In this dissertation a mathematical model is developed to establish the weight ratio of sugar’s varieties in a mixture directed to the export of the product, where are filled some quality requirements. Currently, Brazil is one of the world's largest sugar exporters, with an export volume estimated at 32.6 million tons for the harvest 2019. To meet the quality requirements of importing countries, it is necessary to combine the sugar’s varieties with different characteristics. The proposed model presents an objective function that minimizes the total cost of the blend, respecting these minimum and maximum characteristics required for each export market. The mathematical model is designed as a Linear Programming problem. The results were presented from the analysis of a case study, where the data have been validated in the General Algebraic Modeling System software (GAMS). / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Neste trabalho foi desenvolvido um modelo matemático com o objetivo de estabelecer a proporção mássica de variedades de açúcar numa mistura voltada à exportação do produto, onde são preenchidos alguns requisitos de qualidade. Atualmente, o Brasil é um dos maiores exportadores de açúcar do mundo, com um volume de exportação estimado em 32,6 milhões de toneladas para a safra 2019. Para atender às exigências de qualidade dos países importadores, faz-se necessário combinar as variedades de açúcar com características diferentes. O modelo proposto apresenta uma função objetivo que minimiza o custo total da mistura, respeitando essas características mínima e máxima exigidas por cada mercado importador. O modelo matemático foi concebido como um problema de Programação Linear. Os resultados foram apresentados a partir da análise de um estudo de caso, onde os dados foram validados no software General Algebraic Modeling System (GAMS).

The need to construct optimal drape surfaces arises in airborne geophysical surveys where it is necessary to fly a safe distance above the ground and within the performance limits of the aircraft used, but as close as possible to the surface. The problem is formulated as an LP with constraints at every point of a grid covering the area concerned, yielding a very large problem. The objective of the LP is to create as "good" a surface as possible. This formulation is new, as previous methods did not aim to minimise an objective function. If the desired surface has only slope limitations, the resulting drape surface must be constrained in the first derivative. Such a drape surface is readily constructed using the Lifting Algoritlun. It is shown that the Litling Algorithm is both exact and has great speed advantages. Some numerical results confinning exacmcss and speed are presented, as is the algorithm's analogy to a flow network method. An enhanced lifting method with a better order of complexity is also proposed and tested numerically. In most practical situations a drape surface is required which has both first and second derivatives constrained. If only a cut through such a surface is considered, the problem can be solved with relative ease by exploiting its nctwork~Jike structure. This method fonns the basis of one of the preferred heuristics developed later. It was not possible to generalise this method to a full two~dimensional drape surface. A commercially available LP package fares better in finding the optimal solution. Several heuristic methods were examined. first a general heuristic method based on a lifting approach was developed. This was followed by a method using repeated application of the method used for sections (the Alternating One-dimensional Dual Algorithm ["AODA"]). Three heuristics based on thimbles were also designed. Thimbles are caps whose first and second derivatives are acceptable and which are placed over local infeasibilities in the topography The work ends with a chapter comparing the efficiency of various heuristics and comparing the results obtained using a number of test datasets. It was fOLmd that heuristic methods provide acceptable drape surfaces and that the choice lies between speed and accuracy, with a previously designed smoothing method being the fastesl and the AODA the most accurate and quick enough. / Operations Research / D.Phil.

