Optimal location of gas supply units in natural gas system network

Natural gas industry has been confronted with big challenges: great growth in demand, investments on new GSUs – gas supply units, and efficient technical system management. The right number of GSUs, their best location on networks and the optimal allocation to loads is a decision problem that can be formulated as a combinatorial programming problem, with the objective of minimizing system expenses. Our emphasis is on the formulation, interpretation and development of a solution algorithm that will analyze the trade-off between infrastructure investment expenditure and operating system costs. The location model was applied to a 12 node natural gas network, and its effectiveness was tested in five different operating scenarios.

Sistema múltiplo de apoio à decisão para a programação de sistemas do tipo Job-Shop

Mestrado em Engenharia Electrotécnica e de Computadores

Supply chain optimization of residual forestry biomass for bioenergy production: the case study of Portugal

Within a large set of renewable energies being explored to tackle energy sourcing problems, bioenergy can represent an attractive solution if effectively managed. The supply chain design supported by mathematical programming can be used as a decision support tool to the successful bioenergy production systems establishment. This strategic decision problem is addressed in this paper where we intent to study the design of the residual forestry biomass to bioelectricity production in the Portuguese context. In order to contribute to attain better solutions a mixed integer linear programming (MILP) model is developed and applied in order to optimize the design and planning of the bioenergy supply chain. While minimizing the total supply chain cost the production energy facilities capacity and location are defined. The model also includes the optimal selection of biomass amounts and sources, the transportation modes selection, and links that must be established for biomass transportation and products delivers to markets. Results illustrate the positive contribution of the mathematical programming approach to achieve viable economic solutions. Sensitivity analysis on the most uncertain parameters was performed: biomass availability, transportation costs, fixed operating costs and investment costs. (C) 2015 Elsevier Ltd. All rights reserved.

Finding a school technological partner: a multicriteria method for school information system producer selection

The choice of an information systems is a critical factor of success in an organization's performance, since, by involving multiple decision-makers, with often conflicting objectives, several alternatives with aggressive marketing, makes it particularly complex by the scope of a consensus. The main objective of this work is to make the analysis and selection of a information system to support the school management, pedagogical and administrative components, using a multicriteria decision aid system – MMASSITI – Multicriteria Method- ology to Support the Selection of Information Systems/Information Technologies – integrates a multicriteria model that seeks to provide a systematic approach in the process of choice of Information Systems, able to produce sustained recommendations concerning the decision scope. Its application to a case study has identi- fied the relevant factors in the selection process of school educational and management information system and get a solution that allows the decision maker’ to compare the quality of the various alternatives.

Imperfect Credibility and Robust Monetary Policy

This paper studies the behavior of a central bank that seeks to conduct policy optimally while having imperfect credibility and harboring doubts about its model. Taking the Smets-Wouters model as the central bank.s approximating model, the paper's main findings are as follows. First, a central bank.s credibility can have large consequences for how policy responds to shocks. Second, central banks that have low credibility can bene.t from a desire for robustness because this desire motivates the central bank to follow through on policy announcements that would otherwise not be time-consistent. Third, even relatively small departures from perfect credibility can produce important declines in policy performance. Finally, as a technical contribution, the paper develops a numerical procedure to solve the decision-problem facing an imperfectly credible policymaker that seeks robustness.

On optimal computation of MPLS label binding for multipoint-to-point connections

Most network operators have considered reducing Label Switched Routers (LSR) label spaces (i.e. the number of labels that can be used) as a means of simplifying management of underlaying Virtual Private Networks (VPNs) and, hence, reducing operational expenditure (OPEX). This letter discusses the problem of reducing the label spaces in Multiprotocol Label Switched (MPLS) networks using label merging - better known as MultiPoint-to-Point (MP2P) connections. Because of its origins in IP, MP2P connections have been considered to have tree- shapes with Label Switched Paths (LSP) as branches. Due to this fact, previous works by many authors affirm that the problem of minimizing the label space using MP2P in MPLS - the Merging Problem - cannot be solved optimally with a polynomial algorithm (NP-complete), since it involves a hard- decision problem. However, in this letter, the Merging Problem is analyzed, from the perspective of MPLS, and it is deduced that tree-shapes in MP2P connections are irrelevant. By overriding this tree-shape consideration, it is possible to perform label merging in polynomial time. Based on how MPLS signaling works, this letter proposes an algorithm to compute the minimum number of labels using label merging: the Full Label Merging algorithm. As conclusion, we reclassify the Merging Problem as Polynomial-solvable, instead of NP-complete. In addition, simulation experiments confirm that without the tree-branch selection problem, more labels can be reduced

