Risk/investment-driven transmission expansion planning with multiple scenarios

This study presents a new methodology based on risk/investment to solve transmission network expansion planning (TNEP) problem with multiple future scenarios. Three mathematical models related to TNEP problems considering multiple future generation and load scenarios are also presented. These models will provide planners with a meaningful risk assessment that enable them to determine the necessary funding for transmission lines at a permissible risk level. The results using test and real systems show that the proposed method presents better solutions compared with scenario analysis method. ©The Institution of Engineering and Technology 2013.

Genetic algorithm, MIP and improvement heuristic applied to the MLCLP with backlogging

The present paper solves the multi-level capacitated lot sizing problem with backlogging (MLCLSPB) combining a genetic algorithm with the solution of mixed-integer programming models and the improvement heuristic fix and optimize. This approach is evaluated over sets of benchmark instances and compared to methods from literature. Computational results indicate competitive results applying the proposed method when compared with other literature approaches. © 2013 IEEE.

Reformulation and a Lagrangian heuristic for lot sizing problem on parallel machines

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

Solving the multiobjective environmental/economic dispatch problem using weighted sum and ε-constraint strategies and a predictor-corrector primal-dual interior point method

This paper proposes a technique for solving the multiobjective environmental/economic dispatch problem using the weighted sum and ε-constraint strategies, which transform the problem into a set of single-objective problems. In the first strategy, the objective function is a weighted sum of the environmental and economic objective functions. The second strategy considers one of the objective functions: in this case, the environmental function, as a problem constraint, bounded above by a constant. A specific predictor-corrector primal-dual interior point method which uses the modified log barrier is proposed for solving the set of single-objective problems generated by such strategies. The purpose of the modified barrier approach is to solve the problem with relaxation of its original feasible region, enabling the method to be initialized with unfeasible points. The tests involving the proposed solution technique indicate i) the efficiency of the proposed method with respect to the initialization with unfeasible points, and ii) its ability to find a set of efficient solutions for the multiobjective environmental/economic dispatch problem.

Metaheuristics for a crop rotation problem

This paper presents a mathematical model adapted from literature for the crop rotation problem with demand constraints (CRP-D). The main aim of the present work is to study metaheuristics and their performance in a real context. The proposed algorithms for solution of the CRP-D are a genetic algorithm, a simulated annealing and hybrid approaches: a genetic algorithm with simulated annealing and a genetic algorithm with local search algorithm. A new constructive heuristic was also developed to provide initial solutions for the metaheuristics. Computational experiments were performed using a real planting area and semi-randomly generated instances created by varying the number, positions and dimensions of the lots. The computational results showed that these algorithms determined good feasible solutions in a short computing time as compared with the time spent to get optimal solutions, thus proving their efficacy for dealing with this practical application of the CRP-D.

A Note on Large Deviations for the Stable Marriage of Poisson and Lebesgue with Random Appetites

Let IaS,a"e (d) be a set of centers chosen according to a Poisson point process in a"e (d) . Let psi be an allocation of a"e (d) to I in the sense of the Gale-Shapley marriage problem, with the additional feature that every center xi aI has an appetite given by a nonnegative random variable alpha. Generalizing some previous results, we study large deviations for the distance of a typical point xaa"e (d) to its center psi(x)aI, subject to some restrictions on the moments of alpha.

Introducing education for sustainable development in the undergraduate laboratory: quantitative analysis of bioethanol fuel and its blends with gasoline by using solvatochromic dyes

The concept of Education for Sustainable Development, ESD, has been introduced in a period where chemistry education is undergoing a major change, both in emphasis and methods of teaching. Studying an everyday problem, with an important socio-economic impact in the laboratory is a part of this approach. Presently, the students in many countries go to school in vehicles that run, at least partially, on biofuels; it is high time to let them test these fuels. The use of renewable fuels is not new: since 1931 the gasoline sold in Brazil contains 20 to 25 vol-% of bioethanol; this composition is being continually monitored. With ESD in mind, we have employed a constructivist approach in an undergraduate course, where UV-vis spectroscopy has been employed for the determination of the composition of two fuel blends, namely, bioethanol/water, and bioethanol/gasoline. The activities started by giving a three-part quiz. The first and second ones introduced the students to historical and practical aspects of the theme (biofuels). In the third part, we asked them to develop a UV-vis experiment for the determination of the composition of fuel blends. They have tested two approaches: (i) use of a solvatochromic dye, followed by determination of fuel composition from plots of the empirical fuel polarity versus its composition; (ii) use of an ethanol-soluble dye, followed by determination of the blend composition from a Beer's law plot; the former proved to be much more convenient. Their evaluation of the experiment was highly positive, because of the relevance of the problem; the (constructivist) approach employed, and the bright colors that the solvatochromic dye acquire in these fuel blends. Thus ESD can be fruitfully employed in order to motivate the students; make the laboratory "fun", and teach them theory (solvation). The experiments reported here can also be given to undergraduate students whose major is not chemistry (engineering, pharmacy, biology, etc.). They are low-cost and safe to be introduced at high-school level.

