11 resultados para Linear semi-infinite optimization
em BORIS: Bern Open Repository and Information System - Berna - Suiça
Resumo:
The occurrence of gaseous pollutants in soils has stimulated many experimental activities, including forced ventilation in the field as well as laboratory transport experiments with gases. The dispersion coefficient in advective-dispersive gas phase transport is often dominated by molecular diffusion, which leads to a large overall dispersivity gamma. Under such conditions it is important to distinguish between flux and resident modes of solute injection and detection. The influence of the inlet type oil the macroscopic injection mode was tested in two series of column experiments with gases at different mean flow velocities nu. First we compared infinite resident and flux injections, and second, semi-infinite resident and flux injections. It is shown that the macroscopically apparent injection condition depends on the geometry of the inlet section. A reduction of the cross-sectional area of the inlet relative to that of the column is very effective in excluding the diffusive solute input, thus allowing us to use the solutions for a flux Injection also at rather low mean flow velocities nu. If the whole cross section of a column is exposed to a large reservoir like that of ambient air, a semi-infinite resident injection is established, which can be distinguished from a flux injection even at relatively high velocities nu, depending on the mechanical dispersivity of the porous medium.
Resumo:
We generalize uniqueness theorems for non-extremal black holes with three mutually independent Killing vector fields in five-dimensional minimal supergravity in order to account for the existence of non-trivial two-cycles in the domain of outer communication. The black hole space-times we consider may contain multiple disconnected horizons and be asymptotically flat or asymptotically Kaluza–Klein. We show that in order to uniquely specify the black hole space-time, besides providing its domain structure and a set of asymptotic and local charges, it is necessary to measure the magnetic fluxes that support the two-cycles as well as fluxes in the two semi-infinite rotation planes of the domain diagram.
Resumo:
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.
Resumo:
Umbilical cord blood (UCB) is a source of hematopoietic stem cells that initially was used exclusively for the hematopoietic reconstitution of pediatric patients. It is now suggested for use for adults as well, a fact that increases the pressure to obtain units with high cellularity. Therefore, the optimization of UCB processing is a priority.
Resumo:
In this paper, we use morphological and numerical methods to test the hypothesis that seasonally formed fracture patterns in the Martian polar regions result from the brittle failure of seasonal CO2 slab ice. The observations by the High Resolution Imaging Science Experiment (HiRISE) of polar regions of Mars show very narrow dark elongated linear patterns that are observed during some periods of time in spring, disappear in summer and re-appear again in the following spring. They are repeatedly formed in the same areas but they do not repeat the exact pattern from year to year. This leads to the conclusion that they are cracks formed in the seasonal ice layer. Some of models of seasonal surface processes rely on the existence of a transparent form of CO2 ice, so-called slab ice. For the creation of the observed cracks the ice is required to be a continuous media, not an agglomeration of relatively separate particles like a firn. The best explanation for our observations is a slab ice with relatively high transparency in the visible wavelength range. This transparency allows a solid state green-house effect to act underneath the ice sheet raising the pressure by sublimation from below. The trapped gas creates overpressure and the ice sheet breaks at some point creating the observed cracks. We show that the times when the cracks appear are in agreement with the model calculation, providing one more piece of evidence that CO2 slab ice covers polar areas in spring.
Resumo:
Since 2010, the client base of online-trading service providers has grown significantly. Such companies enable small investors to access the stock market at advantageous rates. Because small investors buy and sell stocks in moderate amounts, they should consider fixed transaction costs, integral transaction units, and dividends when selecting their portfolio. In this paper, we consider the small investor’s problem of investing capital in stocks in a way that maximizes the expected portfolio return and guarantees that the portfolio risk does not exceed a prescribed risk level. Portfolio-optimization models known from the literature are in general designed for institutional investors and do not consider the specific constraints of small investors. We therefore extend four well-known portfolio-optimization models to make them applicable for small investors. We consider one nonlinear model that uses variance as a risk measure and three linear models that use the mean absolute deviation from the portfolio return, the maximum loss, and the conditional value-at-risk as risk measures. We extend all models to consider piecewise-constant transaction costs, integral transaction units, and dividends. In an out-of-sample experiment based on Swiss stock-market data and the cost structure of the online-trading service provider Swissquote, we apply both the basic models and the extended models; the former represent the perspective of an institutional investor, and the latter the perspective of a small investor. The basic models compute portfolios that yield on average a slightly higher return than the portfolios computed with the extended models. However, all generated portfolios yield on average a higher return than the Swiss performance index. There are considerable differences between the four risk measures with respect to the mean realized portfolio return and the standard deviation of the realized portfolio return.
