A linear optimization approach to the combined production planning model

Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

A note on model uncertainty in linear regression

We consider model selection uncertainty in linear regression. We study theoretically and by simulation the approach of Buckland and co-workers, who proposed estimating a parameter common to all models under study by taking a weighted average over the models, using weights obtained from information criteria or the bootstrap. This approach is compared with the usual approach in which the 'best' model is used, and with Bayesian model averaging. The weighted predictor behaves similarly to model averaging, with generally more realistic mean-squared errors than the usual model-selection-based estimator.

Model updating of the non-linear vibrating structures through Volterra series and proper orthogonal decomposition

Classical procedures for model updating in non-linear mechanical systems based on vibration data can fail because the common linear metrics are not sensitive for non-linear behavior caused by gaps, backlash, bolts, joints, materials, etc. Several strategies were proposed in the literature in order to allow a correct representative model of non-linear structures. The present paper evaluates the performance of two approaches based on different objective functions. The first one is a time domain methodology based on the proper orthogonal decomposition constructed from the output time histories. The second approach uses objective functions with multiples convolutions described by the first and second order discrete-time Volterra kernels. In order to discuss the results, a benchmark of a clamped-clamped beam with an pre-applied static load is simulated and updated using proper orthogonal decomposition and Volterra Series. The comparisons and discussions of the results show the practical applicability and drawbacks of both approaches.

Reaction norm model to describe environmental sensitivity across first lactation in dairy cattle under tropical conditions

Reaction norm models have been widely used to study genotype by environment interaction (G × E) in animal breeding. The objective of this study was to describe environmental sensitivity across first lactation in Brazilian Holstein cows using a reaction norm approach. A total of 50,168 individual monthly test day (TD) milk yields (10 test days) from 7476 complete first lactations of Holstein cattle were analyzed. The statistical models for all traits (10 TDs and for 305-day milk yield) included the fixed effects of contemporary group, age of cow (linear and quadratic effects), and days in milk (linear effect), except for 305-day milk yield. A hierarchical reaction norm model (HRNM) based on the unknown covariate was used. The present study showed the presence of G × E in milk yield across first lactation of Holstein cows. The variation in the heritability estimates implies differences in the response to selection depending on the environment where the animals of this population are evaluated. In the average environment, the heritabilities for all traits were rather similar, in range from 0.02 to 0.63. The scaling effect of G × E predominated throughout most of lactation. Particularly during the first 2 months of lactation, G × E caused reranking of breeding values. It is therefore important to include the environmental sensitivity of animals according to the phase of lactation in the genetic evaluations of Holstein cattle in tropical environments.