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Modelagem multiobjetivo para o problema da alocação de monitores de qualidade da energia em sistemas de distribuição de energia elétrica / Multiobjective modeling for the problem of allocation of power quality monitors in electrical distribution systemBranco, Hermes Manoel Galvão Castelo 30 July 2013 (has links)
Problemas ocasionados por perturbações na qualidade da energia elétrica (QEE) podem provocar sérios prejuízos, tanto de cunho social, quanto financeiros, aos clientes conectados ao sistema elétrico de potência como um todo. Neste contexto, os clientes que mais sofrem são os clientes industriais, pois estes possuem cargas sensíveis a vários distúrbios associados à falta da QEE. Sendo assim, para adoções de medidas preventivas, ou corretivas, que melhorem os índices de QEE, faz-se necessário um monitoramento dos sistemas elétricos que permita um melhor acompanhamento da ocorrência dos distúrbios. Nesta pesquisa é proposta a modelagem do problema de alocação ótima de monitores de QEE em sistemas de distribuição com múltiplos objetivos, os quais são: minimização do custo do monitoramento, minimização da ambiguidade topológica, maximização do monitoramento das cargas, maximização da quantidade de ramais monitorados, minimização da quantidade de afundamentos não monitorados, e maximização da redundância do monitoramento dos afundamentos. Na resolução do problema foi utilizado o Algoritmo Evolutivo Multiobjetivo com Tabelas (AEMT), adotado por ter boa capacidade de resolução com muitos objetivos. Os resultados obtidos permitiram observar que o AEMT forneceu as fronteiras de Pareto com soluções diversificadas e bem distribuídas ao longo da mesma, mostrando-se de grande relevância para o planejamento de sistemas de monitoramento da QEE em sistemas de distribuição de energia. A principal contribuição desta tese é o fornecimento de um modelo que permite às empresas de energia avaliar os investimentos que farão nos seus sistemas de monitoramento considerando seis critérios distintos, permitindo uma maior flexibilidade no estabelecimento do plano de monitoramento e uma melhor análise do custo/benefício considerando os seis aspectos abordados. / Problems arising from disturbances in power quality (PQ) can cause serious damage, both social, and financial, to customers connected to the electrical power distribution systems as a whole. In this context, the customers who suer most are industrial customers, as they have loads sensitive to various disturbances associated with the lack of PQ. Thus, in order to adopt preventive or corrective measures to improve PQ rates, it is necessary to monitor electrical systems to allow better oversight of the occurrence of disturbances. In this research, the proposal is to model the problem of optimal allocation of power quality monitors in distribution systems with multiple objectives. The multiple objectives are: minimizing the monitoring cost, minimizing ambiguities in topology, maximizing the load monitoring, maximizing the area monitoring, minimizing the voltage sag unmonitored, and maximizing the redundancy in the sag monitoring. In solving the problem, a Multiobjective Evolutionary Algorithm with Tables (MEAT) was adopted due to ability to deal with many objectives. The results show that the AMET finds a set of ecient solutions that are diversified and well-distributed along the Pareto Front, and that they are highly relevant for planning of PQ monitoring systems in electrical power distribution systems. The main contribution of this thesis is to provide a model that allows utilities better evaluate investments that they will make in their monitoring systems comprising six dierent criteria, allowing greater flexibility in establishing the monitoring plan and a better analysis of cost/benefit considering the six aspects.
