Handling of Uncertainty in Life Cycle Inventory by Correlated Multivariate Lognormal Distributions: Application to the Design of Supply Chain Networks

In this work, we analyze the effect of incorporating life cycle inventory (LCI) uncertainty on the multi-objective optimization of chemical supply chains (SC) considering simultaneously their economic and environmental performance. To this end, we present a stochastic multi-scenario mixed-integer linear programming (MILP) coupled with a two-step transformation scenario generation algorithm with the unique feature of providing scenarios where the LCI random variables are correlated and each one of them has the desired lognormal marginal distribution. The environmental performance is quantified following life cycle assessment (LCA) principles, which are represented in the model formulation through standard algebraic equations. The capabilities of our approach are illustrated through a case study of a petrochemical supply chain. We show that the stochastic solution improves the economic performance of the SC in comparison with the deterministic one at any level of the environmental impact, and moreover the correlation among environmental burdens provides more realistic scenarios for the decision making process.

Isobutane Alkylation Process Synthesis by means of Hybrid Simulation-Multiobjective Optimization

Multiobjective Generalized Disjunctive Programming (MO-GDP) optimization has been used for the synthesis of an important industrial process, isobutane alkylation. The two objective functions to be simultaneously optimized are the environmental impact, determined by means of LCA (Life Cycle Assessment), and the economic potential of the process. The main reason for including the minimization of the environmental impact in the optimization process is the widespread environmental concern by the general public. For the resolution of the problem we employed a hybrid simulation- optimization methodology, i.e., the superstructure of the process was developed directly in a chemical process simulator connected to a state of the art optimizer. The model was formulated as a GDP and solved using a logic algorithm that avoids the reformulation as MINLP -Mixed Integer Non Linear Programming-. Our research gave us Pareto curves compounded by three different configurations where the LCA has been assessed by two different parameters: global warming potential and ecoindicator-99.

An integrated scheduling problem of PCB components on sequential pick-and-place machines:mathematical models and heuristic solutions

This paper formulates several mathematical models for determining the optimal sequence of component placements and assignment of component types to feeders simultaneously or the integrated scheduling problem for a type of surface mount technology placement machines, called the sequential pick-andplace (PAP) machine. A PAP machine has multiple stationary feeders storing components, a stationary working table holding a printed circuit board (PCB), and a movable placement head to pick up components from feeders and place them to a board. The objective of integrated problem is to minimize the total distance traveled by the placement head. Two integer nonlinear programming models are formulated first. Then, each of them is equivalently converted into an integer linear type. The models for the integrated problem are verified by two commercial packages. In addition, a hybrid genetic algorithm previously developed by the authors is adopted to solve the models. The algorithm not only generates the optimal solutions quickly for small-sized problems, but also outperforms the genetic algorithms developed by other researchers in terms of total traveling distance.

A multi-depot travelling salesman problem and its iterative and integrated approaches

This paper formulates a logistics distribution problem as the multi-depot travelling salesman problem (MDTSP). The decision makers not only have to determine the travelling sequence of the salesman for delivering finished products from a warehouse or depot to a customer, but also need to determine which depot stores which type of products so that the total travelling distance is minimised. The MDTSP is similar to the combination of the travelling salesman and quadratic assignment problems. In this paper, the two individual hard problems or models are formulated first. Then, the problems are integrated together, that is, the MDTSP. The MDTSP is constructed as both integer nonlinear and linear programming models. After formulating the models, we verify the integrated models using commercial packages, and most importantly, investigate whether an iterative approach, that is, solving the individual models repeatedly, can generate an optimal solution to the MDTSP. Copyright © 2006 Inderscience Enterprises Ltd.

Zero weights and non-zero slacks:different solution to the same problem

This paper re-assesses three independently developed approaches that are aimed at solving the problem of zero-weights or non-zero slacks in Data Envelopment Analysis (DEA). The methods are weights restricted, non-radial and extended facet DEA models. Weights restricted DEA models are dual to envelopment DEA models with restrictions on the dual variables (DEA weights) aimed at avoiding zero values for those weights; non-radial DEA models are envelopment models which avoid non-zero slacks in the input-output constraints. Finally, extended facet DEA models recognize that only projections on facets of full dimension correspond to well defined rates of substitution/transformation between all inputs/outputs which in turn correspond to non-zero weights in the multiplier version of the DEA model. We demonstrate how these methods are equivalent, not only in their aim but also in the solutions they yield. In addition, we show that the aforementioned methods modify the production frontier by extending existing facets or creating unobserved facets. Further we propose a new approach that uses weight restrictions to extend existing facets. This approach has some advantages in computational terms, because extended facet models normally make use of mixed integer programming models, which are computationally demanding.

