117 resultados para Nonlinear optimization solver


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In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

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The aim objective of this project was to evaluate the protein extraction of soybean flour in dairy whey, by the multivariate statistical method with 2(3) experiments. Influence of three variables were considered: temperature, pH and percentage of sodium chloride against the process specific variable ( percentage of protein extraction). It was observed that, during the protein extraction against time and temperature, the treatments at 80 degrees C for 2h presented great values of total protein (5.99%). The increasing for the percentage of protein extraction was major according to the heating time. Therefore, the maximum point from the function that represents the protein extraction was analysed by factorial experiment 2(3). By the results, it was noted that all the variables were important to extraction. After the statistical analyses, was observed that the parameters as pH, temperature, and percentage of sodium chloride, did not sufficient for the extraction process, since did not possible to obtain the inflection point from mathematical function, however, by the other hand, the mathematical model was significant, as well as, predictive.

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The present investigation is the first part of an initiative to prepare a regional map of the natural abundance of selenium in various areas of Brazil, based on the analysis of bean and soil samples. Continuous-flow hydride generation electrothermal atomic absorption spectrometry (HG-ET AAS) with in situ trapping on an iridium-coated graphite tube has been chosen because of the high sensitivity and relative simplicity. The microwave-assisted acid digestion for bean and soil samples was tested for complete recovery of inorganic and organic selenium compounds (selenomethionine). The reduction of Se(VI) to Se(IV) was optimized in order to guarantee that there is no back-oxidation, which is of importance when digested samples are not analyzed immediately after the reduction step. The limits of detection and quantification of the method were 30 ng L(-1) Se and 101 ng L(-1) Se, respectively, corresponding to about 3 ng g(-1) and 10 ng g(-1), respectively, in the solid samples, considering a typical dilution factor of 100 for the digestion process. The results obtained for two certified food reference materials (CRM), soybean and rice, and for a soil and sediment CRM confirmed the validity of the investigated method. The selenium content found in a number of selected bean samples varied between 5.5 +/- 0.4 ng g(-1) and 1726 +/- 55 ng g(-1), and that in soil samples varied between 113 +/- 6.5 ng g(-1) and 1692 +/- 21 ng g(-1). (C) 2011 Elsevier B.V. All rights reserved.

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Desserts made with soy cream, which are oil-in-water emulsions, are widely consumed by lactose-intolerant individuals in Brazil. In this regard, this study aimed at using response surface methodology (RSM) to optimize the sensory attributes of a soy-based emulsion over a range of pink guava juice (GJ: 22% to 32%) and soy protein (SP: 1% to 3%). WHC and backscattering were analyzed after 72 h of storage at 7 degrees C. Furthermore, a rating test was performed to determine the degree of liking of color, taste, creaminess, appearance, and overall acceptability. The data showed that the samples were stable against gravity and storage. The models developed by RSM adequately described the creaminess, taste, and appearance of the emulsions. The response surface of the desirability function was used successfully in the optimization of the sensory properties of dairy-free emulsions, suggesting that a product with 30.35% GJ and 3% SP was the best combination of these components. The optimized sample presented suitable sensory properties, in addition to being a source of dietary fiber, iron, copper, and ascorbic acid.

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Pothomorphe umbellata is a native plant widely employed in the Brazilian popular medicine. This plant has been shown to exert a potent antioxidant activity on the skin and to delay the onset and reduce the incidence of UVB-induced skin damage and photoaging. The aim of this work was to optimize the appearance, the centrifuge stability and the permeation of emulsions containing R umbellata (0. 1% 4-nerolidylchatecol). Experimental design was used to study ternary mixtures models with constraints and graphical representation by phase diagrams. The constraints reduce the possible experimental domain, and for this reason, this methodology offers the maximum information while requiring the minimum investment. The results showed that the appearance follows a linear model, and that the aqueous phase was the principal factor affecting the appearance; the centrifuge stability parameter followed a mathernatic quadratic model and the interactions between factors produced the most stable emulsions; skin permeation was improved by the oil phase, following a linear model generated by data analysis. We propose as optimized P. umbellata formulation: 68.4% aqueous phase, 26.6% oil phase and 5.0% of self-emulsifying phase. This formulation displayed an acceptable compromise between factors and responses investigated. (c) 2007 Elsevier B.V. All rights reserved.

