9 resultados para augmented Lagrangian methods
Resumo:
This paper reviews the methods for measuring the economic cost of conflict. Estimating the economic costs of conflict requires a counterfactual calculation, which makes this a very difficult task. Social researchers have resorted to different estimation methods depending on the particular effect in question. The method used in each case depends on the units being analyzed (firms, sectors, regions or countries), the outcome variable under study (aggregate output, market valuation of firms, market shares, etc.) and data availability (a single cross-section, time series or panel data). This paper reviews existing methods used in the literature to assess the economic impact of conflict: cost accounting, cross-section methods, time series methods, panel data methods, gravity models, event studies, natural experiments and comparative case studies. The paper ends with a discussion of cost estimates and directions for further research.
Resumo:
Using US data for the period 1967:5-2002:4, this paper empirically investigates the performance of an augmented version of the Taylor rule (ATR) that (i) allows for the presence of switching regimes, (ii) considers the long-short term spread in addition to the typical variables, (iii) uses an alternative monthly indicator of general economic activity suggested by Stock and Watson (1999), and (iv) considers interest rate smoothing. The estimation results show the existence of switching regimes, one characterized by low volatility and the other by high volatility. Moreover, the scale of the responses of the Federal funds rate to movements in the term spread, inflation and the economic activity index depend on the regime. The estimation results also show robust empirical evidence that the ATR has been more stable during the term of office of Chairman Greenspan than in the pre-Greenspan period. However, a closer look at the Greenspan period shows the existence of two alternative regimes and that the response of the Fed funds rate to inflation has not been significant during this period once the term spread is considered.
Resumo:
In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of obtaining the solution value of the corresponding Lagrangian dual via solving scenario submodels once the nonanticipativity constraints have been dualized. Instead of considering a splitting variable representation over the set of scenarios, we propose to decompose the model into a set of scenario clusters. We compare the computational performance of the four Lagrange multiplier updating procedures, namely the Subgradient Method, the Volume Algorithm, the Progressive Hedging Algorithm and the Dynamic Constrained Cutting Plane scheme for different numbers of scenario clusters and different dimensions of the original problem. Our computational experience shows that the CLD bound and its computational effort depend on the number of scenario clusters to consider. In any case, our results show that the CLD procedures outperform the traditional LD scheme for single scenarios both in the quality of the bounds and computational effort. All the procedures have been implemented in a C++ experimental code. A broad computational experience is reported on a test of randomly generated instances by using the MIP solvers COIN-OR and CPLEX for the auxiliary mixed 0-1 cluster submodels, this last solver within the open source engine COIN-OR. We also give computational evidence of the model tightening effect that the preprocessing techniques, cut generation and appending and parallel computing tools have in stochastic integer optimization. Finally, we have observed that the plain use of both solvers does not provide the optimal solution of the instances included in the testbed with which we have experimented but for two toy instances in affordable elapsed time. On the other hand the proposed procedures provide strong lower bounds (or the same solution value) in a considerably shorter elapsed time for the quasi-optimal solution obtained by other means for the original stochastic problem.
Resumo:
Methods for generating a new population are a fundamental component of estimation of distribution algorithms (EDAs). They serve to transfer the information contained in the probabilistic model to the new generated population. In EDAs based on Markov networks, methods for generating new populations usually discard information contained in the model to gain in efficiency. Other methods like Gibbs sampling use information about all interactions in the model but are computationally very costly. In this paper we propose new methods for generating new solutions in EDAs based on Markov networks. We introduce approaches based on inference methods for computing the most probable configurations and model-based template recombination. We show that the application of different variants of inference methods can increase the EDAs’ convergence rate and reduce the number of function evaluations needed to find the optimum of binary and non-binary discrete functions.
