Qualitative Characteristics and Quantitative Measures of Solution's Reliability in Discrete Optimization: Traditional Analytical Approaches, Innovative Computational Methods and Applicability

The purpose of this thesis is twofold. The first and major part is devoted to sensitivity analysis of various discrete optimization problems while the second part addresses methods applied for calculating measures of solution stability and solving multicriteria discrete optimization problems. Despite numerous approaches to stability analysis of discrete optimization problems two major directions can be single out: quantitative and qualitative. Qualitative sensitivity analysis is conducted for multicriteria discrete optimization problems with minisum, minimax and minimin partial criteria. The main results obtained here are necessary and sufficient conditions for different stability types of optimal solutions (or a set of optimal solutions) of the considered problems. Within the framework of quantitative direction various measures of solution stability are investigated. A formula for a quantitative characteristic called stability radius is obtained for the generalized equilibrium situation invariant to changes of game parameters in the case of the H¨older metric. Quality of the problem solution can also be described in terms of robustness analysis. In this work the concepts of accuracy and robustness tolerances are presented for a strategic game with a finite number of players where initial coefficients (costs) of linear payoff functions are subject to perturbations. Investigation of stability radius also aims to devise methods for its calculation. A new metaheuristic approach is derived for calculation of stability radius of an optimal solution to the shortest path problem. The main advantage of the developed method is that it can be potentially applicable for calculating stability radii of NP-hard problems. The last chapter of the thesis focuses on deriving innovative methods based on interactive optimization approach for solving multicriteria combinatorial optimization problems. The key idea of the proposed approach is to utilize a parameterized achievement scalarizing function for solution calculation and to direct interactive procedure by changing weighting coefficients of this function. In order to illustrate the introduced ideas a decision making process is simulated for three objective median location problem. The concepts, models, and ideas collected and analyzed in this thesis create a good and relevant grounds for developing more complicated and integrated models of postoptimal analysis and solving the most computationally challenging problems related to it.

Structural and operational optimisation : applications in energy systems

In this work mathematical programming models for structural and operational optimisation of energy systems are developed and applied to a selection of energy technology problems. The studied cases are taken from industrial processes and from large regional energy distribution systems. The models are based on Mixed Integer Linear Programming (MILP), Mixed Integer Non-Linear Programming (MINLP) and on a hybrid approach of a combination of Non-Linear Programming (NLP) and Genetic Algorithms (GA). The optimisation of the structure and operation of energy systems in urban regions is treated in the work. Firstly, distributed energy systems (DES) with different energy conversion units and annual variations of consumer heating and electricity demands are considered. Secondly, district cooling systems (DCS) with cooling demands for a large number of consumers are studied, with respect to a long term planning perspective regarding to given predictions of the consumer cooling demand development in a region. The work comprises also the development of applications for heat recovery systems (HRS), where paper machine dryer section HRS is taken as an illustrative example. The heat sources in these systems are moist air streams. Models are developed for different types of equipment price functions. The approach is based on partitioning of the overall temperature range of the system into a number of temperature intervals in order to take into account the strong nonlinearities due to condensation in the heat recovery exchangers. The influence of parameter variations on the solutions of heat recovery systems is analysed firstly by varying cost factors and secondly by varying process parameters. Point-optimal solutions by a fixed parameter approach are compared to robust solutions with given parameter variation ranges. In the work enhanced utilisation of excess heat in heat recovery systems with impingement drying, electricity generation with low grade excess heat and the use of absorption heat transformers to elevate a stream temperature above the excess heat temperature are also studied.

Experimental and discrete element simulation studies of bell-less charging of blast furnace

This thesis presents an experimental study and numerical study, based on the discrete element method (DEM), of bell-less charging in the blast furnace. The numerical models are based on the microscopic interaction between the particles in the blast furnace charging process. The emphasis is put on model validation, investigating several phenomena in the charging process, and on finding factors that influence the results. The study considers and simulates size segregation in the hopper discharging process, particle flow and behavior on the chute, which is the key equipment in the charging system, using mono-size spherical particles, multi-size spheres and nonspherical particles. The behavior of the particles at the burden surface and pellet percolation into a coke layer is also studied. Small-scale experiments are used to validate the DEM models.

