A Bayesian formulation of search, control and the exploration/exploitation trade-off

A new approach to optimisation is introduced based on a precise probabilistic statement of what is ideally required of an optimisation method. It is convenient to express the formalism in terms of the control of a stationary environment. This leads to an objective function for the controller which unifies the objectives of exploration and exploitation, thereby providing a quantitative principle for managing this trade-off. This is demonstrated using a variant of the multi-armed bandit problem. This approach opens new possibilities for optimisation algorithms, particularly by using neural network or other adaptive methods for the adaptive controller. It also opens possibilities for deepening understanding of existing methods. The realisation of these possibilities requires research into practical approximations of the exact formalism.

Purification of phosphoric acid by solvent extraction

This work follows a feasibility study (187) which suggested that a process for purifying wet-process phosphoric acid by solvent extraction should be economically viable. The work was divided into two main areas, (i) chemical and physical measurements on the three-phase system, with or without impurities; (ii) process simulation and optimization. The object was to test the process technically and economically and to optimise the type of solvent. The chemical equilibria and distribution curves for the system water - phosphoric acid - solvent for the solvents n-amyl alcohol, tri-n-butyl phosphate, di-isopropyl ether and methyl isobutyl ketone have been determined. Both pure phosphoric acid and acid containing known amounts of naturally occurring impurities (Fe P0 4 , A1P0 4 , Ca3(P04)Z and Mg 3(P0 4 )Z) were examined. The hydrodynamic characteristics of the systems were also studied. The experimental results obtained for drop size distribution were compared with those obtainable from Hinze's equation (32) and it was found that they deviated by an amount related to the turbulence. A comprehensive literature survey on the purification of wet-process phosphoric acid by organic solvents has been made. The literature regarding solvent extraction fundamentals and equipment and optimization methods for the envisaged process was also reviewed. A modified form of the Kremser-Brown and Souders equation to calculate the number of contact stages was derived. The modification takes into account the special nature of phosphoric acid distribution curves in the studied systems. The process flow-sheet was developed and simulated. Powell's direct search optimization method was selected in conjunction with the linear search algorithm of Davies, Swann and Campey. The objective function was defined as the total annual manufacturing cost and the program was employed to find the optimum operating conditions for anyone of the chosen solvents. The final results demonstrated the following order of feasibility to purify wet-process acid: di-isopropyl ether, methylisobutyl ketone, n-amyl alcohol and tri-n-butyl phosphate.

Selecting the most preferable alternatives in a group decision making problem using DEA

Group decision making is the study of identifying and selecting alternatives based on the values and preferences of the decision maker. Making a decision implies that there are several alternative choices to be considered. This paper uses the concept of Data Envelopment Analysis to introduce a new mathematical method for selecting the best alternative in a group decision making environment. The introduced model is a multi-objective function which is converted into a multi-objective linear programming model from which the optimal solution is obtained. A numerical example shows how the new model can be applied to rank the alternatives or to choose a subset of the most promising alternatives.

Iterative subspace analysis based on feature line distance

Nearest feature line-based subspace analysis is first proposed in this paper. Compared with conventional methods, the newly proposed one brings better generalization performance and incremental analysis. The projection point and feature line distance are expressed as a function of a subspace, which is obtained by minimizing the mean square feature line distance. Moreover, by adopting stochastic approximation rule to minimize the objective function in a gradient manner, the new method can be performed in an incremental mode, which makes it working well upon future data. Experimental results on the FERET face database and the UCI satellite image database demonstrate the effectiveness.

Incorporating sentiment prior knowledge for weakly supervised sentiment analysis

This article presents two novel approaches for incorporating sentiment prior knowledge into the topic model for weakly supervised sentiment analysis where sentiment labels are considered as topics. One is by modifying the Dirichlet prior for topic-word distribution (LDA-DP), the other is by augmenting the model objective function through adding terms that express preferences on expectations of sentiment labels of the lexicon words using generalized expectation criteria (LDA-GE). We conducted extensive experiments on English movie review data and multi-domain sentiment dataset as well as Chinese product reviews about mobile phones, digital cameras, MP3 players, and monitors. The results show that while both LDA-DP and LDAGE perform comparably to existing weakly supervised sentiment classification algorithms, they are much simpler and computationally efficient, rendering themmore suitable for online and real-time sentiment classification on the Web. We observed that LDA-GE is more effective than LDA-DP, suggesting that it should be preferred when considering employing the topic model for sentiment analysis. Moreover, both models are able to extract highly domain-salient polarity words from text.