Sequential decisions in allocation problems

[eng] In the context of cooperative TU-games, and given an order of players, we consider the problem of distributing the worth of the grand coalition as a sequentia decision problem. In each step of process, upper and lower bounds for the payoff of the players are required related to successive reduced games. Sequentially compatible payoffs are defined as those allocation vectors that meet these recursive bounds. The core of the game is reinterpreted as a set of sequentally compatible payoffs when the Davis-Maschler reduced game is considered (Th.1). Independently of the reduction, the core turns out to be the intersections of the family of the sets of sequentially compatible payoffs corresponding to the different possible orderings (Th.2), so it is in some sense order-independent. Finally, we analyze advantagenous properties for the first player

Sequential decisions in allocation problems

[eng] In the context of cooperative TU-games, and given an order of players, we consider the problem of distributing the worth of the grand coalition as a sequentia decision problem. In each step of process, upper and lower bounds for the payoff of the players are required related to successive reduced games. Sequentially compatible payoffs are defined as those allocation vectors that meet these recursive bounds. The core of the game is reinterpreted as a set of sequentally compatible payoffs when the Davis-Maschler reduced game is considered (Th.1). Independently of the reduction, the core turns out to be the intersections of the family of the sets of sequentially compatible payoffs corresponding to the different possible orderings (Th.2), so it is in some sense order-independent. Finally, we analyze advantagenous properties for the first player

Hierarchical modeling gave plausible estimates of associations between metabolic syndrome and components of antiretroviral therapy.

OBJECTIVE: Hierarchical modeling has been proposed as a solution to the multiple exposure problem. We estimate associations between metabolic syndrome and different components of antiretroviral therapy using both conventional and hierarchical models. STUDY DESIGN AND SETTING: We use discrete time survival analysis to estimate the association between metabolic syndrome and cumulative exposure to 16 antiretrovirals from four drug classes. We fit a hierarchical model where the drug class provides a prior model of the association between metabolic syndrome and exposure to each antiretroviral. RESULTS: One thousand two hundred and eighteen patients were followed for a median of 27 months, with 242 cases of metabolic syndrome (20%) at a rate of 7.5 cases per 100 patient years. Metabolic syndrome was more likely to develop in patients exposed to stavudine, but was less likely to develop in those exposed to atazanavir. The estimate for exposure to atazanavir increased from hazard ratio of 0.06 per 6 months' use in the conventional model to 0.37 in the hierarchical model (or from 0.57 to 0.81 when using spline-based covariate adjustment). CONCLUSION: These results are consistent with trials that show the disadvantage of stavudine and advantage of atazanavir relative to other drugs in their respective classes. The hierarchical model gave more plausible results than the equivalent conventional model.

Square Root Finding In Graphs

Abstract: Root and root finding are concepts familiar to most branches of mathematics. In graph theory, H is a square root of G and G is the square of H if two vertices x,y have an edge in G if and only if x,y are of distance at most two in H. Graph square is a basic operation with a number of results about its properties in the literature. We study the characterization and recognition problems of graph powers. There are algorithmic and computational approaches to answer the decision problem of whether a given graph is a certain power of any graph. There are polynomial time algorithms to solve this problem for square of graphs with girth at least six while the NP-completeness is proven for square of graphs with girth at most four. The girth-parameterized problem of root fining has been open in the case of square of graphs with girth five. We settle the conjecture that recognition of square of graphs with girth 5 is NP-complete. This result is providing the complete dichotomy theorem for square root finding problem.