A study of the flow performance of a sodium silicate furnace

The flow characteristics of neutral sodium silicate glass in an open hearth regenerative furnace have been studied using a one tenth scale physical model. The constraints of similarity have been investigated and discussed, and the use of sodium liquor as a cold modelling solution has been developed. Methylene Blue and Sulphacid Brill Pink are used as delineators, and a technique for analysing the concentration of each even in a mixture has been developed. The residence/time distributions from the model have been simulated using a mixed model computer program which identifies the nature and size of the most significant flow streams within the furnace. The results clearly show that the model gives a true representation of the furnace and illustrates a number of alternatives for operating or design changes which will lead to improved production efficiency.

Network lifetime maximization with cross-layer design in wireless sensor networks

This paper investigates a cross-layer design approach for minimizing energy consumption and maximizing network lifetime (NL) of a multiple-source and single-sink (MSSS) WSN with energy constraints. The optimization problem for MSSS WSN can be formulated as a mixed integer convex optimization problem with the adoption of time division multiple access (TDMA) in medium access control (MAC) layer, and it becomes a convex problem by relaxing the integer constraint on time slots. Impacts of data rate, link access and routing are jointly taken into account in the optimization problem formulation. Both linear and planar network topologies are considered for NL maximization (NLM). With linear MSSS and planar single-source and single-sink (SSSS) topologies, we successfully use Karush-Kuhn-Tucker (KKT) optimality conditions to derive analytical expressions of the optimal NL when all nodes are exhausted simultaneously. The problem for planar MSSS topology is more complicated, and a decomposition and combination (D&C) approach is proposed to compute suboptimal solutions. An analytical expression of the suboptimal NL is derived for a small scale planar network. To deal with larger scale planar network, an iterative algorithm is proposed for the D&C approach. Numerical results show that the upper-bounds of the network lifetime obtained by our proposed optimization models are tight. Important insights into the NL and benefits of cross-layer design for WSN NLM are obtained.

Population pharmacokinetic and pharmacogenetic analysis of tacrolimus in paediatric liver transplant patients

Aims - To build a population pharmacokinetic model that describes the apparent clearance of tacrolimus and the potential demographic, clinical and genetically controlled factors that could lead to inter-patient pharmacokinetic variability within children following liver transplantation. Methods - The present study retrospectively examined tacrolimus whole blood pre-dose concentrations (n = 628) of 43 children during their first year post-liver transplantation. Population pharmacokinetic analysis was performed using the non-linear mixed effects modelling program (nonmem) to determine the population mean parameter estimate of clearance and influential covariates. Results - The final model identified time post-transplantation and CYP3A5*1 allele as influential covariates on tacrolimus apparent clearance according to the following equation: TVCL = 12.9 x (Weight/13.2)0.35 x EXP (-0.0058 x TPT) x EXP (0.428 x CYP3A5) where TVCL is the typical value for apparent clearance, TPT is time post-transplantation in days and the CYP3A5 is 1 where *1 allele is present and 0 otherwise. The population estimate and inter-individual variability (%CV) of tacrolimus apparent clearance were found to be 0.977 l h−1 kg−1 (95% CI 0.958, 0.996) and 40.0%, respectively, while the residual variability between the observed and predicted concentrations was 35.4%. Conclusion Tacrolimus apparent clearance was influenced by time post-transplantation and CYP3A5 genotypes. The results of this study, once confirmed by a large scale prospective study, can be used in conjunction with therapeutic drug monitoring to recommend tacrolimus dose adjustments that take into account not only body weight but also genetic and time-related changes in tacrolimus clearance.

