52 resultados para Linear Mixed Integer Multicriteria Optimization


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This paper presents the groundwater favorability mapping on a fractured terrain in the eastern portion of Sao Paulo State, Brazil. Remote sensing, airborne geophysical data, photogeologic interpretation, geologic and geomorphologic maps and geographic information system (GIS) techniques have been used. The results of cross-tabulation between these maps and well yield data allowed groundwater prospective parameters in a fractured-bedrock aquifer. These prospective parameters are the base for the favorability analysis whose principle is based on the knowledge-driven method. The mutticriteria analysis (weighted linear combination) was carried out to give a groundwater favorabitity map, because the prospective parameters have different weights of importance and different classes of each parameter. The groundwater favorability map was tested by cross-tabulation with new well yield data and spring occurrence. The wells with the highest values of productivity, as well as all the springs occurrence are situated in the excellent and good favorabitity mapped areas. It shows good coherence between the prospective parameters and the well yield and the importance of GIS techniques for definition of target areas for detail study and wells location. (c) 2008 Elsevier B.V. All rights reserved.

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A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

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Augmented Lagrangian methods for large-scale optimization usually require efficient algorithms for minimization with box constraints. On the other hand, active-set box-constraint methods employ unconstrained optimization algorithms for minimization inside the faces of the box. Several approaches may be employed for computing internal search directions in the large-scale case. In this paper a minimal-memory quasi-Newton approach with secant preconditioners is proposed, taking into account the structure of Augmented Lagrangians that come from the popular Powell-Hestenes-Rockafellar scheme. A combined algorithm, that uses the quasi-Newton formula or a truncated-Newton procedure, depending on the presence of active constraints in the penalty-Lagrangian function, is also suggested. Numerical experiments using the Cute collection are presented.

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Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

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In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved

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Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

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This study aimed to optimize the rheological properties of probiotic yoghurts supplemented with skimmed milk powder (SMP) whey protein concentrate (WPC) and sodium caseinate (Na-Cn) by using an experimental design type simplex-centroid for mixture modeling It Included seven batches/trials three were supplemented with each type of the dairy protein used three corresponding to the binary mixtures and one to the ternary one in order to increase protein concentration in 1 g 100 g(-1) of final product A control experiment was prepared without supplementing the milk base Processed milk bases were fermented at 42 C until pH 4 5 by using a starter culture blend that consisted of Streptococcus thermophilus Lactobacillus delbrueckii subsp bulgaricus and Bifidobacterium (Humans subsp lactis The kinetics of acidification was followed during the fermentation period as well the physico-chemical analyses enumeration of viable bacteria and theological characteristics of the yoghurts Models were adjusted to the results (kinetic responses counts of viable bacteria and theological parameters) through three regression models (linear quadratic and cubic special) applied to mixtures The results showed that the addition of milk proteins affected slightly acidification profile and counts of S thermophilus and B animal`s subsp lactis but it was significant for L delbrueckii subsp bulgaricus Partially-replacing SMP (45 g/100 g) with WPC or Na-Cn simultaneously enhanced the theological properties of probiotic yoghurts taking into account the kinetics of acidification and enumeration of viable bacteria (C) 2010 Elsevier Ltd All rights reserved