A stepwise fuzzy linear programming model with possibility and necessity relations

Linear programming (LP) is the most widely used optimization technique for solving real-life problems because of its simplicity and efficiency. Although conventional LP models require precise data, managers and decision makers dealing with real-world optimization problems often do not have access to exact values. Fuzzy sets have been used in the fuzzy LP (FLP) problems to deal with the imprecise data in the decision variables, objective function and/or the constraints. The imprecisions in the FLP problems could be related to (1) the decision variables; (2) the coefficients of the decision variables in the objective function; (3) the coefficients of the decision variables in the constraints; (4) the right-hand-side of the constraints; or (5) all of these parameters. In this paper, we develop a new stepwise FLP model where fuzzy numbers are considered for the coefficients of the decision variables in the objective function, the coefficients of the decision variables in the constraints and the right-hand-side of the constraints. In the first step, we use the possibility and necessity relations for fuzzy constraints without considering the fuzzy objective function. In the subsequent step, we extend our method to the fuzzy objective function. We use two numerical examples from the FLP literature for comparison purposes and to demonstrate the applicability of the proposed method and the computational efficiency of the procedures and algorithms. © 2013-IOS Press and the authors. All rights reserved.

Prophylactic ranitidine treatment in critically ill children - a population pharmacokinetic study

Aims - To characterize the population pharmacokinetics of ranitidine in critically ill children and to determine the influence of various clinical and demographic factors on its disposition. Methods - Data were collected prospectively from 78 paediatric patients (n = 248 plasma samples) who received oral or intravenous ranitidine for prophylaxis against stress ulcers, gastrointestinal bleeding or the treatment of gastro-oesophageal reflux. Plasma samples were analysed using high-performance liquid chromatography, and the data were subjected to population pharmacokinetic analysis using nonlinear mixed-effects modelling. Results - A one-compartment model best described the plasma concentration profile, with an exponential structure for interindividual errors and a proportional structure for intra-individual error. After backward stepwise elimination, the final model showed a significant decrease in objective function value (−12.618; P < 0.001) compared with the weight-corrected base model. Final parameter estimates for the population were 32.1 l h−1 for total clearance and 285 l for volume of distribution, both allometrically modelled for a 70 kg adult. Final estimates for absorption rate constant and bioavailability were 1.31 h−1 and 27.5%, respectively. No significant relationship was found between age and weight-corrected ranitidine pharmacokinetic parameters in the final model, with the covariate for cardiac failure or surgery being shown to reduce clearance significantly by a factor of 0.46. Conclusions - Currently, ranitidine dose recommendations are based on children's weights. However, our findings suggest that a dosing scheme that takes into consideration both weight and cardiac failure/surgery would be more appropriate in order to avoid administration of higher or more frequent doses than necessary.

Population pharmacokinetic and pharmacogenetic analysis of 6-mercaptopurine in paediatric patients with acute lymphoblastic leukaemia