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Modelagem multiobjetivo para o problema da alocação de monitores de qualidade da energia em sistemas de distribuição de energia elétrica / Multiobjective modeling for the problem of allocation of power quality monitors in electrical distribution systemHermes Manoel Galvão Castelo Branco 30 July 2013 (has links)
Problemas ocasionados por perturbações na qualidade da energia elétrica (QEE) podem provocar sérios prejuízos, tanto de cunho social, quanto financeiros, aos clientes conectados ao sistema elétrico de potência como um todo. Neste contexto, os clientes que mais sofrem são os clientes industriais, pois estes possuem cargas sensíveis a vários distúrbios associados à falta da QEE. Sendo assim, para adoções de medidas preventivas, ou corretivas, que melhorem os índices de QEE, faz-se necessário um monitoramento dos sistemas elétricos que permita um melhor acompanhamento da ocorrência dos distúrbios. Nesta pesquisa é proposta a modelagem do problema de alocação ótima de monitores de QEE em sistemas de distribuição com múltiplos objetivos, os quais são: minimização do custo do monitoramento, minimização da ambiguidade topológica, maximização do monitoramento das cargas, maximização da quantidade de ramais monitorados, minimização da quantidade de afundamentos não monitorados, e maximização da redundância do monitoramento dos afundamentos. Na resolução do problema foi utilizado o Algoritmo Evolutivo Multiobjetivo com Tabelas (AEMT), adotado por ter boa capacidade de resolução com muitos objetivos. Os resultados obtidos permitiram observar que o AEMT forneceu as fronteiras de Pareto com soluções diversificadas e bem distribuídas ao longo da mesma, mostrando-se de grande relevância para o planejamento de sistemas de monitoramento da QEE em sistemas de distribuição de energia. A principal contribuição desta tese é o fornecimento de um modelo que permite às empresas de energia avaliar os investimentos que farão nos seus sistemas de monitoramento considerando seis critérios distintos, permitindo uma maior flexibilidade no estabelecimento do plano de monitoramento e uma melhor análise do custo/benefício considerando os seis aspectos abordados. / Problems arising from disturbances in power quality (PQ) can cause serious damage, both social, and financial, to customers connected to the electrical power distribution systems as a whole. In this context, the customers who suer most are industrial customers, as they have loads sensitive to various disturbances associated with the lack of PQ. Thus, in order to adopt preventive or corrective measures to improve PQ rates, it is necessary to monitor electrical systems to allow better oversight of the occurrence of disturbances. In this research, the proposal is to model the problem of optimal allocation of power quality monitors in distribution systems with multiple objectives. The multiple objectives are: minimizing the monitoring cost, minimizing ambiguities in topology, maximizing the load monitoring, maximizing the area monitoring, minimizing the voltage sag unmonitored, and maximizing the redundancy in the sag monitoring. In solving the problem, a Multiobjective Evolutionary Algorithm with Tables (MEAT) was adopted due to ability to deal with many objectives. The results show that the AMET finds a set of ecient solutions that are diversified and well-distributed along the Pareto Front, and that they are highly relevant for planning of PQ monitoring systems in electrical power distribution systems. The main contribution of this thesis is to provide a model that allows utilities better evaluate investments that they will make in their monitoring systems comprising six dierent criteria, allowing greater flexibility in establishing the monitoring plan and a better analysis of cost/benefit considering the six aspects.
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Duality and optimality in multiobjective optimizationBot, Radu Ioan 04 July 2003 (has links) (PDF)
The aim of this work is to make some investigations concerning duality for multiobjective optimization problems. In order to do this we study first the duality for scalar optimization problems by using the conjugacy approach. This allows us to attach three
different dual problems to a primal one. We examine the relations between the optimal objective values of the duals and verify,
under some appropriate assumptions, the existence of strong duality. Closely related to the strong duality we derive the optimality conditions for each of these three duals.
By means of these considerations, we study the duality for two vector optimization problems, namely, a convex multiobjective problem with cone inequality constraints and a special fractional
programming problem with linear inequality constraints. To each of these vector problems we associate a scalar primal and study the duality for it. The structure of both scalar duals give us an idea about how to construct a multiobjective dual. The existence of weak and strong duality is also shown.
We conclude our investigations by making an analysis over different duality concepts in multiobjective optimization. To a general multiobjective problem with cone inequality constraints we introduce other six different duals for which we prove weak as well as strong duality assertions. Afterwards, we derive some
inclusion results for the image sets and, respectively, for the maximal elements sets of the image sets of these problems. Moreover, we show under which conditions they become identical.
