An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

Enhanced diastolic reflections on arterial pressure pulse during exercise recovery

RESUMEDurant la phase de récupération d'un exercice de course à pied d'intensité maximale ou submaximale, une augmentation de la pression artérielle systolique centrale (aortique) résultant de la réflexion des ondes de pouls sur l'arbre vasculaire est constatée chez l'individu en bonne santé. En diastole cependant, l'impact de la réflexion de ces ondes de pouls sur la pression centrale demeure inconnu durant la récupération d'un exercice.Nous avons évalué les ondes de pouls centrales systolique et diastolique chez onze athlètes d'endurance durant la phase de récupération d'un exercice de course à pied dans des conditions d'effort maximal (sur tapis de course) et lors d'un effort submaximal lors d'une course à pied de 4000 mètres en plein air sur terrain mixte.Pour chaque sujet et lors des deux exercices, l'onde de pouls a été mesurée au niveau radial par tonométrie d'aplanation durant une phase de repos précédant l'exercice, puis à 5, 15, 25, 35 et 45 minutes après la fin de l'exercice. En utilisant une fonction mathématique de transfert, l'onde de pouls centrale a été extrapolée à partir de l'onde de pouls radiale. En compilant la forme de l'onde de pouls centrale avec une mesure simultanée de la pression artérielle brachiale, un index d'augmentation de l'onde de pouls en systole (Alx) et en diastole (Als) peut être calculé, reflétant l'augmentation des pressions résultant de la réflexion des ondes sur l'arbre vasculaire périphérique.A 5 minutes de la fin de l'exercice, les deux index ont été mesurés moindres que ceux mesurés lors de la phase précédant celui-ci. Lors des mesures suivantes, Alx est resté bas, alors que Aid a progressivement augmenté pour finalement dépasser la valeur de repos après 45 minutes de récupération. Le même phénomène a été constaté pour les deux modalités d'exercice (maximal ou submaximal). Ainsi, au-delà de quelques minutes de récupération après un exercice de course d'intensité maximale ou submaximale, nous avons montré par ces investigations que les ondes de pouls réfléchies en périphérie augmentent de façon sélective la pression centrale en diastole chez l'athlète d'endurance.ABSTRACTDuring recovery from a maximal or submaximal aerobic exercise, augmentation of central (aortic) systolic pressure by reflected pressure waves is blunted in healthy humans. However, the extent to which reflected pressure waves modify the central pulse in diastole in these conditions remains unknown. We evaluated systolic and diastolic central reflected waves in 11 endurance-trained athletes on recovery from a maximal running test on a treadmill (treadmill-max) and a 4000m run in field conditions. On both occasions in each subject, the radial pulse was recorded with applanation tonometry in the resting preexercise state and then 5, 15, 25, 35, and 45 minutes after exercise termination. From the central waveform, as reconstructed by application of a generalized transfer function, we computed a systolic (Alx) and a diastolic index (Aid) of pressure augmentation by reflections. At 5 minutes, both indices were below preexercise. At further time-points, Alx remained low, while Aid progressively increased, to overshoot above preexercise at 45 minutes. The same behavior was observed with both exercise types. Beyond the first few minutes of recovery following either maximal or submaximal aerobic exercise, reflected waves selectively augment the central pressure pulse in diastole, at least in endurance- trained athletes.

A convex optimization framework for global tractography

In this article we present a novel approach for diffusion MRI global tractography. Our formulation models the signal in each voxel as a linear combination of fiber-tract basis func- tions, which consist of a comprehensive set of plausible fiber tracts that are locally compatible with the measured MR signal. This large dictionary of candidate fibers is directly estimated from the data and, subsequently, efficient convex optimization techniques are used for recovering the smallest subset globally best fitting the measured signal. Experimen- tal results conducted on a realistic phantom demonstrate that our approach significantly reduces the computational cost of global tractography while still attaining a reconstruction quality at least as good as the state-of-the-art global methods.

Dose optimization approach to fast X-ray microtomography of the lung alveoli.

A basic prerequisite for in vivo X-ray imaging of the lung is the exact determination of radiation dose. Achieving resolutions of the order of micrometres may become particularly challenging owing to increased dose, which in the worst case can be lethal for the imaged animal model. A framework for linking image quality to radiation dose in order to optimize experimental parameters with respect to dose reduction is presented. The approach may find application for current and future in vivo studies to facilitate proper experiment planning and radiation risk assessment on the one hand and exploit imaging capabilities on the other.

