Inexact restoration approaches to solve mathematical program with complementarity constraints

Mathematical Program with Complementarity Constraints (MPCC) finds applica- tion in many fields. As the complementarity constraints fail the standard Linear In- dependence Constraint Qualification (LICQ) or the Mangasarian-Fromovitz constraint qualification (MFCQ), at any feasible point, the nonlinear programming theory may not be directly applied to MPCC. However, the MPCC can be reformulated as NLP problem and solved by nonlinear programming techniques. One of them, the Inexact Restoration (IR) approach, performs two independent phases in each iteration - the feasibility and the optimality phases. This work presents two versions of an IR algorithm to solve MPCC. In the feasibility phase two strategies were implemented, depending on the constraints features. One gives more importance to the complementarity constraints, while the other considers the priority of equality and inequality constraints neglecting the complementarity ones. The optimality phase uses the same approach for both algorithm versions. The algorithms were implemented in MATLAB and the test problems are from MACMPEC collection.

Gestão fiscal e benefícios fiscais

Dissertação de Mestrado apresentado ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Auditoria, sob orientação de Doutor José Campos Amorim

Severe stress urinary incontinence: pelvic floor muscle training program

International guidelines recommend a first line therapy in the treatment of female stress urinary incontinence (SUI), the pelvic floor muscle (PFM) training. This case report assesses the effects of the PFM training program in treating women with severe SUI. The urodynamic parameters allow diagnosed intrinsic sphincter deficiency and urethral hypermobility. The subjective and objective parameters were assessed at the beginning and after six-month of PFM training program. This case report confirms the efficiency of the intensive training program in severe SUI. The medical implications of the PFM training as first treatment option reflect favourable individual results and additionally contribute to the selection of the non-invasive treatment, the reduction of the incidence collateral effects, low costs and that does not prevent future treatment options.

Credit risk measures: a case of renewable energy companies

The Basel III will have a significant impact on the European banking sector. In September 2010, supervisors of various countries adopted the new rules proposed by the prudential Committee on Banking Supervision to be applied to the business of credit institutions (hereinafter called ICs) in a phased manner from 2013, assuming to its full implementation by 2019. The purpose of this new regulation is to limit the excessive risk that these institutions took on the period preceding the global financial crisis of 2008. This new regulation is known in slang by Basel III. Depending on the requirement of Basel II for banks and their supervisors to assess the soundness and adequacy of internal risk measurement and credit management systems, the development of methodologies for the validation of internal and external evaluation systems is clearly an important issue . More specifically, there is a need to develop tools to validate the systems used to generate the parameters (such as PD, LGD, EAD and ratings of perceived risk) that serve as starting points for the IRB approach for credit risk. In this context, the work is composed of a number of approaches and tools used to evaluate the robustness of these elements IRB systems.

Mode III interlaminar fracture of carbon/epoxy laminates using the edge crack torsion (ECT) test

The mode III interlaminar fracture of carbon/epoxy laminates was evaluated with the edge crack torsion (ECT) test. Three-dimensional finite element analyses were performed in order to select two specimen geometries and an experimental data reduction scheme. Test results showed considerable non-linearity before the maximum load point and a significant R-curve effect. These features prevented an accurate definition of the initiation point. Nevertheless, analyses of non-linearity zones showed two likely initiation points corresponding to GIIIc values between 850 and 1100 J/m2 for both specimen geometries. Although any of these values is realistic, the range is too broad, thus showing the limitations of the ECT test and the need for further research.

CodeSkelGen: a program skeleton generator

Existent computer programming training environments help users to learn programming by solving problems from scratch. Nevertheless, initiating the resolution of a program can be frustrating and demotivating if the student does not know where and how to start. Skeleton programming facilitates a top-down design approach, where a partially functional system with complete high level structures is available, so the student needs only to progressively complete or update the code to meet the requirements of the problem. This paper presents CodeSkelGen - a program skeleton generator. CodeSkelGen generates skeleton or buggy Java programs from a complete annotated program solution provided by the teacher. The annotations are formally described within an annotation type and processed by an annotation processor. This processor is responsible for a set of actions ranging from the creation of dummy methods to the exchange of operator types included in the source code. The generator tool will be included in a learning environment that aims to assist teachers in the creation of programming exercises and to help students in their resolution.