A general scheme containing the relations between the six multiobjective duals and some other duals mentioned in the literature is derived. / Das Ziel dieser Arbeit ist die Durchführung einiger Untersuchungen bezüglich der Dualität für Mehrzieloptimierungsaufgaben. Zu diesem Zweck wird als erstes mit Hilfe des so genannten konjugierten Verfahrens die Dualität für skalare Optimierungsaufgaben untersucht. Das erlaubt uns zu einer primalen Aufgabe drei unterschiedliche duale Aufgaben zuzuordnen. Wir betrachten die Beziehungen zwischen den optimalen Zielfunktionswerten der drei Dualaufgaben und untersuchen die Existenz der starken Dualität unter naheliegenden Annahmen. Im Zusammenhang mit der starken Dualität leiten wir für jede dieser Dualaufgaben die Optimalitätsbedingungen her.
Die obengenannten Ergebnisse werden beim Studium der Dualität für zwei Vektoroptimierungsaufgaben angewandt, und zwar für die konvexe Mehrzieloptimierungsaufgabe mit Kegel-Ungleichungen als Nebenbedingungen und für eine spezielle Quotientenoptimierungsaufgabe mit linearen Ungleichungen als Nebenbedingungen. Wir assoziieren zu jeder dieser vektoriellen Aufgaben eine skalare Aufgabe für welche die Dualität betrachtet wird. Die Formulierung der beiden skalaren Dualaufgaben führt uns zu der Konstruktion der Mehrzieloptimierungsaufgabe. Die Existenz von schwacher und starker Dualität wird bewiesen.
Wir schliessen unsere Untersuchungen ab, indem wir eine Analyse von verschiedenen Dualitätskonzepten in der Mehrzieloptimierung durchführen. Zu einer allgemeinen Mehrzieloptimierungsaufgabe mit Kegel-Ungleichungen als Nebenbedingungen werden sechs verschiedene Dualaufgaben eingeführt, für die sowohl schwache als auch starke Dualitätsaussagen gezeigt werden. Danach leiten wir verschiedene Beziehungen zwischen den Bildmengen, bzw., zwischen den Mengen der maximalen Elemente dieser Bildmengen der sechs Dualaufgaben her. Dazu zeigen wir unter welchen Bedingungen werden diese Mengen identisch.
Ein allgemeines Schema das die Beziehungen zwischen den sechs dualen Mehrzieloptimierungsaufgaben und andere Dualaufgaben aus der Literatur enthält, wird dargestellt.
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Algoritomos transgen?ticos aplicados ao problema da ?rvore geradora biobjetivoMonteiro, Silvia Maria Diniz 17 February 2011 (has links)
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Previous issue date: 2011-02-17 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior / The Multiobjective Spanning Tree is a NP-hard Combinatorial Optimization problem whose
application arises in several areas, especially networks design. In this work, we propose a
solution to the biobjective version of the problem through a Transgenetic Algorithm named
ATIS-NP. The Computational Transgenetic is a metaheuristic technique from Evolutionary
Computation whose inspiration relies in the conception of cooperation (and not competition)
as the factor of main influence to evolution. The algorithm outlined is the evolution of a work
that has already yielded two other transgenetic algorithms. In this sense, the algorithms
previously developed are also presented. This research also comprises an experimental
analysis with the aim of obtaining information related to the performance of ATIS-NP when
compared to other approaches. Thus, ATIS-NP is compared to the algorithms previously
implemented and to other transgenetic already presented for the problem under consideration.
The computational experiments also address the comparison to two recent approaches from
literature that present good results, a GRASP and a genetic algorithms. The efficiency of the
method described is evaluated with basis in metrics of solution quality and computational
time spent. Considering the problem is within the context of Multiobjective Optimization,
quality indicators are adopted to infer the criteria of solution quality. Statistical tests evaluate
the significance of results obtained from computational experiments / A ?rvore Geradora Multiobjetivo ? um problema de Otimiza??o Combinat?ria NP-?rduo.