Dowel Bar Optimization: Phases I and II, October 2001

America’s roadways are in serious need of repair. According to the American Society of Civil Engineers (ASCE), one-third of the nation’s roads are in poor or mediocre condition. ASCE has estimated that under these circumstances American drivers will sacrifice $5.8 billion and as many as 13,800 fatalities a year from 1999 to 2001 ( 1). A large factor in the deterioration of these roads is a result of how well the steel reinforcement transfers loads across the concrete slabs. Fabricating this reinforcement using a shape conducive to transferring these loads will help to aid in minimizing roadway damage. Load transfer within a series of concrete slabs takes place across the joints. For a typical concrete paved road, these joints are approximately 1/8-inch gaps between two adjacent slabs. Dowel bars are located at these joints and used to transfer load from one slab to its adjacent slabs. As long as the dowel bar is completely surrounded by concrete no problems will occur. However, when the hole starts to oblong a void space is created and difficulties can arise. This void space is formed due to a stress concentration where the dowel contacts the concrete. Over time, the repeated process of traffic traveling over the joint crushes the concrete surrounding the dowel bar and causes a void in the concrete. This void inhibits the dowel’s ability to effectively transfer load across the joint. Furthermore, this void gives water and other particles a place to collect that will eventually corrode and potentially bind or lock the joint so that no thermal expansion is allowed. Once there is no longer load transferred across the joint, the load is transferred to the foundation and differential settlement of the adjacent slabs will occur.

Stages of change, barriers, benefits, and preferences for exercise in RA patients: a cross-sectional study

OBJECTIVES: To determine the distribution of exercise stages of change in a rheumatoid arthritis (RA) cohort, and to examine patients' perceptions of exercise benefits, barriers, and their preferences for exercise. METHODS: One hundred and twenty RA patients who attended the Rheumatology Unit of a University Hospital were asked to participate in the study. Those who agreed were administered a questionnaire to determine their exercise stage of change, their perceived benefits and barriers to exercise, and their preferences for various features of exercise. RESULTS: Eighty-nine (74%) patients were finally included in the analyses. Their mean age was 58.4 years, mean RA duration 10.1 years, and mean disease activity score 2.8. The distribution of exercise stages of change was as follows: precontemplation (n = 30, 34%), contemplation (n = 11, 13%), preparation (n = 5, 6%), action (n = 2, 2%), and maintenance (n = 39, 45%). Compared to patients in the maintenance stage of change, precontemplators exhibited different demographic and functional characteristics and reported less exercise benefits and more barriers to exercise. Most participants preferred exercising alone (40%), at home (29%), at a moderate intensity (64%), with advice provided by a rheumatologist (34%) or a specialist in exercise and RA (34%). Walking was by far the preferred type of exercise, in both the summer (86%) and the winter (51%). CONCLUSIONS: Our cohort of patients with RA was essentially distributed across the precontemplation and maintenance exercise stages of change. These subgroups of patients exhibit psychological and functional differences that make their needs different in terms of exercise counselling.

Dowel Bar Optimization: Phases I and II, October 2001

America’s roadways are in serious need of repair. According to the American Society of Civil Engineers (ASCE), one-third of the nation’s roads are in poor or mediocre condition (1). ASCE has estimated that under these circumstances American drivers will sacrifice $5.8 billion and as many as 13,800 fatalities a year from 1999 to 2001 ( 1). A large factor in the deterioration of these roads is a result of how well the steel reinforcement transfers loads across the concrete slabs. Fabricating this reinforcement using a shape conducive to transferring these loads will help to aid in minimizing roadway damage. Load transfer within a series of concrete slabs takes place across the joints. For a typical concrete paved road, these joints are approximately 1/8-inch gaps between two adjacent slabs. Dowel bars are located at these joints and used to transfer load from one slab to its adjacent slabs. As long as the dowel bar is completely surrounded by concrete no problems will occur. However, when the hole starts to oblong a void space is created and difficulties can arise. This void space is formed due to a stress concentration where the dowel contacts the concrete. Over time, the repeated process of traffic traveling over the joint crushes the concrete surrounding the dowel bar and causes a void in the concrete. This void inhibits the dowel’s ability to effectively transfer load across the joint. Furthermore, this void gives water and other particles a place to collect that will eventually corrode and potentially bind or lock the joint so that no thermal expansion is allowed. Once there is no longer load transferred across the joint, the load is transferred to the foundation and differential settlement of the adjacent slabs will occur.