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A simplex-lattice statistical project was employed to study an optimization method for a preservative system in an ophthalmic suspension of dexametasone and polymyxin B. The assay matrix generated 17 formulas which were differentiated by the preservatives and EDTA (disodium ethylene diamine-tetraacetate), being the independent variable: X-1 = chlorhexidine digluconate (0.010 % w/v); X-2 = phenylethanol (0.500 % w/v); X-3 = EDTA (0.100 % w/v). The dependent variable was the Dvalue obtained from the microbial challenge of the formulas and calculated when the microbial killing process was modeled by an exponential function. The analysis of the dependent variable, performed using the software Design Expert/W, originated cubic equations with terms derived from stepwise adjustment method for the challenging microorganisms: Pseudomonas aeruginosa, Burkholderia cepacia, Staphylococcus aureus, Candida albicans and Aspergillus niger. Besides the mathematical expressions, the response surfaces and the contour graphics were obtained for each assay. The contour graphs obtained were overlaid in order to permit the identification of a region containing the most adequate formulas (graphic strategy), having as representatives: X-1 = 0.10 ( 0.001 % w/v); X-2 = 0.80 (0.400 % w/v); X-3 = 0.10 (0.010 % w/v). Additionally, in order to minimize responses (Dvalue), a numerical strategy corresponding to the use of the desirability function was used, which resulted in the following independent variables combinations: X-1 = 0.25 (0.0025 % w/v); X-2 = 0.75 (0.375 % w/v); X-3 = 0. These formulas, derived from the two strategies (graphic and numerical), were submitted to microbial challenge, and the experimental Dvalue obtained was compared to the theoretical Dvalue calculated from the cubic equation. Both Dvalues were similar to all the assays except that related to Staphylococcus aureus. This microorganism, as well as Pseudomonas aeruginosa, presented intense susceptibility to the formulas independently from the preservative and EDTA concentrations. Both formulas derived from graphic and numerical strategies attained the recommended criteria adopted by the official method. It was concluded that the model proposed allowed the optimization of the formulas in their preservation aspect.

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Exposure to oxygen may induce a lack of functionality of probiotic dairy foods because the anaerobic metabolism of probiotic bacteria compromises during storage the maintenance of their viability to provide benefits to consumer health. Glucose oxidase can constitute a potential alternative to increase the survival of probiotic bacteria in yogurt because it consumes the oxygen permeating to the inside of the pot during storage, thus making it possible to avoid the use of chemical additives. This research aimed to optimize the processing of probiotic yogurt supplemented with glucose oxidase using response surface methodology and to determine the levels of glucose and glucose oxidase that minimize the concentration of dissolved oxygen and maximize the Bifidobacterium longum count by the desirability function. Response surface methodology mathematical models adequately described the process, with adjusted determination coefficients of 83% for the oxygen and 94% for the B. longum. Linear and quadratic effects of the glucose oxidase were reported for the oxygen model, whereas for the B. longum count model an influence of the glucose oxidase at the linear level was observed followed by the quadratic influence of glucose and quadratic effect of glucose oxidase. The desirability function indicated that 62.32 ppm of glucose oxidase and 4.35 ppm of glucose was the best combination of these components for optimization of probiotic yogurt processing. An additional validation experiment was performed and results showed acceptable error between the predicted and experimental results.

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The Topliss method was used to guide a synthetic path in support of drug discovery efforts toward the identification of potent antimycobacterial agents. Salicylic acid and its derivatives, p-chloro, p-methoxy, and m-chlorosalicylic acid, exemplify a series of synthetic compounds whose minimum inhibitory concentrations for a strain of Mycobacterium were determined and compared to those of the reference drug, p-aminosalicylic acid. Several physicochemical descriptors (including Hammett`s sigma constant, ionization constant, dipole moment, Hansch constant, calculated partition coefficient, Sterimol-L and -B-4 and molecular volume) were considered to elucidate structure-activity relationships. Molecular electrostatic potential and molecular dipole moment maps were also calculated using the AM1 semi-empirical method. Among the new derivatives, m-chlorosalicylic acid showed the lowest minimum inhibitory concentration. The overall results suggest that both physicochemical properties and electronic features may influence the biological activity of this series of antimycobacterial agents and thus should be considered in designing new p-aminosalicylic acid analogs.

