930 resultados para Linear optimization approach


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This multidisciplinary study concerns the optimal design of processes with a view to both maximizing profit and minimizing environmental impacts. This can be achieved by a combination of traditional chemical process design methods, measurements of environmental impacts and advanced mathematical optimization techniques. More to the point, this paper presents a hybrid simulation-multiobjective optimization approach that at once optimizes the production cost and minimizes the associated environmental impacts of isobutane alkylation. This approach has also made it possible to obtain the flowsheet configurations and process variables that are needed to manufacture isooctane in a way that satisfies the above-stated double aim. The problem is formulated as a Generalized Disjunctive Programming problem and solved using state-of-the-art logic-based algorithms. It is shown, starting from existing alternatives for the process, that it is possible to systematically generate a superstructure that includes alternatives not previously considered. The optimal solution, in the form a Pareto curve, includes different structural alternatives from which the most suitable design can be selected. To evaluate the environmental impact, Life Cycle Assessment based on two different indicators is employed: Ecoindicator 99 and Global Warming Potential.

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A novel and environment friendly analytical method is reported for total chromium determination and chromium speciation in water samples, whereby tungsten coil atomic emission spectrometry (WCAES) is combined with in situ ionic liquid formation dispersive liquid–liquid microextraction (in situ IL-DLLME). A two stage multivariate optimization approach has been developed employing a Plackett–Burman design for screening and selection of the significant factor involved in the in situ IL-DLLME procedure, which was later optimized by means of a circumscribed central composite design. The optimum conditions were complexant concentration: 0.5% (or 0.1%); complexant type: DDTC; IL anion: View the MathML sourcePF6−; [Hmim][Cl] IL amount: 60 mg; ionic strength: 0% NaCl; pH: 5 (or 2); centrifugation time: 10 min; and centrifugation speed: 1000 rpm. Under the optimized experimental conditions the method was evaluated and proper linearity was obtained with a correlation coefficient of 0.991 (5 calibration standards). Limits of detection and quantification for both chromium species were 3 and 10 µg L−1, respectively. This is a 233-fold improvement when compared with chromium determination by WCAES without using preconcentration. The repeatability of the proposed method was evaluated at two different spiking levels (10 and 50 µg L−1) obtaining coefficients of variation of 11.4% and 3.6% (n=3), respectively. A certified reference material (SRM-1643e NIST) was analyzed in order to determine the accuracy of the method for total chromium determination and 112.3% and 2.5 µg L−1 were the recovery (trueness) and standard deviation values, respectively. Tap, bottled mineral and natural mineral water samples were analyzed at 60 µg L−1 spiking level of total Cr content at two Cr(VI)/Cr(III) ratios, and relative recovery values ranged between 88% and 112% showing that the matrix has a negligible effect. To our knowledge, this is the first time that combines in situ IL-DLLME and WCAES.

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The reconstructed cellular metabolic network of Mus musculus, based on annotated genomic data, pathway databases, and currently available biochemical and physiological information, is presented. Although incomplete, it represents the first attempt to collect and characterize the metabolic network of a mammalian cell on the basis of genomic data. The reaction network is generic in nature and attempts to capture the carbon, energy, and nitrogen metabolism of the cell. The metabolic reactions were compartmentalized between the cytosol and the mitochondria, including transport reactions between the compartments and the extracellular medium. The reaction list consists of 872 internal metabolites involved in a total of 1220 reactions, whereof 473 relate to known open reading frames. Initial in silico analysis of the reconstructed model is presented.

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In this paper, a new differential evolution (DE) based power system optimal available transfer capability (ATC) assessment is presented. Power system total transfer capability (TTC) is traditionally solved by the repeated power flow (RPF) method and the continuation power flow (CPF) method. These methods are based on the assumption that the productions of the source area generators are increased in identical proportion to balance the load increment in the sink area. A new approach based on DE algorithm to generate optimal dispatch both in source area generators and sink area loads is proposed in this paper. This new method can compute ATC between two areas with significant improvement in accuracy compared with the traditional RPF and CPF based methods. A case study using a 30 bus system is given to verify the efficiency and effectiveness of this new DE based ATC optimization approach.

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Over 60% of the recurrent budget of the Ministry of Health (MoH) in Angola is spent on the operations of the fixed health care facilities (health centres plus hospitals). However, to date, no study has been attempted to investigate how efficiently those resources are used to produce health services. Therefore the objectives of this study were to assess the technical efficiency of public municipal hospitals in Angola; assess changes in productivity over time with a view to analyzing changes in efficiency and technology; and demonstrate how the results can be used in the pursuit of the public health objective of promoting efficiency in the use of health resources. The analysis was based on a 3-year panel data from all the 28 public municipal hospitals in Angola. Data Envelopment Analysis (DEA), a non-parametric linear programming approach, was employed to assess the technical and scale efficiency and productivity change over time using Malmquist index.The results show that on average, productivity of municipal hospitals in Angola increased by 4.5% over the period 2000-2002; that growth was due to improvements in efficiency rather than innovation. © 2008 Springer Science+Business Media, LLC.

