Crop rotation scheduling with adjacency constraints

In this article we propose a 0-1 optimization model to determine a crop rotation schedule for each plot in a cropping area. The rotations have the same duration in all the plots and the crops are selected to maximize plot occupation. The crops may have different production times and planting dates. The problem includes planting constraints for adjacent plots and also for sequences of crops in the rotations. Moreover, cultivating crops for green manuring and fallow periods are scheduled into each plot. As the model has, in general, a great number of constraints and variables, we propose a heuristics based on column generation. To evaluate the performance of the model and the method, computational experiments using real-world data were performed. The solutions obtained indicate that the method generates good results.

Fast heuristics for the Steiner tree problem with revenues, budget and hop constraints

This article describes and compares three heuristics for a variant of the Steiner tree problem with revenues, which includes budget and hop constraints. First, a greedy method which obtains good approximations in short computational times is proposed. This initial solution is then improved by means of a destroy-and-repair method or a tabu search algorithm. Computational results compare the three methods in terms of accuracy and speed. (C) 2007 Elsevier B.V. All rights reserved.

Observational constraints on holographic tachyonic dark energy in interaction with dark matter

We discuss an interacting tachyonic dark energy model in the context of the holographic principle. The potential of the holographic tachyon field in interaction with dark matter is constructed. The model results are compared with CMB shift parameter, baryonic acoustic oscilations, lookback time and the Constitution supernovae sample. The coupling constant of the model is compatible with zero, but dark energy is not given by a cosmological constant.

Global minimization using an Augmented Lagrangian method with variable lower-level constraints

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.

Endogenous debt constraints in collateralized economies with default penalties

In infinite horizon financial markets economies, competitive equilibria fail to exist if one does not impose restrictions on agents' trades that rule out Ponzi schemes. When there is limited commitment and collateral repossession is the unique default punishment, Araujo, Páscoa and Torres-Martínez (2002) proved that Ponzi schemes are ruled out without imposing any exogenous/endogenous debt constraints on agents' trades. Recently Páscoa and Seghir (2009) have shown that this positive result is not robust to the presence of additional default punishments. They provide several examples showing that, in the absence of debt constraints, harsh default penalties may induce agents to run Ponzi schemes that jeopardize equilibrium existence. The objective of this paper is to close a theoretical gap in the literature by identifying endogenous borrowing constraints that rule out Ponzi schemes and ensure existence of equilibria in a model with limited commitment and (possible) default. We appropriately modify the definition of finitely effective debt constraints, introduced by Levine and Zame (1996) (see also Levine and Zame (2002)), to encompass models with limited commitment, default penalties and collateral. Along this line, we introduce in the setting of Araujo, Páscoa and Torres-Martínez (2002), Kubler and Schmedders (2003) and Páscoa and Seghir (2009) the concept of actions with finite equivalent payoffs. We show that, independently of the level of default penalties, restricting plans to have finite equivalent payoffs rules out Ponzi schemes and guarantees the existence of an equilibrium that is compatible with the minimal ability to borrow and lend that we expect in our model. An interesting feature of our debt constraints is that they give rise to budget sets that coincide with the standard budget sets of economies having a collateral structure but no penalties (as defined in Araujo, Páscoa and Torres-Martínez (2002)). This illustrates the hidden relation between finitely effective debt constraints and collateral requirements.

Dynamic hedging with stocastic differential utility

In this paper we study the dynamic hedging problem using three different utility specifications: stochastic differential utility, terminal wealth utility, and we propose a particular utility transformation connecting both previous approaches. In all cases, we assume Markovian prices. Stochastic differential utility, SDU, impacts the pure hedging demand ambiguously, but decreases the pure speculative demand, because risk aversion increases. We also show that consumption decision is, in some sense, independent of hedging decision. With terminal wealth utility, we derive a general and compact hedging formula, which nests as special all cases studied in Duffie and Jackson (1990). We then show how to obtain their formulas. With the third approach we find a compact formula for hedging, which makes the second-type utility framework a particular case, and show that the pure hedging demand is not impacted by this specification. In addition, with CRRA- and CARA-type utilities, the risk aversion increases and, consequently the pure speculative demand decreases. If futures price are martingales, then the transformation plays no role in determining the hedging allocation. We also derive the relevant Bellman equation for each case, using semigroup techniques.

Equilibria in exchange economies with financial constraints : beyond the Cass trick

We consider an exchange economy under incomplete financiaI markets with purely financiaI securities and finitely many agents. When portfolios are not constrained, Cass [4], Duffie [7] and Florenzano-Gourdel [12] proved that arbitrage-free security prices fully characterize equilibrium security prices. This result is based on a trick initiated by Cass [4] in which one unconstrained agent behaves as if he were in complete markets. This approach is unsatisfactory since it is asymmetric and no more valid when every agent is subject to frictions. We propose a new and symmetric approach to prove that arbitrage-free security prices still fully characterize equilibrium security prices in the more realistic situation where the financiaI market is constrained by convex restrictions, provided that financiaI markets are collectively frictionless.

Joint dynamic probabilistic constraints with projected linear decision rules

We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision rules onto hard constraints of wait-and-see type. We establish the relation between the original (in nite dimensional) problem and approximating problems working with projections from di erent subclasses of decision policies. Considering the subclass of linear decision rules and a generalized linear model for the underlying stochastic process with noises that are Gaussian or truncated Gaussian, we show that the value and gradient of the objective and constraint functions of the approximating problems can be computed analytically.