Chronic imipramine treatment-induced changes in acetylcholinesterase (EC 3.1.1.7) activity in discrete rat brain regions

Cholinergic as well as monoaminergic neurotransmission seems to be involved in the etiology of affective disorders. Chronic treatment with imipramine, a classical antidepressant drug, induces adaptive changes in monoaminergic neurotransmission. In order to identify possible changes in cholinergic neurotransmission we measured total, membrane-bound and soluble acetylcholinesterase (Achase) activity in several rat brain regions after chronic imipramine treatment. Changes in Achase activity would indicate alterations in acetylcholine (Ach) availability to bind to its receptors in the synaptic cleft. Male rats were treated with imipramine (20 mg/kg, ip) for 21 days, once a day. Twenty-four hours after the last dose the rats were sacrificed and homogenates from several brain regions were prepared. Membrane-bound Achase activity (nmol thiocholine formed min-1 mg protein-1) after chronic imipramine treatment was significantly decreased in the hippocampus (control = 188.8 ± 19.4, imipramine = 154.4 ± 7.5, P<0.005) and striatum (control = 850.9 ± 59.6, imipramine = 742.5 ± 34.7, P<0.005). A small increase in total Achase activity was observed in the medulla oblongata and pons. No changes in enzyme activity were detected in the thalamus or total cerebral cortex. Since the levels of Achase seem to be enhanced through the interaction between Ach and its receptors, a decrease in Achase activity may indicate decreased Ach release by the nerve endings. Therefore, our data indicate that cholinergic neurotransmission is decreased after chronic imipramine treatment which is consistent with the idea of an interaction between monoaminergic and cholinergic neurotransmission in the antidepressant effect of imipramine

Production planning and optimization of a pulp mill: introduction of the optimisation based scheduling software for pulp industry

The objective of this project was to introduce a new software product to pulp industry, a new market for case company. An optimization based scheduling tool has been developed to allow pulp operations to better control their production processes and improve both production efficiency and stability. Both the work here and earlier research indicates that there is a potential for savings around 1-5%. All the supporting data is available today coming from distributed control systems, data historians and other existing sources. The pulp mill model together with the scheduler, allows what-if analyses of the impacts and timely feasibility of various external actions such as planned maintenance of any particular mill operation. The visibility gained from the model proves also to be a real benefit. The aim is to satisfy demand and gain extra profit, while achieving the required customer service level. Research effort has been put both in understanding the minimum features needed to satisfy the scheduling requirements in the industry and the overall existence of the market. A qualitative study was constructed to both identify competitive situation and the requirements vs. gaps on the market. It becomes clear that there is no such system on the marketplace today and also that there is room to improve target market overall process efficiency through such planning tool. This thesis also provides better overall understanding of the different processes in this particular industry for the case company.

Rapid eye movement sleep deprivation induces an increase in acetylcholinesterase activity in discrete rat brain regions

Some upper brainstem cholinergic neurons (pedunculopontine and laterodorsal tegmental nuclei) are involved in the generation of rapid eye movement (REM) sleep and project rostrally to the thalamus and caudally to the medulla oblongata. A previous report showed that 96 h of REM sleep deprivation in rats induced an increase in the activity of brainstem acetylcholinesterase (Achase), the enzyme which inactivates acetylcholine (Ach) in the synaptic cleft. There was no change in the enzyme's activity in the whole brain and cerebrum. The components of the cholinergic synaptic endings (for example, Achase) are not uniformly distributed throughout the discrete regions of the brain. In order to detect possible regional changes we measured Achase activity in several discrete rat brain regions (medulla oblongata, pons, thalamus, striatum, hippocampus and cerebral cortex) after 96 h of REM sleep deprivation. Naive adult male Wistar rats were deprived of REM sleep using the flower-pot technique, while control rats were left in their home cages. Total, membrane-bound and soluble Achase activities (nmol of thiocholine formed min-1 mg protein-1) were assayed photometrically. The results (mean ± SD) obtained showed a statistically significant (Student t-test) increase in total Achase activity in the pons (control: 147.8 ± 12.8, REM sleep-deprived: 169.3 ± 17.4, N = 6 for both groups, P<0.025) and thalamus (control: 167.4 ± 29.0, REM sleep-deprived: 191.9 ± 15.4, N = 6 for both groups, P<0.05). Increases in membrane-bound Achase activity in the pons (control: 171.0 ± 14.7, REM sleep-deprived: 189.5 ± 19.5, N = 6 for both groups, P<0.05) and soluble enzyme activity in the medulla oblongata (control: 147.6 ± 16.3, REM sleep-deprived: 163.8 ± 8.3, N = 6 for both groups, P<0.05) were also observed. There were no statistically significant differences in the enzyme's activity in the other brain regions assayed. The present findings show that the increase in Achase activity induced by REM sleep deprivation was specific to the pons, a brain region where cholinergic neurons involved in REM generation are located, and also to brain regions which receive cholinergic input from the pons (the thalamus and medulla oblongata). During REM sleep extracellular levels of Ach are higher in the pons, medulla oblongata and thalamus. The increase in Achase activity in these brain areas after REM sleep deprivation suggests a higher rate of Ach turnover.

