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.

MyHits: improvements to an interactive resource for analyzing protein sequences.

The MyHits web site (http://myhits.isb-sib.ch) is an integrated service dedicated to the analysis of protein sequences. Since its first description in 2004, both the user interface and the back end of the server were improved. A number of tools (e.g. MAFFT, Jacop, Dotlet, Jalview, ESTScan) were added or updated to improve the usability of the service. The MySQL schema and its associated API were revamped and the database engine (HitKeeper) was separated from the web interface. This paper summarizes the current status of the server, with an emphasis on the new services.

Evaluating Spanish pension expenditure under alternativa reform scenario

In this paper we evaluate the quantitative impact that a number ofalternative reform scenarios may have on the total expenditure for publicpensions in Spain. Our quantitative findings can be summarized in twosentences. For all the reforms considered, the financial impact of themechanical effect (change in benefits) is order of magnitudes larger thanthe behavioral impact or change in behavior. For the two Spanish reforms,we find once again that their effect on the outstanding liability of theSpanish Social Security System is essentially negligible: neither themechanical nor the behavioral effects amount to much for the 1997 reform,and amount to very little for the 2002 amendment.

On the throughput-WIP trade-off in queueing systems, diminishing returns and the threshold property: A linear programming approach

We present a new unifying framework for investigating throughput-WIP(Work-in-Process) optimal control problems in queueing systems,based on reformulating them as linear programming (LP) problems withspecial structure: We show that if a throughput-WIP performance pairin a stochastic system satisfies the Threshold Property we introducein this paper, then we can reformulate the problem of optimizing alinear objective of throughput-WIP performance as a (semi-infinite)LP problem over a polygon with special structure (a thresholdpolygon). The strong structural properties of such polygones explainthe optimality of threshold policies for optimizing linearperformance objectives: their vertices correspond to the performancepairs of threshold policies. We analyze in this framework theversatile input-output queueing intensity control model introduced byChen and Yao (1990), obtaining a variety of new results, including (a)an exact reformulation of the control problem as an LP problem over athreshold polygon; (b) an analytical characterization of the Min WIPfunction (giving the minimum WIP level required to attain a targetthroughput level); (c) an LP Value Decomposition Theorem that relatesthe objective value under an arbitrary policy with that of a giventhreshold policy (thus revealing the LP interpretation of Chen andYao's optimality conditions); (d) diminishing returns and invarianceproperties of throughput-WIP performance, which underlie thresholdoptimality; (e) a unified treatment of the time-discounted andtime-average cases.

Impact of navigator timing on free-breathing submillimeter 3D coronary magnetic resonance angiography.

The purpose of this study was to investigate the impact of navigator timing on image quality in navigator-gated and real-time motion-corrected, free-breathing, three-dimensional (3D) coronary MR angiography (MRA) with submillimeter spatial image resolution. Both phantom and in vivo investigations were performed. 3D coronary MRA with real-time navigator technology was applied using variable navigator time delays (time delay between the navigator and imaging sequences) and varying spatial resolutions. Quantitative objective and subjective image quality parameters were assessed. For high-resolution imaging, reduced image quality was found as a function of increasing navigator time delay. Lower spatial resolution coronary MRA showed only minor sensitivity to navigator timing. These findings were consistent among volunteers and phantom experiments. In conclusion, for submillimeter navigator-gated and real-time motion-corrected 3D coronary MRA, shortening the time delay between the navigator and the imaging portion of the sequence becomes increasingly important for improved spatial resolution.

Implementing TURF analysis through binary linear programming

This paper introduces the approach of using Total Unduplicated Reach and Frequency analysis (TURF) to design a product line through a binary linear programming model. This improves the efficiency of the search for the solution to the problem compared to the algorithms that have been used to date. The results obtained through our exact algorithm are presented, and this method shows to be extremely efficient both in obtaining optimal solutions and in computing time for very large instances of the problem at hand. Furthermore, the proposed technique enables the model to be improved in order to overcome the main drawbacks presented by TURF analysis in practice.

