Direct multisearch for multiobjective optimization

In practical applications of optimization it is common to have several conflicting objective functions to optimize. Frequently, these functions are subject to noise or can be of black-box type, preventing the use of derivative-based techniques. We propose a novel multiobjective derivative-free methodology, calling it direct multisearch (DMS), which does not aggregate any of the objective functions. Our framework is inspired by the search/poll paradigm of direct-search methods of directional type and uses the concept of Pareto dominance to maintain a list of nondominated points (from which the new iterates or poll centers are chosen). The aim of our method is to generate as many points in the Pareto front as possible from the polling procedure itself, while keeping the whole framework general enough to accommodate other disseminating strategies, in particular, when using the (here also) optional search step. DMS generalizes to multiobjective optimization (MOO) all direct-search methods of directional type. We prove under the common assumptions used in direct search for single objective optimization that at least one limit point of the sequence of iterates generated by DMS lies in (a stationary form of) the Pareto front. However, extensive computational experience has shown that our methodology has an impressive capability of generating the whole Pareto front, even without using a search step. Two by-products of this paper are (i) the development of a collection of test problems for MOO and (ii) the extension of performance and data profiles to MOO, allowing a comparison of several solvers on a large set of test problems, in terms of their efficiency and robustness to determine Pareto fronts.

PV system modeling by five parameters and in situ test

This paper focuses on a novel formalization for assessing the five parameter modeling of a photovoltaic cell. An optimization procedure is used as a feasibility problem to find the parameters tuned at the open circuit, maximum power, and short circuit points in order to assess the data needed for plotting the I-V curve. A comparison with experimental results is presented for two monocrystalline PV modules.

PV system modeling by five parameters and in Situ test

This paper focuses on a novel formalization for assessing the five parameter modeling of a photovoltaic cell. An optimization procedure is used as a feasibility problem to find the parameters tuned at the open circuit, maximum power, and short circuit points in order to assess the data needed for plotting the I-V curve. A comparison with experimental results is presented for two monocrystalline PV modules.

Diagnostic performance of visual screening tests in the elderly

The aging of Portuguese population is characterized by an increase of individuals aged older than 65 years. Preventable visual loss in older persons is an important public health problem. Tests used for vision screening should have a high degree of diagnostic validity confirmed by means of clinical trials. The primary aim of a screening program is the early detection of visual diseases. Between 20% and 50% of older people in the UK have undetected reduced vision and in most cases is correctable. Elderly patients do not receive a systematic eye examination unless a problem arises with their glasses or suspicion vision loss. This study aimed to determine and evaluate the diagnostic accuracy of visual screening tests for detecting vision loss in elderly. Furthermore, it pretends to define the ability to find the subjects affected with vision loss as positive and the subjects not affected with the same disease as negative. The ideal vision screening method should have high sensitivity and specificity for early detection of risk factors. It should be also low cost and easy to implement in all geographic and socioeconomic regions. Sensitivity is the ability of an examination to identify the presence of a given disease and specificity is the ability of the examination to identify the absence of a given disease. It was not an aim of this study to detect abnormalities that affect visual acuity. The aim of this study was to find out what´s the best test for the identification of any vision loss.

On the Problem of Balancing the DC Capacitor Voltage Divider in Back-to-Back Multilevel Converters

This paper presents a new generalized solution for DC bus capacitors voltage balancing in back-to-back m level diode-clamped multilevel converters connecting AC networks. The solution is based on the DC bus average power flow and exploits the switching configuration redundancies. The proposed balancing solution is particularized for the back-to-back multilevel structure with m=5 levels. This back-to-back converter is studied working with bidirectional power flow, connecting an induction machine to the power grid.

Development of a penetration test for timber impregnation products for use in old buildings

This paper studies the application of commercial biocides to old maritime pine timber structures (Pinus pinaster Ait.) that have previously been impregnated with other products. A method was developed in the laboratory to be used in situ to determine the impregnation depth achieved by a new generation biocide product applied to timber from an old building. This timber had once been treated with an unknown product difficult to characterize without extensive analysis. The test was initially developed in laboratory conditions and later tested on elements of the roof structure of an 18th century building. In both cases the results were promising and mutually consistent with penetration depths for some treatments reaching 2.0 cm. The application in situ proved the tests viability and simplicity of execution giving a clear indication on the feasibility of possible re-treatments.

Mixed-integer nonlinear approach for the optimal scheduling of a head-dependent hydro chain

This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning a head-dependent hydro chain We propose a novel mixed-integer nonlinear programming (MINLP) approach, considering hydroelectric power generation as a nonlinear function of water discharge and of the head. As a new contribution to eat her studies, we model the on-off behavior of the hydro plants using integer variables, in order to avoid water discharges at forbidden areas Thus, an enhanced STHS is provided due to the more realistic modeling presented in this paper Our approach has been applied successfully to solve a test case based on one of the Portuguese cascaded hydro systems with a negligible computational time requirement.

Formaldehyde in indoor air: a public health problem?

Formaldehyde was the first air pollutant, which already in the 1970s emerged as a specifically non-industrial indoor air quality problem. Yet formaldehyde remained an indoor air quality issue and the formaldehyde level in residential indoor air is among the highest of any indoor air contaminant. Formaldehyde concentrations in 4 different indoor settings (schools, office buildings, new dwellings and occupied dwellings) in Portugal were measured using Photo Ionization Detection (PID) equipment (11,7 eV lamps). All the settings presented results higher than the reference value proposed by Portuguese legislation. Furthermore, occupied dwellings showed 3 units with results above the reference. We could conclude that formaldehyde presence is a reality in monitored indoor settings. Concentration levels are higher than the Portuguese reference value for indoor settings and these can indicate health problems for occupants.

