Importância da Programação Linear na Determinação de Informações de Gestão - Caso Moave, Sa

A Investigação Operacional vem demonstrando ser uma valiosa ferramenta de gestão nos dias de hoje em que se vive num mercado cada vez mais competitivo. Através da Programação Linear pode-se reproduzir matematicamente um problema de maximização dos resultados ou minimização dos custos de produção com o propósito de auxiliar os gestores na tomada de decisão. A Programação Linear é um método matemático em que a função objectivo e as restrições assumem características lineares, com diversas aplicações no controlo de gestão, envolvendo normalmente problemas de utilização dos recursos disponíveis sujeitos a limitações impostas pelo processo produtivo ou pelo mercado. O objectivo geral deste trabalho é o de propor um modelo de Programação Linear para a programação ou produção e alocação de recursos necessários. Optimizar uma quantidade física designada função objectivo, tendo em conta um conjunto de condicionalismos endógenas às actividades em gestão. O objectivo crucial é dispor um modelo de apoio à gestão contribuindo assim para afectação eficiente de recursos escassos à disposição da unidade económica. Com o trabalho desenvolvido ficou patente a importância da abordagem quantitativa como recurso imprescindível de apoio ao processo de decisão. The operational research has proven to be a valuable management tool today we live in an increasingly competitive market. Through Linear Programming can be mathematically reproduce a problem of maximizing performance or minimizing production costs in order to assist managers in decision making. The Linear Programming is a mathematical method in which the objective function and constraints are linear features, with several applications in the control of management, usually involving problems of resource use are available subject to limitations imposed by the production process or the market. The overall objective of this work is to propose a Linear Programming model for scheduling or production and allocation of necessary resources. Optimizing a physical quantity called the objective function, given a set of endogenous constraints on management thus contributing to efficient allocation of scarce resources available to the economic unit. With the work has demonstrated the importance of the quantitative approach as essential resource to support the decision process.

Determinants of linear judgment: A meta-analysis of lens model studies

The mathematical representation of Brunswik s lens model has been usedextensively to study human judgment and provides a unique opportunity to conduct ameta-analysis of studies that covers roughly five decades. Specifically, we analyzestatistics of the lens model equation (Tucker, 1964) associated with 259 different taskenvironments obtained from 78 papers. In short, we find on average fairly high levelsof judgmental achievement and note that people can achieve similar levels of cognitiveperformance in both noisy and predictable environments. Although overall performancevaries little between laboratory and field studies, both differ in terms of components ofperformance and types of environments (numbers of cues and redundancy). An analysisof learning studies reveals that the most effective form of feedback is information aboutthe task. We also analyze empirically when bootstrapping is more likely to occur. Weconclude by indicating shortcomings of the kinds of studies conducted to date, limitationsin the lens model methodology, and possibilities for future research.

Mapping of the genes coding for the two major vaccinia virus core polypeptides.

We have mapped the genes coding for two major structural polypeptides of the vaccinia virus core by hybrid selection and transcriptional mapping. First, RNA was selected by hybridization to restriction fragments of the vaccinia virus genome, translated in vitro and the products were immunoprecipitated with antibodies against the two polypeptides. This approach allowed us to map the genes to the left hand end of the largest Hind III restriction fragment of 50 kilobase pairs. Second, transcriptional mapping of this region of the genome revealed the presence of the two expected RNAs. Both RNAs are transcribed from the leftward reading strand and the 5'-ends of the genes are separated by about 7.5 kilobase pairs of DNA. Thus, two genes encoding structural polypeptides with a similar location in the vaccinia virus particle are clustered at approximately 105 kilobase pairs from the left hand end of the 180 kilobase pair vaccinia virus genome.

Fusion of data sets in multivariate linear regression with errors-in-variables

We consider the application of normal theory methods to the estimation and testing of a general type of multivariate regressionmodels with errors--in--variables, in the case where various data setsare merged into a single analysis and the observable variables deviatepossibly from normality. The various samples to be merged can differ on the set of observable variables available. We show that there is a convenient way to parameterize the model so that, despite the possiblenon--normality of the data, normal--theory methods yield correct inferencesfor the parameters of interest and for the goodness--of--fit test. Thetheory described encompasses both the functional and structural modelcases, and can be implemented using standard software for structuralequations models, such as LISREL, EQS, LISCOMP, among others. An illustration with Monte Carlo data is presented.

Fuzzy coding in constrained ordinations

Canonical correspondence analysis and redundancy analysis are two methods of constrained ordination regularly used in the analysis of ecological data when several response variables (for example, species abundances) are related linearly to several explanatory variables (for example, environmental variables, spatial positions of samples). In this report I demonstrate the advantages of the fuzzy coding of explanatory variables: first, nonlinear relationships can be diagnosed; second, more variance in the responses can be explained; and third, in the presence of categorical explanatory variables (for example, years, regions) the interpretation of the resulting triplot ordination is unified because all explanatory variables are measured at a categorical level.