Resumo:
Offset printing is a common method to produce large amounts of printed matter. We consider a real-world offset printing process that is used to imprint customer-specific designs on napkin pouches. The print- ing technology used yields a number of specific constraints. The planning problem consists of allocating designs to printing-plate slots such that the given customer demand for each design is fulfilled, all technologi- cal and organizational constraints are met and the total overproduction and setup costs are minimized. We formulate this planning problem as a mixed-binary linear program, and we develop a multi-pass matching-based savings heuristic. We report computational results for a set of problem instances devised from real-world data.
Resumo:
Since 2010, the client base of online-trading service providers has grown significantly. Such companies enable small investors to access the stock market at advantageous rates. Because small investors buy and sell stocks in moderate amounts, they should consider fixed transaction costs, integral transaction units, and dividends when selecting their portfolio. In this paper, we consider the small investor’s problem of investing capital in stocks in a way that maximizes the expected portfolio return and guarantees that the portfolio risk does not exceed a prescribed risk level. Portfolio-optimization models known from the literature are in general designed for institutional investors and do not consider the specific constraints of small investors. We therefore extend four well-known portfolio-optimization models to make them applicable for small investors. We consider one nonlinear model that uses variance as a risk measure and three linear models that use the mean absolute deviation from the portfolio return, the maximum loss, and the conditional value-at-risk as risk measures. We extend all models to consider piecewise-constant transaction costs, integral transaction units, and dividends. In an out-of-sample experiment based on Swiss stock-market data and the cost structure of the online-trading service provider Swissquote, we apply both the basic models and the extended models; the former represent the perspective of an institutional investor, and the latter the perspective of a small investor. The basic models compute portfolios that yield on average a slightly higher return than the portfolios computed with the extended models. However, all generated portfolios yield on average a higher return than the Swiss performance index. There are considerable differences between the four risk measures with respect to the mean realized portfolio return and the standard deviation of the realized portfolio return.
Resumo:
The general goal of this thesis is correlating observable properties of organic and metal-organic materials with their ground-state electron density distribution. In a long-term view, we expect to develop empirical or semi-empirical approaches to predict materials properties from the electron density of their building blocks, thus allowing to rationally engineering molecular materials from their constituent subunits, such as their functional groups. In particular, we have focused on linear optical properties of naturally occurring amino acids and their organic and metal-organic derivatives, and on magnetic properties of metal-organic frameworks. For analysing the optical properties and the magnetic behaviour of the molecular or sub-molecular building blocks in materials, we mostly used the more traditional QTAIM partitioning scheme of the molecular or crystalline electron densities, however, we have also investigated a new approach, namely, X-ray Constrained Extremely Localized Molecular Orbitals (XC-ELMO), that can be used in future to extracted the electron densities of crystal subunits. With the purpose of rationally engineering linear optical materials, we have calculated atomic and functional group polarizabilities of amino acid molecules, their hydrogen-bonded aggregates and their metal-organic frameworks. This has enabled the identification of the most efficient functional groups, able to build-up larger electric susceptibilities in crystals, as well as the quantification of the role played by intermolecular interactions and coordinative bonds on modifying the polarizability of the isolated building blocks. Furthermore, we analysed the dependence of the polarizabilities on the one-electron basis set and the many-electron Hamiltonian. This is useful for selecting the most efficient level of theory to estimate susceptibilities of molecular-based materials. With the purpose of rationally design molecular magnetic materials, we have investigated the electron density distributions and the magnetism of two copper(II) pyrazine nitrate metal-organic polymers. High-resolution X-ray diffraction and DFT calculations were used to characterize the magnetic exchange pathways and to establish relationships between the electron densities and the exchange-coupling constants. Moreover, molecular orbital and spin-density analyses were employed to understand the role of different magnetic exchange mechanisms in determining the bulk magnetic behaviour of these materials. As anticipated, we have finally investigated a modified version of the X-ray constrained wavefunction technique, XC-ELMOs, that is not only a useful tool for determination and analysis of experimental electron densities, but also enables one to derive transferable molecular orbitals strictly localized on atoms, bonds or functional groups. In future, we expect to use XC-ELMOs to predict materials properties of large systems, currently challenging to calculate from first-principles, such as macromolecules or polymers. Here, we point out advantages, needs and pitfalls of the technique. This work fulfils, at least partially, the prerequisites to understand materials properties of organic and metal-organic materials from the perspective of the electron density distribution of their building blocks. Empirical or semi-empirical evaluation of optical or magnetic properties from a preconceived assembling of building blocks could be extremely important for rationally design new materials, a field where accurate but expensive first-principles calculations are generally not used. This research could impact the community in the fields of crystal engineering, supramolecular chemistry and, of course, electron density analysis.