An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

Material and Construction Optimization for Prevention of Premature Pavement Distress in PCC Pavements, September 2004

The chemistry of today’s concrete mixture designs is complicated by many variables, including multiple sources of aggregate and cements and a plethora of sometimes incompatible mineral and chemical admixtures. Concrete paving has undergone significant changes in recent years as new materials have been introduced into concrete mixtures. Supplementary cementitious materials such as fly ash and ground granulated blast furnace slag are now regularly used. In addition, many new admixtures that were not even available a few years ago now have widespread usage. Adding to the complexity are construction variables such as weather, mix delivery times, finishing practices, and pavement opening schedules. Mixture materials, mix design, and pavement construction are not isolated steps in the concrete paving process. Each affects and is affected by the other in ways that determine overall pavement quality and long-term performance. Equipment and procedures commonly used to test concrete materials and concrete pavements have not changed in decades, leaving serious gaps in our ability to understand and control the factors that determine concrete durability. The concrete paving community needs tests that will adequately characterize the materials, predict interactions, and monitor the properties of the concrete.

On Certain Greedoid Polyhedra, Partially Indexable Scheduling Problems, and Extended Restless Bandit Allocation Indices

We present a polyhedral framework for establishing general structural properties on optimal solutions of stochastic scheduling problems, where multiple job classes vie for service resources: the existence of an optimal priority policy in a given family, characterized by a greedoid (whose feasible class subsets may receive higher priority), where optimal priorities are determined by class-ranking indices, under restricted linear performance objectives (partial indexability). This framework extends that of Bertsimas and Niño-Mora (1996), which explained the optimality of priority-index policies under all linear objectives (general indexability). We show that, if performance measures satisfy partial conservation laws (with respect to the greedoid), which extend previous generalized conservation laws, then the problem admits a strong LP relaxation over a so-called extended greedoid polytope, which has strong structural and algorithmic properties. We present an adaptive-greedy algorithm (which extends Klimov's) taking as input the linear objective coefficients, which (1) determines whether the optimal LP solution is achievable by a policy in the given family; and (2) if so, computes a set of class-ranking indices that characterize optimal priority policies in the family. In the special case of project scheduling, we show that, under additional conditions, the optimal indices can be computed separately for each project (index decomposition). We further apply the framework to the important restless bandit model (two-action Markov decision chains), obtaining new index policies, that extend Whittle's (1988), and simple sufficient conditions for their validity. These results highlight the power of polyhedral methods (the so-called achievable region approach) in dynamic and stochastic optimization.

Maternal side-effects after multiple courses of antenatal corticosteroids (MACS): the three-month follow-up of women in the randomized controlled trial of MACS for preterm birth study.

OBJECTIVE: A single course of antenatal corticosteroids (ACS) is associated with a reduction in respiratory distress syndrome and neonatal death. Multiple Courses of Antenatal Corticosteroids Study (MACS), a study involving 1858 women, was a multicentre randomized placebo-controlled trial of multiple courses of ACS, given every 14 days until 33+6 weeks or birth, whichever came first. The primary outcome of the study, a composite of neonatal mortality and morbidity, was similar for the multiple ACS and placebo groups (12.9% vs. 12.5%), but infants exposed to multiple courses of ACS weighed less, were shorter, and had smaller head circumferences. Thus for women who remain at increased risk of preterm birth, multiple courses of ACS (every 14 days) are not recommended. Chronic use of corticosteroids is associated with numerous side effects including weight gain and depression. The aim of this postpartum assessment was to ascertain if multiple courses of ACS were associated with maternal side effects. METHODS: Three months postpartum, women who participated in MACS were asked to complete a structured questionnaire that asked about maternal side effects of corticosteroid use during MACS and included the Edinburgh Postnatal Depression Scale. Women were also asked to evaluate their study participation. RESULTS: Of the 1858 women randomized, 1712 (92.1%) completed the postpartum questionnaire. There were no significant differences in the risk of maternal side effects between the two groups. Large numbers of women met the criteria for postpartum depression (14.1% in the ACS vs. 16.0% in the placebo group). Most women (94.1%) responded that they would participate in the trial again. CONCLUSION: In pregnancy, corticosteroids are given to women for fetal lung maturation and for the treatment of various maternal diseases. In this international multicentre randomized controlled trial, multiple courses of ACS (every 14 days) were not associated with maternal side effects, and the majority of women responded that they would participate in such a study again.