Trade, markup heterogeneity and misallocations

We argue that the procompetitive effect of international trade may bring about significant welfare costs that have not been recognized. We formulate a stylized general equilibrium model with a continuum of imperfectly competitive industries to show that, under plausible conditions, a trade-induced increase in competition can actually amplify monopoly distortions. This happens because trade, while lowering the average level of market power, may increase its cross-sectoral dispersion. Using data on US industries, we document a dramatic increase in the dispersion of market power overtime. We also show evidence thattrade might be responsible for it and provide some quantifications of the induced welfare cost. Our results suggest that, to avoid some unpleasant effects of globalization, trade integration should be accompanied by procompetitive reforms (i.e., deregulation) in the nontraded sectors.

3D seismic facies characterization and geological patterns recognition (Australian North West Shelf)

EXECUTIVE SUMMARY This PhD research, funded by the Swiss Sciences Foundation, is principally devoted to enhance the recognition, the visualisation and the characterization of geobodies through innovative 3D seismic approaches. A series of case studies from the Australian North West Shelf ensures the development of reproducible integrated 3D workflows and gives new insight into local and regional stratigraphic as well as structural issues. This project was initiated in year 2000 at the Geology and Palaeontology Institute of the University of Lausanne (Switzerland). Several collaborations ensured the improvement of technical approaches as well as the assessment of geological models. - Investigations into the Timor Sea structural style were carried out at the Tectonics Special Research Centre of the University of Western Australia and in collaboration with Woodside Energy in Perth. - Seismic analysis and attributes classification approach were initiated with Schlumberger Oilfield Australia in Perth; assessments and enhancements of the integrated seismic approaches benefited from collaborations with scientists from Schlumberger Stavanger Research (Norway). Adapting and refining from "linear" exploration techniques, a conceptual "helical" 3D seismic approach has been developed. In order to investigate specific geological issues this approach, integrating seismic attributes and visualisation tools, has been refined and adjusted leading to the development of two specific workflows: - A stratigraphic workflow focused on the recognition of geobodies and the characterization of depositional systems. Additionally, it can support the modelling of the subsidence and incidentally the constraint of the hydrocarbon maturity of a given area. - A structural workflow used to quickly and accurately define major and secondary fault systems. The integration of the 3D structural interpretation results ensures the analysis of the fault networks kinematics which can affect hydrocarbon trapping mechanisms. The application of these integrated workflows brings new insight into two complex settings on the Australian North West Shelf and ensures the definition of astonishing stratigraphic and structural outcomes. The stratigraphic workflow ensures the 3D characterization of the Late Palaeozoic glacial depositional system on the Mermaid Nose (Dampier Subbasin, Northern Carnarvon Basin) that presents similarities with the glacial facies along the Neotethys margin up to Oman (chapter 3.1). A subsidence model reveals the Phanerozoic geodynamic evolution of this area (chapter 3.2) and emphasizes two distinct mode of regional extension for the Palaeozoic (Neotethys opening) and Mesozoic (abyssal plains opening). The structural workflow is used for the definition of the structural evolution of the Laminaria High area (Bonaparte Basin). Following a regional structural characterization of the Timor Sea (chapter 4.1), a thorough analysis of the Mesozoic fault architecture reveals a local rotation of the stress field and the development of reverse structures (flower structures) in extensional setting, that form potential hydrocarbon traps (chapter 4.2). The definition of the complex Neogene structural architecture associated with the fault kinematic analysis and a plate flexure model (chapter 4.3) suggest that the Miocene to Pleistocene reactivation phases recorded at the Laminaria High most probably result from the oblique normal reactivation of the underlying Mesozoic fault planes. This episode is associated with the deformation of the subducting Australian plate. Based on these results three papers were published in international journals and two additional publications will be submitted. Additionally this research led to several communications in international conferences. Although the different workflows presented in this research have been primarily developed and used for the analysis of specific stratigraphic and structural geobodies on the Australian North West Shelf, similar integrated 3D seismic approaches will have applications to hydrocarbon exploration and production phases; for instance increasing the recognition of potential source rocks, secondary migration pathways, additional traps or reservoir breaching mechanisms. The new elements brought by this research further highlight that 3D seismic data contains a tremendous amount of hidden geological information waiting to be revealed and that will undoubtedly bring new insight into depositional systems, structural evolution and geohistory of the areas reputed being explored and constrained and other yet to be constrained. The further development of 3D texture attributes highlighting specific features of the seismic signal, the integration of quantitative analysis for stratigraphic and structural processes, the automation of the interpretation workflow as well as the formal definition of "seismo-morphologic" characteristics of a wide range of geobodies from various environments would represent challenging examples of continuation of this present research. The 21st century will most probably represent a transition period between fossil and other alternative energies. The next generation of seismic interpreters prospecting for hydrocarbon will undoubtedly face new challenges mostly due to the shortage of obvious and easy targets. They will probably have to keep on integrating techniques and geological processes in order to further capitalise the seismic data for new potentials definition. Imagination and creativity will most certainly be among the most important quality required from such geoscientists.