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In May 2006, the Ministers of Health of all the countries on the African continent, at a special session of the African Union, undertook to institutionalise efficiency monitoring within their respective national health information management systems. The specific objectives of this study were: (i) to assess the technical efficiency of National Health Systems (NHSs) of African countries for measuring male and female life expectancies, and (ii) to assess changes in health productivity over time with a view to analysing changes in efficiency and changes in technology. The analysis was based on a five-year panel data (1999-2003) from all the 53 countries of continental Africa. Data Envelopment Analysis (DEA) - a non-parametric linear programming approach - was employed to assess the technical efficiency. Malmquist Total Factor Productivity (MTFP) was used to analyse efficiency and productivity change over time among the 53 countries' national health systems. The data consisted of two outputs (male and female life expectancies) and two inputs (per capital total health expenditure and adult literacy). The DEA revealed that 49 (92.5%) countries' NHSs were run inefficiently in 1999 and 2000; 50 (94.3%), 48 (90.6%) and 47 (88.7%) operated inefficiently in 2001, 2002, and 2003 respectively. All the 53 countries' national health systems registered improvements in total factor productivity attributable mainly to technical progress. Fifty-two countries did not experience any change in scale efficiency, while thirty (56.6%) countries' national health systems had a Pure Efficiency Change (PEFFCH) index of less than one, signifying that those countries' NHSs pure efficiency contributed negatively to productivity change. All the 53 countries' national health systems registered improvements in total factor productivity, attributable mainly to technical progress. Over half of the countries' national health systems had a pure efficiency index of less than one, signifying that those countries' NHSs pure efficiency contributed negatively to productivity change. African countries may need to critically evaluate the utility of institutionalising Malmquist TFP type of analyses to monitor changes in health systems economic efficiency and productivity over time. African national health systems, per capita total health expenditure, technical efficiency, scale efficiency, Malmquist indices of productivity change, DEA

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Theodore Motzkin proved, in 1936, that any polyhedral convex set can be expressed as the (Minkowski) sum of a polytope and a polyhedral convex cone. We have provided several characterizations of the larger class of closed convex sets, Motzkin decomposable, in finite dimensional Euclidean spaces which are the sum of a compact convex set with a closed convex cone. These characterizations involve different types of representations of closed convex sets as the support functions, dual cones and linear systems whose relationships are also analyzed. The obtaining of information about a given closed convex set F and the parametric linear optimization problem with feasible set F from each of its different representations, including the Motzkin decomposition, is also discussed. Another result establishes that a closed convex set is Motzkin decomposable if and only if the set of extreme points of its intersection with the linear subspace orthogonal to its lineality is bounded. We characterize the class of the extended functions whose epigraphs are Motzkin decomposable sets showing, in particular, that these functions attain their global minima when they are bounded from below. Calculus of Motzkin decomposable sets and functions is provided.

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AMS subject classification: 68Q22, 90C90

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The popularity of online social media platforms provides an unprecedented opportunity to study real-world complex networks of interactions. However, releasing this data to researchers and the public comes at the cost of potentially exposing private and sensitive user information. It has been shown that a naive anonymization of a network by removing the identity of the nodes is not sufficient to preserve users’ privacy. In order to deal with malicious attacks, k -anonymity solutions have been proposed to partially obfuscate topological information that can be used to infer nodes’ identity. In this paper, we study the problem of ensuring k anonymity in time-varying graphs, i.e., graphs with a structure that changes over time, and multi-layer graphs, i.e., graphs with multiple types of links. More specifically, we examine the case in which the attacker has access to the degree of the nodes. The goal is to generate a new graph where, given the degree of a node in each (temporal) layer of the graph, such a node remains indistinguishable from other k-1 nodes in the graph. In order to achieve this, we find the optimal partitioning of the graph nodes such that the cost of anonymizing the degree information within each group is minimum. We show that this reduces to a special case of a Generalized Assignment Problem, and we propose a simple yet effective algorithm to solve it. Finally, we introduce an iterated linear programming approach to enforce the realizability of the anonymized degree sequences. The efficacy of the method is assessed through an extensive set of experiments on synthetic and real-world graphs.

