Equivalence of piecewise-linear approximation and Lagrangian relaxation for network revenue management

The network revenue management (RM) problem arises in airline, hotel, media,and other industries where the sale products use multiple resources. It can be formulatedas a stochastic dynamic program but the dynamic program is computationallyintractable because of an exponentially large state space, and a number of heuristicshave been proposed to approximate it. Notable amongst these -both for their revenueperformance, as well as their theoretically sound basis- are approximate dynamic programmingmethods that approximate the value function by basis functions (both affinefunctions as well as piecewise-linear functions have been proposed for network RM)and decomposition methods that relax the constraints of the dynamic program to solvesimpler dynamic programs (such as the Lagrangian relaxation methods). In this paperwe show that these two seemingly distinct approaches coincide for the network RMdynamic program, i.e., the piecewise-linear approximation method and the Lagrangianrelaxation method are one and the same.

On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

A Fast Gradient Approximation for Nonlinear Blind Signal Processing

When dealing with nonlinear blind processing algorithms (deconvolution or post-nonlinear source separation), complex mathematical estimations must be done giving as a result very slow algorithms. This is the case, for example, in speech processing, spike signals deconvolution or microarray data analysis. In this paper, we propose a simple method to reduce computational time for the inversion of Wiener systems or the separation of post-nonlinear mixtures, by using a linear approximation in a minimum mutual information algorithm. Simulation results demonstrate that linear spline interpolation is fast and accurate, obtaining very good results (similar to those obtained without approximation) while computational time is dramatically decreased. On the other hand, cubic spline interpolation also obtains similar good results, but due to its intrinsic complexity, the global algorithm is much more slow and hence not useful for our purpose.

Cubic approximation for the transverse displacement in BEM for elastic plates analysis

This work presents an application for the plate analysis formulation by BEM where 3 boundary equations are used, written for the transverse displacement w and the normal and tangential derivatives partial derivativew/partial derivativen and partial derivativew/partial derivatives. In this extension, the transverse displacement w is approximated by a cubic polynomial and, as a consequence, partial derivativew/partial derivatives has a quadratic approximation. This alternative BEM formulation improves the analysis of thin plates, when compared to the formulation using the linear approximation for the displacements, mainly in the obtaining of the bending moments at the boundary of the plate. The implementation of this proposal to the computational codes is simple. (C) 2004 Published by Elsevier Ltd.

Inclusão de pilares numa formulação do método dos elementos de contorno para análise linear de pavimentos de edifícios

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Provisos for classic linear oscillator design methods. New linear oscillator design based on the NDF/RRT

In this paper, the classic oscillator design methods are reviewed, and their strengths and weaknesses are shown. Provisos for avoiding the misuse of classic methods are also proposed. If the required provisos are satisfied, the solutions provided by the classic methods (oscillator start-up linear approximation) will be correct. The provisos verification needs to use the NDF (Network Determinant Function). The use of the NDF or the most suitable RRT (Return Relation Transponse), which is directly related to the NDF, as a tool to analyze oscillators leads to a new oscillator design method. The RRT is the "true" loop-gain of oscillators. The use of the new method is demonstrated with examples. Finally, a comparison of NDF/RRT results with the HB (Harmonic Balance) simulation and practical implementation measurements prove the universal use of the new methods.

Approximation of Univariate Set-Valued Functions - an Overview

2000 Mathematics Subject Classification: 26E25, 41A35, 41A36, 47H04, 54C65.

Newtonian perturbations on models with matter creation

Creation of cold dark matter (CCDM) can macroscopically be described by a negative pressure, and, therefore, the mechanism is capable to accelerate the Universe, without the need of an additional dark energy component. In this framework, we discuss the evolution of perturbations by considering a Neo-Newtonian approach where, unlike in the standard Newtonian cosmology, the fluid pressure is taken into account even in the homogeneous and isotropic background equations (Lima, Zanchin, and Brandenberger, MNRAS 291, L1, 1997). The evolution of the density contrast is calculated in the linear approximation and compared to the one predicted by the Lambda CDM model. The difference between the CCDM and Lambda CDM predictions at the perturbative level is quantified by using three different statistical methods, namely: a simple chi(2)-analysis in the relevant space parameter, a Bayesian statistical inference, and, finally, a Kolmogorov-Smirnov test. We find that under certain circumstances, the CCDM scenario analyzed here predicts an overall dynamics (including Hubble flow and matter fluctuation field) which fully recovers that of the traditional cosmic concordance model. Our basic conclusion is that such a reduction of the dark sector provides a viable alternative description to the accelerating Lambda CDM cosmology.

