Restless bandits, linear programming relaxations and a primal-dual index heuristic

We develop a mathematical programming approach for the classicalPSPACE - hard restless bandit problem in stochastic optimization.We introduce a hierarchy of n (where n is the number of bandits)increasingly stronger linear programming relaxations, the lastof which is exact and corresponds to the (exponential size)formulation of the problem as a Markov decision chain, while theother relaxations provide bounds and are efficiently computed. Wealso propose a priority-index heuristic scheduling policy fromthe solution to the first-order relaxation, where the indices aredefined in terms of optimal dual variables. In this way wepropose a policy and a suboptimality guarantee. We report resultsof computational experiments that suggest that the proposedheuristic policy is nearly optimal. Moreover, the second-orderrelaxation is found to provide strong bounds on the optimalvalue.

Girl Connection, November 2008

A monthly newsletter for Iowa Commission on the Status of Women

On heuristic and linear models of judgment: Mapping the demand for knowledge

Research on judgment and decision making presents a confusing picture of human abilities. For example, much research has emphasized the dysfunctional aspects of judgmental heuristics, and yet, other findings suggest that these can be highly effective. A further line of research has modeled judgment as resulting from as if linear models. This paper illuminates the distinctions in these approaches by providing a common analytical framework based on the central theoretical premise that understanding human performance requires specifying how characteristics of the decision rules people use interact with the demands of the tasks they face. Our work synthesizes the analytical tools of lens model research with novel methodology developed to specify the effectiveness of heuristics in different environments and allows direct comparisons between the different approaches. We illustrate with both theoretical analyses and simulations. We further link our results to the empirical literature by a meta-analysis of lens model studies and estimate both human andheuristic performance in the same tasks. Our results highlight the trade-off betweenlinear models and heuristics. Whereas the former are cognitively demanding, the latterare simple to use. However, they require knowledge and thus maps of when andwhich heuristic to employ.

O Primal e o Dual na programação Linear

O tema da Programação Linear, com as suas particularizações do Problema dos Transportes e do Problema da Afectação de Recursos, é hoje estudado em cursos diversos onde uma disciplina de Investigação Operacional esteja presente. Trata-se, em última análise, de um problema de cálculo de extremos condicionados, seja de máximo ou de mínimo, que apresenta características muito particulares e de grande elegância simbólica. Também os Problemas dos Transportes e da Afectação de Recursos se podem resolver como problemas de Programação Linear, através do Algoritmo Simplex, embora seja preferível o recurso a algoritmos próprios, de muitíssimo maior simplicidade: o Algoritmo dos Transportes e o Algoritmo Húngaro, respectivamente. De molde a facilitar a compreensão do que realmente está em jogo, consideram-se aqui dois casos de determinação de extremos e de extremos condicionados, mas ao nível do final do ensino secundário.

Girl Connection, February 2009

A monthly newsletter for Iowa Commission on the Status of Women

Girl Connection, June 2009

A monthly newsletter for Iowa Commission on the Status of Women. Teens, Sex and Technology

Girl Connection, August 2009

A monthly newsletter for Iowa Commission on the Status of Women. Relationship Bridge

Comparação entre os métodos da transeção linear e fotográfico na avaliação de cobertura vegetal morta, sob dois métodos de preparo, após a colheita da soja

A eficácia da cobertura vegetal morta no controle da erosão pode ser avaliada através de dois indicadores principais: a porcentagem de cobertura do solo pelos resíduos culturais e sua persistência sobre a superfície ao longo do tempo. O preparo do solo, por sua vez, pode exercer influência significativa sobre esses indicadores. O trabalho foi realizado no campo, no município de Eldorado do Sul, Depressão Central do Rio Grande do Sul. Avaliou-se a persistência da cobertura vegetal morta durante um período de pousio, que foi de maio de 1989 a abril de 1990, em sucessão à cultura da soja. Os resíduos dessa cultura foram manejados sem preparo, por escarificação e por gradagem. A porcentagem de cobertura do solo pelos resíduos culturais foi quantificada pelo método fotográfico e pelo da transeção linear. A cultura da soja produziu cobertura vegetal morta em pequena quantidade e de baixa durabilidade. A distribuição dos resíduos na superfície, sem preparo do solo, foi o tratamento que possibilitou melhor correlação (R²) entre os índices de cobertura obtidos pelos dois métodos testados. Nas áreas sob gradagem ou escarificação do solo, os índices de cobertura obtidos pelo método fotográfico foram superiores aos da transeção linear, enquanto, na área sem preparo do solo, houve similaridade entre os resultados dos dois métodos.