Online trendy topics detection in microblogs with selective user monitoring under cost constraints

As microblog services such as Twitter become a fast and convenient communication approach, identification of trendy topics in microblog services has great academic and business value. However detecting trendy topics is very challenging due to huge number of users and short-text posts in microblog diffusion networks. In this paper we introduce a trendy topics detection system under computation and communication resource constraints. In stark contrast to retrieving and processing the whole microblog contents, we develop an idea of selecting a small set of microblog users and processing their posts to achieve an overall acceptable trendy topic coverage, without exceeding resource budget for detection. We formulate the selection operation of these subset users as mixed-integer optimization problems, and develop heuristic algorithms to compute their approximate solutions. The proposed system is evaluated with real-time test data retrieved from Sina Weibo, the dominant microblog service provider in China. It's shown that by monitoring 500 out of 1.6 million microblog users and tracking their microposts (about 15,000 daily) with our system, nearly 65% trendy topics can be detected, while on average 5 hours earlier before they appear in Sina Weibo official trends.

Uniform Convergence of the Newton Method for Aubin Continuous Maps

* This work was supported by National Science Foundation grant DMS 9404431.

Mathematical Modeling and Simulation of Radial Temperature Profile of Strontium Bromide Lasers

For metal and metal halide vapor lasers excited by high frequency pulsed discharge, the thermal effect mainly caused by the radial temperature distribution is of considerable importance for stable laser operation and improvement of laser output characteristics. A short survey of the obtained analytical and numerical-analytical mathematical models of the temperature profile in a high-powered He-SrBr2 laser is presented. The models are described by the steady-state heat conduction equation with mixed type nonlinear boundary conditions for the arbitrary form of the volume power density. A complete model of radial heat flow between the two tubes is established for precise calculating the inner wall temperature. The models are applied for simulating temperature profiles for newly designed laser. The author’s software prototype LasSim is used for carrying out the mathematical models and simulations.

Cost-effective node monitoring for online hot event detection in sina weibo microblogging

We propose a cost-effective hot event detection system over Sina Weibo platform, currently the dominant microblogging service provider in China. The problem of finding a proper subset of microbloggers under resource constraints is formulated as a mixed-integer problem for which heuristic algorithms are developed to compute approximate solution. Preliminary results show that by tracking about 500 out of 1.6 million candidate microbloggers and processing 15,000 microposts daily, 62% of the hot events can be detected five hours on average earlier than they are published by Weibo.

Calculus of Variations with Classical and Fractional Derivatives

MSC 2010: 49K05, 26A33

A spatiotemporal Data Envelopment Analysis (S-T DEA) approach:the need to assess evolving units

One of the major challenges in measuring efficiency in terms of resources and outcomes is the assessment of the evolution of units over time. Although Data Envelopment Analysis (DEA) has been applied for time series datasets, DEA models, by construction, form the reference set for inefficient units (lambda values) based on their distance from the efficient frontier, that is, in a spatial manner. However, when dealing with temporal datasets, the proximity in time between units should also be taken into account, since it reflects the structural resemblance among time periods of a unit that evolves. In this paper, we propose a two-stage spatiotemporal DEA approach, which captures both the spatial and temporal dimension through a multi-objective programming model. In the first stage, DEA is solved iteratively extracting for each unit only previous DMUs as peers in its reference set. In the second stage, the lambda values derived from the first stage are fed to a Multiobjective Mixed Integer Linear Programming model, which filters peers in the reference set based on weights assigned to the spatial and temporal dimension. The approach is demonstrated on a real-world example drawn from software development.

Non-stationary stochastic inventory lot-sizing with emission and service level constraints in a carbon cap-and-trade system

Firms worldwide are taking major initiatives to reduce the carbon footprint of their supply chains in response to the growing governmental and consumer pressures. In real life, these supply chains face stochastic and non-stationary demand but most of the studies on inventory lot-sizing problem with emission concerns consider deterministic demand. In this paper, we study the inventory lot-sizing problem under non-stationary stochastic demand condition with emission and cycle service level constraints considering carbon cap-and-trade regulatory mechanism. Using a mixed integer linear programming model, this paper aims to investigate the effects of emission parameters, product- and system-related features on the supply chain performance through extensive computational experiments to cover general type business settings and not a specific scenario. Results show that cycle service level and demand coefficient of variation have significant impacts on total cost and emission irrespective of level of demand variability while the impact of product's demand pattern is significant only at lower level of demand variability. Finally, results also show that increasing value of carbon price reduces total cost, total emission and total inventory and the scope of emission reduction by increasing carbon price is greater at higher levels of cycle service level and demand coefficient of variation. The analysis of results helps supply chain managers to take right decision in different demand and service level situations.