Material and Construction Optimization for Prevention of Premature Pavement Distress in PCC Pavements, September 2004

The chemistry of today’s concrete mixture designs is complicated by many variables, including multiple sources of aggregate and cements and a plethora of sometimes incompatible mineral and chemical admixtures. Concrete paving has undergone significant changes in recent years as new materials have been introduced into concrete mixtures. Supplementary cementitious materials such as fly ash and ground granulated blast furnace slag are now regularly used. In addition, many new admixtures that were not even available a few years ago now have widespread usage. Adding to the complexity are construction variables such as weather, mix delivery times, finishing practices, and pavement opening schedules. Mixture materials, mix design, and pavement construction are not isolated steps in the concrete paving process. Each affects and is affected by the other in ways that determine overall pavement quality and long-term performance. Equipment and procedures commonly used to test concrete materials and concrete pavements have not changed in decades, leaving serious gaps in our ability to understand and control the factors that determine concrete durability. The concrete paving community needs tests that will adequately characterize the materials, predict interactions, and monitor the properties of the concrete.

Exercise and postprandial thermogenesis in obese women before and after weight loss.

The magnitude of thermogenesis induced by a test meal (17% protein, 54% CHO, and 29% fat) was assessed using indirect calorimetry in six obese women before and after weight loss (mean loss: 11.2 kg) and compared with six nonobese matched controls at rest for 5 h and during and following graded moderate exercise on a bicycle ergometer at three workloads. The test meal contained 60% of the energy expended in basal state over 24 h (736-1020 kcal/meal according to the group). In obese subjects the net absolute increase in energy expenditure (delta EE) in response to the meal was similar between exercising and resting conditions (delta EE = 0.27 vs 0.32 kcal/min, respectively) but tended to be lower in obese women after weight loss (delta EE = 0.19 kcal/min while exercising and 0.25 kcal/min while resting, p less than 0.05) and in control subjects (delta EE = 0.16 vs. 0.25 kcal/min, respectively: p less than 0.05). These results show that the thermogenic response to a meal is not potentiated by moderate exercise.

Development, optimization, and validation of novel anti-TEM1/CD248 affinity agent for optical imaging in cancer.

Tumor Endothelial Marker-1 (TEM1/CD248) is a tumor vascular marker with high therapeutic and diagnostic potentials. Immuno-imaging with TEM1-specific antibodies can help to detect cancerous lesions, monitor tumor responses, and select patients that are most likely to benefit from TEM1-targeted therapies. In particular, near infrared(NIR) optical imaging with biomarker-specific antibodies can provide real-time, tomographic information without exposing the subjects to radioactivity. To maximize the theranostic potential of TEM1, we developed a panel of all human, multivalent Fc-fusion proteins based on a previously identified single chain antibody (scFv78) that recognizes both human and mouse TEM1. By characterizing avidity, stability, and pharmacokinectics, we identified one fusion protein, 78Fc, with desirable characteristics for immuno-imaging applications. The biodistribution of radiolabeled 78Fc showed that this antibody had minimal binding to normal organs, which have low expression of TEM1. Next, we developed a 78Fc-based tracer and tested its performance in different TEM1-expressing mouse models. The NIR imaging and tomography results suggest that the 78Fc-NIR tracer performs well in distinguishing mouse- or human-TEM1 expressing tumor grafts from normal organs and control grafts in vivo. From these results we conclude that further development and optimization of 78Fc as a TEM1-targeted imaging agent for use in clinical settings is warranted.

Optimisation des doses en tomographie computérisée pédiatrique [Patient dose optimization in pediatric computerized tomography]

The development of CT applications might become a public health problem if no effort is made on the justification and the optimisation of the examinations. This paper presents some hints to assure that the risk-benefit compromise remains in favour of the patient, especially when one deals with the examinations of young patients. In this context a particular attention has to be made on the justification of the examination. When performing the acquisition one needs to optimise the extension of the volume investigated together with the number of acquisition sequences used. Finally, the use of automatic exposure systems, now available on all the units, and the use of the Diagnostic Reference Levels (DRL) should allow help radiologists to control the exposure of their patients.