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The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: (1) help global investors determine the optimal selection and holding periods for momentum portfolios, (2) evaluate the profitability of the optimized momentum portfolios in different time periods and market states, (3) assess the investment strategy profits after considering transaction costs, and (4) interpret momentum returns within the framework of prior studies on investors’ behavior. Improving on the traditional practice of selecting arbitrary selection and holding periods, a genetic algorithm (GA) is employed. The GA performs a thorough and structured search to capture the return continuations and reversals patterns of momentum portfolios. Three portfolio formation methods are used: price momentum, earnings momentum, and earnings and price momentum and a non-linear optimization procedure (GA). The focus is on common equity of the U.S. and a select number of countries, including Australia, France, Germany, Japan, the Netherlands, Sweden, Switzerland and the United Kingdom. The findings suggest that the evolutionary algorithm increases the annualized profits of the U.S. momentum portfolios. However, the difference in mean returns is statistically significant only in certain cases. In addition, after considering transaction costs, both price and earnings and price momentum portfolios do not appear to generate abnormal returns. Positive risk-adjusted returns net of trading costs are documented solely during “up” markets for a portfolio long in prior winners only. The results on the international momentum effects indicate that the GA improves the momentum returns by 2 to 5% on an annual basis. In addition, the relation between momentum returns and exchange rate appreciation/depreciation is examined. The currency appreciation does not appear to influence significantly momentum profits. Further, the influence of the market state on momentum returns is not uniform across the countries considered. The implications of the above findings are discussed with a focus on the practical aspects of momentum investing, both in the U.S. and globally.

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Tall buildings are wind-sensitive structures and could experience high wind-induced effects. Aerodynamic boundary layer wind tunnel testing has been the most commonly used method for estimating wind effects on tall buildings. Design wind effects on tall buildings are estimated through analytical processing of the data obtained from aerodynamic wind tunnel tests. Even though it is widely agreed that the data obtained from wind tunnel testing is fairly reliable the post-test analytical procedures are still argued to have remarkable uncertainties. This research work attempted to assess the uncertainties occurring at different stages of the post-test analytical procedures in detail and suggest improved techniques for reducing the uncertainties. Results of the study showed that traditionally used simplifying approximations, particularly in the frequency domain approach, could cause significant uncertainties in estimating aerodynamic wind-induced responses. Based on identified shortcomings, a more accurate dual aerodynamic data analysis framework which works in the frequency and time domains was developed. The comprehensive analysis framework allows estimating modal, resultant and peak values of various wind-induced responses of a tall building more accurately. Estimating design wind effects on tall buildings also requires synthesizing the wind tunnel data with local climatological data of the study site. A novel copula based approach was developed for accurately synthesizing aerodynamic and climatological data up on investigating the causes of significant uncertainties in currently used synthesizing techniques. Improvement of the new approach over the existing techniques was also illustrated with a case study on a 50 story building. At last, a practical dynamic optimization approach was suggested for tuning structural properties of tall buildings towards attaining optimum performance against wind loads with less number of design iterations.

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The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: 1) help global investors determine the optimal selection and holding periods for momentum portfolios, 2) evaluate the profitability of the optimized momentum portfolios in different time periods and market states, 3) assess the investment strategy profits after considering transaction costs, and 4) interpret momentum returns within the framework of prior studies on investors’ behavior. Improving on the traditional practice of selecting arbitrary selection and holding periods, a genetic algorithm (GA) is employed. The GA performs a thorough and structured search to capture the return continuations and reversals patterns of momentum portfolios. Three portfolio formation methods are used: price momentum, earnings momentum, and earnings and price momentum and a non-linear optimization procedure (GA). The focus is on common equity of the U.S. and a select number of countries, including Australia, France, Germany, Japan, the Netherlands, Sweden, Switzerland and the United Kingdom. The findings suggest that the evolutionary algorithm increases the annualized profits of the U.S. momentum portfolios. However, the difference in mean returns is statistically significant only in certain cases. In addition, after considering transaction costs, both price and earnings and price momentum portfolios do not appear to generate abnormal returns. Positive risk-adjusted returns net of trading costs are documented solely during “up” markets for a portfolio long in prior winners only. The results on the international momentum effects indicate that the GA improves the momentum returns by 2 to 5% on an annual basis. In addition, the relation between momentum returns and exchange rate appreciation/depreciation is examined. The currency appreciation does not appear to influence significantly momentum profits. Further, the influence of the market state on momentum returns is not uniform across the countries considered. The implications of the above findings are discussed with a focus on the practical aspects of momentum investing, both in the U.S. and globally.