Sequential Machine learning Approaches for Portfolio Management

Cette thèse envisage un ensemble de méthodes permettant aux algorithmes d'apprentissage statistique de mieux traiter la nature séquentielle des problèmes de gestion de portefeuilles financiers. Nous débutons par une considération du problème général de la composition d'algorithmes d'apprentissage devant gérer des tâches séquentielles, en particulier celui de la mise-à-jour efficace des ensembles d'apprentissage dans un cadre de validation séquentielle. Nous énumérons les desiderata que des primitives de composition doivent satisfaire, et faisons ressortir la difficulté de les atteindre de façon rigoureuse et efficace. Nous poursuivons en présentant un ensemble d'algorithmes qui atteignent ces objectifs et présentons une étude de cas d'un système complexe de prise de décision financière utilisant ces techniques. Nous décrivons ensuite une méthode générale permettant de transformer un problème de décision séquentielle non-Markovien en un problème d'apprentissage supervisé en employant un algorithme de recherche basé sur les K meilleurs chemins. Nous traitons d'une application en gestion de portefeuille où nous entraînons un algorithme d'apprentissage à optimiser directement un ratio de Sharpe (ou autre critère non-additif incorporant une aversion au risque). Nous illustrons l'approche par une étude expérimentale approfondie, proposant une architecture de réseaux de neurones spécialisée à la gestion de portefeuille et la comparant à plusieurs alternatives. Finalement, nous introduisons une représentation fonctionnelle de séries chronologiques permettant à des prévisions d'être effectuées sur un horizon variable, tout en utilisant un ensemble informationnel révélé de manière progressive. L'approche est basée sur l'utilisation des processus Gaussiens, lesquels fournissent une matrice de covariance complète entre tous les points pour lesquels une prévision est demandée. Cette information est utilisée à bon escient par un algorithme qui transige activement des écarts de cours (price spreads) entre des contrats à terme sur commodités. L'approche proposée produit, hors échantillon, un rendement ajusté pour le risque significatif, après frais de transactions, sur un portefeuille de 30 actifs.

L’association entre le niveau de sécurité alimentaire des Premières Nations du Manitoba et leurs apports nutritionnels

Les taux d’insécurité alimentaire (IA) chez les Premières Nations au Canada sont plus élevés que chez les Canadiens de la population générale. L’IA est généralement associée à des apports nutritionnels moins avantageux, toutefois peu d’études se sont penchées sur cette question pour les Premières Nations vivant sur-réserve. Le but de cette recherche est de déterminer, à partir de 550 observations, s’il existe une association entre le niveau de sécurité alimentaire et les apports nutritionnels chez des adultes (> 18 ans) des Premières Nations sur-réserve du Manitoba et d’identifier les types d’aliments qui pourraient expliquer les différences statistiquement significatives. Chez les hommes, aucune des différences statistiquement significatives entre les niveaux de sécurité alimentaire pourraient avoir un effet notable sur la santé nutritionnelle puisque les nutriments en question ne sont pas « à risque » dans la population. Chez les femmes, les apports sont significativement différents entre les niveaux de sécurité alimentaire pour quelques nutriments qui sont « à risque » dans la population. Pour les femmes de 19-30 ans en IA, les apports sont supérieurs en vitamine A, en folate et en calcium. En contraste, les apports sont inférieurs en vitamines A et B6 et en potassium pour les femmes de 31-50 ans en IA, et inférieurs en vitamine B6 pour les femmes de 51-70 ans en IA. Lorsque les apports sont ajustés pour les apports énergétiques, les différences demeurent seulement statistiquement significatives pour la vitamine B6 chez les femmes de 31-50 ans et 51-70 ans. Les groupes d’aliments potentiellement responsables des différences sont identifiés. En conclusion, chez les Premières Nations du Manitoba, peu d’associations statistiquement significatives ont été identifiées entre le niveau de sécurité alimentaire et les apports en nutriments considérés « à risque » dans la population. Ceci est particulièrement le cas après ajustement pour la multiplicité des tests statistiques effectués.