Esse problema possui aplica??o em diversas ?reas, em especial, no projeto de redes. Nesse
trabalho, prop?e-se uma solu??o para o problema em sua vers?o biobjetivo por meio de um
Algoritmo Transgen?tico, denominado ATIS-NP. A Transgen?tica Computacional ? uma
t?cnica metaheur?stica da Computa??o Evolucion?ria cuja inspira??o est? na coopera??o (e
n?o na competi??o) como fator de maior influ?ncia para a evolu??o. O algoritmo proposto ? a
evolu??o de um trabalho que j? originou dois outros algoritmos transgen?ticos. Nesse sentido,
os algoritmos previamente desenvolvidos tamb?m s?o apresentados. Essa pesquisa
compreende ainda uma an?lise experimental que visa obter informa??es quanto ao
desempenho do ATIS-NP quando comparado a outros algoritmos. Para tanto, o ATIS-NP ?
comparado aos dois algoritmos anteriormente implementados, bem como a outro
transgen?tico proposto na literatura para o problema tratado. Os experimentos computacionais
abrangem ainda a compara??o do algoritmo desenvolvido a duas abordagens recentes da
literatura que obt?m excelentes resultados, um GRASP e um gen?tico. A efici?ncia do m?todo
apresentado ? avaliada com base em medidas de qualidade de solu??o e tempo computacional
despendido. Uma vez que o problema se insere no contexto da Otimiza??o Multiobjetivo,
indicadores de qualidade s?o utilizados para inferir o crit?rio de qualidade de solu??es
obtidas. Testes estat?sticos avaliam a signific?ncia dos resultados obtidos nos experimentos
computacionais
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Otimiza??o do controle eletr?nico do diagrama de radia??o de arranjos de antenas usando algoritmos gen?ticos com codifica??o realSilva, Leonardo Wayland Torres 17 February 2006 (has links)
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Previous issue date: 2006-02-17 / Antenna arrays are able to provide high and controlled directivity, which are suitable for radiobase stations, radar systems, and point-to-point or satellite links. The optimization of an array design is usually a hard task because of the non-linear characteristic of multiobjective, requiring the application of numerical techniques, such as genetic algorithms. Therefore, in order to optimize the electronic control of the antenna array radiation pattem through genetic algorithms in real codification, it was developed a numerical tool which is able to positioning the array major lobe, reducing the side lobe levels, canceling interference signals in specific directions of arrival, and improving the antenna radiation performance. This was accomplished by using antenna theory concepts and optimization methods, mainly genetic algorithms ones, allowing to develop a numerical tool with creative genes codification and crossover rules, which is one of the most important contribution of this work. The efficiency of the developed genetic algorithm tool is tested and validated in several antenna and propagation applications. 11 was observed that the numerical results attend the specific requirements, showing the developed tool ability and capacity to handle the considered problems, as well as a great perspective for application in future works. / Os arranjos de antenas podem fornecer uma diretividade elevada e control?vel, que ? ?til em esta??es r?dio base, sistemas de radares e enlaces ponto-a-ponto ou de sat?lite. A otimiza??o do projeto do arranjo ? uma tarefa usualmente dif?cil, devido ? caracter?stica n?o-linear de m?ltiplos objetivos, requisitando o uso de ferramentas computacionais, tais como os algoritmos gen?ticos. Nesse contexto, com o prop?sito de otimizar o controle eletr?nico do diagrama de radia??o de arranjos de antenas, atrav?s de algoritmos gen?ticos com codifica??o real, foi desenvolvida uma ferramenta computacional capaz de posicionar o l?bulo principal, reduzir o n?vel dos l?bulos laterais, rejeitar interfer?ncias com dire??es de chegada conhecidas e melhorar a ?rea de cobertura da antena. Para tanto, foram empregados conceitos de teoria de antenas e m?todos de otimiza??o, com ?nfase nos algoritmos gen?ticos, permitindo desenvolver a ferramenta com formas criativas de codifica??o e recombina??o, o que ? uma das mais importantes contribui??es deste trabalho. A efici?ncia da ferramenta desenvolvida ? testada e validada em aplica??es de antenas e propaga??o. Foi observado que os resultados num?ricos atendem aos requisitos especificados, demonstrando a habilidade e capacidade da ferramenta desenvolvida para lidar com os problemas considerados, como tamb?m uma grande perspectiva para aplica??es em trabalhos futuros.