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Seagrass meadows are important marine carbon sinks, yet they are threatened and declining worldwide. Seagrass management and conservation requires adequate understanding of the physical and biological factors determining carbon content in seagrass sediments. Here, we identified key factors that influence carbon content in seagrass meadows across several environmental gradients in Moreton Bay, SE Queensland. Sampling was conducted in two regions: (1) Canopy Complexity, 98 sites on the Eastern Banks, where seagrass canopy structure and species composition varied while turbidity was consistently low; and (2) Turbidity Gradient, 11 locations across the entire bay, where turbidity varied among sampling locations. Sediment organic carbon content and seagrass structural complexity (shoot density, leaf area, and species specific characteristics) were measured from shallow sediment and seagrass biomass cores at each location, respectively. Environmental data were obtained from empirical measurements (water quality) and models (wave height). The key factors influencing carbon content in seagrass sediments were seagrass structural complexity, turbidity, water depth, and wave height. In the Canopy Complexity region, carbon content was higher for shallower sites and those with higher seagrass structural complexity. When turbidity varied along the Turbidity Gradient, carbon content was higher at sites with high turbidity. In both regions carbon content was consistently higher in sheltered areas with lower wave height. Seagrass canopy structure, water depth, turbidity, and hydrodynamic setting of seagrass meadows should therefore be considered in conservation and management strategies that aim to maximize sediment carbon content.

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Carbon Capture and Storage (CCS) technologies provide a means to significantly reduce carbon emissions from the existing fleet of fossil-fired plants, and hence can facilitate a gradual transition from conventional to more sustainable sources of electric power. This is especially relevant for coal plants that have a CO2 emission rate that is roughly two times higher than that of natural gas plants. Of the different kinds of CCS technology available, post-combustion amine based CCS is the best developed and hence more suitable for retrofitting an existing coal plant. The high costs from operating CCS could be reduced by enabling flexible operation through amine storage or allowing partial capture of CO2 during high electricity prices. This flexibility is also found to improve the power plant’s ramp capability, enabling it to offset the intermittency of renewable power sources. This thesis proposes a solution to problems associated with two promising technologies for decarbonizing the electric power system: the high costs of the energy penalty of CCS, and the intermittency and non-dispatchability of wind power. It explores the economic and technical feasibility of a hybrid system consisting of a coal plant retrofitted with a post-combustion-amine based CCS system equipped with the option to perform partial capture or amine storage, and a co-located wind farm. A techno-economic assessment of the performance of the hybrid system is carried out both from the perspective of the stakeholders (utility owners, investors, etc.) as well as that of the power system operator.

In order to perform the assessment from the perspective of the facility owners (e.g., electric power utilities, independent power producers), an optimal design and operating strategy of the hybrid system is determined for both the amine storage and partial capture configurations. A linear optimization model is developed to determine the optimal component sizes for the hybrid system and capture rates while meeting constraints on annual average emission targets of CO2, and variability of the combined power output. Results indicate that there are economic benefits of flexible operation relative to conventional CCS, and demonstrate that the hybrid system could operate as an energy storage system: providing an effective pathway for wind power integration as well as a mechanism to mute the variability of intermittent wind power.

In order to assess the performance of the hybrid system from the perspective of the system operator, a modified Unit Commitment/ Economic Dispatch model is built to consider and represent the techno-economic aspects of operation of the hybrid system within a power grid. The hybrid system is found to be effective in helping the power system meet an average CO2 emissions limit equivalent to the CO2 emission rate of a state-of-the-art natural gas plant, and to reduce power system operation costs and number of instances and magnitude of energy and reserve scarcity.

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Background: Autism spectrum disorder (ASD) is multifactorial and is likely the result of complex interactions between multiple environmental and genetic factors. Recently, it has been suggested that each symptom cluster of the disorder, such as poor social communication, may be mediated by different genetic influences. Genes in the oxytocin pathway, which mediates social behaviours in humans, have been studied with single nucleotide polymorphisms (SNPs) in the oxytocin receptor gene (OXTR) being implicated in ASD. This thesis examines the presence of different oxytocin receptor genotypes, and their associations with ASD and resulting social communication deficits. Methods: The relationship between four OXTR variants and ASD was evaluated in 607 ASD simplex (SPX) families. Cases were compared to their unaffected siblings using a conditional logistic approach. Odds ratios and associated 95 percent confidence intervals were obtained. A second sample of 235 individuals with a diagnosis of ASD was examined to evaluate whether these four OXTR variants were associated with social communication scores on the Autism Diagnostic Interview – Revised (ADI-R). Parameter estimates and associated 95 percent confidence intervals were generated using a linear regression approach. Multiple testing issues were addressed using false discovery adjustments. Results: The rs53576 AG genotype was significantly associated with a lower risk of ASD (OR = 0.707, 95% CI: 0.512-0.975). A single genotype (AG) provided by the rs2254298 marker was found to be significantly associated with higher social communication scores (Parameter estimate = 1.833, SE = 0.762, p = 0.0171). This association was also seen in a Caucasian only and mothers as the respondent samples. No association was significant following false discovery rate adjustments. Conclusion: The findings from these studies provide limited support for the role of OXTR SNPs in ASD, especially in social communication skills. The clinical significance of these associations remains unknown, however, it is likely that these associations do not play a role in the severity of symptoms associated with ASD. Rather, they may be important in the appearance of social deficits due to the rs2254298 markers association with enlarged amygdalas.