MATHEMATICAL MODELS AND POLYHEDRAL STUDIES FOR INTEGRAL SHEET METAL DESIGN

We deal with the optimization of the production of branched sheet metal products. New forming techniques for sheet metal give rise to a wide variety of possible profiles and possible ways of production. In particular, we show how the problem of producing a given profile geometry can be modeled as a discrete optimization problem. We provide a theoretical analysis of the model in order to improve its solution time. In this context we give the complete convex hull description of some substructures of the underlying polyhedron. Moreover, we introduce a new class of facet-defining inequalities that represent connectivity constraints for the profile and show how these inequalities can be separated in polynomial time. Finally, we present numerical results for various test instances, both real-world and academic examples.

Influence diagnostics for elliptical semiparametric mixed models

In this paper we extend semiparametric mixed linear models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. Penalized likelihood equations are applied to derive the maximum penalized likelihood estimates (MPLEs) which appear to be robust against outlying observations in the sense of the Mahalanobis distance. A reweighed iterative process based on the back-fitting method is proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to study the sensitivity of the MPLEs. Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering some appropriate elliptical errors. The local influence approach is used to compare the sensitivity of the model estimates.

Models for capacitated lot-sizing problem with backlogging, setup carryover and crossover

Setup operations are significant in some production environments. It is mandatory that their production plans consider some features, as setup state conservation across periods through setup carryover and crossover. The modelling of setup crossover allows more flexible decisions and is essential for problems with long setup times. This paper proposes two models for the capacitated lot-sizing problem with backlogging and setup carryover and crossover. The first is in line with other models from the literature, whereas the second considers a disaggregated setup variable, which tracks the starting and completion times of the setup operation. This innovative approach permits a more compact formulation. Computational results show that the proposed models have outperformed other state-of-the-art formulation.

Three time-based scale formulations for the two-stage lot sizing and scheduling in process industries

In this paper, we propose three novel mathematical models for the two-stage lot-sizing and scheduling problems present in many process industries. The problem shares a continuous or quasi-continuous production feature upstream and a discrete manufacturing feature downstream, which must be synchronized. Different time-based scale representations are discussed. The first formulation encompasses a discrete-time representation. The second one is a hybrid continuous-discrete model. The last formulation is based on a continuous-time model representation. Computational tests with state-of-the-art MIP solver show that the discrete-time representation provides better feasible solutions in short running time. On the other hand, the hybrid model achieves better solutions for longer computational times and was able to prove optimality more often. The continuous-type model is the most flexible of the three for incorporating additional operational requirements, at a cost of having the worst computational performance. Journal of the Operational Research Society (2012) 63, 1613-1630. doi:10.1057/jors.2011.159 published online 7 March 2012

Integrated pulp and paper mill planning and scheduling

This article describes a real-world production planning and scheduling problem occurring at an integrated pulp and paper mill (P&P) which manufactures paper for cardboard out of produced pulp. During the cooking of wood chips in the digester, two by-products are produced: the pulp itself (virgin fibers) and the waste stream known as black liquor. The former is then mixed with recycled fibers and processed in a paper machine. Here, due to significant sequence-dependent setups in paper type changeovers, sizing and sequencing of lots have to be made simultaneously in order to efficiently use capacity. The latter is converted into electrical energy using a set of evaporators, recovery boilers and counter-pressure turbines. The planning challenge is then to synchronize the material flow as it moves through the pulp and paper mills, and energy plant, maximizing customer demand (as backlogging is allowed), and minimizing operation costs. Due to the intensive capital feature of P&P, the output of the digester must be maximized. As the production bottleneck is not fixed, to tackle this problem we propose a new model that integrates the critical production units associated to the pulp and paper mills, and energy plant for the first time. Simple stochastic mixed integer programming based local search heuristics are developed to obtain good feasible solutions for the problem. The benefits of integrating the three stages are discussed. The proposed approaches are tested on real-world data. Our work may help P&P companies to increase their competitiveness and reactiveness in dealing with demand pattern oscillations. (C) 2012 Elsevier Ltd. All rights reserved.

Asynchronous teams for joint lot-sizing and scheduling problem in flow shops

The integrated production scheduling and lot-sizing problem in a flow shop environment consists of establishing production lot sizes and allocating machines to process them within a planning horizon in a production line with machines arranged in series. The problem considers that demands must be met without backlogging, the capacity of the machines must be respected, and machine setups are sequence-dependent and preserved between periods of the planning horizon. The objective is to determine a production schedule to minimise the setup, production and inventory costs. A mathematical model from the literature is presented, as well as procedures for obtaining feasible solutions. However, some of the procedures have difficulty in obtaining feasible solutions for large-sized problem instances. In addition, we address the problem using different versions of the Asynchronous Team (A-Team) approach. The procedures were compared with literature heuristics based on Mixed Integer Programming. The proposed A-Team procedures outperformed the literature heuristics, especially for large instances. The developed methodologies and the results obtained are presented.