Design of fuzzy regulators with optimal initial conditions compensation

In almost all cases, the goal of the design of automatic control systems is to obtain the parameters of the controllers, which are described by differential equations. In general, the controller is artificially built and it is possible to update its initial conditions. In the design of optimal quadratic regulators, the initial conditions of the controller can be changed in an optimal way and they can improve the performance of the controlled system. Following this idea, a LNU-based design procedure to update the initial conditions of PI controllers, considering the nonlinear plant described by Takagi-Sugeno fuzzy models, is presented. The importance of the proposed method is that it also allows other specifications, such as, the decay rate and constraints on control input and output. The application in the control of an inverted pendulum illustrates the effectively of proposed method.

Differential-Evolution-Based Optimization of the Dynamic Response for Parallel Operation of Inverters With No Controller Interconnection

In this paper, the use of differential evolution ( DE), a global search technique inspired by evolutionary theory, to find the parameters that are required to achieve optimum dynamic response of parallel operation of inverters with no interconnection among the controllers is proposed. Basically, in order to reach such a goal, the system is modeled in a certain way that the slopes of P-omega and Q-V curves are the parameters to be tuned. Such parameters, when properly tuned, result in system's eigenvalues located in positions that assure the system's stability and oscillation-free dynamic response with minimum settling time. This paper describes the modeling approach and provides an overview of the motivation for the optimization and a description of the DE technique. Simulation and experimental results are also presented, and they show the viability of the proposed method.

Differential morphofunctional characteristics and gene expression in fast and slow muscle of rats with monocrotaline-induced heart failure

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Differential pulse voltammetric determination of nitrite with gold ultramicroelectrode

The application of disk shaped gold ultramicroelectrode for nitrite determination with and without addition of supporting electrolyte was studied using the differential pulse voltammetric method. The well-defined peak for nitrite oxidation near 0.8V (vs. Ag/AgCl reference electrode) was used to obtain analytical plots in the concentration range from 0.1 to 0.6 mmol L-1 and from 10.0 to 50.0 mu mol.L-1. The calculated detection limit was 0.65 mu mol.L-1 in purified water, in the absence of supporting electrolyte, with relative standard deviation of 1.36% (n=6) for analyzing 10.0 mu mol L-1 nitrite solutions, and accuracy of 100.9 %, based on recovery studies. The application of this analytical method to mineral and river water samples of natural pH also showed improved sensitivity when compared with the linear sweep voltammetric method previously reported.

A solid paraffin-based carbon paste electrode modified with 2-aminothiazole organofunctionalized silica for differential pulse adsorptive stripping analysis of nickel in ethanol fuel

A solid paraffin-based carbon paste electrode modified with 2-aminothiazole organofunctionalized silica (SiAt-SPCPE) was applied to Ni2+ determination in commercial ethanol fuel samples. The proposed method comprised four steps: (1) Ni2+ preconcentration at open circuit potential directly in the ethanol fuel sample, (2) transference of the electrode to an electrochemical cell containing DMG, (3) differential pulse voltammogram registering and (4) surface regeneration by polishing the electrode. The proposed method combines the high Ni2+ adsorption capacity presented by 2-aminothiazole organofunctionalized silica with the electrochemical properties of the Ni(DMG)2 complex, whose electrochemical reduction provides the analytical signal.All experimental parameters involved in the proposed method were optimized. Using a preconcentration time of 20 min, it was obtained a linear range from 7.5 x 10(-9) to 1.0 x 10(-6) mol L-1 with detection limit of 2.0 x 10(-9) mol L-1. Recovery values between 96.5 and 102.4% were obtained for commercial samples spiked with 1.0 mu mol L-1 Ni2+ and the developed electrode was totally stable in ethanolic solutions. The contents of Ni2+ found in the commercial samples using the proposed method were compared to those obtained by graphite furnace atomic absorption spectroscopy by using the F- and t-test. Neither the F- nor t-values exceeded the critical values at 95% confidence level, confirming that there are not statistical differences between the results obtained by both methods. These results indicate that the developed electrode can be successfully employed to reliable Ni2+ determination in commercial ethanol fuel samples without any sample pretreatment or dilution step. (c) 2006 Elsevier B.V. All rights reserved.

Copper determination in ethanol fuel by differential pulse anodic stripping voltammetry at a solid paraffin-based carbon paste electrode modified with 2-aminothiazole organofunctionalized silica

Solid paraffin-based carbon paste electrodes modified with 2-aminothiazole organofunctionalized silica have been applied to the anodic stripping determination of copper ions in ethanol fuel samples without any sample treatment. The proposed method comprised four steps: (1) copper ions preconcentration at open circuit potential directly in the ethanol fuel sample; (2) exchange of the solution and immediate cathodic reduction of the absorbate at controlled potential; (3) differential pulse anodic stripping voltammetry; (4) electrochemical surface regeneration by applying a positive potential in acid media. Factors affecting the preconcentration, reduction and stripping steps were investigated and the optimum conditions were employed to develop the analytical procedure. Using a preconcentration time of 20 min and reduction time of 120 s at -0.3 V versus Ag/AgCl(sat) a linear range from 7.5 x 10(-8) to 2.5 x 10(-6) mol L(-1) with detection limit of 3.1 x 10(-8) mol L(-1) was obtained. Interference studies have shown a decrease in the interference effect according to the sequence: Ni > Zn > Cd > Pb > Fe. However, the interference effects of these ions have not forbidden the application of the proposed method. Recovery values between 98.8 and 102.3% were obtained for synthetic samples spiked with known amounts of Cu(2+) and interfering metallic ions. The developed electrode was successfully applied to the determination of Cu(2+) in commercial ethanol fuel samples. The results were compared to those obtained by flame atomic absorption spectroscopy by using the F-test and t-test. Neither F-value nor t-value have exceeded the critical values at 95% confidence level, confirming that there are no significant differences between the results obtained by both methods. (c) 2006 Elsevier B.V. All rights reserved.