On optimal computation of MPLS label binding for multipoint-to-point connections

Most network operators have considered reducing Label Switched Routers (LSR) label spaces (i.e. the number of labels that can be used) as a means of simplifying management of underlaying Virtual Private Networks (VPNs) and, hence, reducing operational expenditure (OPEX). This letter discusses the problem of reducing the label spaces in Multiprotocol Label Switched (MPLS) networks using label merging - better known as MultiPoint-to-Point (MP2P) connections. Because of its origins in IP, MP2P connections have been considered to have tree- shapes with Label Switched Paths (LSP) as branches. Due to this fact, previous works by many authors affirm that the problem of minimizing the label space using MP2P in MPLS - the Merging Problem - cannot be solved optimally with a polynomial algorithm (NP-complete), since it involves a hard- decision problem. However, in this letter, the Merging Problem is analyzed, from the perspective of MPLS, and it is deduced that tree-shapes in MP2P connections are irrelevant. By overriding this tree-shape consideration, it is possible to perform label merging in polynomial time. Based on how MPLS signaling works, this letter proposes an algorithm to compute the minimum number of labels using label merging: the Full Label Merging algorithm. As conclusion, we reclassify the Merging Problem as Polynomial-solvable, instead of NP-complete. In addition, simulation experiments confirm that without the tree-branch selection problem, more labels can be reduced

Visibility and proximity on triangulated surfaces

En aquesta tesi es solucionen problemes de visibilitat i proximitat sobre superfícies triangulades considerant elements generalitzats. Com a elements generalitzats considerem: punts, segments, poligonals i polígons. Les estrategies que proposem utilitzen algoritmes de geometria computacional i hardware gràfic. Comencem tractant els problemes de visibilitat sobre models de terrenys triangulats considerant un conjunt d'elements de visió generalitzats. Es presenten dos mètodes per obtenir, de forma aproximada, mapes de multi-visibilitat. Un mapa de multi-visibilitat és la subdivisió del domini del terreny que codifica la visibilitat d'acord amb diferents criteris. El primer mètode, de difícil implementació, utilitza informació de visibilitat exacte per reconstruir de forma aproximada el mapa de multi-visibilitat. El segon, que va acompanyat de resultats d'implementació, obté informació de visibilitat aproximada per calcular i visualitzar mapes de multi-visibilitat discrets mitjançant hardware gràfic. Com a aplicacions es resolen problemes de multi-visibilitat entre regions i es responen preguntes sobre la multi-visibilitat d'un punt o d'una regió. A continuació tractem els problemes de proximitat sobre superfícies polièdriques triangulades considerant seus generalitzades. Es presenten dos mètodes, amb resultats d'implementació, per calcular distàncies des de seus generalitzades sobre superfícies polièdriques on hi poden haver obstacles generalitzats. El primer mètode calcula, de forma exacte, les distàncies definides pels camins més curts des de les seus als punts del poliedre. El segon mètode calcula, de forma aproximada, distàncies considerant els camins més curts sobre superfícies polièdriques amb pesos. Com a aplicacions, es calculen diagrames de Voronoi d'ordre k, i es resolen, de forma aproximada, alguns problemes de localització de serveis. També es proporciona un estudi teòric sobre la complexitat dels diagrames de Voronoi d'ordre k d'un conjunt de seus generalitzades en un poliedre sense pesos.

The ratio bias phenomenon: fact or artifact?

The ratio bias—according to which individuals prefer to bet on probabilities expressed as a ratio of large numbers to normatively equivalent or superior probabilities expressed as a ratio of small numbers—has recently gained momentum, with researchers especially in health economics emphasizing the policy importance of the phenomenon. Although the bias has been replicated several times, some doubts remain about its economic significance. Our two experiments show that the bias disappears once order effects are excluded, and once salient and dominant incentives are provided. This holds true for both choice and valuation tasks. Also, adding context to the decision problem does not alter this finding. No ratio bias could be found in between-subject tests either, which leads us to the conclusion that the policy relevance of the phenomenon is doubtful at best.