[pt] Uma gestão eficaz da cadeia de negócio do gás natural com logística de transporte por gasodutos, considerando os principais agentes, como Carregador, Produtor, Transportador e Distribuidor, requer a utilização de tecnologia de informação e sistemas de suporte à decisão. Este trabalho apresenta um Sistema de Gestão de Logística de Transporte de Gás Natural por Gasodutos - SGLT, composto de módulos ou subsistemas integrados que propiciam maximizar a comercialização do gás natural e mitigar a ocorrência de perdas de receitas e multas contratuais devido a contingências que podem gerar falha de entrega do gás natural ao Distribuidor. Permite também avaliar o nível ótimo econômico de confiabilidade que deve ser mantido pelo Transportador, através da implantação de redundâncias, para mitigar sua exposição aos riscos de perdas de receitas e multas contratuais por parte dos agentes envolvidos na cadeia do negócio de gás natural. O sistema proposto é fundamentado na simulação Monte Carlo de falhas de equipamentos da malha de gasodutos de transporte e de restrições de oferta e demanda de gás natural, bem como os fechamentos acidentais de válvulas de bloqueio de gasodutos e de falhas nos pontos de entrega de gás natural de modo a quantificar seus impactos na Cadeia do Negócio do Gás Natural. O sistema proposto é constituído de (i) um Sistema de Informação Geográfico - SIG, (ii) um modelo de dados de gasodutos (Arc Pipeline Data Model - APDM), (iii) um simulador termo-hidráulico de escoamento de gás por dutos em regime permanente e transiente - Pipeline Studio 3.0, (iv) uma base de dados dos resultados das simulações termohidráulicas, (v) um modelo de simulação Monte Carlo para avaliação da confiabilidade do sistema de transporte utilizando o software @Risk 4.5, (vi) um modelo econômico com simulação Monte Carlo utilizando o software @Risk 4.5 e (vii) um otimizador, baseado em programação linear, para maximização da comercialização de gás e para minimização de perdas de receitas e multas contratuais devido a cortes de fornecimento de gás decorrentes de situações contingenciais. Este trabalho permitiu identificar, quantificar e justificar economicamente a implantação de unidades compressoras reservas nas estações de compressão do Gasoduto Bolívia-Brasil, e aumentar a disponibilidade do sistema de compressão, reduzindo acentuadamente a exposição do Transportador a perdas de receita e penalidades contratuais por redução de capacidade de transporte decorrentes da entrada em manutenção de unidades compressoras e de falhas não-programadas de tais equipamentos. Foram também identificadas e quantificadas as falhas de válvulas de bloqueio de gasoduto e das estações de entrega de gás, não cabendo, nestes casos, a implantação de redundância. / [en] An efficient management of the natural gas business chain, based on pipeline transmission network and taking into consideration the interaction between the main players such as Shippers, Suppliers, Transmission Companies and Local Distribution Companies, requires the use of information technology and decision-making support systems. This work presents a Natural Gas Logistic Transportation Management System, composed of integrated modules or subsystems that allow maximizing natural gas commercialization and allow mitigating revenue losses and contractual penalties due to contingencies that may cause failures in gas delivery to Local Distribution Companies. The proposed system also allow evaluating the optimum economic level of availability to be maintained by the Transmission Company by using stand-by equipment to mitigate its risk exposures to revenue losses and contractual penalties from the agents of the natural gas chain. The proposed system is based on Monte Carlo simulation of equipment failures of the gas transmission network, on the supply/delivery unexpected shortfalls, unexpected block valves closing and failures on the city-gates in order to quantify their impact on the natural gas business chain. The proposed system is made of (i) a geographic information system - GIS, (ii) a pipeline data model (Arc Pipeline Data Model - APDM), (iii) a gas pipeline thermo-hydraulic simulation for steady and transient states - Pipeline Studio 3.0, (iv) a data base of thermohydraulic simulation results and (v) a Monte Carlo simulation model to evaluate the reliability of the transmission system by using @Risk 4.5 and (vi) an economic model with Monte Carlo simulation using @Risk 4.5 and (vii) an optimizer, based on linear programming, for gas commercialization maximization and minimization of revenue losses and contractual penalties for not delivering the gas volumes at the contracted level. This work has identified, quantified and proved feasible the installation of stand-by compressor units at the Bolivia-Brail Gas Pipeline compressor stations and therefore improved the transmission system availability. As a direct benefit has reduced the Transmission Company risk exposure to revenue losses and contractual penalties due to reduction of pipeline transmission capacity as consequence of compressor units scheduled and nonscheduled outages. Failures of pipeline block valves and city-gates have also been identified and quantified but redundancy improvements were not required.