On certain greedoid polyhedra, partially indexable scheduling problems and extended restless bandit allocation indices

We present a polyhedral framework for establishing general structural properties on optimal solutions of stochastic scheduling problems, where multiple job classes vie for service resources: the existence of an optimal priority policy in a given family, characterized by a greedoid(whose feasible class subsets may receive higher priority), where optimal priorities are determined by class-ranking indices, under restricted linear performance objectives (partial indexability). This framework extends that of Bertsimas and Niño-Mora (1996), which explained the optimality of priority-index policies under all linear objectives (general indexability). We show that, if performance measures satisfy partial conservation laws (with respect to the greedoid), which extend previous generalized conservation laws, then theproblem admits a strong LP relaxation over a so-called extended greedoid polytope, which has strong structural and algorithmic properties. We present an adaptive-greedy algorithm (which extends Klimov's) taking as input the linear objective coefficients, which (1) determines whether the optimal LP solution is achievable by a policy in the given family; and (2) if so, computes a set of class-ranking indices that characterize optimal priority policies in the family. In the special case of project scheduling, we show that, under additional conditions, the optimal indices can be computed separately for each project (index decomposition). We further apply the framework to the important restless bandit model (two-action Markov decision chains), obtaining new index policies, that extend Whittle's (1988), and simple sufficient conditions for their validity. These results highlight the power of polyhedral methods (the so-called achievable region approach) in dynamic and stochastic optimization.

Multiple sclerosis-related trigeminal neuralgia: a prospective series of 43 patients treated with gamma knife surgery with more than one year of follow-up.

BACKGROUND: Trigeminal neuralgia (TN) related to multiple sclerosis (MS) is more difficult to manage pharmacologically and surgically. OBJECTIVE: This article aims to evaluate the safety and efficacy of Gamma Knife surgery (GKS) in this special group of patients. METHODS: Between July 1992 and November 2010, 43 cases with more than 1 year of follow-up were operated with GKS for TN related to MS and prospectively evaluated in the Timone University Hospital, Marseille, France. Radiosurgery using the Gamma Knife (model B or C or Perfexion) was performed. A single 4-mm isocenter was positioned at a median distance of 8 mm (range 5.7-14.7) anterior to the emergence of the nerve. A median maximum dose of 85 Gy (range 75-90) was delivered. RESULTS: The median follow-up period was 53.8 months (12-157.1). Thirty-nine patients (90.7%) were initially pain free. Their actuarial probability of remaining pain free without medication at 6 months, 1, 3, 5 and 10 years was 87.2, 71.8, 43.1, 38.3 and 20.5%, respectively, and remained stable till 12 years. The hypoesthesia actuarial rate at 6 months, 1 and 2 years was 11.5, 11.5 and 16%, and remained stable till 12 years. CONCLUSIONS: GKS proved safe and effective in this special group of patients.

Trends in the prevalence, risk and pregnancy outcome of multiple births with congenital anomaly: a registry-based study in 14 European countries 1984-2007.

OBJECTIVE: To assess the public health consequences of the rise in multiple births with respect to congenital anomalies. DESIGN: Descriptive epidemiological analysis of data from population-based congenital anomaly registries. SETTING: Fourteen European countries. POPULATION: A total of 5.4 million births 1984-2007, of which 3% were multiple births. METHODS: Cases of congenital anomaly included live births, fetal deaths from 20 weeks of gestation and terminations of pregnancy for fetal anomaly. MAIN OUTCOME MEASURES: Prevalence rates per 10,000 births and relative risk of congenital anomaly in multiple versus singleton births (1984-2007); proportion prenatally diagnosed, proportion by pregnancy outcome (2000-07). Proportion of pairs where both co-twins were cases. RESULTS: Prevalence of congenital anomalies from multiple births increased from 5.9 (1984-87) to 10.7 per 10,000 births (2004-07). Relative risk of nonchromosomal anomaly in multiple births was 1.35 (95% CI 1.31-1.39), increasing over time, and of chromosomal anomalies was 0.72 (95% CI 0.65-0.80), decreasing over time. In 11.4% of affected twin pairs both babies had congenital anomalies (2000-07). The prenatal diagnosis rate was similar for multiple and singleton pregnancies. Cases from multiple pregnancies were less likely to be terminations of pregnancy for fetal anomaly, odds ratio 0.41 (95% CI 0.35-0.48) and more likely to be stillbirths and neonatal deaths. CONCLUSIONS: The increase in babies who are both from a multiple pregnancy and affected by a congenital anomaly has implications for prenatal and postnatal service provision. The contribution of assisted reproductive technologies to the increase in risk needs further research. The deficit of chromosomal anomalies among multiple births has relevance for prenatal risk counselling.