Trends of the genetic connectedness measures among Nelore beef cattle herds

Validity of comparisons between expected breeding values obtained from best linear unbiased prediction procedures in genetic evaluations is dependent on genetic connectedness among herds. Different cattle breeding programmes have their own particular features that distinguish their database structure and can affect connectedness. Thus, the evolution of these programmes can also alter the connectedness measures. This study analysed the evolution of the genetic connectedness measures among Brazilian Nelore cattle herds from 1999 to 2008, using the French Criterion of Admission to the group of Connected Herds (CACO) method, based on coefficients of determination (CD) of contrasts. Genetic connectedness levels were analysed by using simple and multiple regression analyses on herd descriptors to understand their relationship and their temporal trends from the 19992003 to the 20042008 period. The results showed a high level of genetic connectedness, with CACO estimates higher than 0.4 for the majority of them. Evaluation of the last 5-year period showed only a small increase in average CACO measures compared with the first 5 years, from 0.77 to 0.80. The percentage of herds with CACO estimates lower than 0.7 decreased from 27.5% in the first period to 16.2% in the last one. The connectedness measures were correlated with percentage of progeny from connecting sires, and the artificial insemination spread among Brazilian herds in recent years. But changes in connectedness levels were shown to be more complex, and their complete explanation cannot consider only herd descriptors. They involve more comprehensive changes in the relationship matrix, which can be only fully expressed by the CD of contrasts.

Transmission of Human Herpesvirus Type 8 Infection Within Families in American Indigenous Populations From the Brazilian Amazon

Background. The intrafamilial dynamics of endemic infection with human herpesvirus type 8 (HHV-8) in Amerindian populations is unknown. Methods. Serum samples were obtained from 517 Amerindians and tested for HHV-8 anti-latent nuclear antigen (anti-LANA) and antilytic antibodies by immunofluorescence assays. Logistic regression and mixed logistic models were used to estimate the odds of being HHV-8 seropositive among intrafamilial pairs. Results. HHV-8 seroprevalence by either assay was 75.4% (95% confidence interval [CI]: 71.5%-79.1%), and it was age-dependent (P-trend<.001). Familial dependence in HHV-8 seroprevalence by either assay was found between mother-offspring (odds ratio [OR], 5.44; 95% CI: 1.62-18.28) and siblings aged >= 10 years (OR 4.42, 95% CI: 1.70-11.45) or siblings in close age range (<5 years difference) (OR 3.37, 95% CI: 1.21-9.40), or in families with large (>4) number of siblings (OR, 3.20, 95% CI: 1.33-7.67). In separate analyses by serological assay, there was strong dependence in mother-offspring (OR 8.94, 95% CI: 2.94-27.23) and sibling pairs aged >= 10 years (OR, 11.91, 95% CI: 2.23-63.64) measured by LANA but not lytic antibodies. Conclusions. This pattern of familial dependence suggests that, in this endemic population, HHV-8 transmission mainly occurs from mother to offspring and between close siblings during early childhood, probably via saliva. The mother to offspring dependence was derived chiefly from anti-LANA antibodies.

Accelerating benders decomposition with heuristicmaster problem solutions

In this paper, a general scheme for generating extra cuts during the execution of a Benders decomposition algorithm is presented. These cuts are based on feasible and infeasible master problem solutions generated by means of a heuristic. This article includes general guidelines and a case study with a fixed charge network design problem. Computational tests with instances of this problem show the efficiency of the strategy. The most important aspect of the proposed ideas is their generality, which allows them to be used in virtually any Benders decomposition implementation.

Assessment of variance components in nonlinear mixed-effects elliptical models

The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.

