An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

Unconstrained optimization with MINTOOLKIT for GNU octave

The paper documents MINTOOLKIT for GNU Octave. MINTOOLKIT provides functions for minimization and numeric differentiation. The main algorithms are BFGS, LBFGS, and simulated annealing. Examples are given.

Bifurcations of homoclinic tangency in two-dimensional area-preserving and reversible maps

Report for the scientific sojourn at the Research Institute for Applied Mathematics and Cybernetics, Nizhny Novgorod, Russia, from July to September 2006. Within the project, bifurcations of orbit behavior in area-preserving and reversible maps with a homoclinic tangency were studied. Finitely smooth normal forms for such maps near saddle fixed points were constructed and it was shown that they coincide in the main order with the analytical Birkhoff-Moser normal form. Bifurcations of single-round periodic orbits for two-dimensional symplectic maps close to a map with a quadratic homoclinic tangency were studied. The existence of one- and two-parameter cascades of elliptic periodic orbits was proved.

The EU as a security provider in its neighbourhood: the case of non-proliferation of WMD in the Mediterranean area

As a consequence of the terrorist attacks of 9/11 and the US-led war against Iraq, WMD and their proliferation have become a central element of the EU security agenda. In December 2003, the European Council adopted even a EU Strategy against Proliferation of WMD. The approach adopted in this Strategy can be largely described as a ‘cooperative security provider’ approach and is based on effective multilateralism, the promotion of a stable international and regional environment and the cooperation with key partners. The principal objective of this paper is to examine in how far the EU has actually implemented the ‘cooperative security provider’ approach in the area which the Non-proliferation Strategy identifies as one of its priorities – the Mediterranean. Focusing on the concept of security interdependence, the paper analyses first the various WMD dangers with which the EU is confronted in the Mediterranean area. Afterwards, it examines how the EU has responded to these hazards in the framework of the Barcelona process and, in particular, the new European Neighbourhood Policy. It is argued that despite its relatively powerful rhetoric, the EU has largely failed, for a wide range of reasons, to apply effectively its non-proliferation approach in the Mediterranean area and, thus, to become a successful security provider.

The spatial inequality of wage income in Barcelona Metropolitan Area

ABSTRACT The measure and estimation of income levels in Barcelona Metropolitan Area (BMA) goes back a long way. Using different approaches and focusing on different municipalities, there is a lot of work in the field. The majority of the literature has focused on the estimation of income levels using variables related to consumption. The empirical evidence on wage differentials has shown an important growth during 80’s and 90’s especially in United Kingdom and USA. Less is known on spatial distribution of inequality. This paper presents a new data set for analyzing spatial distribution of wage income. This data is obtained by matching Wage Structure Survey (WSS) with data from Census disaggregated by census tracts. In this way we have a unique data set with wage incomes for every census track for 36 municipalities belonging to BMA. We develop a descriptive analysis of spatial distribution, testing for spatial autocorrelation and use the family of Generalised Entropy Indices to measure inequality. Properties of the index allow us to decompose inequality into inter and intra-municipality measures. Since we have two cross-sectional data for WSS (1995-2002) we can also analyze the evolution of the inequality in this period of economic growth. Key words: spatial distribution of wages, spatial autocorrelation, inequality indices.

Still in the Era of Area Studies? Political-Scientific Perspectives on European Competition Policy in the 2000s

This note reviews the political-scientific literature on European competition policy (ECP) in the 2000s. Based on a data set extracted from four well-known journals, and using an upfront methodology and explicit criteria, it analyzes the literature both quantitatively and qualitatively. On the quantitative side, it shows that, although a few sub-policy areas are still neglected, ECP is not the under-researched policy it used to be. On the qualitative side, the literature has greatly improved since the 1990s: Almost all articles now present a clear research question, and most advance specific theoretical claims/hypotheses. Yet, improvements can be made on research design, statistical testing, and, above all, state-of-the-art theorizing (e.g. in the game-theoretical treatment of delegation problems). Indeed, it is paradoxical that ECP specialists do not pay more attention to theoretical questions which are so central to the actual policy area they study.