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Descoberta de regras de conhecimento utilizando computação evolutiva multiobjetivo / Discoveing knowledge rules with multiobjective evolutionary computingRafael Giusti 22 June 2010 (has links)
Na área de inteligência artificial existem algoritmos de aprendizado, notavelmente aqueles pertencentes à área de aprendizado de máquina AM , capazes de automatizar a extração do conhecimento implícito de um conjunto de dados. Dentre estes, os algoritmos de AM simbólico são aqueles que extraem um modelo de conhecimento inteligível, isto é, que pode ser facilmente interpretado pelo usuário. A utilização de AM simbólico é comum no contexto de classificação, no qual o modelo de conhecimento extraído é tal que descreve uma correlação entre um conjunto de atributos denominados premissas e um atributo particular denominado classe. Uma característica dos algoritmos de classificação é que, em geral, estes são utilizados visando principalmente a maximização das medidas de cobertura e precisão, focando a construção de um classificador genérico e preciso. Embora essa seja uma boa abordagem para automatizar processos de tomada de decisão, pode deixar a desejar quando o usuário tem o desejo de extrair um modelo de conhecimento que possa ser estudado e que possa ser útil para uma melhor compreensão do domínio. Tendo-se em vista esse cenário, o principal objetivo deste trabalho é pesquisar métodos de computação evolutiva multiobjetivo para a construção de regras de conhecimento individuais com base em critérios definidos pelo usuário. Para isso utiliza-se a biblioteca de classes e ambiente de construção de regras de conhecimento ECLE, cujo desenvolvimento remete a projetos anteriores. Outro objetivo deste trabalho consiste comparar os métodos de computação evolutiva pesquisados com métodos baseado em composição de rankings previamente existentes na ECLE. É mostrado que os métodos de computação evolutiva multiobjetivo apresentam melhores resultados que os métodos baseados em composição de rankings, tanto em termos de dominância e proximidade das soluções construídas com aquelas da fronteira Pareto-ótima quanto em termos de diversidade na fronteira de Pareto. Em otimização multiobjetivo, ambos os critérios são importantes, uma vez que o propósito da otimização multiobjetivo é fornecer não apenas uma, mas uma gama de soluções eficientes para o problema, das quais o usuário pode escolher uma ou mais soluções que apresentem os melhores compromissos entre os objetivos / Machine Learning algorithms are notable examples of Artificial Intelligence algorithms capable of automating the extraction of implicit knowledge from datasets. In particular, Symbolic Learning algorithms are those which yield an intelligible knowledge model, i.e., one which a user may easily read. The usage of Symbolic Learning is particularly common within the context of classification, which involves the extraction of knowledge such that the associated model describes correelation among a set of attributes named the premises and one specific attribute named the class. Classification algorithms usually target into creating knowledge models which maximize the measures of coverage and precision, leading to classifiers that tend to be generic and precise. Althought this constitutes a good approach to creating models that automate the decision making process, it may not yield equally good results when the user wishes to extract a knowledge model which could assist them into getting a better understanding of the domain. Having that in mind, it has been established as the main goal of this Masters thesis the research of multi-objective evolutionary computing methods to create individual knowledge rules maximizing sets of arbitrary user-defined criteria. This is achieved by employing the class library and knowledge rule construction environment ECLE, which had been developed during previous research work. A second goal of this Masters thesis is the comparison of the researched evolutionary computing methods against previously existing ranking composition methods in ECLE. It is shown in this Masters thesis that the employment of multi-objective evolutionary computing methods produces better results than those produced by the employment of ranking composition-based methods. This improvement is verified both in terms of solution dominance and proximity of the solution set to the Pareto-optimal front and in terms of Pareto-front diversity. Both criteria are important for evaluating the efficiency of multi-objective optimization algorithms, for the goal of multi-objective optimization is to provide a broad range of efficient solutions, so the user may pick one or more solutions which present the best trade-off among all objectives
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Duality and optimality in multiobjective optimizationBot, Radu Ioan 25 June 2003 (has links)
The aim of this work is to make some investigations concerning duality for multiobjective optimization problems. In order to do this we study first the duality for scalar optimization problems by using the conjugacy approach. This allows us to attach three
different dual problems to a primal one. We examine the relations between the optimal objective values of the duals and verify,
under some appropriate assumptions, the existence of strong duality. Closely related to the strong duality we derive the optimality conditions for each of these three duals.
