of the Lyapunov function. The method was extended to a piecewise quadratic Lyapunov function and is designed from the solution of Lyapunov-Metzler inequalities. It is shown that this switching strategy, beyond a simple implementation, offers a relaxation in the LMIs, when compared with the conventional methods used in H∞ control. The procedure are illustrated by means of examples, including an implementation in the control of a 3-DOF helicopter, subject to structural failures. / Mestre