A review of drainage and spontaneous rupture in free standing thin films with tangentially immobile interfaces

A review of spontaneous rupture in thin films with tangentially immobile interfaces is presented that emphasizes the theoretical developments of film drainage and corrugation growth through the linearization of lubrication theory in a cylindrical geometry. Spontaneous rupture occurs when corrugations from adjacent interfaces become unstable and grow to a critical thickness. A corrugated interface is composed of a number of waveforms and each waveform becomes unstable at a unique transition thickness. The onset of instability occurs at the maximum transition thickness, and it is shown that only upper and lower bounds of this thickness can be predicted from linear stability analysis. The upper bound is equivalent to the Freakel criterion and is obtained from the zeroth order approximation of the H-3 term in the evolution equation. This criterion is determined solely by the film radius, interfacial tension and Hamaker constant. The lower bound is obtained from the first order approximation of the H-3 term in the evolution equation and is dependent on the film thinning velocity A semi-empirical equation, referred to as the MTR equation, is obtained by combining the drainage theory of Manev et al. [J. Dispersion Sci. Technol., 18 (1997) 769] and the experimental measurements of Radoev et al. [J. Colloid Interface Sci. 95 (1983) 254] and is shown to provide accurate predictions of film thinning velocity near the critical thickness of rupture. The MTR equation permits the prediction of the lower bound of the maximum transition thickness based entirely on film radius, Plateau border radius, interfacial tension, temperature and Hamaker constant. The MTR equation extrapolates to Reynolds equation under conditions when the Plateau border pressure is small, which provides a lower bound for the maximum transition thickness that is equivalent to the criterion of Gumerman and Homsy [Chem. Eng. Commun. 2 (1975) 27]. The relative accuracy of either bound is thought to be dependent on the amplitude of the hydrodynamic corrugations, and a semiempirical correlation is also obtained that permits the amplitude to be calculated as a function of the upper and lower bound of the maximum transition thickness. The relationship between the evolving theoretical developments is demonstrated by three film thickness master curves, which reduce to simple analytical expressions under limiting conditions when the drainage pressure drop is controlled by either the Plateau border capillary pressure or the van der Waals disjoining pressure. The master curves simplify solution of the various theoretical predictions enormously over the entire range of the linear approximation. Finally, it is shown that when the Frenkel criterion is used to assess film stability, recent studies reach conclusions that are contrary to the relevance of spontaneous rupture as a cell-opening mechanism in foams. (C) 2003 Elsevier Science B.V. All rights reserved.

One-dimensional solidification of supercooled melts

In this paper a one-phase supercooled Stefan problem, with a nonlinear relation between the phase change temperature and front velocity, is analysed. The model with the standard linear approximation, valid for small supercooling, is first examined asymptotically. The nonlinear case is more difficult to analyse and only two simple asymptotic results are found. Then, we apply an accurate heat balance integral method to make further progress. Finally, we compare the results found against numerical solutions. The results show that for large supercooling the linear model may be highly inaccurate and even qualitatively incorrect. Similarly as the Stefan number β → 1&sup&+&/sup& the classic Neumann solution which exists down to β =1 is far from the linear and nonlinear supercooled solutions and can significantly overpredict the solidification rate.

Semiclassical back reaction in the formation of a straight cosmic string

We derive the back reaction on the gravitational field of a straight cosmic string during its formation due to the gravitational coupling of the string to quantum matter fields. A very simple model of string formation is considered. The gravitational field of the string is computed in the linear approximation. The vacuum expectation value of the stress tensor of a massless scalar quantum field coupled to the string gravitational field is computed to one loop order. Finally, the back-reaction effect is obtained by solving perturbatively the semiclassical Einsteins equations.