Structure-function characterization and optimization of a plant-derived antibacterial peptide.

Crushed seeds of the Moringa oleifera tree have been used traditionally as natural flocculants to clarify drinking water. We previously showed that one of the seed peptides mediates both the sedimentation of suspended particles such as bacterial cells and a direct bactericidal activity, raising the possibility that the two activities might be related. In this study, the conformational modeling of the peptide was coupled to a functional analysis of synthetic derivatives. This indicated that partly overlapping structural determinants mediate the sedimentation and antibacterial activities. Sedimentation requires a positively charged, glutamine-rich portion of the peptide that aggregates bacterial cells. The bactericidal activity was localized to a sequence prone to form a helix-loop-helix structural motif. Amino acid substitution showed that the bactericidal activity requires hydrophobic proline residues within the protruding loop. Vital dye staining indicated that treatment with peptides containing this motif results in bacterial membrane damage. Assembly of multiple copies of this structural motif into a branched peptide enhanced antibacterial activity, since low concentrations effectively kill bacteria such as Pseudomonas aeruginosa and Streptococcus pyogenes without displaying a toxic effect on human red blood cells. This study thus identifies a synthetic peptide with potent antibacterial activity against specific human pathogens. It also suggests partly distinct molecular mechanisms for each activity. Sedimentation may result from coupled flocculation and coagulation effects, while the bactericidal activity would require bacterial membrane destabilization by a hydrophobic loop.

The influence of drugs used in cardiac anaesthesia and critical care on multiple electrode aggregometry: an in-vitro volunteer study.

BACKGROUND: Multiple electrode aggregometry (MEA) is a point-of-care test evaluating platelet function and the efficacy of platelet inhibitors. In MEA, electrical impedance of whole blood is measured after addition of a platelet activator. Reduced impedance implies platelet dysfunction or the presence of platelet inhibitors. MEA plays an increasingly important role in the management of perioperative platelet dysfunction. In vitro, midazolam, propofol, lidocaine and magnesium have known antiplatelet effects and these may interfere with MEA interpretation. OBJECTIVE: To evaluate the extent to which MEA is modified in the presence of these drugs. DESIGN: An in-vitro study using blood collected from healthy volunteers. SETTING: Centre Hospitalier Universitaire Vaudois, Lausanne, Switzerland, 2010 to 2011. PATIENTS: Twenty healthy volunteers. INTERVENTION: Measurement of baseline MEA was using four activators: arachidonic acid, ADP, TRAP-6 and collagen. The study drugs were then added in three increasing, clinically relevant concentrations. MAIN OUTCOME MEASURE: MEA was compared with baseline for each study drug. RESULTS: Midazolam, propofol and lidocaine showed no effect on MEA at any concentration. Magnesium at 2.5 mmol l had a significant effect on the ADP and TRAP tests (31 ± 13 and 96 ± 39 AU, versus 73 ± 21 and 133 ± 28 AU at baseline, respectively), and a less pronounced effect at 1 mmol l on the ADP test (39 ± 0 AU). CONCLUSION: Midazolam, propofol and lidocaine do not interfere with MEA measurement. In patients treated with high to normal doses of magnesium, MEA results for ADP and TRAP-tests should be interpreted with caution. TRIAL REGISTRATION: Clinicaltrials.gov (no. NCT01454427).

Effect of bicarbonate and lactate buffer on glucose and lactate metabolism during hemodiafiltration in patients with multiple organ failure.