Holographic field theory models of dark energy in interaction with dark matter

We discuss two Lagrangian interacting dark energy models in the context of the holographic principle. The potentials of the interacting fields are constructed. The models are compared with CMB distance information, baryonic acoustic oscillations, lookback time and the Constitution supernovae sample. For both models, the results are consistent with a nonvanishing interaction in the dark sector of the Universe and the sign of coupling is consistent with dark energy decaying into dark matter, alleviating the coincidence problem-with more than 3 standard deviations of confidence for one of them. However, this is because the noninteracting holographic dark energy model is a bad fit to the combination of data sets used in this work as compared to the cosmological constant with cold dark matter model, so that one needs to introduce the interaction in order to improve this model.

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Two sequential PCR amplifications for detection of Schistosoma mansoni in stool samples with low parasite load

Schistosomiasis constitutes a major public health problem, with an estimated 200 million individuals infected worldwide and 700 million people living in risk areas. In Brazil there are areas of high, medium and low endemicity. Studies have shown that in endemic areas with a low prevalence of Schistosoma infection the sensitivity of parasitological methods is clearly reduced. Consequently diagnosis is often impeded due to the presence of false-negative results. The aim of this study is to present the PCR reamplification (Re-PCR) protocol for the detection of Schistosoma mansoni in samples with low parasite load (with less than 100 eggs per gram (epg) of feces). Three methods were used for the lysis of the envelopes of the S. mansoni eggs and two techniques of DNA extraction were carried out. Extracted DNA was quantified, and the results suggested that the extraction technique, which mixed glass beads with a guanidine isothiocyanate/phenol/chloroform (GT) solution, produced good results. PCR reamplification was conducted and detection sensitivity was found to be five eggs per 500 mg of artificially marked feces. The results achieved using these methods suggest that they are potentially viable for the detection of Schistosoma infection with low parasite load.

Conceptual problem for noncommutative inflation and the new approach for nonrelativistic inflationary equation of state

In a previous paper, we connected the phenomenological noncommutative inflation of Alexander, Brandenberger and Magueijo [ Phys. Rev. D 67 081301 (2003)] and Koh and Brandenberger [ J. Cosmol. Astropart Phys. 2007 21 ()] with the formal representation theory of groups and algebras and analyzed minimal conditions that the deformed dispersion relation should satisfy in order to lead to a successful inflation. In that paper, we showed that elementary tools of algebra allow a group-like procedure in which even Hopf algebras (roughly the symmetries of noncommutative spaces) could lead to the equation of state of inflationary radiation. Nevertheless, in this paper, we show that there exists a conceptual problem with the kind of representation that leads to the fundamental equations of the model. The problem comes from an incompatibility between one of the minimal conditions for successful inflation (the momentum of individual photons being bounded from above) and the Fock-space structure of the representation which leads to the fundamental inflationary equations of state. We show that the Fock structure, although mathematically allowed, would lead to problems with the overall consistency of physics, like leading to a problematic scattering theory, for example. We suggest replacing the Fock space by one of two possible structures that we propose. One of them relates to the general theory of Hopf algebras (here explained at an elementary level) while the other is based on a representation theorem of von Neumann algebras (a generalization of the Clebsch-Gordan coefficients), a proposal already suggested by us to take into account interactions in the inflationary equation of state.

People counting with re-identification using depth cameras

[EN]Low cost real-time depth cameras offer new sensors for a wide field of applications apart from the gaming world. Other active research scenarios as for example surveillance, can take ad- vantage of the capabilities offered by this kind of sensors that integrate depth and visual information. In this paper, we present a system that operates in a novel application context for these devices, in troublesome scenarios where illumination conditions can suffer sudden changes. We focus on the people counting problem with re-identification and trajectory analysis.