Cosmological perturbations from stochastic gravity

In inflationary cosmological models driven by an inflaton field the origin of the primordial inhomogeneities which are responsible for large-scale structure formation are the quantum fluctuations of the inflaton field. These are usually calculated using the standard theory of cosmological perturbations, where both the gravitational and the inflaton fields are linearly perturbed and quantized. The correlation functions for the primordial metric fluctuations and their power spectrum are then computed. Here we introduce an alternative procedure for calculating the metric correlations based on the Einstein-Langevin equation which emerges in the framework of stochastic semiclassical gravity. We show that the correlation functions for the metric perturbations that follow from the Einstein-Langevin formalism coincide with those obtained with the usual quantization procedures when the scalar field perturbations are linearized. This method is explicitly applied to a simple model of chaotic inflation consisting of a Robertson-Walker background, which undergoes a quasi-de Sitter expansion, minimally coupled to a free massive quantum scalar field. The technique based on the Einstein-Langevin equation can, however, deal naturally with the perturbations of the scalar field even beyond the linear approximation, as is actually required in inflationary models which are not driven by an inflaton field, such as Starobinsky¿s trace-anomaly driven inflation or when calculating corrections due to nonlinear quantum effects in the usual inflaton driven models.

Ambulatory assessment of 3D ground reaction force using plantar pressure distribution.

This study aimed to use the plantar pressure insole for estimating the three-dimensional ground reaction force (GRF) as well as the frictional torque (T(F)) during walking. Eleven subjects, six healthy and five patients with ankle disease participated in the study while wearing pressure insoles during several walking trials on a force-plate. The plantar pressure distribution was analyzed and 10 principal components of 24 regional pressure values with the stance time percentage (STP) were considered for GRF and T(F) estimation. Both linear and non-linear approximators were used for estimating the GRF and T(F) based on two learning strategies using intra-subject and inter-subjects data. The RMS error and the correlation coefficient between the approximators and the actual patterns obtained from force-plate were calculated. Our results showed better performance for non-linear approximation especially when the STP was considered as input. The least errors were observed for vertical force (4%) and anterior-posterior force (7.3%), while the medial-lateral force (11.3%) and frictional torque (14.7%) had higher errors. The result obtained for the patients showed higher error; nevertheless, when the data of the same patient were used for learning, the results were improved and in general slight differences with healthy subjects were observed. In conclusion, this study showed that ambulatory pressure insole with data normalization, an optimal choice of inputs and a well-trained nonlinear mapping function can estimate efficiently the three-dimensional ground reaction force and frictional torque in consecutive gait cycle without requiring a force-plate.

On convergence of transforms based on parabolic scaling

This thesis studies properties of transforms based on parabolic scaling, like Curvelet-, Contourlet-, Shearlet- and Hart-Smith-transform. Essentially, two di erent questions are considered: How these transforms can characterize H older regularity and how non-linear approximation of a piecewise smooth function converges. In study of Hölder regularities, several theorems that relate regularity of a function f : R2 → R to decay properties of its transform are presented. Of particular interest is the case where a function has lower regularity along some line segment than elsewhere. Theorems that give estimates for direction and location of this line, and regularity of the function are presented. Numerical demonstrations suggest also that similar theorems would hold for more general shape of segment of low regularity. Theorems related to uniform and pointwise Hölder regularity are presented as well. Although none of the theorems presented give full characterization of regularity, the su cient and necessary conditions are very similar. Another theme of the thesis is the study of convergence of non-linear M ─term approximation of functions that have discontinuous on some curves and otherwise are smooth. With particular smoothness assumptions, it is well known that squared L2 approximation error is O(M-2(logM)3) for curvelet, shearlet or contourlet bases. Here it is shown that assuming higher smoothness properties, the log-factor can be removed, even if the function still is discontinuous.