Estudio de gestión de la finca La Esperanza, municipio de Pueblo Nuevo, Nicaragua

El presente proyecto tiene como finalidad el análisis de la Finca la Esperanza, en la localidad de Pueblo Nuevo, en la República de Nicaragua. En dicho análisis se estudian parámetros edáficos, calidad de agua y económicos, con el objetivo de poder plantear una propuesta de mejora en los rendimientos de la finca tanto a nivel económico como ambiental. La iniciativa de realizar este estudio surge de las necesidades del propio agricultor, que plantea el desarrollo rural sobre la base de actividades respetuosas con el medio. Las estrategias a los problemas sociales originados por la producción agraria industrial, como el éxodo rural, la pérdida de la agricultura convencional, la nueva función de los espacios agrarios de la sociedad, etc., se formalizaron en el denominado Desarrollo Sostenible. A nivel de finca cualquier concepción de sustentabilidad necesita que el agrosistema sea considerado como un ecosistema, en el que la investigación y la producción busquen no solamente altos rendimientos sino la optimización del sistema como un todo. Tal propósito requiere armonizar una viabilidad económica con otras variables, como estabilidad ecológica y equidad social. Para ello, los principios básicos de un sistema sostenible son: la conservación de los recursos renovables, la adaptación del cultivo al ambiente y el mantenimiento de un moderado pero sostenible nivel de producción. Como resultado de los análisis y observaciones hechas a lo largo de la estancia en la finca, se propone un plan de actuación de 10 años de duración en los cuales se procura alcanzar no únicamente unas cuotas máximas de rendimiento sino también la supervivencia de los recursos, base de la familia Videa Vanegas, propietarios.

Lévy area for Gaussian processes: A double Wiener--Itô integral approach

"Vegeu el resum a l'inici del document del fitxer adjunt."

Analysis and optimization of the satellite-to-plane link of an aeronautical global system

En aquest projecte s’ha analitzat i optimitzat l’enllaç satèl·lit amb avió per a un sistema aeronàutic global. Aquest nou sistema anomenat ANTARES està dissenyat per a comunicar avions amb estacions base mitjançant un satèl·lit. Aquesta és una iniciativa on hi participen institucions oficials en l’aviació com ara l’ECAC i que és desenvolupat en una col·laboració europea d’universitats i empreses. El treball dut a terme en el projecte compren bàsicament tres aspectes. El disseny i anàlisi de la gestió de recursos. La idoneïtat d’utilitzar correcció d’errors en la capa d’enllaç i en cas que sigui necessària dissenyar una opció de codificació preliminar. Finalment, estudiar i analitzar l’efecte de la interferència co-canal en sistemes multifeix. Tots aquests temes són considerats només per al “forward link”. L’estructura que segueix el projecte és primer presentar les característiques globals del sistema, després centrar-se i analitzar els temes mencionats per a poder donar resultats i extreure conclusions.

Line search multilevel optimization as computational methods for dense optical flow

We evaluate the performance of different optimization techniques developed in the context of optical flowcomputation with different variational models. In particular, based on truncated Newton methods (TN) that have been an effective approach for large-scale unconstrained optimization, we develop the use of efficient multilevel schemes for computing the optical flow. More precisely, we evaluate the performance of a standard unidirectional multilevel algorithm - called multiresolution optimization (MR/OPT), to a bidrectional multilevel algorithm - called full multigrid optimization (FMG/OPT). The FMG/OPT algorithm treats the coarse grid correction as an optimization search direction and eventually scales it using a line search. Experimental results on different image sequences using four models of optical flow computation show that the FMG/OPT algorithm outperforms both the TN and MR/OPT algorithms in terms of the computational work and the quality of the optical flow estimation.

An algorithm for semi-infinite polynomial optimization

"Vegeu el resum a l'inici del document del fitxer adjunt."

