Reformulation of general chance constrained problems using the penalty functions

We explore reformulation of nonlinear stochastic programs with several joint chance constraints by stochastic programs with suitably chosenpenalty-type objectives. We show that the two problems are asymptotically equivalent. Simpler cases with one chance constraint and particular penalty functions were studied in [5, 9]. The obtained problems with penalties and with a fixed set of feasible solutions are simpler to solve and analyze then the chance constrained programs. We discuss solving both problems using Monte-Carlo simulation techniques for the cases when the set of feasible solution is finite or infinite bounded. The approach is applied to the financial optimization problem with Value at Risk constraint, transaction costs and integer allocations. We compare the ability to generate a feasible solution of the original chance constrained problem using the sample approximations of the chance constraints directly or via sample approximation of the penaltyfunction objective

Chance constrained problems: penalty reformulation and performance of sample approximation technique

summary:We explore reformulation of nonlinear stochastic programs with several joint chance constraints by stochastic programs with suitably chosen penalty-type objectives. We show that the two problems are asymptotically equivalent. Simpler cases with one chance constraint and particular penalty functions were studied in [6,11]. The obtained problems with penalties and with a fixed set of feasible solutions are simpler to solve and analyze then the chance constrained programs. We discuss solving both problems using Monte-Carlo simulation techniques for the cases when the set of feasible solution is finite or infinite bounded. The approach is applied to a financial optimization problem with Value at Risk constraint, transaction costs and integer allocations. We compare the ability to generate a feasible solution of the original chance constrained problem using the sample approximations of the chance constraints directly or via sample approximation of the penalty function objective

Obraz Španělska a Portugalska v anglicky psaných cestopisech druhé poloviny 18. století

v českém jazyce Diplomová práce se zabývá rozborem a interpretací anglicky psaných cestopisů druhé poloviny 18. století, popisujících Španělsko a Portugalsko. Jedná se o dva původní texty a jeden překlad z italštiny, všechny texty přitom byly ve své době oblíbené mezi čtenáři. Hlavním úkolem práce je na základě rozboru cestopisů vytvořit komplexní obraz obou dotčených zemí a jejich obyvatel. Výchozím konceptem je přitom tzv. černá legenda, negativní vidění Pyrenejského poloostrova pocházející z 16. století. Zároveň je cílem práce srovnat obrazy v jednotlivých dílech a dojít tak k obecnějším závěrům o anglickém vnímání Španělska a Portugalska. Klíčová slova: Španělsko, Portugalsko, cestopisy, obraz druhého, černá legenda, Southey, Baretti, Youngin English The master thesis is concerned with the analysis and interpretation of English written travelogues of the second half of the 18th century, which described Spain and Portugal. I work with two original texts and one translation from Italian, all texts were popular among their readers. The main goal of the thesis is to create the complex image of both respective countries and their inhabitants, based on the analysis of travelogues. As the fundamental concept of the thesis, I use so-called Black Legend, the negative view of the Iberian Peninsula originating in the 16th century. At the same time, the aim of the thesis is to compare the images in all works and come to more general conclusions about English perception of Spain and Portugal. Keywords: Spain, Portugal, travelogues, image of the Other, Black Legend, Southey, Baretti, YoungInstitute of General HistoryÚstav světových dějinFilozofická fakultaFaculty of Art

Public Image of Spain Based on Travel Literature Published in 17th - 18th c. England

Cílem bakalářské práce je rozbor a následná interpretace anglicky psaných cestopisných textů 17. a 18. Století, vztahujících se ke Španělsku. Jedná se přitom o jedno původní anglické dílo a jeden překlad z francouzštiny, obě byla široce dostupná tehdejšímu anglickému čtenáři. Na základě jejich rozboru směřuje práce k definici obrazu Španělska a jeho obyvatel, který tyto cestopisy předkládají. Hlavním cílem práce pak je využít metody kognitivního mapování k rekonstrukci mentálních map příslušných cestovatelů. Zároveň je kladen zřetel na jejich vnímání prostoru, hranice a v neposlední řadě také na konkrétní hodnocení navštívených míst. Dalším cílem práce je i snaha o komparaci obou cestopisů, respektive předložení dvou odlišných pohledů na Španělsko daného období. Klíčová slova: Obraz Španělska, cestopisy, Catherine Aulnoy, Robert Southey, mentální mapaThe aim of this thesis is to analyze and interpret English travel accounts from 17th and 18th century concerning Spain. One of the texts is original English work, while the other was translated from French. Both of them were available to the contemporary English reader. The thesis analyzes these travel accounts and aims to define the image of Spain and its inhabitants, based on the data from both works. The main goal of this thesis is then to reconstruct the mental map of each traveller, based on the method of cognitive mapping. At the same time, the perceiving of the space, border and the concrete rating of places visited, is also stressed. The next objective of this work is to compare both travel accounts, or propose two different views of Spain during a given time span. Keywords: Image of Spain, travel accounts, Catherine Aulnoy, Robert Southey, mental mapInstitute of General HistoryÚstav světových dějinFilozofická fakultaFaculty of Art

Solving joint chance constrained problems using regularization and Benders' decomposition

In this paper we investigate stochastic programms with joint chance constraints. We consider discrete scenario set and reformulate the problem by adding auxiliary variables. Since the resulting problem has a difficult feasible set, we regularize it. To decrease the dependence on the scenario number, we propose a numerical method by iteratively solving a master problem while adding Benders cuts. We find the solution of the slave problem (generating the Benders cuts) in a closed form and propose a heuristic method to decrease the number of cuts. We perform a numerical study by increasing the number of scenarios and compare our solution with a solution obtained by solving the same problem with continuous distribution

O corpo em jogo: emergência do discurso sobre o jogo no campo da educação física no començo do século XX no Uruguai

Dissertação (mestrado) - Universidade Federal de Santa Catarina, Centro de Ciências da Educação, Programa de Pós-Graduação em Educação, Florianópolis, 2017