Resumo:
Functional Electrical Stimulation (FES) is a technique that consists on applying electrical current pulses to artificially activate motor nerve fibers and produce muscle contractions to achieve functional movements. The main applications of FES are within the rehabilitation field, in which this technique is used to aid recovery or to restore lost motor functions. People that benefit of FES are usually patients with neurological disorders which result in motor dysfunctions; most common patients include stroke and spinal cord injury (SCI). Neuroprosthesis are devices that have their basis in FES technique, and their aim is to bridge interrupted or damaged neural paths between the brain and upper or lower limbs. One of the aims of neuroprosthesis is to artificially generate muscle contractions that produce functional movements, and therefore, assist impaired people by making them able to perform activities of daily living (ADL). FES applies current pulses and stimulates nerve fibers by means of electrodes, which can be either implanted or surface electrodes. Both of them have advantages and disadvantages. Implanted electrodes need open surgery to place them next to the nerve root, so these electrodes carry many disadvantages that are produced by the use of invasive techniques. In return, as the electrodes are attached to the nerve, they make it easier to achieve selective functional movements. On the contrary, surface electrodes are not invasive and are easily attached or detached on the skin. Main disadvantages of surface electrodes are the difficulty of selectively stimulating nerve fibers and uncomfortable feeling perceived by users due to sensory nerves located in the skin. Electrical stimulation surface electrode technology has improved significantly through the years and recently, multi-field electrodes have been suggested. This multi-field or matrix electrode approach brings many advantages to FES; among them it is the possibility of easily applying different stimulation methods and techniques. The main goal of this thesis is therefore, to test two stimulation methods, which are asynchronous and synchronous stimulation, in the upper limb with multi-field electrodes. To this end, a purpose-built wrist torque measuring system and a graphic user interface were developed to measure wrist torque produced with each of the methods and to efficiently carry out the experiments. Then, both methods were tested on 15 healthy subjects and sensitivity results were analyzed for different cases. Results show that there are significant differences between methods regarding sensation in some cases, which can affect effectiveness or success of FES.
Resumo:
Accurate and fast decoding of speech imagery from electroencephalographic (EEG) data could serve as a basis for a new generation of brain computer interfaces (BCIs), more portable and easier to use. However, decoding of speech imagery from EEG is a hard problem due to many factors. In this paper we focus on the analysis of the classification step of speech imagery decoding for a three-class vowel speech imagery recognition problem. We empirically show that different classification subtasks may require different classifiers for accurately decoding and obtain a classification accuracy that improves the best results previously published. We further investigate the relationship between the classifiers and different sets of features selected by the common spatial patterns method. Our results indicate that further improvement on BCIs based on speech imagery could be achieved by carefully selecting an appropriate combination of classifiers for the subtasks involved.
Resumo:
The work presented here is part of a larger study to identify novel technologies and biomarkers for early Alzheimer disease (AD) detection and it focuses on evaluating the suitability of a new approach for early AD diagnosis by non-invasive methods. The purpose is to examine in a pilot study the potential of applying intelligent algorithms to speech features obtained from suspected patients in order to contribute to the improvement of diagnosis of AD and its degree of severity. In this sense, Artificial Neural Networks (ANN) have been used for the automatic classification of the two classes (AD and control subjects). Two human issues have been analyzed for feature selection: Spontaneous Speech and Emotional Response. Not only linear features but also non-linear ones, such as Fractal Dimension, have been explored. The approach is non invasive, low cost and without any side effects. Obtained experimental results were very satisfactory and promising for early diagnosis and classification of AD patients.
Resumo:
We study quantum state tomography, entanglement detection and channel noise reconstruction of propagating quantum microwaves via dual-path methods. The presented schemes make use of the following key elements: propagation channels, beam splitters, linear amplifiers and field quadrature detectors. Remarkably, our methods are tolerant to the ubiquitous noise added to the signals by phase-insensitive microwave amplifiers. Furthermore, we analyse our techniques with numerical examples and experimental data, and compare them with the scheme developed in Eichler et al (2011 Phys. Rev. Lett. 106 220503; 2011 Phys. Rev. Lett. 107 113601), based on a single path. Our methods provide key toolbox components that may pave the way towards quantum microwave teleportation and communication protocols.
Resumo:
[SPA] El objetivo de este Trabajo de Fin de Grado ha sido diseñar un cuento multilingüe que incorpora una innovación tecnológica, la Realidad Aumentada, para favorecer el proceso de enseñanza-aprendizaje lingüístico en la escuela. Para ello, hemos analizado algunos cuentos con Realidad Aumentada que se pueden encontrar en el mercado. Al no encontrar ningún cuento que cumpliese nuestras expectativas, hemos creado un cuento multilingüe con Realidad Aumentada adaptando el cuento clásico “Peter Pan”, que cumple los objetivos de fomentar el aprendizaje de diferentes idiomas y el gusto por la lectura, valorar las lenguas inmigrantes en las aulas y promover el uso de las TIC.