Scaling relations between trabecular bone volume fraction and microstructure at different skeletal sites

In this study, we investigated the scaling relations between trabecular bone volume fraction (BV/TV) and parameters of the trabecular microstructure at different skeletal sites. Cylindrical bone samples with a diameter of 8mm were harvested from different skeletal sites of 154 human donors in vitro: 87 from the distal radius, 59/69 from the thoracic/lumbar spine, 51 from the femoral neck, and 83 from the greater trochanter. μCT images were obtained with an isotropic spatial resolution of 26μm. BV/TV and trabecular microstructure parameters (TbN, TbTh, TbSp, scaling indices (< > and σ of α and αz), and Minkowski Functionals (Surface, Curvature, Euler)) were computed for each sample. The regression coefficient β was determined for each skeletal site as the slope of a linear fit in the double-logarithmic representations of the correlations of BV/TV versus the respective microstructure parameter. Statistically significant correlation coefficients ranging from r=0.36 to r=0.97 were observed for BV/TV versus microstructure parameters, except for Curvature and Euler. The regression coefficients β were 0.19 to 0.23 (TbN), 0.21 to 0.30 (TbTh), −0.28 to −0.24 (TbSp), 0.58 to 0.71 (Surface) and 0.12 to 0.16 (<α>), 0.07 to 0.11 (<αz>), −0.44 to −0.30 (σ(α)), and −0.39 to −0.14 (σ(αz)) at the different skeletal sites. The 95% confidence intervals of β overlapped for almost all microstructure parameters at the different skeletal sites. The scaling relations were independent of vertebral fracture status and similar for subjects aged 60–69, 70–79, and >79years. In conclusion, the bone volume fraction–microstructure scaling relations showed a rather universal character.

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.

The coupling of non-linear supersymmetry to supergravity

We study the coupling of non-linear supersymmetry to supergravity. The goldstino nilpotent superfield of global supersymmetry coupled to supergravity is described by a geometric action of the chiral curvature superfield R subject to the constraint (R−λ)2=0 with an appropriate constant λ. This constraint can be found as the decoupling limit of the scalar partner of the goldstino in a class of f(R) supergravity theories.

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.