The determinants of trade credit: a study of portuguese industrial companies

Despite the relevance of trade credit as a source of business financing, the topic is far from being considered exhausted, especially because there is no general and integrated theory explaining the causes and consequences of trade credit.Our research aims to contribute towards the literature that studies the determinants for granting and receiving trade credit. In this sequence, the present study seeks to empirically test some theories about the reasons why companies grant and receive commercial credit. For this purpose we apply a fixed effect model to a panel of 11 040 Portuguese industrial companies, of which 360 are large companies and the majority 10 680 are Small and Medium Enterprises (SME) for the period between 2003 and 2009. We conclude that large companies (with greater access to credit market) serve as financial intermediaries to their clients with less access to finance. In addition, it was observed that the supplier companies use trade credit as a legal means of price discrimination. Finally, financially constrained enterprises, especially in times of financial crisis, use commercial credit as an alternative source of funding, endorsing the hypothesis of substitution between trade credit and bank credit.

Distributed, Agent-Based Intelligent System for Demand Response Program Simulation in Smart Grids

A distributed, agent-based intelligent system models and simulates a smart grid using physical players and computationally simulated agents. The proposed system can assess the impact of demand response programs.

Foraging at the Edge of Chaos: Internal Clock versus External Forcing

Activity rhythms in animal groups arise both from external changes in the environment, as well as from internal group dynamics. These cycles are reminiscent of physical and chemical systems with quasiperiodic and even chaotic behavior resulting from “autocatalytic” mechanisms. We use nonlinear differential equations to model how the coupling between the self-excitatory interactions of individuals and external forcing can produce four different types of activity rhythms: quasiperiodic, chaotic, phase locked, and displaying over or under shooting. At the transition between quasiperiodic and chaotic regimes, activity cycles are asymmetrical, with rapid activity increases and slower decreases and a phase shift between external forcing and activity. We find similar activity patterns in ant colonies in response to varying temperature during the day. Thus foraging ants operate in a region of quasiperiodicity close to a cascade of transitions leading to chaos. The model suggests that a wide range of temporal structures and irregularities seen in the activity of animal and human groups might be accounted for by the coupling between collectively generated internal clocks and external forcings.

Lean and quality management integration: improvement program implementation in a service company

Lean Thinking is an important pillar in the success of any program of continuous improvement process. Its tools are useful means in the analysis, control and organization of important data for correct decision making in organizations. This project had as main objective the design of a program of quality improvement in Eurico Ferreira, S.A., based on the evaluation of customer satisfaction and the implementation of 5S. Subsequently, we have selected which business area of the company to address. After the selection, there was an initial diagnostic procedure, identifying the various points of improvement to which some tools of Lean Thinking have been applied, in particular Value Stream Mapping and 5S methodology. With the first, we were able to map the current state of the process in which all stakeholders were represented as well as the flow of materials and information throughout the process. The 5S methodology allowed to act on the wastage, identifying and implementing various process improvements.

