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Publicações

Publicações por Dalila Fontes

2010

Minimal switching time of agent formations with collision avoidance

Autores
Fontes, DBMM; Fontes, FACC;

Publicação
Springer Optimization and Its Applications

Abstract
We address the problem of dynamically switching the topology of a formation of a number of undistinguishable agents. Given the current and the final topologies, each with n agents, there are n! possible allocations between the initial and final positions of the agents. Given the agents maximum velocities, there is still a degree of freedom in the trajectories that might be used in order to avoid collisions. We seek an allocation and corresponding agent trajectories minimizing the maximum time required by all agents to reach the final topology, avoiding collisions. Collision avoidance is guaranteed through an appropriate choice of trajectories, which might have consequences in the choice of an optimal permutation. We propose here a dynamic programming approach to optimally solve problems of small dimension. We report computational results for problems involving formations with up to 12 agents. © Springer Science+Business Media, LLC 2010.

2009

A stochastic dynamic programming model for valuing a eucalyptus investment

Autores
Ricardo Cunha, M; Fontes, DBMM;

Publicação
Springer Optimization and Its Applications

Abstract
This work proposes an exercise-dependent real options model for the valuation and optimal harvest timing of a forestry investment in eucalyptus. Investment in eucalyptus is complex, as trees allow for two cuts without replantation and have a specific time and growth window in which they are suitable for industrial processing into paper pulp. Thus, path dependency in the cutting options is observed, as the moment of exercise of the first option determines the time interval inwhich the second option may be exercised. Therefore, the value of the second option depends on the history of the state variables rather than on its final value. In addition, the options to abandon the project or convert land to another use, are also considered. The option value is estimated by solving a stochastic dynamic programming model. Results are reported for a case study in the Portuguese eucalyptus forest, which show that price uncertainty postpones the optimal cutting decisions.Moreover, optimal harvesting policies deviate from current practice of forest managers and allow for considerable gains. © Springer Science+Business Media, LLC 2009.

2003

Upper bounds minimum-cost for single-source uncapacitated concave network flow problems

Autores
Fontes, DBMM; Hadjiconstantinou, E; Christofides, N;

Publicação
NETWORKS

Abstract
In this paper, we describe a heuristic algorithm based on local search for the Single-Source Uncapacitated (SSU) concave Minimum-Cost Network Flow Problem (MCNFP). We present a new technique for creating different and informed initial solutions to restart the local search, thereby improving the quality of the resulting feasible solutions (upper bounds). Computational results on different classes of test problems indicate the effectiveness of the proposed method in generating basic feasible solutions for the SSU concave MCNFP very near to a global optimum. A maximum upper bound percentage error of 0.07% is reported for all problem instances for which an optimal solution has been found by a branch-and-bound method. (C) 2003 Wiley Periodicals, Inc.

2011

A Biased Random Key Genetic Algorithm Approach for Unit Commitment Problem

Autores
Roque, LAC; Fontes, DBMM; Fontes, FACC;

Publicação
EXPERIMENTAL ALGORITHMS

Abstract
A Biased Random Key Genetic Algorithm (BRKGA) is proposed to find solutions for the unit commitment problem. In this problem, one wishes to schedule energy production on a given set of thermal generation units in order to meet energy demands at minimum cost, while satisfying a set of technological and spinning reserve constraints. In the BRKGA, solutions are encoded by using random keys, which are represented as vectors of real numbers in the interval [0, 1]. The GA proposed is a variant of the random key genetic algorithm, since bias is introduced in the parent selection procedure, as well as in the crossover strategy. Tests have been performed on benchmark large-scale power systems of up to 100 units for a 24 hours period. The results obtained have shown the proposed methodology to be an effective and efficient tool for finding solutions to large-scale unit commitment problems. Furthermore, from the comparisons made it can be concluded that the results produced improve upon some of the best known solutions.

2007

Heuristic solutions for general concave minimum cost network flow problems

Autores
Fontes, DBMM; Goncalves, JF;

Publicação
NETWORKS

Abstract
We address the single-source uncapacitated minimum cost network flow problem with general concave cost functions. Exact methods to solve this class of problems in their full generality are only able to address small to medium size instances, since this class of problems is known to be NP-Hard. Therefore, approximate methods are more suitable. In this work, we present a hybrid approach combining a genetic algorithm with a local search. Randomly generated test problems have been used to test the computational performance of the algorithm. The results obtained for these test problems are compared to optimal solutions obtained by a dynamic programming method for the smaller problem instances and to upper bounds obtained by a local search method for the larger problem instances. From the results reported it can be shown that the hybrid methodology improves upon previous approaches in terms of efficiency and also on the pure genetic algorithm, i.e., without using the local search procedure. (C) 2007 Wiley Periodicals, Inc.

2006

A Branch-and-Bound algorithm for concave Network Flow Problems

Autores
Fontes, DBMM; Hadjiconstantinou, E; Christofides, N;

Publicação
JOURNAL OF GLOBAL OPTIMIZATION

Abstract
In this paper a Branch-and-Bound (BB) algorithm is developed to obtain an optimal solution to the single source uncapacitated minimum cost Network Flow Problem (NFP) with general concave costs. Concave NFPs are NP-Hard, even for the simplest version therefore, there is a scarcity of exact methods to address them in their full generality. The BB algorithm presented here can be used to solve optimally single source uncapacitated minimum cost NFPs with any kind of concave arc costs. The bounding is based on the computation of lower bounds derived from state space relaxations of a dynamic programming formulation. The relaxations, which are the subject of the paper (Fontes et al., 2005b) and also briefly discussed here, involve the use of non-injective mapping functions, which guarantee a reduction on the cardinality of the state space. Branching is performed by either fixing an arc as part of the final solution or by removing it from the final solution. Computational results are reported and compared to available alternative methods for addressing the same type of problems. It could be concluded that our BB algorithm has better performance and the results have also shown evidence that it has a sub-exponential time growth.

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