By means of these considerations, we study the duality for two vector optimization problems, namely, a convex multiobjective problem with cone inequality constraints and a special fractional
programming problem with linear inequality constraints. To each of these vector problems we associate a scalar primal and study the duality for it. The structure of both scalar duals give us an idea about how to construct a multiobjective dual. The existence of weak and strong duality is also shown.
We conclude our investigations by making an analysis over different duality concepts in multiobjective optimization. To a general multiobjective problem with cone inequality constraints we introduce other six different duals for which we prove weak as well as strong duality assertions. Afterwards, we derive some
inclusion results for the image sets and, respectively, for the maximal elements sets of the image sets of these problems. Moreover, we show under which conditions they become identical.
A general scheme containing the relations between the six multiobjective duals and some other duals mentioned in the literature is derived. / Das Ziel dieser Arbeit ist die Durchführung einiger Untersuchungen bezüglich der Dualität für Mehrzieloptimierungsaufgaben. Zu diesem Zweck wird als erstes mit Hilfe des so genannten konjugierten Verfahrens die Dualität für skalare Optimierungsaufgaben untersucht. Das erlaubt uns zu einer primalen Aufgabe drei unterschiedliche duale Aufgaben zuzuordnen. Wir betrachten die Beziehungen zwischen den optimalen Zielfunktionswerten der drei Dualaufgaben und untersuchen die Existenz der starken Dualität unter naheliegenden Annahmen. Im Zusammenhang mit der starken Dualität leiten wir für jede dieser Dualaufgaben die Optimalitätsbedingungen her.
Die obengenannten Ergebnisse werden beim Studium der Dualität für zwei Vektoroptimierungsaufgaben angewandt, und zwar für die konvexe Mehrzieloptimierungsaufgabe mit Kegel-Ungleichungen als Nebenbedingungen und für eine spezielle Quotientenoptimierungsaufgabe mit linearen Ungleichungen als Nebenbedingungen. Wir assoziieren zu jeder dieser vektoriellen Aufgaben eine skalare Aufgabe für welche die Dualität betrachtet wird. Die Formulierung der beiden skalaren Dualaufgaben führt uns zu der Konstruktion der Mehrzieloptimierungsaufgabe. Die Existenz von schwacher und starker Dualität wird bewiesen.
Wir schliessen unsere Untersuchungen ab, indem wir eine Analyse von verschiedenen Dualitätskonzepten in der Mehrzieloptimierung durchführen. Zu einer allgemeinen Mehrzieloptimierungsaufgabe mit Kegel-Ungleichungen als Nebenbedingungen werden sechs verschiedene Dualaufgaben eingeführt, für die sowohl schwache als auch starke Dualitätsaussagen gezeigt werden. Danach leiten wir verschiedene Beziehungen zwischen den Bildmengen, bzw., zwischen den Mengen der maximalen Elemente dieser Bildmengen der sechs Dualaufgaben her. Dazu zeigen wir unter welchen Bedingungen werden diese Mengen identisch.
Ein allgemeines Schema das die Beziehungen zwischen den sechs dualen Mehrzieloptimierungsaufgaben und andere Dualaufgaben aus der Literatur enthält, wird dargestellt.
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An examination of analysis and optimization procedures within a PBSD frameworkCott, Andrew January 1900 (has links)
Master of Science / Department of Architectural Engineering and Construction Science / Kimberly W. Kramer / The basic tenets of performance based seismic design (PBSD) are introduced. This includes a description of the underlying philosophy of PBSD, the concept of performance objectives, and a description of hazard levels and performance indicators. After establishing the basis of PBSD, analysis procedures that fit well within the PBSD framework are introduced. These procedures are divided into four basic categories: linear static, linear dynamic, nonlinear static, and nonlinear static. Baseline FEMA requirements are introduced for each category. Each analysis category is then expanded to include a detailed description of and variations on the basic procedure. Finally, optimization procedures that mesh well with a PBSD framework are introduced and described. The optimization discussion focuses first on the solution tools needed to effectively execute a PBSD multi-objective optimization procedure, namely genetic and evolutionary strategies algorithms. Next, multiple options for defining objective functions and constraints are presented to illustrate the versatility of structural optimization. Taken together, this report illustrates the unique aspects of PBSD. As PBSD moves to the forefront of design methodology, the subjects discussed serve to familiarize engineers with the advantages, possibilities, and finer workings of this powerful new design methodology.