An Exercise Program Improves Health-Related Quality of Life of Workers

Low back problems are associated with decreased quality of life. Specific exercises can improve quality of life, resulting in better professional performance and functionality. The purpose of this study was to evaluate the effect of following a 21-month exercise program on the quality of life of warehouse workers. The population included 557 male warehouse workers from a food distribution company in Oporto, Portugal. Upon application of the selection criteria, 249 workers were deemed eligible, which were randomized into two groups (125 in the intervention group and 124 in the control group). Then, subjects were asked to volunteer for the study, the sample being formed by 229 workers (112 in the intervention group and 117 in the control group). All subjects completed the SF-36 questionnaire prior to beginning the program and on the 11th and 21st months following it. The exercises were executed in the company facilities once a day for 8 min. Data were analyzed using SPSS® 17.0 for Windows®. After 11 months of following the exercise program, there was an increase in all scores for the experimental group, with statistically significant differences in the dimensions physical functioning (0.019), bodily pain (0.010), general health (0.004), and rolephysical (0.037). The results obtained at the end of the study (21 months) showed significant improvements in the dimensions physical functioning (p = 0.002), rolephysical (p = 0.007), bodily pain (p = 0.001), social functioning (p = 0.015), role-emotional (p = 0.011), and mental health (p = 0.001). In the control group all dimensions showed a decrease in mean scores. It can be concluded that the implementation of a low back specific exercise program has changed positively the quality of life of warehouse workers.

Effects of a home-based exercise program in body composition, abdominal fat and lipid profile in patients with coronary artery disease

Introduction: Coronary artery disease and aging seems to be associated with a sedentary lifestyle, contributing to increased abdominal fat and consequently metabolic complications. The exercise can break this cycle by stimulating lipolysis and the use of fatty acids. In Europe there is still a lack of cardiac rehabilitation programmes in hospitals, therefore, this study aims to demonstrate the advantages of implementing home-based exercise programmes, as well as, their effects on cardiovascular prevention. This study analyzed the effects of a home-based exercise programme, in patients with coronary artery disease (myocardial infarction for 1 year), in body composition, abdominal fat, lipid profile. Methods: An ongoing randomized controlled trial with a sample of 20 participants were randomly allocated to intervention (n = 10) and control groups (n = 10). Intervention group performed a specific exercise programme during 8 weeks, consisting of ten home based exercises taking into account flexibility, muscle endurance and strength as well as cardiovascular endurance. Skinfolds thickness were measure to calculate the percentage of total fat: Skinfolds used were suprailiac, abdominal horizontal and vertical. Body mass index calculation and blood tests for lipidic profile were performed. Results: After eight weeks the intervention group decreased significantly the percentage of total fat (p < 0.05), the suprailiac skinfold (p < 0.05), the abdominal horizontal and vertical skinfold (p < 0.05) when compared with control group. In the intervention group it was observed after 8 weeks a significant decrease in body mass index, LDL-cholesterol and triglycerides. Conclusions: Home-based exercise programme influenced body composition, abdominal fat and lipid profile. These results highlight the importance of implementing home based exercises that are easy and cheap to implement in cardiac patients, in order to promote health and reduce cardiovascular risk factors.

Factors that Influence Adherence to Exercise among Patients Attending a Cardiac Rehabilitation Program

Objective: The aim of this study was to compare the factors of adherence to physical activity in subjects attending a cardiac rehabilitation program, and subjects who have withdrawal this same program using the Transtheoretical Model of behavior change. Methods: We conducted an observational, cross sectional type study, with a sample of 33 individuals (15 currently participating in the Cardiac Rehabilitation Program and 18 who no more attended the same program), with the questionnaires being personally delivered or sent by mail. For data analysis, we used the computer program SPSS® version 16.0. The significance level was set at 0.05. Results: There were no significant differences in the states of Change, Self-efficacy, Decisional Balance and Change Processes in both groups. We obtained a high Spearman correlation between States of Change and Self-efficacy (r2 = 0.778) and the Pros (r2 = 0.764) and Againsts (r2 = -0.744) in Decisional Balance. However, there were no significant evidence to affirm that States of Change and experiential processes of change (p = 0.465) andbehavioral (p = 0.300) had a correlation. A relationship was found, in terms of proportions between physical activity incorporated or not in a Cardiac Rehabilitation Program and age (p = 0.003), occupation (p = 0.010) and the entity paying the costs of program (p = 0.027). Conclusion: It was concluded that perceived self-efficacy and Pros and Againsts of the Decisional Balance are related to adherence to physical activity. Results also point out that age, profession and the entity paying the costs of the program influences the dropout of Cardiac Rehabilitation Programs.