Stability Analysis in Multicriteria Discrete Portfolio Optimization.

Almost every problem of design, planning and management in the technical and organizational systems has several conflicting goals or interests. Nowadays, multicriteria decision models represent a rapidly developing area of operation research. While solving practical optimization problems, it is necessary to take into account various kinds of uncertainty due to lack of data, inadequacy of mathematical models to real-time processes, calculation errors, etc. In practice, this uncertainty usually leads to undesirable outcomes where the solutions are very sensitive to any changes in the input parameters. An example is the investment managing. Stability analysis of multicriteria discrete optimization problems investigates how the found solutions behave in response to changes in the initial data (input parameters). This thesis is devoted to the stability analysis in the problem of selecting investment project portfolios, which are optimized by considering different types of risk and efficiency of the investment projects. The stability analysis is carried out in two approaches: qualitative and quantitative. The qualitative approach describes the behavior of solutions in conditions with small perturbations in the initial data. The stability of solutions is defined in terms of existence a neighborhood in the initial data space. Any perturbed problem from this neighborhood has stability with respect to the set of efficient solutions of the initial problem. The other approach in the stability analysis studies quantitative measures such as stability radius. This approach gives information about the limits of perturbations in the input parameters, which do not lead to changes in the set of efficient solutions. In present thesis several results were obtained including attainable bounds for the stability radii of Pareto optimal and lexicographically optimal portfolios of the investment problem with Savage's, Wald's criteria and criteria of extreme optimism. In addition, special classes of the problem when the stability radii are expressed by the formulae were indicated. Investigations were completed using different combinations of Chebyshev's, Manhattan and Hölder's metrics, which allowed monitoring input parameters perturbations differently.

Production of magnesium carbonates from serpentinites for CO2 mineral sequestration : optimisation towards industrial application