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Solving multiobjective mathematical programming problems with fixed and fuzzy coefficientsRuzibiza, Stanislas Sakera 04 1900 (has links)
Many concrete problems, ranging from Portfolio selection to Water resource
management, may be cast into a multiobjective programming framework. The
simplistic way of superseding blindly conflictual goals by one objective function let no
chance to the model but to churn out meaningless outcomes. Hence interest of
discussing ways for tackling Multiobjective Programming Problems. More than this,
in many real-life situations, uncertainty and imprecision are in the state of affairs.
In this dissertation we discuss ways for solving Multiobjective Programming
Problems with fixed and fuzzy coefficients. No preference, a priori, a posteriori,
interactive and metaheuristic methods are discussed for the deterministic case. As
far as the fuzzy case is concerned, two approaches based respectively on possibility
measures and on Embedding Theorem for fuzzy numbers are described. A case
study is also carried out for the sake of illustration. We end up with some concluding
remarks along with lines for further development, in this field. / Operations Research / M. Sc. (Operations Research)
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Teoria, métodos e aplicações de otimização multiobjetivo / Theory, methods and applications of multiobjective optimizationSampaio, Phillipe Rodrigues 24 March 2011 (has links)
Problemas com múltiplos objetivos são muito frequentes nas áreas de Otimização, Economia, Finanças, Transportes, Engenharia e várias outras. Como os objetivos são, geralmente, conflitantes, faz-se necessário o uso de técnicas apropriadas para obter boas soluções. A área que trata de problemas deste tipo é chamada de Otimização Multiobjetivo. Neste trabalho, estudamos os problemas dessa área e alguns dos métodos existentes para resolvê-los. Primeiramente, alguns conceitos relacionados ao conjunto de soluções são definidos, como o de eficiência, no intuito de entender o que seria a melhor solução para este tipo de problema. Em seguida, apresentamos algumas condições de otimalidade de primeira ordem, incluindo as do tipo Fritz John para problemas de Otimização Multiobjetivo. Discutimos ainda sobre algumas condições de regularidade e total regularidade, as quais desempenham o mesmo papel das condições de qualificação em Programação Não-Linear, propiciando a estrita positividade dos multiplicadores de Lagrange associados às funções objetivo. Posteriormente, alguns dos métodos existentes para resolver problemas de Otimização Multiobjetivo são descritos e comparados entre si. Ao final, aplicamos a teoria e métodos de Otimização Multiobjetivo nas áreas de Compressed Sensing e Otimização de Portfolio. Exibimos então testes computacionais realizados com alguns dos métodos discutidos envolvendo problemas de Otimização de Portfolio e fazemos uma análise dos resultados. / Problems with multiple objectives are very frequent in areas such as Optimization, Economy, Finance, Transportation, Engineering and many others. Since the objectives are usually conflicting, there is a need for appropriate techniques to obtain good solutions. The area that deals with problems of this type is called Multiobjective Optimization. The aim of this work is to study the problems of such area and some of the methods available to solve them. Firstly, some basic concepts related to the feasible set are defined, for instance, efficiency, in order to comprehend which solution could be the best for this kind of problem. Secondly, we present some first-order optimality conditions, including the Fritz John ones for Multiobjective Optimization. We also discuss about regularity and total regularity conditions, which play the same role in Nonlinear Multiobjective Optimization as the constraint qualifications in Nonlinear Programming, providing the strict positivity of the Lagrange multipliers associated to the objective functions. Afterwards, some of the existing methods to solve Multiobjective Optimization problems are described and compared with each other. At last, the theory and methods of Multiobjective Optimization are applied into the fields of Compressed Sensing and Portfolio Optimization. We, then, show computational tests performed with some of the methods discussed involving Portfolio Optimization problems and we present an analysis of the results.
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