A mixed-integer linear programming approach to the optimization of event-bus schedules: a scheduling application in the tourism sector

This paper deals with “The Enchanted Journey,” which is a daily event tour booked by Bollywood-film fans. During the tour, the participants visit original sites of famous Bollywood films at various locations in Switzerland; moreover, the tour includes stops for lunch and shopping. Each day, up to five buses operate the tour. For operational reasons, however, two or more buses cannot stay at the same location simultaneously. Further operative constraints include time windows for all activities and precedence constraints between some activities. The planning problem is how to compute a feasible schedule for each bus. We implement a two-step hierarchical approach. In the first step, we minimize the total waiting time; in the second step, we minimize the total travel time of all buses. We present a basic formulation of this problem as a mixed-integer linear program. We enhance this basic formulation by symmetry-breaking constraints, which reduces the search space without loss of generality. We report on computational results obtained with the Gurobi Solver. Our numerical results show that all relevant problem instances can be solved using the basic formulation within reasonable CPU time, and that the symmetry-breaking constraints reduce that CPU time considerably.

Index Tracking Using Data-Mining Techniques and Mixed-Binary Linear Programming

Index tracking has become one of the most common strategies in asset management. The index-tracking problem consists of constructing a portfolio that replicates the future performance of an index by including only a subset of the index constituents in the portfolio. Finding the most representative subset is challenging when the number of stocks in the index is large. We introduce a new three-stage approach that at first identifies promising subsets by employing data-mining techniques, then determines the stock weights in the subsets using mixed-binary linear programming, and finally evaluates the subsets based on cross validation. The best subset is returned as the tracking portfolio. Our approach outperforms state-of-the-art methods in terms of out-of-sample performance and running times.

Characterization and source apportionment of organic aerosol using offline aerosol mass spectrometry

Field deployments of the Aerodyne Aerosol Mass Spectrometer (AMS) have significantly advanced real-time measurements and source apportionment of non-refractory particulate matter. However, the cost and complex maintenance requirements of the AMS make its deployment at sufficient sites to determine regional characteristics impractical. Furthermore, the negligible transmission efficiency of the AMS inlet for supermicron particles significantly limits the characterization of their chemical nature and contributing sources. In this study, we utilize the AMS to characterize the water-soluble organic fingerprint of ambient particles collected onto conventional quartz filters, which are routinely sampled at many air quality sites. The method was applied to 256 particulate matter (PM) filter samples (PM1, PM2:5, and PM10, i.e., PM with aerodynamic diameters smaller than 1, 2.5, and 10 μm, respectively), collected at 16 urban and rural sites during summer and winter. We show that the results obtained by the present technique compare well with those from co-located online measurements, e.g., AMS or Aerosol Chemical Speciation Monitor (ACSM). The bulk recoveries of organic aerosol (60–91 %) achieved using this technique, together with low detection limits (0.8 μg of organic aerosol on the analyzed filter fraction) allow its application to environmental samples. We will discuss the recovery variability of individual hydrocarbon ions, ions containing oxygen, and other ions. The performance of such data in source apportionment is assessed in comparison to ACSM data. Recoveries of organic components related to different sources as traffic, wood burning, and secondary organic aerosol are presented. This technique, while subjected to the limitations inherent to filter-based measurements (e.g., filter artifacts and limited time resolution) may be used to enhance the AMS capabilities in measuring size-fractionated, spatially resolved longterm data sets.

Fetal programming and epigenetic mechanisms in arterial hypertension.

PURPOSE OF REVIEW To provide an overview of available evidence of the potential role of epigenetics in the pathogenesis of hypertension and vascular dysfunction. RECENT FINDINGS Arterial hypertension is a highly heritable condition. Surprisingly, however, genetic variants only explain a tiny fraction of the phenotypic variation and the term 'missing heritability' has been coined to describe this phenomenon. Recent evidence suggests that phenotypic alteration that is unrelated to changes in DNA sequence (thereby escaping detection by classic genetic methodology) offers a potential explanation. Here, we present some basic information on epigenetics and review recent work consistent with the hypothesis of epigenetically induced arterial hypertension. SUMMARY New technologies that enable the rigorous assessment of epigenetic changes and their phenotypic consequences may provide the basis for explaining the missing heritability of arterial hypertension and offer new possibilities for treatment and/or prevention.

SOMS: SurrOgate MultiStart algorithm for use with nonlinear programming for global optimization

SOMS is a general surrogate-based multistart algorithm, which is used in combination with any local optimizer to find global optima for computationally expensive functions with multiple local minima. SOMS differs from previous multistart methods in that a surrogate approximation is used by the multistart algorithm to help reduce the number of function evaluations necessary to identify the most promising points from which to start each nonlinear programming local search. SOMS’s numerical results are compared with four well-known methods, namely, Multi-Level Single Linkage (MLSL), MATLAB’s MultiStart, MATLAB’s GlobalSearch, and GLOBAL. In addition, we propose a class of wavy test functions that mimic the wavy nature of objective functions arising in many black-box simulations. Extensive comparisons of algorithms on the wavy testfunctions and on earlier standard global-optimization test functions are done for a total of 19 different test problems. The numerical results indicate that SOMS performs favorably in comparison to alternative methods and does especially well on wavy functions when the number of function evaluations allowed is limited.