abstract: Vegetative filter strips (VFS) are an effective methodology used for storm water management particularly for large urban parking lots. An optimization model for the design of vegetative filter strips that minimizes the amount of land required for stormwater management using the VFS is developed in this study. The resulting optimization model is based upon the kinematic wave equation for overland sheet flow along with equations defining the cumulative infiltration and infiltration rate. In addition to the stormwater management function, Vegetative filter strips (VFS) are effective mechanisms for control of sediment flow and soil erosion from agricultural and urban lands. Erosion is a major problem associated with areas subjected to high runoffs or steep slopes across the globe. In order to effect economy in the design of grass filter strips as a mechanism for sediment control & stormwater management, an optimization model is required that minimizes the land requirements for the VFS. The optimization model presented in this study includes an intricate system of equations including the equations defining the sheet flow on the paved and grassed area combined with the equations defining the sediment transport over the vegetative filter strip using a non-linear programming optimization model. In this study, the optimization model has been applied using a sensitivity analysis of parameters such as different soil types, rainfall characteristics etc., performed to validate the model / Dissertation/Thesis / Masters Thesis Civil and Environmental Engineering 2015

abstract: Revenue management is at the core of airline operations today; proprietary algorithms and heuristics are used to determine prices and availability of tickets on an almost-continuous basis. While initial developments in revenue management were motivated by industry practice, later developments overcoming fundamental omissions from earlier models show significant improvement, despite their focus on relatively esoteric aspects of the problem, and have limited potential for practical use due to computational requirements. This dissertation attempts to address various modeling and computational issues, introducing realistic choice-based demand revenue management models. In particular, this work introduces two optimization formulations alongside a choice-based demand modeling framework, improving on the methods that choice-based revenue management literature has created to date, by providing sensible models for airline implementation. The first model offers an alternative formulation to the traditional choice-based revenue management problem presented in the literature, and provides substantial gains in expected revenue while limiting the problem’s computational complexity. Making assumptions on passenger demand, the Choice-based Mixed Integer Program (CMIP) provides a significantly more compact formulation when compared to other choice-based revenue management models, and consistently outperforms previous models. Despite the prevalence of choice-based revenue management models in literature, the assumptions made on purchasing behavior inhibit researchers to create models that properly reflect passenger sensitivities to various ticket attributes, such as price, number of stops, and flexibility options. This dissertation introduces a general framework for airline choice-based demand modeling that takes into account various ticket attributes in addition to price, providing a framework for revenue management models to relate airline companies’ product design strategies to the practice of revenue management through decisions on ticket availability and price. Finally, this dissertation introduces a mixed integer non-linear programming formulation for airline revenue management that accommodates the possibility of simultaneously setting prices and availabilities on a network. Traditional revenue management models primarily focus on availability, only, forcing secondary models to optimize prices. The Price-dynamic Choice-based Mixed Integer Program (PCMIP) eliminates this two-step process, aligning passenger purchase behavior with revenue management policies, and is shown to outperform previously developed models, providing a new frontier of research in airline revenue management. / Dissertation/Thesis / Doctoral Dissertation Industrial Engineering 2016