WHAT IS ALREADY KNOWN ABOUT THIS SUBJECT • The cytotoxic effects of 6-mercaptopurine (6-MP) were found to be due to drug-derived intracellular metabolites (mainly 6-thioguanine nucleotides and to some extent 6-methylmercaptopurine nucleotides) rather than the drug itself. • Current empirical dosing methods for oral 6-MP result in highly variable drug and metabolite concentrations and hence variability in treatment outcome. WHAT THIS STUDY ADDS • The first population pharmacokinetic model has been developed for 6-MP active metabolites in paediatric patients with acute lymphoblastic leukaemia and the potential demographic and genetically controlled factors that could lead to interpatient pharmacokinetic variability among this population have been assessed. • The model shows a large reduction in interindividual variability of pharmacokinetic parameters when body surface area and thiopurine methyltransferase polymorphism are incorporated into the model as covariates. • The developed model offers a more rational dosing approach for 6-MP than the traditional empirical method (based on body surface area) through combining it with pharmacogenetically guided dosing based on thiopurine methyltransferase genotype. AIMS - To investigate the population pharmacokinetics of 6-mercaptopurine (6-MP) active metabolites in paediatric patients with acute lymphoblastic leukaemia (ALL) and examine the effects of various genetic polymorphisms on the disposition of these metabolites. METHODS - Data were collected prospectively from 19 paediatric patients with ALL (n = 75 samples, 150 concentrations) who received 6-MP maintenance chemotherapy (titrated to a target dose of 75 mg m−2 day−1). All patients were genotyped for polymorphisms in three enzymes involved in 6-MP metabolism. Population pharmacokinetic analysis was performed with the nonlinear mixed effects modelling program (nonmem) to determine the population mean parameter estimate of clearance for the active metabolites. RESULTS - The developed model revealed considerable interindividual variability (IIV) in the clearance of 6-MP active metabolites [6-thioguanine nucleotides (6-TGNs) and 6-methylmercaptopurine nucleotides (6-mMPNs)]. Body surface area explained a significant part of 6-TGNs clearance IIV when incorporated in the model (IIV reduced from 69.9 to 29.3%). The most influential covariate examined, however, was thiopurine methyltransferase (TPMT) genotype, which resulted in the greatest reduction in the model's objective function (P < 0.005) when incorporated as a covariate affecting the fractional metabolic transformation of 6-MP into 6-TGNs. The other genetic covariates tested were not statistically significant and therefore were not included in the final model. CONCLUSIONS - The developed pharmacokinetic model (if successful at external validation) would offer a more rational dosing approach for 6-MP than the traditional empirical method since it combines the current practice of using body surface area in 6-MP dosing with a pharmacogenetically guided dosing based on TPMT genotype.

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed. © 2014 IMACS.

Why are aggregate equity payouts pro-cyclical?

We use two general equilibrium models to explain why changes in the external economic environment result in pro-cyclical aggregate dividend payout behavior. Both models that we consider endogenize low elasticity of investment. The first model incorporates capital adjustment costs, while the second one assumes that risk-averse managers maximize their own objective function rather than shareholder wealth. We show that, while both models generate pro-cyclical aggregate dividends, a feature consistent with the observed business-cycle pattern of payouts from well-diversified portfolios, the second model provides a more likely explanation for this effect. Our findings emphasize the importance of incorporating agency conflicts when considering the relationship between the external economic environment and the financial behavior of businesses.

Laser tracker position optimization

This article presents a laser tracker position optimization code based on the tracker uncertainty model developed by the National Physical Laboratory (NPL). The code is able to find the optimal tracker positions for generic measurements involving one or a network of many trackers, and an arbitrary set of targets. The optimization is performed using pattern search or optionally, genetic algorithm (GA) or particle swarm optimization (PSO). Different objective function weightings for the uncertainties of individual points, distance uncertainties between point pairs, and the angular uncertainties between three points can be defined. Constraints for tracker position limits and minimum measurement distances have also been implemented. Furthermore, position optimization taking into account of lines-of-sight (LOS) within complex CAD geometry have also been demonstrated. The code is simple to use and can be a valuable measurement planning tool.

Laser tracker position optimization

This article presents a laser tracker position optimization code based on the tracker uncertainty model developed by the National Physical Laboratory (NPL). The code is able to find the optimal tracker positions for generic measurements involving one or a network of many trackers, and an arbitrary set of targets. The optimization is performed using pattern search or optionally, genetic algorithm (GA) or particle swarm optimization (PSO). Different objective function weightings for the uncertainties of individual points, distance uncertainties between point pairs, and the angular uncertainties between three points can be defined. Constraints for tracker position limits and minimum measurement distances have also been implemented. Furthermore, position optimization taking into account of lines-of-sight (LOS) within complex CAD geometry have also been demonstrated. The code is simple to use and can be a valuable measurement planning tool.