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An experimental design optimization (Box-Behnken design, BBD) was used to develop a CE method for the simultaneous resolution of propranolol (Prop) and 4-hydroxypropranolol enantiomers and acetaminophen (internal standard). The method was optimized using an uncoated fused silica capillary, carboxymethyl-beta-cyclodextrin (CM-beta-CD) as chiral selector and triethylamine/phosphoric acid buffer in alkaline conditions. A BBD for four factors was selected to observe the effects of buffer electrolyte concentration, pH, CM-beta-CD concentration and voltage on separation responses. Each factor was studied at three levels: high, central and low, and three center points were added. The buffer electrolyte concentration ranged from 25 to 75 mM, the pH ranged from 8 to 9, the CM-beta-CD concentration ranged from 3.5 to 4.5%w/v, and the applied run voltage ranged from 14 to 20 W. The responses evaluated were resolution and migration time for the last peak. The obtained responses were processed by Minitab (R) to evaluate the significance of the effects and to find the optimum analysis conditions. The best results were obtained using 4%w/v CM-beta-CD in 25 mM triethylamine/H(3)PO(4) buffer at pH 9 as running electrolyte and 17 kV of voltage. Resolution values of 1.98 and 1.95 were obtained for Prop and 4-hydroxypropranolol enantiomers, respectively. The total analysis time was around of 15 min. The BBD showed to be an adequate design for the development of a CE method, resulting in a rapid and efficient optimization of the pH and concentration of the buffer, cyclodextrin concentration and applied voltage.

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There is a positive correlation between the intensity of use of a given antibiotic and the prevalence of resistant strains. The more you treat, more patients infected with resistant strains appears and, as a consequence, the higher the mortality due to the infection and the longer the hospitalization time. In contrast, the less you treat, the higher the mortality rates and the longer the hospitalization time of patients infected with sensitive strains that could be successfully treated. The hypothesis proposed in this paper is an attempt to solve such a conflict: there must be an optimum treatment intensity that minimizes both the additional mortality and hospitalization time due to the infection by both sensitive and resistant bacteria strains. In order to test this hypothesis we applied a simple mathematical model that allowed us to estimate the optimum proportion of patients to be treated in order to minimize the total number of deaths and hospitalization time due to the infection in a hospital setting. (C) 2007 Elsevier Inc. All rights reserved.

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This work aims to compare different nonlinear functions for describing the growth curves of Nelore females. The growth curve parameters, their (co) variance components, and environmental and genetic effects were estimated jointly through a Bayesian hierarchical model. In the first stage of the hierarchy, 4 nonlinear functions were compared: Brody, Von Bertalanffy, Gompertz, and logistic. The analyses were carried out using 3 different data sets to check goodness of fit while having animals with few records. Three different assumptions about SD of fitting errors were considered: constancy throughout the trajectory, linear increasing until 3 yr of age and constancy thereafter, and variation following the nonlinear function applied in the first stage of the hierarchy. Comparisons of the overall goodness of fit were based on Akaike information criterion, the Bayesian information criterion, and the deviance information criterion. Goodness of fit at different points of the growth curve was compared applying the Gelfand`s check function. The posterior means of adult BW ranged from 531.78 to 586.89 kg. Greater estimates of adult BW were observed when the fitting error variance was considered constant along the trajectory. The models were not suitable to describe the SD of fitting errors at the beginning of the growth curve. All functions provided less accurate predictions at the beginning of growth, and predictions were more accurate after 48 mo of age. The prediction of adult BW using nonlinear functions can be accurate when growth curve parameters and their (co) variance components are estimated jointly. The hierarchical model used in the present study can be applied to the prediction of mature BW in herds in which a portion of the animals are culled before adult age. Gompertz, Von Bertalanffy, and Brody functions were adequate to establish mean growth patterns and to predict the adult BW of Nelore females. The Brody model was more accurate in predicting the birth weight of these animals and presented the best overall goodness of fit.

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This study aimed to develop a plate to treat fractures of the mandibular body in dogs and to validate the project using finite elements and biomechanical essays. Mandible prototypes were produced with 10 oblique ventrorostral fractures (favorable) and 10 oblique ventrocaudal fractures (unfavorable). Three groups were established for each fracture type. Osteosynthesis with a pure titanium plate of double-arch geometry and blocked monocortical screws offree angulanon were used. The mechanical resistance of the prototype with unfavorable fracture was lower than that of the fcworable fracture. In both fractures, the deflection increased and the relative stiffness decreased proportionally to the diminishing screw number The finite element analysis validated this plate study, since the maximum tension concentration observed on the plate was lower than the resistance limit tension admitted by the titanium. In conclusion, the double-arch geometry plate fixed with blocked monocortical screws has sufficient resistance to stabilize oblique,fractures, without compromising mandibular dental or neurovascular structures. J Vet Dent 24 (7); 212 - 221, 2010