Global warming is one of the most alarming problems of this century. Initial scepticism concerning its validity is currently dwarfed by the intensification of extreme weather events whilst the gradual arising level of anthropogenic CO2 is pointed out as its main driver. Most of the greenhouse gas (GHG) emissions come from large point sources (heat and power production and industrial processes) and the continued use of fossil fuels requires quick and effective measures to meet the world’s energy demand whilst (at least) stabilizing CO2 atmospheric levels. The framework known as Carbon Capture and Storage (CCS) – or Carbon Capture Utilization and Storage (CCUS) – comprises a portfolio of technologies applicable to large‐scale GHG sources for preventing CO2 from entering the atmosphere. Amongst them, CO2 capture and mineralisation (CCM) presents the highest potential for CO2 sequestration as the predicted carbon storage capacity (as mineral carbonates) far exceeds the estimated levels of the worldwide identified fossil fuel reserves. The work presented in this thesis aims at taking a step forward to the deployment of an energy/cost effective process for simultaneous capture and storage of CO2 in the form of thermodynamically stable and environmentally friendly solid carbonates. R&D work on the process considered here began in 2007 at Åbo Akademi University in Finland. It involves the processing of magnesium silicate minerals with recyclable ammonium salts for extraction of magnesium at ambient pressure and 400‐440⁰C, followed by aqueous precipitation of magnesium in the form of hydroxide, Mg(OH)2, and finally Mg(OH)2 carbonation in a pressurised fluidized bed reactor at ~510⁰C and ~20 bar PCO2 to produce high purity MgCO3. Rock material taken from the Hitura nickel mine, Finland, and serpentinite collected from Bragança, Portugal, were tested for magnesium extraction with both ammonium sulphate and bisulphate (AS and ABS) for determination of optimal operation parameters, primarily: reaction time, reactor type and presence of moisture. Typical efficiencies range from 50 to 80% of magnesium extraction at 350‐450⁰C. In general ABS performs better than AS showing comparable efficiencies at lower temperature and reaction times. The best experimental results so far obtained include 80% magnesium extraction with ABS at 450⁰C in a laboratory scale rotary kiln and 70% Mg(OH)2 carbonation in the PFB at 500⁰C, 20 bar CO2 pressure for 15 minutes. The extraction reaction with ammonium salts is not at all selective towards magnesium. Other elements like iron, nickel, chromium, copper, etc., are also co‐extracted. Their separation, recovery and valorisation are addressed as well and found to be of great importance. The assessment of the exergetic performance of the process was carried out using Aspen Plus® software and pinch analysis technology. The choice of fluxing agent and its recovery method have a decisive sway in the performance of the process: AS is recovered by crystallisation and in general the whole process requires more exergy (2.48–5.09 GJ/tCO2sequestered) than ABS (2.48–4.47 GJ/tCO2sequestered) when ABS is recovered by thermal decomposition. However, the corrosive nature of molten ABS and operational problems inherent to thermal regeneration of ABS prohibit this route. Regeneration of ABS through addition of H2SO4 to AS (followed by crystallisation) results in an overall negative exergy balance (mainly at the expense of low grade heat) but will flood the system with sulphates. Although the ÅA route is still energy intensive, its performance is comparable to conventional CO2 capture methods using alkanolamine solvents. An energy‐neutral process is dependent on the availability and quality of nearby waste heat and economic viability might be achieved with: magnesium extraction and carbonation levels ≥ 90%, the processing of CO2‐containing flue gases (eliminating the expensive capture step) and production of marketable products.

Analytical modelling of bacterial migration and accumulation with rate-limited sorption in discrete fractures

An analytical model for bacterial accumulation in a discrete fractllre has been developed. The transport and accumlllation processes incorporate into the model include advection, dispersion, rate-limited adsorption, rate-limited desorption, irreversible adsorption, attachment, detachment, growth and first order decay botl1 in sorbed and aqueous phases. An analytical solution in Laplace space is derived and nlln1erically inverted. The model is implemented in the code BIOFRAC vvhich is written in Fortran 99. The model is derived for two phases, Phase I, where adsorption-desorption are dominant, and Phase II, where attachment-detachment are dominant. Phase I ends yvhen enollgh bacteria to fully cover the substratllm have accllillulated. The model for Phase I vvas verified by comparing to the Ogata-Banks solution and the model for Phase II was verified by comparing to a nonHomogenous version of the Ogata-Banks solution. After verification, a sensitiv"ity analysis on the inpllt parameters was performed. The sensitivity analysis was condllcted by varying one inpllt parameter vvhile all others were fixed and observing the impact on the shape of the clirve describing bacterial concentration verSllS time. Increasing fracture apertllre allovvs more transport and thus more accllffilliation, "Vvhich diminishes the dllration of Phase I. The larger the bacteria size, the faster the sllbstratum will be covered. Increasing adsorption rate, was observed to increase the dllration of Phase I. Contrary to the aSSllmption ofllniform biofilm thickness, the accllffilliation starts frOll1 the inlet, and the bacterial concentration in aqlleous phase moving towards the olitiet declines, sloyving the accumulation at the outlet. Increasing the desorption rate, redllces the dliration of Phase I, speeding IIp the accllmlilation. It was also observed that Phase II is of longer duration than Phase I. Increasing the attachment rate lengthens the accliffililation period. High rates of detachment speeds up the transport. The grovvth and decay rates have no significant effect on transport, althollgh increases the concentrations in both aqueous and sorbed phases are observed. Irreversible adsorption can stop accllillulation completely if the vallIes are high.

Characterisation and optimisation of the flavour of health-promoting, plantderived bitterants in functional beverages.

