Algorithm creation and optimization for the crew pairing problem

Algoritmo que optimiza y crea pairings para tripulaciones de líneas aéreas mediante la posterior programación en Java.

A genetic algorithm to ensemble feature selection

We are going to implement the "GA-SEFS" by Tsymbal and analyse experimentally its performance depending on the classifier algorithms used in the fitness function (NB, MNge, SMO). We are also going to study the effect of adding to the fitness function a measure to control complexity of the base classifiers.

Risk assessment of recurrence in sporadic retinoblastoma using a molecular-based algorithm.

PURPOSE: Most RB1 mutations are unique and distributed throughout the RB1 gene. Their detection can be time-consuming and the yield especially low in cases of conservatively-treated sporadic unilateral retinoblastoma (Rb) patients. In order to identify patients with true risk of developing Rb, and to reduce the number of unnecessary examinations under anesthesia in all other cases, we developed a universal sensitive, efficient and cost-effective strategy based on intragenic haplotype analysis. METHODS: This algorithm allows the calculation of the a posteriori risk of developing Rb and takes into account (a) RB1 loss of heterozygosity in tumors, (b) preferential paternal origin of new germline mutations, (c) a priori risk derived from empirical data by Vogel, and (d) disease penetrance of 90% in most cases. We report the occurrence of Rb in first degree relatives of patients with sporadic Rb who visited the Jules Gonin Eye Hospital, Lausanne, Switzerland, from January 1994 to December 2006 compared to expected new cases of Rb using our algorithm. RESULTS: A total of 134 families with sporadic Rb were enrolled; testing was performed in 570 individuals and 99 patients younger than 4 years old were identified. We observed one new case of Rb. Using our algorithm, the cumulated total a posteriori risk of recurrence was 1.77. CONCLUSIONS: This is the first time that linkage analysis has been validated to monitor the risk of recurrence in sporadic Rb. This should be a useful tool in genetic counseling, especially when direct RB1 screening for mutations leaves a negative result or is unavailable.

Treatment algorithm for moderate to severe ulcerative colitis.

The care for a patient with ulcerative colitis (UC) remains challenging despite the fact that morbidity and mortality rates have been considerably reduced during the last 30 years. The traditional management with intravenous corticosteroids was modified by the introduction of ciclosporin and infliximab. In this review, we focus on the treatment of patients with moderate to severe UC. Four typical clinical scenarios are defined and discussed in detail. The treatment recommendations are based on current literature, published guidelines and reviews, and were discussed at a consensus meeting of Swiss experts in the field. Comprehensive treatment algorithms were developed, aimed for daily clinical practice.

Algorithm optimization for solving crew scheduling problems

In this paper, we are proposing a methodology to determine the most efficient and least costly way of crew pairing optimization. We are developing a methodology based on algorithm optimization on Eclipse opensource IDE using the Java programming language to solve the crew scheduling problems.

Nuclear relaxation contribution to static and dynamic (infinite frequency approximation) nonlinear optical properties by means of electrical property expansions: Application to HF, CH4, CF4, and SF6

Electrical property derivative expressions are presented for the nuclear relaxation contribution to static and dynamic (infinite frequency approximation) nonlinear optical properties. For CF4 and SF6, as opposed to HF and CH4, a term that is quadratic in the vibrational anharmonicity (and not previously evaluated for any molecule) makes an important contribution to the static second vibrational hyperpolarizability of CF4 and SF6. A comparison between calculated and experimental values for the difference between the (anisotropic) Kerr effect and electric field induced second-harmonic generation shows that, at the Hartree-Fock level, the nuclear relaxation/infinite frequency approximation gives the correct trend (in the series CH4, CF4, SF6) but is of the order of 50% too small

Development and validation of AMANDA, a new algorithm for selecting highly relevant regions in Molecular Interaction Fields

Descriptors based on Molecular Interaction Fields (MIF) are highly suitable for drug discovery, but their size (thousands of variables) often limits their application in practice. Here we describe a simple and fast computational method that extracts from a MIF a handful of highly informative points (hot spots) which summarize the most relevant information. The method was specifically developed for drug discovery, is fast, and does not require human supervision, being suitable for its application on very large series of compounds. The quality of the results has been tested by running the method on the ligand structure of a large number of ligand-receptor complexes and then comparing the position of the selected hot spots with actual atoms of the receptor. As an additional test, the hot spots obtained with the novel method were used to obtain GRIND-like molecular descriptors which were compared with the original GRIND. In both cases the results show that the novel method is highly suitable for describing ligand-receptor interactions and compares favorably with other state-of-the-art methods.

