A filter inexact-restoration method for nonlinear programming

A new iterative algorithm based on the inexact-restoration (IR) approach combined with the filter strategy to solve nonlinear constrained optimization problems is presented. The high level algorithm is suggested by Gonzaga et al. (SIAM J. Optim. 14:646–669, 2003) but not yet implement—the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer (Math. Program. Ser. A 91:239–269, 2002), replaces the merit function avoiding the penalty parameter estimation and the difficulties related to the nondifferentiability. In the IR approach two independent phases are performed in each iteration, the feasibility and the optimality phases. The line search filter is combined with the first one phase to generate a “more feasible” point, and then it is used in the optimality phase to reach an “optimal” point. Numerical experiences with a collection of AMPL problems and a performance comparison with IPOPT are provided.

Inferior Vena Cava Filter Placement During Pregnancy: an Adjuvant Option When Medical Therapy Fails

The authors present a case of a 27-year-old multiparous woman, with multiple thrombophilia, whose pregnancy was complicated with deep venous thrombosis requiring placement of a vena cava filter. At 15th week of gestation, following an acute deep venous thrombosis of the right inferior limb, anticoagulant therapy with low-molecular-weight heparin (LMWH) was instituted without improvement in her clinical status. Subsequently, at 18 weeks of pregnancy, LMWH was switched to warfarin. At 30th week of gestation, the maintenance of high thrombotic risk was the premise for placement of an inferior vena cava filter for prophylaxis of pulmonary embolism during childbirth and postpartum. There were no complications and a vaginal delivery was accomplished at 37 weeks of gestation. Venal placement of inferior vena cava filters is an attractive option as prophylaxis for pulmonary embolism during pregnancy.

Evaluation of three different DNA extraction methods from blood samples collected in dried filter paper in Plasmodium subpatent infections from the Amazon region in Brazil

Asymptomatic Plasmodium infection is a new challenge for public health in the American region. The polymerase chain reaction (PCR) is the best method for diagnosing subpatent parasitemias. In endemic areas, blood collection is hampered by geographical distances and deficient transport and storage conditions of the samples. Because DNA extraction from blood collected on filter paper is an efficient method for molecular studies in high parasitemic individuals, we investigated whether the technique could be an alternative for Plasmodium diagnosis among asymptomatic and pauciparasitemic subjects. In this report we compared three different methods (Chelex®-saponin, methanol and TRIS-EDTA) of DNA extraction from blood collected on filter paper from asymptomatic Plasmodium-infected individuals. Polymerase chain reaction assays for detection of Plasmodium species showed the best results when the Chelex®-saponin method was used. Even though the sensitivity of detection was approximately 66% and 31% for P. falciparum and P. vivax, respectively, this method did not show the effectiveness in DNA extraction required for molecular diagnosis of Plasmodium. The development of better methods for extracting DNA from blood collected on filter paper is important for the diagnosis of subpatent malarial infections in remote areas and would contribute to establishing the epidemiology of this form of infection.

Structural time series models and the Kalman filter: A concise review

The continued increase in availability of economic data in recent years and, more importantly, the possibility to construct larger frequency time series, have fostered the use (and development) of statistical and econometric techniques to treat them more accurately. This paper presents an exposition of structural time series models by which a time series can be decomposed as the sum of a trend, seasonal and irregular components. In addition to a detailled analysis of univariate speci fications we also address the SUTSE multivariate case and the issue of cointegration. Finally, the recursive estimation and smoothing by means of the Kalman filter algorithm is described taking into account its different stages, from initialisation to parameter s estimation.

Assessment of hydrogen sulfide removal from biogas using a field scale anoxic biotrickling filter.

Hydrogen sulphide is one of the most toxic and corrosive compound present in swine-derived biogas streams.In this study, afield scale biotrickling filter for the removal of hydrogen sulfide was investigated.A Biofilter packed with supporting biofilm materials was fed continuously with a proprietary nutrient solution and operatedfor over 73days. The system has been operating with a H2S inlet concentrations ranging from 1,000to 3,000 ppm.Significant removal efficiencies >95% was demonstrated. pH of the stock feeding solution decreased from 6.2 to as low as 3.5within couple days.The resulting drop in pH provided circumstantial evidence to support biological H2 Soxidation to sulphuric acid by sulfide-oxidizers. Sulfur precipitation was also observed to occur. The results suggested that H2S removal from biogas stream can be efficiently achieved using portable, low cost and maintenance free biotrickling filters.