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.

Reconstrucció 3D : comparativa d'algoritmes de correspondència

En aquest projecte s'analitzen dos algoritmes de correspondència entre imatges amb l'objectiu d'accelerar el procés de reconstrucció 3D mitjançant MVS. S'analitza tot el procés de reconstrucció i a partir d'un software existent es fa la comparació de l'algoritme SIFT i l'algoritme BRISK. A partir dels tests realitzats es conclou que el BRISK és més ràpid i millor per a una reconstrucció 3D.

Development of a system for 3D high-resolution seismic reflection profiling on lakes

A high-resolution three-dimensional (3D) seismic reflection system for small-scale targets in lacustrine settings has been developed. Its main characteristics include navigation and shot-triggering software that fires the seismic source at regular distance intervals (max. error of 0.25 m) with real-time control on navigation using differential GPS (Global Positioning System). Receiver positions are accurately calculated (error < 0.20 m) with the aid of GPS antennas attached to the end of each of three 24-channel streamers. Two telescopic booms hold the streamers at a distance of 7.5 m from each other. With a receiver spacing of 2.5 m, the bin dimension is 1.25 m in inline and 3.75 m in crossline direction. To test the system, we conducted a 3D survey of about 1 km(2) in Lake Geneva, Switzerland, over a complex fault zone. A 5-m shot spacing resulted in a nominal fold of 6. A double-chamber bubble-cancelling 15/15 in(3) air gun (40-650 Hz) operated at 80 bars and 1 m depth gave a signal penetration of 300 m below water bottom and a best vertical resolution of 1.1 m. Processing followed a conventional scheme, but had to be adapted to the high sampling rates, and our unconventional navigation data needed conversion to industry standards. The high-quality data enabled us to construct maps of seismic horizons and fault surfaces in three dimensions. The system proves to be well adapted to investigate complex structures by providing non-aliased images of reflectors with dips up to 30 degrees.

Cape Verdean Creole of São Vicente: Its genesis and Structure

Although the Santiago variety of Cape Verdean Creole (CVC) has been the subject of numerous linguistic works, the second major variety of the language, i.e. the São Vicente variety of CVC (CVSV), has hardly been described. Nevertheless this lack of studies and given its striking differences, on all linguistic levels, from the variety of Santiago (CVST), the implicit explanation for such divergences, echoed for decades in the literature on CVC, has been the presumably decreolized character of CVSV. First, this study provides a comprehensive fieldwork-based synchronic description of CVSV major morpho-syntactic categories in the intent to document the variety. Second, it aims to place the study of CVSV within a broader scope of contact linguistics in the quest to explain its structure. Based on analyses of historical documents and studies, it reconstructs the sociohistorical scenario of the emergence and development of CVSV in the period of 1797- 1975. From the comparison of the current structures of CVSV and CVST, the examination of linguistic data in historical texts and the analysis of sociohistorical facts it becomes clear that the contemporary structure of CVSV stems from the contact-induced changes that occurred during the intensive language and dialect contact on the island of São Vicente in the early days of its settlement in the late 18th and ensuing early 19th century development, rather than from modern day pressure of Portuguese. Although this dissertation argues for multiple explanations rather than a single theory, by showing that processes such as languages shift among the first Portuguese settlers, L2 acquisition, migration of the Barlavento speakers and subsequent dialect leveling as well as language borrowing at a later stage were at stake, it demonstrates the usefulness of partial-restructuring model proposed by Holm (2004).