Palaeomagnetism, rock magnetism and AMS of the Cabo Magmatic Province, NE Brazil, and the opening of South Atlantic

P>Reconstruction of the South Atlantic opening has long been a matter of debate and several models have been proposed. One problem in tracing properly the Atlantic history arises from the existence of a long interval without geomagnetic reversals, the Cretaceous Normal Superchron, for which ages are difficult to assign. Palaeomagnetism may help in addressing this issue if high-quality palaeomagnetic poles are available for the two drifting continental blocks, and if precise absolute ages are available. In this work we have investigated the Cabo Magmatic Province, northeastern Brazil, recently dated at 102 +/- 1 Ma (zircon fission tracks, Ar39/Ar40). All volcanic and plutonic rocks showed stable thermal and AF demagnetization patterns, and exhibit primary magnetic signatures. AMS data also support a primary origin for the magnetic fabric and is interpreted to be contemporaneous of the rock formation. The obtained pole is located at 335.9 degrees E/87.9 degrees S (N = 24; A(95) = 2.5; K = 138) and satisfies modern quality criteria, resulting in a reference pole for South America at similar to 100 Ma. This new pole also gives an insight to test and discuss the kinematic models currently proposed for the South Atlantic opening during mid-Cretaceous.

Unit Commitment in a Competitive and Emission Constrained Environment

This paper is on the unit commitment problem, considering not only the economic perspective, but also the environmental perspective. We propose a bi-objective approach to handle the problem with conflicting profit and emission objectives. Numerical results based on the standard IEEE 30-bus test system illustrate the proficiency of the proposed approach.

Paleomagnetic study of the Great Foum Zguid dyke (southern Morocco): A positive contact test related to metasomatic processes

When a paleomagnetic pole is sought for in an igneous body, the host rocks should be subjected to a contact test to assure that the determined paleopole has the age of the intrusion. If the contact test is positive, it precludes the possibility that the measured magnetization is a later effect. Therefore, we investigated the variations of the remanent magnetization along cross-sections of rocks hosting the Foum Zguid dyke (southern Morocco) and the dyke itself. A positive contact test was obtained, but it is mainly related with Chemical/Crystalline Remanent Magnetization due to metasomatic processes in the host-rocks during magma intrusion and cooling, and not only with Thermo-Remanent Magnetization as ordinarily assumed in standard studies. Paleomagnetic data obtained within the dyke then reflect the Earth magnetic field during emplacement of this well-dated (196.9 +/- 1.8 Ma) intrusion.

Development of an in situ penetration test for the uptake of preservatives in applied wood

This paper concerns the study of biocides application in old timber structures of maritime pine (Pinus pinaster Ail.), previously impregnated with other products. A method was developed in laboratory to determine in situ the penetration depth of a product applied superficially. As initial treatment, three traditional products for sawn timber for buildings were used and, for new treatments, two newer, more environmentally benign products were used. Their ability to penetrate the pre-treated surfaces was evaluated after 1, 2 and 3 applications at 24 hours intervals and the results obtained are presented. Finally, the applicability of the developed test to the in-situ evaluation of timber structures is also discussed.

The problem of estimating the volatility of zero coupon bond interest rate

Financial literature and financial industry use often zero coupon yield curves as input for testing hypotheses, pricing assets or managing risk. They assume this provided data as accurate. We analyse implications of the methodology and of the sample selection criteria used to estimate the zero coupon bond yield term structure on the resulting volatility of spot rates with different maturities. We obtain the volatility term structure using historical volatilities and Egarch volatilities. As input for these volatilities we consider our own spot rates estimation from GovPX bond data and three popular interest rates data sets: from the Federal Reserve Board, from the US Department of the Treasury (H15), and from Bloomberg. We find strong evidence that the resulting zero coupon bond yield volatility estimates as well as the correlation coefficients among spot and forward rates depend significantly on the data set. We observe relevant differences in economic terms when volatilities are used to price derivatives.

A comparative study of alternative approaches for common factors identification

Preliminary version

Fungal contamination of poultries litter: a public health problem

Exposure to certain fungi can cause human illness. Fungi cause adverse human health effects through three specific mechanisms: generation of a harmful immune response (e.g., allergy or hypersensitivity pneumonitis); direct infection by the fungal organism; by toxic-irritant effects from mold byproducts, such as mycotoxins. In Portugal there is an increasingly industry of large facilities that produce whole chickens for domestic consumption and only few investigations have reported on fungal contamination of the poultry litter. The material used for poultry litter is varied but normally can be constitute by: pine shavings; sawdust of eucalyptus; other types of wood; peanut; coffee; sugar cane; straw; hay; grass; paper processed. Litter is one of the most contributive factors to fungal contamination in poultries. Spreading litter is one of the tasks that normally involve higher exposure of the poultry workers to dust, fungi and their metabolites, such as VOC’s and mycotoxins. After being used and removed from poultries, litter is ploughed into agricultural soils, being this practice potentially dangerous for the soil environment, as well for both humans and animals. The goal of this study was to characterize litter’s fungal contamination and also to report the incidence of keratinophilic and toxigenic fungi.