Enhanced Mixed Integer Programming Techniques and Routing Problems

Mixed integer programming is up today one of the most widely used techniques for dealing with hard optimization problems. On the one side, many practical optimization problems arising from real-world applications (such as, e.g., scheduling, project planning, transportation, telecommunications, economics and finance, timetabling, etc) can be easily and effectively formulated as Mixed Integer linear Programs (MIPs). On the other hand, 50 and more years of intensive research has dramatically improved on the capability of the current generation of MIP solvers to tackle hard problems in practice. However, many questions are still open and not fully understood, and the mixed integer programming community is still more than active in trying to answer some of these questions. As a consequence, a huge number of papers are continuously developed and new intriguing questions arise every year. When dealing with MIPs, we have to distinguish between two different scenarios. The first one happens when we are asked to handle a general MIP and we cannot assume any special structure for the given problem. In this case, a Linear Programming (LP) relaxation and some integrality requirements are all we have for tackling the problem, and we are ``forced" to use some general purpose techniques. The second one happens when mixed integer programming is used to address a somehow structured problem. In this context, polyhedral analysis and other theoretical and practical considerations are typically exploited to devise some special purpose techniques. This thesis tries to give some insights in both the above mentioned situations. The first part of the work is focused on general purpose cutting planes, which are probably the key ingredient behind the success of the current generation of MIP solvers. Chapter 1 presents a quick overview of the main ingredients of a branch-and-cut algorithm, while Chapter 2 recalls some results from the literature in the context of disjunctive cuts and their connections with Gomory mixed integer cuts. Chapter 3 presents a theoretical and computational investigation of disjunctive cuts. In particular, we analyze the connections between different normalization conditions (i.e., conditions to truncate the cone associated with disjunctive cutting planes) and other crucial aspects as cut rank, cut density and cut strength. We give a theoretical characterization of weak rays of the disjunctive cone that lead to dominated cuts, and propose a practical method to possibly strengthen those cuts arising from such weak extremal solution. Further, we point out how redundant constraints can affect the quality of the generated disjunctive cuts, and discuss possible ways to cope with them. Finally, Chapter 4 presents some preliminary ideas in the context of multiple-row cuts. Very recently, a series of papers have brought the attention to the possibility of generating cuts using more than one row of the simplex tableau at a time. Several interesting theoretical results have been presented in this direction, often revisiting and recalling other important results discovered more than 40 years ago. However, is not clear at all how these results can be exploited in practice. As stated, the chapter is a still work-in-progress and simply presents a possible way for generating two-row cuts from the simplex tableau arising from lattice-free triangles and some preliminary computational results. The second part of the thesis is instead focused on the heuristic and exact exploitation of integer programming techniques for hard combinatorial optimization problems in the context of routing applications. Chapters 5 and 6 present an integer linear programming local search algorithm for Vehicle Routing Problems (VRPs). The overall procedure follows a general destroy-and-repair paradigm (i.e., the current solution is first randomly destroyed and then repaired in the attempt of finding a new improved solution) where a class of exponential neighborhoods are iteratively explored by heuristically solving an integer programming formulation through a general purpose MIP solver. Chapters 7 and 8 deal with exact branch-and-cut methods. Chapter 7 presents an extended formulation for the Traveling Salesman Problem with Time Windows (TSPTW), a generalization of the well known TSP where each node must be visited within a given time window. The polyhedral approaches proposed for this problem in the literature typically follow the one which has been proven to be extremely effective in the classical TSP context. Here we present an overall (quite) general idea which is based on a relaxed discretization of time windows. Such an idea leads to a stronger formulation and to stronger valid inequalities which are then separated within the classical branch-and-cut framework. Finally, Chapter 8 addresses the branch-and-cut in the context of Generalized Minimum Spanning Tree Problems (GMSTPs) (i.e., a class of NP-hard generalizations of the classical minimum spanning tree problem). In this chapter, we show how some basic ideas (and, in particular, the usage of general purpose cutting planes) can be useful to improve on branch-and-cut methods proposed in the literature.

Ein inverses Problem für die degeneriert parabolische Richardsgleichung

In der vorliegenden Arbeit werden zwei physikalischeFließexperimente an Vliesstoffen untersucht, die dazu dienensollen, unbekannte hydraulische Parameter des Materials, wiez. B. die Diffusivitäts- oder Leitfähigkeitsfunktion, ausMeßdaten zu identifizieren. Die physikalische undmathematische Modellierung dieser Experimente führt auf einCauchy-Dirichlet-Problem mit freiem Rand für die degeneriertparabolische Richardsgleichung in derSättigungsformulierung, das sogenannte direkte Problem. Ausder Kenntnis des freien Randes dieses Problems soll dernichtlineare Diffusivitätskoeffizient derDifferentialgleichung rekonstruiert werden. Für diesesinverse Problem stellen wir einOutput-Least-Squares-Funktional auf und verwenden zu dessenMinimierung iterative Regularisierungsverfahren wie dasLevenberg-Marquardt-Verfahren und die IRGN-Methode basierendauf einer Parametrisierung des Koeffizientenraumes durchquadratische B-Splines. Für das direkte Problem beweisen wirunter anderem Existenz und Eindeutigkeit der Lösung desCauchy-Dirichlet-Problems sowie die Existenz des freienRandes. Anschließend führen wir formal die Ableitung desfreien Randes nach dem Koeffizienten, die wir für dasnumerische Rekonstruktionsverfahren benötigen, auf einlinear degeneriert parabolisches Randwertproblem zurück.Wir erläutern die numerische Umsetzung und Implementierungunseres Rekonstruktionsverfahrens und stellen abschließendRekonstruktionsergebnisse bezüglich synthetischer Daten vor.