Effect of hypoxia on cerebral blood flow regulation during rest and exercise : role of cerebral oxygen delivery on performance

Adequate supply of oxygen to the brain is critical for maintaining normal brain function. Severe hypoxia, such as that experienced during high altitude ascent, presents a unique challenge to brain oxygen (O2) supply. During high-intensity exercise, hyperventilation-induced hypocapnia leads to cerebral vasoconstriction, followed by reductions in cerebral blood flow (CBF), oxygen delivery (DO2), and tissue oxygenation. This reduced O2 supply to the brain could potentially account for the reduced performance typically observed during exercise in severe hypoxic conditions. The aims of this thesis were to document the effect of acute and chronic exposure to hypoxia on CBF control, and to determine the role of cerebral DO2 and tissue oxygenation in limiting performance during exercise in severe hypoxia. We assessed CBF, arterial O2 content (CaO2), haemoglobin concentration ([Hb]), partial pressure of arterial O2 (PaO2), cerebrovascular CO2 reactivity, ventilatory response to CO2, cerebral autoregulation (CA), and estimated cerebral DO2 (CBF ⨉ CaO2) at sea level (SL), upon ascent to 5,260 m (ALT1), and following 16 days of acclimatisation to 5,260 m (ALT16). We found an increase in CBF despite an elevated cerebrovascular CO2 reactivity at ALT1, which coincided with a reduced CA. Meanwhile, PaO2 was greatly decreased despite increased ventilatory drive at ALT1, resulting in a concomitant decrease in CaO2. At ALT16, CBF decreased towards SL values, while cerebrovascular CO2 reactivity and ventilatory drive were further elevated. Acclimatisation increased PaO2, [Hb], and therefore CaO2 at ALT16, but these changes did not improve CA compared to ALT1. No differences were observed in cerebral DO2 across SL, ALT1, and ALT16. Our findings demonstrate that cerebral DO2 is maintained during both acute and chronic exposure to 5,260 m, due to the reciprocal changes in CBF and CaO2. We measured middle cerebral artery velocity (MCAv: index of CBF), cerebral DO2, ventilation (VE), and performance during incremental cycling to exhaustion and 15km time trial cycling in both normoxia and severe hypoxia (11% O2, normobaric), with and without added CO2 to the inspirate (CO2 breathing). We found MCAv was higher during exercise in severe hypoxia compared in normoxia, while cerebral tissue oxygenation and DO2 were reduced. CO2 breathing was effective in preventing the development of hyperventilation-induced hypocapnia during intense exercise in both normoxia and hypoxia. As a result, we were able to increase both MCAv and cerebral DO2 during exercise in hypoxia with our CO2 breathing setup. However, we concomitantly increased VE and PaO2 (and presumably respiratory work) due to the increased hypercapnic stimuli with CO2 breathing, which subsequently contributed to the cerebral DO2 increase during hypoxic exercise. While we effectively restored cerebral DO2 during exercise in hypoxia to normoxic values with CO2 breathing, we did not observe any improvement in cerebral tissue oxygenation or exercise performance. Accordingly, our findings do not support the role of reduced cerebral DO2 in limiting exercise performance in severe hypoxia. -- Un apport adéquat en oxygène au niveau du cerveau est primordial pour le maintien des fonctions cérébrales normales. L'hypoxie sévère, telle qu'expérimentée au cours d'ascensions en haute altitude, présente un défi unique pour l'apport cérébral en oxygène (O2). Lors d'exercices à haute intensité, l'hypocapnie induite par l'hyperventilation entraîne une vasoconstriction cérébrale suivie par une réduction du flux sanguin cérébral (CBF), de l'apport en oxygène (DO2), ainsi que de l'oxygénation tissulaire. Cette réduction de l'apport en O2 au cerveau pourrait potentiellement être responsable de la diminution de performance observée au cours d'exercices en condition d'hypoxie sévère. Les buts de cette thèse étaient de documenter l'effet de l'exposition aiguë et chronique à l'hypoxie sur le contrôle du CBF, ainsi que de déterminer le rôle du DO2 cérébral et de l'oxygénation tissulaire comme facteurs limitant la performance lors d'exercices en hypoxie sévère. Nous avons mesuré CBF, le contenu artériel en oxygène (CaO2), la concentration en hémoglobine ([Hb]), la pression partielle artérielle en O2 (PaO2), la réactivité cérébrovasculaire au CO2, la réponse ventilatoire au CO2, et l'autorégulation cérébrale sanguine (CA), et estimé DO2 cérébral (CBF x CaO2), au niveau de la mer (SL), au premier jour à 5.260 m (ALT1) et après seize jours d'acclimatation à 5.260 m (ALT16). Nous avons trouvé des augmentations du CBF et de la réactivité cérébrovasculaire au CO2 après une ascension à 5.260 m. Ces augmentations coïncidaient avec une réduction de l'autorégulation cérébrale. Simultanément, la PaO2 était grandement réduite, malgré l'augmentation de la ventilation (VE), résultant en une diminution de la CaO2. Après seize jours d'acclimatation à 5.260 m, le CBF revenait autour des valeurs observées au niveau de la mer, alors que la réactivité cérébrovasculaire au CO2 et la VE augmentaient par rapport à ALT1. L'acclimatation augmentait la PaO2, la concentration en hémoglobine, et donc la CaO2, mais n'améliorait pas l'autorégulation cérébrale, comparé à ALT1. Aucune différence n'était observée au niveau du DO2 cérébral entre SL, ALT1 et ALT16. Nos résultats montrent que le DO2 cérébral est maintenu constant lors d'expositions aiguë et chronique à 5.260m, ce qui s'explique par la réciprocité des variations du CBF et de la CaO2. Nous avons mesuré la vitesse d'écoulement du sang dans l'artère cérébrale moyenne (MCAv : un indice du CBF), le DO2 cérébral, la VE et la performance lors d'exercice incrémentaux jusqu'à épuisement sur cycloergomètre, ainsi que des contre-la-montres de 15 km en normoxie et en hypoxie sévère (11% O2, normobarique) ; avec ajout ou non de CO2 dans le mélange gazeux inspiré. Nous avons trouvé que MCAv était plus haute pendant l'exercice hypoxique, comparé à la normoxie alors que le DO2 cérébral était réduit. L'ajout de CO2 dans le gaz inspiré était efficace pour prévenir l'hypocapnie induite par l'hyperventilation, qui se développe à l'exercice intense, à la fois en normoxie et en hypoxie. Nous avons pu augmenter MCAv et le DO2 cérébral pendant l'exercice hypoxique, grâce à l'ajout de CO2. Cependant, nous avons augmenté la VE et la PaO2 (et probablement le travail respiratoire) à cause de l'augmentation du stimulus hypercapnique. Alors que nous avons, grâce à l'ajout de CO2, efficacement restauré le DO2 cérébral au cours de l'exercice en hypoxie à des valeurs obtenues en normoxie, nous n'avons observé aucune amélioration dans l'oxygénation du tissu cérébral ou de la performance. En conséquence, nos résultats ne soutiennent pas le rôle d'un DO2 cérébral réduit comme facteur limitant de la performance en hypoxie sévère.