OBJECTIVE: To compare the effects of sodium bicarbonate and lactate for continuous veno-venous hemodiafiltration (CVVHDF) in critically ill patients. DESIGN AND SETTINGS: Prospective crossed-over controlled trial in the surgical and medical ICUs of a university hospital. PATIENTS: Eight patients with multiple organ dysfunction syndrome (MODS) requiring CVVHDF. INTERVENTION: Each patient received the two buffers in a randomized sequence over two consecutive days. MEASUREMENTS AND RESULTS: The following variables were determined: acid-base parameters, lactate production and utilization ((13)C lactate infusion), glucose turnover (6,6(2)H(2)-glucose), gas exchange (indirect calorimetry). No side effect was observed during lactate administration. Baseline arterial acid-base variables were equal with the two buffers. Arterial lactate (2.9 versus 1.5 mmol/l), glycemia (+18%) and glucose turnover (+23%) were higher in the lactate period. Bicarbonate and glucose losses in CVVHDF were substantial, but not lactate elimination. Infusing (13)C lactate increased plasma lactate levels equally with the two buffers. Lactate clearance (7.8+/-0.8 vs 7.5+/-0.8 ml/kg per min in the bicarbonate and lactate periods) and endogenous production rates (14.0+/-2.6 vs 13.6+/-2.6 mmol/kg per min) were similar. (13)C lactate was used as a metabolic substrate, as shown by (13)CO(2) excretion. Glycemia and metabolic rate increased significantly and similarly during the two periods during lactate infusion. CONCLUSION: Lactate was rapidly cleared from the blood of critically ill patients without acute liver failure requiring CVVHDF, being transformed into glucose or oxidized. Lactate did not exert undesirable effects, except moderate hyperglycemia, and achieved comparable effects on acid-base balance to bicarbonate.

Computer-aided procedure for optimization of layer thickness uniformity in thermal evaporation physical vapor deposition chambers for lens coating

A computer-aided method to improve the thickness uniformity attainable when coating multiple substrates inside a thermal evaporation physical vapor deposition unit is presented. The study is developed for the classical spherical (dome-shaped) calotte and also for a plane sector reversible holder setup. This second arrangement is very useful for coating both sides of the substrate, such as antireflection multilayers on lenses. The design of static correcting shutters for both kinds of configurations is also discussed. Some results of using the method are presented as an illustration.

Learning wind fields with multiple kernels

This paper presents multiple kernel learning (MKL) regression as an exploratory spatial data analysis and modelling tool. The MKL approach is introduced as an extension of support vector regression, where MKL uses dedicated kernels to divide a given task into sub-problems and to treat them separately in an effective way. It provides better interpretability to non-linear robust kernel regression at the cost of a more complex numerical optimization. In particular, we investigate the use of MKL as a tool that allows us to avoid using ad-hoc topographic indices as covariables in statistical models in complex terrains. Instead, MKL learns these relationships from the data in a non-parametric fashion. A study on data simulated from real terrain features confirms the ability of MKL to enhance the interpretability of data-driven models and to aid feature selection without degrading predictive performances. Here we examine the stability of the MKL algorithm with respect to the number of training data samples and to the presence of noise. The results of a real case study are also presented, where MKL is able to exploit a large set of terrain features computed at multiple spatial scales, when predicting mean wind speed in an Alpine region.

Prevalence and risk of Down syndrome in monozygotic and dizygotic multiple pregnancies in Europe: implications for prenatal screening.