Flavour is a combination of taste, odour, and chemesthetic sensations. Close associations exist between these sensory modalities, and thus, the overall flavour of a food or beverage product can change when the intensity of one or more of these sensations is altered. Strategies to modify flavour are often utilized by the food industry, and are central to the engineering of new and reformulated products. For functional food and beverages, flavour modification is particularly important, as fortifying agents can elicit high levels of less than desirable sensations, such as bitterness and astringency. The application of various flavour modifying strategies can decrease the perceived intensity of these sensations, and in tum, improve the sensory profile of the product. This collection of studies describes the sensory characteristics of experimental functional beverages fortified with trans-resveratrol, (+)-catechin, and/or caffeine, and examines the impact of novel flavour modifying strategies on the perceived flavour of these beverages. In the first study, results demonstrate that the flavour profile of Cabemet Sauvignon wines fortified with 20 mglL and 200 mg/L of trans-resveratrol is not perceived as different compared to control wine (0 mglL). However, Riesling wine fortified with 200 mg/L is perceived as significantly higher in bitterness compared to 20 mglL and control. For some functional food formulations, alternative strategies for flavour modification are needed. Traditional methods, such as the addition of sucrose and sodium chloride, may decrease the perceived 'healthiness' of a product, and thus, may be sub-optimal. In a second study, high and low concentrations of five different bitter inhibiting compounds - 'bitter blockers' - (B-cyclodextrin, homoeridictyol sodium salt, carboxymethylcellulose - low viscosity, zinc sulfate, magnesium sulfate) were tested for their efficacy towards decreasing the bitterness of high and low concentrations of caffeine and (+)catechin - two health-relevant, plant-derived bitterants. B-cyclodextrin and homoeridictyol sodium salt were the most effective blockers at decreasing (+ )-catechin and caffeine, respectively. In addition to bitter blockers, additional flavour modifying strategies, either alone or in combination - may also be successful in functional food formulations. Both sucrose and rebaudioside A - a plant-derived sweetener - were effective at decreasing the bitterness of (+)catechin. When added to (+)-catechin along with B-cyc1odextrin, both sweeteners provided the most effective decrease in bitterness compared to binary, ternary, or quaternary mixtures of (+)catechin together with bitter blockers, sweeteners, andlor odourants. The perceived intensity of sensations elicited by sweeteners and odourants was not affected by the addition of bitter blockers, and thus, their impact within these complex matrices is minimal. In addition, withinmodal (taste-taste) compared to cross-modal (taste-odour) sensory interactions were more effective at decreasing the bitterness of (+ )-catechin. Overall, results from these studies demonstrate that certain novel, alternative flavour modifying approaches may be successful towards lowering the bitterness and astringency elicited by (+ )-catechin and caffeine in aqueous solutions.

A composite discrete traction vector.

Tesis (Maestría en Ciencias con Orientación en Ingeniería Estructural) UANL, 2013.

A Representation Theorem for Domains with Discrete and Continuous Variables.

This paper proves a new representation theorem for domains with both discrete and continuous variables. The result generalizes Debreu's well-known representation theorem on connected domains. A strengthening of the standard continuity axiom is used in order to guarantee the existence of a representation. A generalization of the main theorem and an application of the more general result are also presented.

Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions.

In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments. We suggest controlling the size of such tests (under nonparametric assumptions) by using permutational versions of the tests jointly with the method of Monte Carlo tests properly adjusted to deal with discrete distributions. We also propose a combined test procedure, whose level is again perfectly controlled through the Monte Carlo test technique and has better power properties than the individual tests that are combined. Finally, in a simulation experiment, we show that the technique suggested provides perfect control of test size and that the new tests proposed can yield sizeable power improvements.

Aumann-Shapley Pricing : A Reconsideration of the Discrete Case

We reconsider the following cost-sharing problem: agent i = 1,...,n demands a quantity xi of good i; the corresponding total cost C(x1,...,xn) must be shared among the n agents. The Aumann-Shapley prices (p1,...,pn) are given by the Shapley value of the game where each unit of each good is regarded as a distinct player. The Aumann-Shapley cost-sharing method assigns the cost share pixi to agent i. When goods come in indivisible units, we show that this method is characterized by the two standard axioms of Additivity and Dummy, and the property of No Merging or Splitting: agents never find it profitable to split or merge their demands.