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.

A new compact linear programming formulation for choice network revenue management

The choice network revenue management model incorporates customer purchase behavioras a function of the offered products, and is the appropriate model for airline and hotel networkrevenue management, dynamic sales of bundles, and dynamic assortment optimization.The optimization problem is a stochastic dynamic program and is intractable. A certainty-equivalencerelaxation of the dynamic program, called the choice deterministic linear program(CDLP) is usually used to generate dyamic controls. Recently, a compact linear programmingformulation of this linear program was given for the multi-segment multinomial-logit (MNL)model of customer choice with non-overlapping consideration sets. Our objective is to obtaina tighter bound than this formulation while retaining the appealing properties of a compactlinear programming representation. To this end, it is natural to consider the affine relaxationof the dynamic program. We first show that the affine relaxation is NP-complete even for asingle-segment MNL model. Nevertheless, by analyzing the affine relaxation we derive a newcompact linear program that approximates the dynamic programming value function betterthan CDLP, provably between the CDLP value and the affine relaxation, and often comingclose to the latter in our numerical experiments. When the segment consideration sets overlap,we show that some strong equalities called product cuts developed for the CDLP remain validfor our new formulation. Finally we perform extensive numerical comparisons on the variousbounds to evaluate their performance.

Gene expression profiling of human glioblastomas for the identification of predictive factors and characterisation of molecular mechanism implicated in response to therapy and outcome

ABSTRACT Poor outcome for glioblastoma patients is largely due to resistance to chemoradiation therapy. While epigenetic inactivation of MGMT mediated DNA repair is highly predictive for benefit from the alkylating agent therapy Temozolomide, additional mechanisms for resistance associated with molecular alterations exist. Furthermore, new concepts in cancer suggest that resistance to treatment may be linked to cancer stem cells that escape therapy and act as source for tumour recurrence. We determined gene expression signatures associated with outcome in glioblastoma patients enrolled in a phase II and phase III clinical trial establishing the new combination therapy of radiation plus concomitant and adjuvant Temozolomide. Correlating stable gene clusters emerging from unsupervised analysis with survival of 42 treated patients identified a number of biological processes associated with outcome. Most prominent, a gene cluster dominated by HOX genes and comprising PROM1, was associated with resistance. PROM1 encodes CD133, a marker for a subpopulation of tumour cells enriched for glioblastoma stem- like cells. The core of this correlated HOX cluster was comprised in the top genes of a "self-renewal signature" defined in a mouse model for MLL-AF9 initiated leukaemia. The association of the HOX gene cluster with tumour resistance was confirmed in two external data sets of 146 malignant glioma As additional resistance factors we identified over-expression of the epidermal growth factor receptor gene, EGFR, while increased gene expression related to biological features of tumour host interaction, including markers for tumour vascular and cell adhesion, and innate immune response, were associated with better outcome. The "self-renewal" signature associated with resistance to the new combination chemoradiation therapy provides first clinical evidence that glioma stem like cells may implicated in resistance in a uniformly treated cohort of glioblastoma patients. This study underlines the need to target the tumour stem cell compartment, and provides some testable hypothesis for biological mechanisms relevant for malignant behaviour of glioblastoma that may be targeted in new treatment approaches. Résumé Le glioblastome, tumeur cérébrale primaire maligne la plus fréquente, est connue pour son mauvais pronostique. Des avancées chimiothérapeutiques récentes avec des agents alkylants comme le témozolomide (TMZ), ont permis une amélioration notable dans la survie de certains patients. Les bénéficiaires ont la caractéristique commune de présenter une particularité génétique, la methylation du MGMT (methylguanine methyltransferase). Néanmoins, d'autres mécanismes de résistance en fonction des aberrations moléculaires existent. Nous avons établi les profils d'expressions génétiques des patients traités par irradiation et TMZ dans des études cliniques de phase II et III. En combinant des méthodes non-supervisées et supervisées, de l'étude de la cohorte des patients traités nous avons découvert des groupes de gènes associés à la survie. Un ensemble de gènes contenant les gènes Hox semble lié au mécanisme de résistance au traitement. Récemment, les gènes Hox ont été décrits comme faisant partie d"une signature d'autorenouvellement (self-renewal) des cellules souches cancéreuses de la leucémie. L'autorenouvellement est un processus grâce auquel les cellules souches se maintiennent tout au long de la vie. Cette association à la résistance est confirmée dans deux autres études indépendantes. Un autre facteur de résistance au traitement est la surexpression du gène EGFR. D'autre part, deux groupes de gènes associés à la relation entre hôte-tumeur tels que les marqueurs des vaisseaux tumoraux et de la réponse immunitaire innée s'avèrent avoir un effet positif sur la survie des patients traités. La découverte de la signature d'autorenouvellement comme facteur de résistance à la nouvelle chimio-radiothérapie offre une preuve clinique que les cellules souches cancéreuses sont impliquées dans la résistance au traitement. If est donc logique de penser que le traitement ciblé contre des cellules souches cancéreuses va dans l'avenir permettre des thérapies anticancéreuses plus performantes.