Impaired musculoskeletal response to age and exercise in PPARβ(-/-) diabetic mice.

Fragility fractures are recognized complication of diabetes, but yet the underlying mechanisms remain poorly understood. This is particularly pronounced in type 2 diabetes in which the propensity to fall is increased but bone mass is not necessarily low. Thus, whether factors implicated in the development of insulin resistance and diabetes directly impact on the musculoskeletal system remains to be investigated. PPARβ(-/-) mice have reduced metabolic activity and are glucose intolerant. We examined changes in bone and muscle in PPARβ(-/-) mice and investigated both the mechanism behind those changes with age as well as their response to exercise. Compared with their wild type, PPARβ(-/-) mice had an accelerated and parallel decline in both muscle and bone strength with age. These changes were accompanied by increased myostatin expression, low bone formation, and increased resorption. In addition, mesenchymal cells from PPARβ(-/-) had a reduced proliferation capacity and appeared to differentiate into more of an adipogenic phenotype. Concomitantly we observed an increased expression of PPARγ, characteristic of adipocytes. The anabolic responses of muscle and bone to exercise were also diminished in PPARβ(-/-) mice. The periosteal bone formation response to direct bone compression was, however, maintained, indicating that PPARβ controls periosteal bone formation through muscle contraction and/or metabolism. Taken together, these data indicate that PPARβ deficiency leads to glucose intolerance, decreased muscle function, and reduced bone strength. On a molecular level, PPARβ appears to regulate myostatin and PPARγ expression in muscle and bone, thereby providing potential new targets to reverse bone fragility in patients with metabolic disturbances.