Surrogate-based analysis and optimization for the design of heat sinks with jet impingement

Heat sinks are widely used for cooling electronic devices and systems. Their thermal performance is usually determined by the material, shape, and size of the heat sink. With the assistance of computational fluid dynamics (CFD) and surrogate-based optimization, heat sinks can be designed and optimized to achieve a high level of performance. In this paper, the design and optimization of a plate-fin-type heat sink cooled by impingement jet is presented. The flow and thermal fields are simulated using the CFD simulation; the thermal resistance of the heat sink is then estimated. A Kriging surrogate model is developed to approximate the objective function (thermal resistance) as a function of design variables. Surrogate-based optimization is implemented by adaptively adding infill points based on an integrated strategy of the minimum value, the maximum mean square error approach, and the expected improvement approaches. The results show the influence of design variables on the thermal resistance and give the optimal heat sink with lowest thermal resistance for given jet impingement conditions.

A branch and efficiency algorithm for the optimal design of supply chain networks

Supply chain operations directly affect service levels. Decision on amendment of facilities is generally decided based on overall cost, leaving out the efficiency of each unit. Decomposing the supply chain superstructure, efficiency analysis of the facilities (warehouses or distribution centers) that serve customers can be easily implemented. With the proposed algorithm, the selection of a facility is based on service level maximization and not just cost minimization as this analysis filters all the feasible solutions utilizing Data Envelopment Analysis (DEA) technique. Through multiple iterations, solutions are filtered via DEA and only the efficient ones are selected leading to cost minimization. In this work, the problem of optimal supply chain networks design is addressed based on a DEA based algorithm. A Branch and Efficiency (B&E) algorithm is deployed for the solution of this problem. Based on this DEA approach, each solution (potentially installed warehouse, plant etc) is treated as a Decision Making Unit, thus is characterized by inputs and outputs. The algorithm through additional constraints named “efficiency cuts”, selects only efficient solutions providing better objective function values. The applicability of the proposed algorithm is demonstrated through illustrative examples.

The Effect of nutritional supplementation on subjective and objective measures of visual and retinal function:a random controlled trial

In industrialised countries age-related macular disease (ARMD) is the leading cause of visual loss in older people. Because oxidative stress is purported to be associated with an increased risk of disease development the role of antioxidant supplementation is of interest. Lutein is a carotenoid antioxidant that accumulates within the retina and is thought to filter blue light. Increased levels of lutein have been associated with reduced risk of developing ARMD and improvements in visual and retinal function in eyes with ARMD. The aim of this randomised controlled trial (RCT) was to investigate the effect of a lutein-based nutritional supplement on subjective and objective measures of visual function in healthy eyes and in eyes with age-related maculopathy (ARM) – an early form of ARMD. Supplement withdrawal effects were also investigated. A sample size of 66 healthy older (HO), healthy younger (HY), and ARM eyes were randomly allocated to receive a lutein-based supplement or no treatment for 40 weeks. The supplemented group then stopped supplementation to look at the effects of withdrawal over a further 20 weeks. The primary outcome measure was multifocal electroretinogram (mfERG) N1P1 amplitude. Secondary outcome measures were mfERG N1, P1 and N2 latency, contrast sensitivity (CS), Visual acuity (VA) and macular pigment optical density (MPOD). Sample sizes were sufficient for the RCT to have an 80% power to detect a significant clinical effect at the 5% significance level for all outcome measures when the healthy eye groups were combined, and CS, VA and mfERG in the ARM group. This RCT demonstrates significant improvements in MPOD in HY and HO supplemented eyes. When HY and HO supplemented groups were combined, MPOD improvements were maintained, and mfERG ring 2 P1 latency became shorter. On withdrawal of the supplement mfERG ring 1 N1P1 amplitude reduced in HO eyes. When HO and HY groups were combined, mfERG ring 1 and ring 2 N1P1 amplitudes were reduced. In ARM eyes, ring 3 N2 latency and ring 4 P1 latency became longer. These statistically significant changes may not be clinically significant. The finding that a lutein-based supplement increases MPOD in healthy eyes, but does not increase mfERG amplitudes contrasts with the CARMIS study and contributes to the debate on the use of nutritional supplementation in ARM.