A mixed model QTL analysis for sugarcane multiple-harvest-location trial data

Sugarcane-breeding programs take at least 12 years to develop new commercial cultivars. Molecular markers offer a possibility to study the genetic architecture of quantitative traits in sugarcane, and they may be used in marker-assisted selection to speed up artificial selection. Although the performance of sugarcane progenies in breeding programs are commonly evaluated across a range of locations and harvest years, many of the QTL detection methods ignore two- and three-way interactions between QTL, harvest, and location. In this work, a strategy for QTL detection in multi-harvest-location trial data, based on interval mapping and mixed models, is proposed and applied to map QTL effects on a segregating progeny from a biparental cross of pre-commercial Brazilian cultivars, evaluated at two locations and three consecutive harvest years for cane yield (tonnes per hectare), sugar yield (tonnes per hectare), fiber percent, and sucrose content. In the mixed model, we have included appropriate (co)variance structures for modeling heterogeneity and correlation of genetic effects and non-genetic residual effects. Forty-six QTLs were found: 13 QTLs for cane yield, 14 for sugar yield, 11 for fiber percent, and 8 for sucrose content. In addition, QTL by harvest, QTL by location, and QTL by harvest by location interaction effects were significant for all evaluated traits (30 QTLs showed some interaction, and 16 none). Our results contribute to a better understanding of the genetic architecture of complex traits related to biomass production and sucrose content in sugarcane.

Coupled Boltzmann calculation of mixed axion/neutralino cold dark matter production in the early universe

We calculate the relic abundance of mixed axion/neutralino cold dark matter which arises in R-parity conserving supersymmetric (SUSY) models wherein the strong CP problem is solved by the Peccei-Quinn (PQ) mechanism with a concommitant axion/saxion/axino supermultiplet. By numerically solving the coupled Boltzmann equations, we include the combined effects of 1. thermal axino production with cascade decays to a neutralino LSP, 2. thermal saxion production and production via coherent oscillations along with cascade decays and entropy injection, 3. thermal neutralino production and re-annihilation after both axino and saxion decays, 4. gravitino production and decay and 5. axion production both thermally and via oscillations. For SUSY models with too high a standard neutralino thermal abundance, we find the combined effect of SUSY PQ particles is not enough to lower the neutralino abundance down to its measured value, while at the same time respecting bounds on late-decaying neutral particles from BBN. However, models with a standard neutralino underabundance can now be allowed with either neutralino or axion domination of dark matter, and furthermore, these models can allow the PQ breaking scale f(a) to be pushed up into the 10(14) - 10(15) GeV range, which is where it is typically expected to be in string theory models.

Cation Distribution and Local Order in Mixed Sodium Metaphosphate Glasses

Two structural properties in mixed alkali metal phosphate glasses that seem to be crucial to the development of the mixed ion effect in dc conductivity were systematically analyzed in Na mixed metaphosphates: the local order around the mobile species, and their distribution and mixing in the glass network. The set of glasses considered here, Na1-xMxPO3 with M = Li, Ag, K, Rb, and Cs and 0 <= x <= 1, encompass a broad degree of size mismatch between the mixed cation species. A comprehensive solid-state nuclear magnetic resonance study was carried out using P-31 MAS, Na-23 triple quantum MAS, Rb-87 QCPMG, P-31-Na-23 REDOR, Na-23-Li-7 and Li-7-Li-6 SEDOR, and Na-23 spin echo decay. It was observed that the arrangement of P atoms around Na in the mixed glasses was indistinguishable from that observed in the NaPO3 glass. However, systematic distortions in the local structure of the 0 environments around Na were observed, related to the presence of the second cation. The average Na-O distances show an expansion/compression When Na+ ions are replaced by cations with respectively smaller/bigger radii. The behavior of the nuclear electric quadrupole coupling. constants indicates that this expansion reduces the local symmetry, while the compression produces the opposite effect These effects become marginally small when the site mismatch between the cations is small, as in Na-Ag mixed glasses. The present study confirms the intimate mixing of cation species at the atomic scale, but clear deviations from random mixing were detected in systems with larger alkali metal ions (Cs-Na, K-Na, Rb-Na). In contrast, no deviations from the statistical ion mixture were found in the systems Ag-Na and Li-Na, where mixed cations are either of radii comparable to (Ag+) or smaller than (Li+) Na+. The set of results supports two fundamental structural features of the models proposed to explain the mixed ion effect: the. structural specificity of the sites occupied by each cation species and their mixing at the atomic scale.

Competing regression models for longitudinal data

The choice of an appropriate family of linear models for the analysis of longitudinal data is often a matter of concern for practitioners. To attenuate such difficulties, we discuss some issues that emerge when analyzing this type of data via a practical example involving pretestposttest longitudinal data. In particular, we consider log-normal linear mixed models (LNLMM), generalized linear mixed models (GLMM), and models based on generalized estimating equations (GEE). We show how some special features of the data, like a nonconstant coefficient of variation, may be handled in the three approaches and evaluate their performance with respect to the magnitude of standard errors of interpretable and comparable parameters. We also show how different diagnostic tools may be employed to identify outliers and comment on available software. We conclude by noting that the results are similar, but that GEE-based models may be preferable when the goal is to compare the marginal expected responses.

A Poisson mixed model with nonnormal random effect distribution

In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.