Submitted by Johnny Rodrigues (johnnyrodrigues@ufcg.edu.br) on 2018-07-11T21:15:21Z No. of bitstreams: 1 MARCO ANTONIO LÁZARO VELÁSQUEZ - DISSERTAÇÃO PPGMAT 2007..pdf: 704392 bytes, checksum: 65d621d0e292ed7ae65f9c1d129b6200 (MD5) / Made available in DSpace on 2018-07-11T21:15:21Z (GMT). No. of bitstreams: 1 MARCO ANTONIO LÁZARO VELÁSQUEZ - DISSERTAÇÃO PPGMAT 2007..pdf: 704392 bytes, checksum: 65d621d0e292ed7ae65f9c1d129b6200 (MD5) Previous issue date: 2007-03 / Capes / Em problemas de otimização convexa e, de maneira geral, em problemas de inequações variacionais aparecem os conceitos de: trajetória central (definida por uma função barreira), algoritmo de ponto proximal generalizado (com distâncias de Bregman) e trajetória de Cauchy em variedades de Riemannianas. Nesta disertação são estudados os três conceitos e suas possíveis relações. Estas relações são dadas principalmente para programação linear. Primeiro é mostrado, com hipóteses adequadas, que a trajetória central está bem definida, é limitada, contínua, possui pontos de acumulação e converge para o centro analítico do conjunto de soluções. Depois, também com hipóteses adequadas, é provado que a seqüência gerada pelo algoritmo de ponto proximal generalizado converge para uma solução do problema de inequações varacionais. Um fato importante é quando a trajetória central é definida pela distância de Bregman como função barreira. Nestas considerações, é mostrado que a trajetória central e a seqüência gerada pelo algoritmo de ponto proximal generalizado convergem para o mesmo ponto. Além disso, para programação linear é mostrado que a seqüência gerada pelo algoritmo de ponto proximal generalizado está contida na trajetória central. Finalmente, é mostrado para programação linear que a trajetória central também coincide com a trajetória de Cauchy em variedades Riemannianas definidas em subconjuntos abertos de IRn com métrica dada pelo hessiano da função barreira. / In convex otimization problems and, more generally, in variational inequality problems appears concepts of: central paths defined by a barrier function, generalized proximal point algorithm with Bregman’s distances and Cauchy trajectory in Riemannian manifolds. In this work are studed these three concepts and its possible relationships. These relationships are showed principally to linear programming. First is showed, with adequate hypotheses, that a central path is well defined, is bounded, is continuos, have cluster points, these cluster points are solutions of variational inequality problems and converge to the analytic center of the solution set. Next, with adequate hypotheses too, is showed that a sequence generated by the generalized proximal point algorithm converge to someone solution of variational inequality problem. An important fact is when a central path is defined by the Bregman’s distance as a barrier function. In these cases, is showed that a central path and the sequence generated by the generalized proximal point algorithm converges to the same point. Furthermore, to linear programming is showed that the sequence generated by the generalized proximal point algorithm is contained in the central path. Finally, is showed to linear programming that a central path also coincides with a Cauchy trajectory in the Riemannian manifold defined on the open subsets ofIRn with metric given by the hessian of the barrier function.

Cette thèse concerne à la gestion globale à base de modèle des flux énergétiques dans le bâtiment. L'objectif des systèmes de gestion de l’énergie proposés est d’aider les occupants à gérer leur système bâtiment en planifiant la consommation/production des différents équipements présents en fonction des tarifs, de la disponibilité de l'énergie et des usages de l'occupant. L’objectif de cette thèse est de proposer une approche de résolution multi-solveurs s'appuyant sur le paradigme multi-agent.Pour y parvenir, nous avons développé, dans un premier temps, un service multi-phase, qui représente plusieurs phases flexibles avec des niveaux de consommation différents, offrant un niveau de précision supérieure pour des équipements comme une machine à laver. Dans un second temps, notre travail a consisté à proposer une nouvelle approche d’optimisation combinant différents solveurs embarqués dans des agents logiciels. Le résultat est une approche d’optimisation hybride à base d’agents, s’appuyant sur des algorithmes PLNE et des méta-heuristiques. / This PhD focuses on the global energy management based on energetical flux models ofbuildings. The objective of the energy management system is to help the inhabitants to manage theirbuilding, by scheduling the consumption/production of the different appliances, taking into accountenergy costs, availability et inhabitants’ preferences. The PhD objective is to propose a resolution approach with several solvers inspired by the multi agent systems.A multi-phasis service representing several phasis has been developped. Each phasis is defined by its own consumption level. This type of service presents a better precision than singlephasis approaches to model some appliances. A new optimization approach has been developped. Itcombines different solvers embedded into software agents. The results is an hybrid approach forthe optimization based on the multi-agent system, using MILP algorithms and meta-heuristics.