Study on the development of an autonomous mobile robot

Dissertação para obtenção do Grau de Mestre em Engenharia Eletrotécnica e de Computadores

Seroepidemiological study of human cysticercosis with blood samples collected on filter paper, in Lages, State of Santa Catarina, Brazil, 2004-2005

INTRODUCTION: Human serofrequency of antibodies against Taenia solium antigens was determined and risk factors for cysticercosis transmission were identified. METHODS: Individuals (n=878) from periurban and rural locations of Lages, SC, were interviewed to gather demographic, sanitary and health information. Interviews and blood sample collections by finger prick on Whatman filter paper were performed from August 2004 to May 2005. Observation determined that 850 samples were suitable for analysis and were tested by ELISA using vesicular fluid of Taenia crassiceps heterologous antigen. To ensure the reliability of the results, 77 samples of the dried blood were matched with sera. The reactive samples were submitted to a serum confirmatory immunoblot (IB) test using purified Taenia crassiceps glycoproteins. RESULTS: The ELISA results for the dried blood and serum samples were statistically consistent. ELISA was positive in 186 (21.9%) out of 850 individuals. A group of 213 individuals were asked to collect vein blood for IB (186 with positive result in ELISA and 27 with inappropriate whole blood samples) and 130 attended the request. The IB was positive in 29 (3.4%) out of 850 individuals. A significant correlation (p = 0.0364) was determined among individuals who tested positive in the IB assay who practiced both pig rearing and kitchen gardening. CONCLUSIONS: ELISA with dried blood eluted from filter paper was suitable for cysticercosis population surveys. In Lages, human infection was associated with pig rearing and kitchen gardening. The prevalence index was compatible with other Latin American endemic areas.

Quadratic programming versus second order con programming in portfolio optimization

Despite the extensive literature in finding new models to replace the Markowitz model or trying to increase the accuracy of its input estimations, there is less studies about the impact on the results of using different optimization algorithms. This paper aims to add some research to this field by comparing the performance of two optimization algorithms in drawing the Markowitz Efficient Frontier and in real world investment strategies. Second order cone programming is a faster algorithm, appears to be more efficient, but is impossible to assert which algorithm is better. Quadratic Programming often shows superior performance in real investment strategies.

Three-phase current-source shunt active power filter with solar photovoltaic grid interface

This paper presents the proposal of a three phase current source shunt active power filter (CS-SAPF) with photovoltaic grid interface. The proposed system combines the compensation of reactive power and harmonics with the injection of energy from a solar photovoltaic array into the electrical power grid. The proposed equipment presents the advantage of giving good use to the current source inverter, even when the solar photovoltaic array is not producing energy. The paper describes the control system of the CS SAPF, the energy injection control strategy, and the current harmonics and power factor compensation strategy. Simulation results to assess the performance of the proposed system are also presented.

New control algorithm for single-phase series active power filter

This paper presents a single-phase Series Active Power Filter (Series APF) for mitigation of the load voltage harmonic content, while maintaining the voltage on the DC side regulated without the support of a voltage source. The proposed series active power filter control algorithm eliminates the additional voltage source to regulate the DC voltage, and with the adopted topology it is not used a coupling transformer to interface the series active power filter with the electrical power grid. The paper describes the control strategy which encapsulates the grid synchronization scheme, the compensation voltage calculation, the damping algorithm and the dead-time compensation. The topology and control strategy of the series active power filter have been evaluated in simulation software and simulations results are presented. Experimental results, obtained with a developed laboratorial prototype, validate the theoretical assumptions, and are within the harmonic spectrum limits imposed by the international recommendations of the IEEE-519 Standard.