Girl Connection, October 2009

A monthly newsletter for Iowa Commission on the Status of Women. 11 Components of Female Responsive Practice

Girl Connection, December 2009

A monthly newsletter for Iowa Commission on the Status of Women. 11 Components of Female Responsive Practice

Correlação linear e espacial entre o rendimento de grãos do feijoeiro e a resistência mecânica à penetração em um Latossolo Vermelho distrófico

A resistência mecânica à penetração apresentada pelo solo exerce grande influência sobre o desenvolvimento vegetal, uma vez que o crescimento das raízes, assim como o rendimento das culturas, varia de forma inversamente proporcional ao seu valor. No ano agrícola de 2001/2002, na Fazenda Experimental de Ensino e Pesquisa da Faculdade de Engenharia/UNESP - Campus de Ilha Solteira, foram analisados o rendimento de grãos do feijoeiro (PG) e a resistência mecânica à penetração (R), de um Latossolo Vermelho distrófico. O objetivo foi apurar diretrizes relacionadas com o aumento da produtividade agrícola em questão, estudando a correlação linear e a espacial entre a PG e a R. Foi instalada uma rede geoestatística para a coleta dos dados do solo e da planta, estabelecida com espaçamentos de 5 x 5 m e 2,5 x 2,5 m, que continham 120 pontos amostrais distribuídos numa área de 1.875 m². A correlação linear entre a PG e a R foi praticamente nula, uma vez que, dependendo das profundidades estudadas do solo, apresentou coeficientes de correlação (r) menores do que 0,20. A análise geoestatística apresentou boa estrutura de dependência espacial, tanto para a PG quanto para a R, quando analisadas isoladamente. Entretanto, a análise espacial conjunta de tais atributos apresentou-se inconsistente. Assim, com o aumento da resistência mecânica à penetração, em determinada região do solo ocorreu ora aumento, ora diminuição do rendimento de grãos do feijoeiro.

Girl Connection, February 2010

A monthly newsletter for Iowa Commission on the Status of Women; Anxiety and Economic Uncertainty

Super-resolution of remotely sensed images with variable-pixel linear reconstruction

This paper describes the development and applications of a super-resolution method, known as Super-Resolution Variable-Pixel Linear Reconstruction. The algorithm works combining different lower resolution images in order to obtain, as a result, a higher resolution image. We show that it can make significant spatial resolution improvements to satellite images of the Earth¿s surface allowing recognition of objects with size approaching the limiting spatial resolution of the lower resolution images. The algorithm is based on the Variable-Pixel Linear Reconstruction algorithm developed by Fruchter and Hook, a well-known method in astronomy but never used for Earth remote sensing purposes. The algorithm preserves photometry, can weight input images according to the statistical significance of each pixel, and removes the effect of geometric distortion on both image shape and photometry. In this paper, we describe its development for remote sensing purposes, show the usefulness of the algorithm working with images as different to the astronomical images as the remote sensing ones, and show applications to: 1) a set of simulated multispectral images obtained from a real Quickbird image; and 2) a set of multispectral real Landsat Enhanced Thematic Mapper Plus (ETM+) images. These examples show that the algorithm provides a substantial improvement in limiting spatial resolution for both simulated and real data sets without significantly altering the multispectral content of the input low-resolution images, without amplifying the noise, and with very few artifacts.

Exploring the connection between the stellar wind and the non-thermal emission in LS 5039

Context.LS 5039 has been observed with several X-ray instruments so far showing quite steady emission in the long term and no signatures of accretion disk. The source also presents X-ray variability at orbital timescales in flux and photon index. The system harbors an O-type main sequence star with moderate mass-loss. At present, the link between the X-rays and the stellar wind is unclear. Aims.We study the X-ray fluxes, spectra, and absorption properties of LS 5039 at apastron and periastron passages during an epoch of enhanced stellar mass-loss, and the long term evolution of the latter in connection with the X-ray fluxes. Methods.New XMM-Newton observations were performed around periastron and apastron passages in September 2005, when the stellar wind activity was apparently higher. April 2005 Chandra observations on LS 5039 were revisited. Moreover, a compilation of H EW data obtained since 1992, from which the stellar mass-loss evolution can be approximately inferred, was carried out. Results.XMM-Newton observations show higher and harder emission around apastron than around periastron. No signatures of thermal emission or a reflection iron line indicating the presence of an accretion disk are found in the spectrum, and the hydrogen column density () is compatible with being the same in both observations and consistent with the interstellar value. 2005 Chandra observations show a hard X-ray spectrum, and possibly high fluxes, although pileup effects preclude conclusive results from being obtained. The H EW shows yearly variations of 10%, and does not seem to be correlated with X-ray fluxes obtained at similar phases, unlike what is expected in the wind accretion scenario. Conclusions.2005 XMM-Newton and Chandra observations are consistent with 2003 RXTE/PCA results, namely moderate flux and spectral variability at different orbital phases. The constancy of the seems to imply that either the X-ray emitter is located at 1012 cm from the compact object, or the density in the system is 3 to 27 times smaller than that predicted by a spherical symmetric wind model. We suggest that the multiwavelength non-thermal emission of LS 5039 is related to the observed extended radio jets and is unlikely to be produced inside the binary system.

Girl Connection, April 2010

A monthly newsletter for Iowa Commission on the Status of Women; Anxiety and Economic Uncertainty