O aumento da concentração de gases de efeito estufa na atmosfera levou a uma preocupação de como se reduzir as emissões destes gases. Desta preocupação surgiram instrumentos de regulação a fim de reduzir ou controlar os níveis de poluição. Dentro deste contexto, esta pesquisa analisou o setor de transportes de cargas, com ênfase no transporte de soja. No Brasil, o setor de transportes é um dos principais responsáveis pelas emissões de gases de efeito estufa provenientes da queima de combustíveis fósseis. No setor de transportes, as emissões diferem entre os modais, sendo que as ferrovias e hidrovias poluem menos que as rodovias. Desta forma, simulou-se por meio de um modelo de programação linear se a adoção de medidas regulatórias sobre as emissões de CO2 traria uma alteração no uso das ferrovias e hidrovias. Uma das constatações, ao se utilizar o modelo de Minimização de Fluxo de Custo Mínimo para o transporte de soja em 2013, foi que a capacidade de embarque nos terminais ferroviários e hidroviários desempenha um papel fundamental na redução das emissões de CO2. Se não houver capacidade suficiente, a adoção de uma taxa pode não provocar a redução das emissões. No caso do sistema de compra e crédito de carbono, seria necessária a compra de créditos de carbono, numa situação em que a capacidade de embarque nos terminais intermodais seja limitada. Verificou-se, ainda, que melhorias na infraestrutura podem desempenhar um papel mitigador das emissões. Um aumento da capacidade dos terminais ferroviários e hidroviários existentes, bem como o aumento da capacidade dos portos, pode provocar a redução das emissões de CO2. Se os projetos de expansão das ferrovias e hidrovias desenvolvidos por órgãos governamentais saírem do papel, pode-se chegar a uma redução de pouco mais de 50% das emissões de CO2. Consideraram-se ainda quais seriam os efeitos do aumento do uso de biodiesel como combustível e percebeu-se que seria possível obter reduções tanto das emissões quanto do custo de transporte. Efeitos semelhantes foram encontrados quando se simulou um aumento da eficiência energética. Por fim, percebeu-se nesta pesquisa que a adoção de uma taxa não traria tantos benefícios, econômicos e ambientais, quanto a melhoria da infraestrutura logística do país. / The increased concentration of greenhouse gases in the atmosphere has led to a concern of how to reduce emissions of these gases. From this concern, regulatory instruments were conceived in order to reduce or control pollution levels. Within this context, this research examined the freight transport sector, with emphasis on the soybean transport. In Brazil, the transportation sector is a major contributor to the greenhouse gas emissions from burning fossil fuels. In the transportation sector, emissions differ among transportation modes, with the railways and waterways polluting less than the highways. Thus, it is simulated by means of a linear programming model if the adoption of regulatory measures on CO2 emissions would bring a change in the use of railways and waterways. One of the findings, using the model of Minimum Cost Flow Minimization for soybean transport in 2013, was that the loading capacity on rail and waterway terminals plays a key role in reducing CO2 emissions. If there is an insufficient capacity, the adoption of a tax may not cause the reduction of emissions. In the case of the cap and trade system, this would require the purchase of carbon credits in a situation where the loading capacity in intermodal terminals is limited. It was found further that improvements in the infrastructure could play a mitigating role for emissions. An increase in capacity of existing rail and waterway terminals, as well as increasing the capacity of ports, can cause the reduction of CO2 emissions. If the expansion projects of railways and waterways developed by government agencies leave the paperwork, it can be reached a reduction of over 50% of CO2 emissions. It was still considered what would be the effects of increased use of biodiesel as fuel, being realized that it would be possible to obtain reductions in both emissions and the shipping cost. Similar effects were found when it was simulated an increase of energy efficiency. Finally, it was noted in this study that the adoption of a tax would not bring so many benefits, including the economic and environmental ones, to improve the country\'s logistics infrastructure.