Single-function approach to calibrating whatman n.º 42 filter paper based on suction versus water content relationships

Several suction–water-content (s-w) calibrations for the filter paper method (FPM) used for soil-suction measurement have been published. Most of the calibrations involve a bilinear function (i.e., two different equations) with an inflection point occurring at 60 kPafilter paper Whatman No. 42 (W42) is presented and discussed. The approach is applied herein to data obtained from three establish bilinear calibrations (six equations) for W42 filter paper to determine the two fitting parameters of the continuous function. An experimental evaluation of the new calibration show that the suctions estimated by the contact FPM test using the proposed function compare well with suctions measured by other laboratory techniques for two different soils for the suction range of 50 kPa

Detection of incipient left ventricular hypertrophy in mild to moderate arterial hypertension with normal electrocardiogram and echocardiogram: a new use for signal-averaged electrocardiography

OBJECTIVE: To assess signal-averaged electrocardiogram (SAECG) for diagnosing incipient left ventricular hypertrophy (LVH). METHODS: A study with 115 individuals was carried out. The individuals were divided as follows: GI - 38 healthy individuals; GII - 47 individuals with mild to moderate hypertension and normal findings on echocardiogram and ECG; and GIII - 30 individuals with hypertension and documented LVH. The magnitude vector of the SAECG was analyzed with the high-pass cutoff frequency of 40 Hz through the bidirectional four-pole Butterworth high-pass digital filter. The mean quadratic root of the total QRS voltage (RMST) and the two-dimensional integral of the QRS area of the spectro-temporal map were analyzed between 0 and 30 Hz for the frequency domain (Int FD), and between 40 and 250 Hz for the time domain (Int TD). The electrocardiographic criterion for LVH was based on the Cornell Product. Left ventricular mass was calculated with the Devereux formula. RESULTS: All parameters analyzed increased from GI to GIII, except for Int FD (GII vs GIII) and RMST log (GII vs GIII). Int TD showed greater accuracy for detecting LVH with an appropriate cutoff > 8 (sensitivity of 55%, specificity of 81%). Positive values (> 8) were found in 56.5% of the G II patients and in 18.4% of the GI patients (p< 0.0005). CONCLUSION: SAECG can be used in the early diagnosis of LVH in hypertensive patients with normal ECG and echocardiogram.

Freshwater sponges (Porifera, Demospongiae) in a benthic filter feeding community at the Guanacaste Dry Forest, Costa Rica

The freshwater sponges Trochospongilla variabilis Bonetto & Ezcurra de Drago (1973), Radiospongilla crateriformis (Potts, 1882), Spongilla cenota Penney & Racek (1968) and Corvoheteromeyenia heterosclera (Ezcurra de Drago, 1974) compose with the sphaerid bivalve Eupera cubensis (Prime, 1865) and several Phylactolaemata bryozoans a benthic filter feeding community living in seasonal lentic and lotic habitats with high Particulate Organic Carbon (POC), low conductivity and acid pH within the Costa Rica Dry Forest biome. The sponge specimens gathered led to the re-description of the four species.

A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate

Ever since the appearance of the ARCH model [Engle(1982a)], an impressive array of variance specifications belonging to the same class of models has emerged [i.e. Bollerslev's (1986) GARCH; Nelson's (1990) EGARCH]. This recent domain has achieved very successful developments. Nevertheless, several empirical studies seem to show that the performance of such models is not always appropriate [Boulier(1992)]. In this paper we propose a new specification: the Quadratic Moving Average Conditional heteroskedasticity model. Its statistical properties, such as the kurtosis and the symmetry, as well as two estimators (Method of Moments and Maximum Likelihood) are studied. Two statistical tests are presented, the first one tests for homoskedasticity and the second one, discriminates between ARCH and QMACH specification. A Monte Carlo study is presented in order to illustrate some of the theoretical results. An empirical study is undertaken for the DM-US exchange rate.

The third order Melnikov function of a quadratic center under quadratic perturbation

We study quadratic perturbations of the integrable system (1+x)dH; where H =(x²+y²)=2: We prove that the first three Melnikov functions associated to the perturbed system give rise at most to three limit cycles.