OBJECTIVE: To determine risk of Down syndrome (DS) in multiple relative to singleton pregnancies, and compare prenatal diagnosis rates and pregnancy outcome. DESIGN: Population-based prevalence study based on EUROCAT congenital anomaly registries. SETTING: Eight European countries. POPULATION: 14.8 million births 1990-2009; 2.89% multiple births. METHODS: DS cases included livebirths, fetal deaths from 20 weeks, and terminations of pregnancy for fetal anomaly (TOPFA). Zygosity is inferred from like/unlike sex for birth denominators, and from concordance for DS cases. MAIN OUTCOME MEASURES: Relative risk (RR) of DS per fetus/baby from multiple versus singleton pregnancies and per pregnancy in monozygotic/dizygotic versus singleton pregnancies. Proportion of prenatally diagnosed and pregnancy outcome. STATISTICAL ANALYSIS: Poisson and logistic regression stratified for maternal age, country and time. RESULTS: Overall, the adjusted (adj) RR of DS for fetus/babies from multiple versus singleton pregnancies was 0.58 (95% CI 0.53-0.62), similar for all maternal ages except for mothers over 44, for whom it was considerably lower. In 8.7% of twin pairs affected by DS, both co-twins were diagnosed with the condition. The adjRR of DS for monozygotic versus singleton pregnancies was 0.34 (95% CI 0.25-0.44) and for dizygotic versus singleton pregnancies 1.34 (95% CI 1.23-1.46). DS fetuses from multiple births were less likely to be prenatally diagnosed than singletons (adjOR 0.62 [95% CI 0.50-0.78]) and following diagnosis less likely to be TOPFA (adjOR 0.40 [95% CI 0.27-0.59]). CONCLUSIONS: The risk of DS per fetus/baby is lower in multiple than singleton pregnancies. These estimates can be used for genetic counselling and prenatal screening.

A pipeline approach with spatial information for segmenting multiple sclerosis lesions on brain magnetic resonance imaging

Background: Conventional magnetic resonance imaging (MRI) techniques are highly sensitive to detect multiple sclerosis (MS) plaques, enabling a quantitative assessment of inflammatory activity and lesion load. In quantitative analyses of focal lesions, manual or semi-automated segmentations have been widely used to compute the total number of lesions and the total lesion volume. These techniques, however, are both challenging and time-consuming, being also prone to intra-observer and inter-observer variability.Aim: To develop an automated approach to segment brain tissues and MS lesions from brain MRI images. The goal is to reduce the user interaction and to provide an objective tool that eliminates the inter- and intra-observer variability.Methods: Based on the recent methods developed by Souplet et al. and de Boer et al., we propose a novel pipeline which includes the following steps: bias correction, skull stripping, atlas registration, tissue classification, and lesion segmentation. After the initial pre-processing steps, a MRI scan is automatically segmented into 4 classes: white matter (WM), grey matter (GM), cerebrospinal fluid (CSF) and partial volume. An expectation maximisation method which fits a multivariate Gaussian mixture model to T1-w, T2-w and PD-w images is used for this purpose. Based on the obtained tissue masks and using the estimated GM mean and variance, we apply an intensity threshold to the FLAIR image, which provides the lesion segmentation. With the aim of improving this initial result, spatial information coming from the neighbouring tissue labels is used to refine the final lesion segmentation.Results:The experimental evaluation was performed using real data sets of 1.5T and the corresponding ground truth annotations provided by expert radiologists. The following values were obtained: 64% of true positive (TP) fraction, 80% of false positive (FP) fraction, and an average surface distance of 7.89 mm. The results of our approach were quantitatively compared to our implementations of the works of Souplet et al. and de Boer et al., obtaining higher TP and lower FP values.Conclusion: Promising MS lesion segmentation results have been obtained in terms of TP. However, the high number of FP which is still a well-known problem of all the automated MS lesion segmentation approaches has to be improved in order to use them for the standard clinical practice. Our future work will focus on tackling this issue.

Optimization of particle bombardment parameters for the genetic transformation of Brazilian maize inbred lines

The objective of this work was to develop a genetic transformation system for tropical maize genotypes via particle bombardment of immature zygotic embryos. Particle bombardment was carried out using a genetic construct with bar and uidA genes under control of CaMV35S promoter. The best conditions to transform maize tropical inbred lines L3 and L1345 were obtained when immature embryos were cultivated, prior to the bombardment, in higher osmolarity during 4 hours and bombarded at an acceleration helium gas pressure of 1,100 psi, two shots per plate, and a microcarrier flying distance of 6.6 cm. Transformation frequencies obtained using these conditions ranged from 0.9 to 2.31%. Integration of foreign genes into the genome of maize plants was confirmed by Southern blot analysis as well as bar and uidA gene expressions. The maize genetic transformation protocol developed in this work will possibly improve the efficiency to produce new transgenic tropical maize lines expressing desirable agronomic characteristics.