Este trabalho desenvolve uma estrutura de otimização que auxilia a tarefa de escalonamento das atividades de transporte de derivados de petróleo em uma rede de dutos. A malha dutoviária em estudo é utilizada para o transporte de derivados leves de petróleo com alto valor agregrado, sendo composta por 9 áreas (3 refinarias, 1 porto e 5 terminais). dentro deste cenário, a busca por resultados práticos considerando uma carga computacional aceitável torna-se um grande desafio. A abordagem adotada baseia-se na decomposição do problema, onde é investigada a aplicação de um modelo de programação linear inteira mista (Mixed Integer Linear Programming - MILP) com domínio de tempo contínuo para determinar o escalonamento das operações de curto-prazo da rede de dutos. Em função da abordagem hierárquica proposta, a etapa de ordenação da lista de bateladas utilizada na fase de temporização foi inicialmente desenvolvida através de heur´siticas construtivas que falham em situações particulares. Neste sentido, o problema de ordenação é reformulado através do emprego de estruturas de alto nível presentes em técnicas de programação lógica por restrições (Constraint Logic Programming - CLP). Na forma como é apresentada, a estrutura desenvolvida vem sendo extensivamente testada em cenários reais envolvendo mais de 100 bateladas para o horizonte de aproximadamente um mês. A partir desta ferramenta, novas programações de curto-prazo serão propostas, programações existentes serão validadas e informações de diagnóstico da rede serão obtidas de forma a auxiliar o processo de tomada de decisão operacional. / This work addresses an optimisation structure to support the operational decision-making of scheduling activities in a real world pipeline network. The used scenario to transport petroleum derivaties involves 9 areas (3 refineries, 1 harbour, and 5 distribution centres). Thus, the computational burden for determining a short-term scheduling within the considered scenario is a relevant issue. A decomposition approach is proposed to address such real-world problem. A continuous-time mixed integer linear programming model (MILP) is studied and used to determine the operational short-term scheduling. In this context of multilevel hierarchical structure, sequencing of activities are carried out by a heuristic algorithm which can fail for some particular cases. Thus, we propose to reformulate the sequencing problem by using high-level constructs of Constraint Logic Programming (CLP). The optimisation structure has been extensively tested in typical operational scenarios which, involve in general more than 100 batches. The scheduling horizon is considered to be about 1 month. Many insights have been derived from the obtained solutions, and the proposed approach can support the decision-making process.

Este trabalho desenvolve uma estrutura de otimização que auxilia a tarefa de escalonamento das atividades de transporte de derivados de petróleo em uma rede de dutos. A malha dutoviária em estudo é utilizada para o transporte de derivados leves de petróleo com alto valor agregrado, sendo composta por 9 áreas (3 refinarias, 1 porto e 5 terminais). dentro deste cenário, a busca por resultados práticos considerando uma carga computacional aceitável torna-se um grande desafio. A abordagem adotada baseia-se na decomposição do problema, onde é investigada a aplicação de um modelo de programação linear inteira mista (Mixed Integer Linear Programming - MILP) com domínio de tempo contínuo para determinar o escalonamento das operações de curto-prazo da rede de dutos. Em função da abordagem hierárquica proposta, a etapa de ordenação da lista de bateladas utilizada na fase de temporização foi inicialmente desenvolvida através de heur´siticas construtivas que falham em situações particulares. Neste sentido, o problema de ordenação é reformulado através do emprego de estruturas de alto nível presentes em técnicas de programação lógica por restrições (Constraint Logic Programming - CLP). Na forma como é apresentada, a estrutura desenvolvida vem sendo extensivamente testada em cenários reais envolvendo mais de 100 bateladas para o horizonte de aproximadamente um mês. A partir desta ferramenta, novas programações de curto-prazo serão propostas, programações existentes serão validadas e informações de diagnóstico da rede serão obtidas de forma a auxiliar o processo de tomada de decisão operacional. / This work addresses an optimisation structure to support the operational decision-making of scheduling activities in a real world pipeline network. The used scenario to transport petroleum derivaties involves 9 areas (3 refineries, 1 harbour, and 5 distribution centres). Thus, the computational burden for determining a short-term scheduling within the considered scenario is a relevant issue. A decomposition approach is proposed to address such real-world problem. A continuous-time mixed integer linear programming model (MILP) is studied and used to determine the operational short-term scheduling. In this context of multilevel hierarchical structure, sequencing of activities are carried out by a heuristic algorithm which can fail for some particular cases. Thus, we propose to reformulate the sequencing problem by using high-level constructs of Constraint Logic Programming (CLP). The optimisation structure has been extensively tested in typical operational scenarios which, involve in general more than 100 batches. The scheduling horizon is considered to be about 1 month. Many insights have been derived from the obtained solutions, and the proposed approach can support the decision-making process.