A systolic array for linear MIMO detection based on an all-swap lattice reduction algorithm

A systolic array to implement lattice-reduction-aided lineardetection is proposed for a MIMO receiver. The lattice reductionalgorithm and the ensuing linear detections are operated in the same array, which can be hardware-efficient. All-swap lattice reduction algorithm (ASLR) is considered for the systolic design.ASLR is a variant of the LLL algorithm, which processes all lattice basis vectors within one iteration. Lattice-reduction-aided linear detection based on ASLR and LLL algorithms have very similarbit-error-rate performance, while ASLR is more time efficient inthe systolic array, especially for systems with a large number ofantennas.

Multiuser detection with an unknown number of active users: receiver design

In multiuser detection, the set of users active at any time may be unknown to the receiver. In these conditions, optimum reception consists of detecting simultaneously the set of activeusers and their data, problem that can be solved exactly by applying random-set theory (RST) and Bayesian recursions (BR). However, implementation of optimum receivers may be limited by their complexity, which grows exponentially with the number of potential users. In this paper we examine three strategies leading to reduced-complexity receivers.In particular, we show how a simple approximation of BRs enables the use of Sphere Detection (SD) algorithm, whichexhibits satisfactory performance with limited complexity.

ILS-ESP An efficient, simple, and parameter-free algorithm for solving the permutation flow-shop problem

From a managerial point of view, the more effcient, simple, and parameter-free (ESP) an algorithm is, the more likely it will be used in practice for solving real-life problems. Following this principle, an ESP algorithm for solving the Permutation Flowshop Sequencing Problem (PFSP) is proposed in this article. Using an Iterated Local Search (ILS) framework, the so-called ILS-ESP algorithm is able to compete in performance with other well-known ILS-based approaches, which are considered among the most effcient algorithms for the PFSP. However, while other similar approaches still employ several parameters that can affect their performance if not properly chosen, our algorithm does not require any particular fine-tuning process since it uses basic "common sense" rules for the local search, perturbation, and acceptance criterion stages of the ILS metaheuristic. Our approach defines a new operator for the ILS perturbation process, a new acceptance criterion based on extremely simple and transparent rules, and a biased randomization process of the initial solution to randomly generate different alternative initial solutions of similar quality -which is attained by applying a biased randomization to a classical PFSP heuristic. This diversification of the initial solution aims at avoiding poorly designed starting points and, thus, allows the methodology to take advantage of current trends in parallel and distributed computing. A set of extensive tests, based on literature benchmarks, has been carried out in order to validate our algorithm and compare it against other approaches. These tests show that our parameter-free algorithm is able to compete with state-of-the-art metaheuristics for the PFSP. Also, the experiments show that, when using parallel computing, it is possible to improve the top ILS-based metaheuristic by just incorporating to it our biased randomization process with a high-quality pseudo-random number generator.

A polynomial algorithm for special case of the one-machine scheduling problem with time-lags

The standard one-machine scheduling problem consists in schedulinga set of jobs in one machine which can handle only one job at atime, minimizing the maximum lateness. Each job is available forprocessing at its release date, requires a known processing timeand after finishing the processing, it is delivery after a certaintime. There also can exists precedence constraints between pairsof jobs, requiring that the first jobs must be completed beforethe second job can start. An extension of this problem consistsin assigning a time interval between the processing of the jobsassociated with the precedence constrains, known by finish-starttime-lags. In presence of this constraints, the problem is NP-hardeven if preemption is allowed. In this work, we consider a specialcase of the one-machine preemption scheduling problem with time-lags, where the time-lags have a chain form, and propose apolynomial algorithm to solve it. The algorithm consist in apolynomial number of calls of the preemption version of the LongestTail Heuristic. One of the applicability of the method is to obtainlower bounds for NP-hard one-machine and job-shop schedulingproblems. We present some computational results of thisapplication, followed by some conclusions.

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

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

Calibration of stochastic volatility models via second order approximation: the Heston model case

Using a suitable Hull and White type formula we develop a methodology to obtain asecond order approximation to the implied volatility for very short maturities. Using thisapproximation we accurately calibrate the full set of parameters of the Heston model. Oneof the reasons that makes our calibration for short maturities so accurate is that we alsotake into account the term-structure for large maturities. We may say that calibration isnot "memoryless", in the sense that the option's behavior far away from maturity doesinfluence calibration when the option gets close to expiration. Our results provide a wayto perform a quick calibration of a closed-form approximation to vanilla options that canthen be used to price exotic derivatives. The methodology is simple, accurate, fast, andit requires a minimal computational cost.

On the closed-form approximation of short-time random strike options

In this paper we propose a general technique to develop first and second order closed-form approximation formulas for short-time options withrandom strikes. Our method is based on Malliavin calculus techniques andallows us to obtain simple closed-form approximation formulas dependingon the derivative operator. The numerical analysis shows that these formulas are extremely accurate and improve some previous approaches ontwo-assets and three-assets spread options as Kirk's formula or the decomposition mehod presented in Alòs, Eydeland and Laurence (2011).