Asymptotic robustness in multi-sample analysis of multivariate linear relations

Standard methods for the analysis of linear latent variable models oftenrely on the assumption that the vector of observed variables is normallydistributed. This normality assumption (NA) plays a crucial role inassessingoptimality of estimates, in computing standard errors, and in designinganasymptotic chi-square goodness-of-fit test. The asymptotic validity of NAinferences when the data deviates from normality has been calledasymptoticrobustness. In the present paper we extend previous work on asymptoticrobustnessto a general context of multi-sample analysis of linear latent variablemodels,with a latent component of the model allowed to be fixed across(hypothetical)sample replications, and with the asymptotic covariance matrix of thesamplemoments not necessarily finite. We will show that, under certainconditions,the matrix $\Gamma$ of asymptotic variances of the analyzed samplemomentscan be substituted by a matrix $\Omega$ that is a function only of thecross-product moments of the observed variables. The main advantage of thisis thatinferences based on $\Omega$ are readily available in standard softwareforcovariance structure analysis, and do not require to compute samplefourth-order moments. An illustration with simulated data in the context ofregressionwith errors in variables will be presented.

Finite sample nonparametric tests for linear regressions

We introduce several exact nonparametric tests for finite sample multivariatelinear regressions, and compare their powers. This fills an important gap inthe literature where the only known nonparametric tests are either asymptotic,or assume one covariate only.

Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production

A new algorithm called the parameterized expectations approach(PEA) for solving dynamic stochastic models under rational expectationsis developed and its advantages and disadvantages are discussed. Thisalgorithm can, in principle, approximate the true equilibrium arbitrarilywell. Also, this algorithm works from the Euler equations, so that theequilibrium does not have to be cast in the form of a planner's problem.Monte--Carlo integration and the absence of grids on the state variables,cause the computation costs not to go up exponentially when the numberof state variables or the exogenous shocks in the economy increase. \\As an application we analyze an asset pricing model with endogenousproduction. We analyze its implications for time dependence of volatilityof stock returns and the term structure of interest rates. We argue thatthis model can generate hump--shaped term structures.

Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set

We evaluate conditional predictive densities for U.S. output growth and inflationusing a number of commonly used forecasting models that rely on a large number ofmacroeconomic predictors. More specifically, we evaluate how well conditional predictive densities based on the commonly used normality assumption fit actual realizationsout-of-sample. Our focus on predictive densities acknowledges the possibility that, although some predictors can improve or deteriorate point forecasts, they might have theopposite effect on higher moments. We find that normality is rejected for most modelsin some dimension according to at least one of the tests we use. Interestingly, however,combinations of predictive densities appear to be correctly approximated by a normaldensity: the simple, equal average when predicting output growth and Bayesian modelaverage when predicting inflation.

Fate of linear and supercoiled multinucleosomic templates during transcription.

Electron microscopy was used to monitor the fate of reconstituted nucleosome cores during in vitro transcription of long linear and supercoiled multinucleosomic templates by the prokaryotic T7 RNA polymerase and the eukaryotic RNA polymerase II. Transcription by T7 RNA polymerase disrupted the nucleosomal configuration in the transcribed region, while nucleosomes were preserved upstream of the transcription initiation site and in front of the polymerase. Nucleosome disruption was independent of the topology of the template, linear or supercoiled, and of the presence or absence of nucleosome positioning sequences in the transcribed region. In contrast, the nucleosomal configuration was preserved during transcription from the vitellogenin B1 promoter with RNA polymerase II in a rat liver total nuclear extract. However, the persistence of nucleosomes on the template was not RNA polymerase II-specific, but was dependent on another activity present in the nuclear extract. This was demonstrated by addition of the extract to the T7 RNA polymerase transcription reaction, which resulted in retention of the nucleosomal configuration. This nuclear activity, also found in HeLa cell nuclei, is heat sensitive and could not be substituted by nucleoplasmin, chromatin assembly factor (CAF-I) or a combination thereof. Altogether, these results identify a novel nuclear activity, called herein transcription-dependent chromatin stabilizing activity I or TCSA-I, which may be involved in a nucleosome transfer mechanism during transcription.