A linear optimization technique for graph pebbling

Graph pebbling is a network model for studying whether or not a given supply of discrete pebbles can satisfy a given demand via pebbling moves. A pebbling move across an edge of a graph takes two pebbles from one endpoint and places one pebble at the other endpoint; the other pebble is lost in transit as a toll. It has been shown that deciding whether a supply can meet a demand on a graph is NP-complete. The pebbling number of a graph is the smallest t such that every supply of t pebbles can satisfy every demand of one pebble. Deciding if the pebbling number is at most k is NP 2 -complete. In this paper we develop a tool, called theWeight Function Lemma, for computing upper bounds and sometimes exact values for pebbling numbers with the assistance of linear optimization. With this tool we are able to calculate the pebbling numbers of much larger graphs than in previous algorithms, and much more quickly as well. We also obtain results for many families of graphs, in many cases by hand, with much simpler and remarkably shorter proofs than given in previously existing arguments (certificates typically of size at most the number of vertices times the maximum degree), especially for highly symmetric graphs. Here we apply theWeight Function Lemma to several specific graphs, including the Petersen, Lemke, 4th weak Bruhat, Lemke squared, and two random graphs, as well as to a number of infinite families of graphs, such as trees, cycles, graph powers of cycles, cubes, and some generalized Petersen and Coxeter graphs. This partly answers a question of Pachter, et al., by computing the pebbling exponent of cycles to within an asymptotically small range. It is conceivable that this method yields an approximation algorithm for graph pebbling.

A parameter-free approach for solving combinatorial optimization problems through biased randomization of efficient heuristics

This paper discusses the use of probabilistic or randomized algorithms for solving combinatorial optimization problems. Our approach employs non-uniform probability distributions to add a biased random behavior to classical heuristics so a large set of alternative good solutions can be quickly obtained in a natural way and without complex conguration processes. This procedure is especially useful in problems where properties such as non-smoothness or non-convexity lead to a highly irregular solution space, for which the traditional optimization methods, both of exact and approximate nature, may fail to reach their full potential. The results obtained are promising enough to suggest that randomizing classical heuristics is a powerful method that can be successfully applied in a variety of cases.

On the stability of the optimal value and the optimal set in optimization problems

The paper develops a stability theory for the optimal value and the optimal set mapping of optimization problems posed in a Banach space. The problems considered in this paper have an arbitrary number of inequality constraints involving lower semicontinuous (not necessarily convex) functions and one closed abstract constraint set. The considered perturbations lead to problems of the same type as the nominal one (with the same space of variables and the same number of constraints), where the abstract constraint set can also be perturbed. The spaces of functions involved in the problems (objective and constraints) are equipped with the metric of the uniform convergence on the bounded sets, meanwhile in the space of closed sets we consider, coherently, the Attouch-Wets topology. The paper examines, in a unified way, the lower and upper semicontinuity of the optimal value function, and the closedness, lower and upper semicontinuity (in the sense of Berge) of the optimal set mapping. This paper can be seen as a second part of the stability theory presented in [17], where we studied the stability of the feasible set mapping (completed here with the analysis of the Lipschitz-like property).

Validación de modificaciones en maniquí “Ambú®” para entrenamiento en el manejo de la vía aérea difícil mediante estudio comparativo con maniquí “Airsim®”

Per la pràctica del maneig de la via aèria s’utilitzen maniquins i simuladors. La dificultat de la intubació orotraqueal és poc habitual però pot comportar greus conseqüències. Vuit anestesiòlegs (cinc adjunts i tres residents) avaluem les diferències entre el maniquí Airsim®, dissenyat per situacions de via aèria difícil i el maniquí Ambú® modificat per reproduir situacions que dificulten la intubació orotraqueal. Les variacions en el maniquí Ambú® poden ser igual d’útils per la pràctica de la vía aèria difícil que el maniquí Airsim®, tot i que tècnicament és més difícil la intubació en el maniquí modificat.