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.

Large fluctuations in the disassembly rate of microtubules revealed by atomic force microscopy.

Atomic force microscopy (AFM) in situ has been used to observe the cold disassembly dynamics of microtubules at a previously unrealised spatial resolution. Microtubules either electrostatically or covalently bound to aminosilane surfaces disassembled at room temperature under buffer solutions with no free tubulin present. This process was followed by taking sequential tapping-mode AFM images and measuring the change in the microtubule end position as a function of time, with an spatial accuracy down to +/-20nm and a temporal accuracy of +/-1s. As well as giving average disassembly rates on the order of 1-10 tubulin monomers per second, large fluctuations in the disassembly rate were revealed, indicating that the process is far from smooth and linear under these experimental conditions. The surface bound rates measured here are comparable to the rates for GMPCPP-tubulin microtubules free in solution, suggesting that inhibition of tubulin curvature through steric hindrance controls the average, relatively low disassembly rate. The large fluctuations in this rate are thought to be due to multiple pathways in the kinetics of disassembly with differing rate constants and/or stalling due to defects in the microtubule lattice. Microtubules that were covalently bound to the surface left behind the protofilaments covalently cross-linked to the aminosilane via glutaraldehyde during the disassembly process. Further work is needed to quantitatively assess the effects of surface binding on protofibril disassembly rates, reveal any differences in disassembly rates between the plus and minus ends and to enable assembly as well as disassembly to be imaged in the microscope fluid cell in real-time.

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.

Assessing dystrophies and other muscle diseases at the nanometer scale by atomic force microscopy.

AIM: Atomic force microscopy nanoindentation of myofibers was used to assess and quantitatively diagnose muscular dystrophies from human patients. MATERIALS & METHODS: Myofibers were probed from fresh or frozen muscle biopsies from human dystrophic patients and healthy volunteers, as well as mice models, and Young's modulus stiffness values were determined. RESULTS: Fibers displaying abnormally low mechanical stability were detected in biopsies from patients affected by 11 distinct muscle diseases, and Young's modulus values were commensurate to the severity of the disease. Abnormal myofiber resistance was also observed from consulting patients whose muscle condition could not be detected or unambiguously diagnosed otherwise. DISCUSSION & CONCLUSION: This study provides a proof-of-concept that atomic force microscopy yields a quantitative read-out of human muscle function from clinical biopsies, and that it may thereby complement current muscular dystrophy diagnosis.

The Governor’s Task Force on African-Americans in Prison, 2001

Report produced by the Department of Corrections

Techniques d'évaluation de la force des muscles respiratoires. [Techniques for assessing respiratory muscle strength.]

La faiblesse des muscles respiratoires peut entraîner une dyspnée, un encombrement bronchique et une insuffisance respiratoire potentiellement fatale. L'évaluation de la force musculaire respiratoire s'impose donc dans les affections neuro-musculaires, mais également dans les situations de dyspnée inexpliquée par une première évaluation cardiaque et pulmonaire. À la spirométrie, une faiblesse musculaire est suspectée sur la base de la boucle débit-volume montrant un débit de pointe émoussé et une fin prématurée de l'expiration. Une diminution importante de la capacité vitale en position couchée suggère une paralysie diaphragmatique. La force inspiratoire est mesurée par la pression inspiratoire maximale (PImax) contre une quasi-occlusion des voies aériennes. Ce test relativement difficile est d'interprétation délicate en cas de collaboration insuffisante. La mesure de la pression nasale sniff (SNIP) est une alternative utile, car elle élimine le problème des fuites autour de l'embout buccal et la réalisation du reniflement est facile. De même, la pression trans-diaphragmatique sniff mesure la force du diaphragme au moyen de sondes oesophagienne et gastrique. En cas de collaboration insuffisante, on peut recourir à la stimulation magnétique des nerfs phréniques qui induit une contraction non-volontaire du diaphragme. La force expiratoire est mesurée par la pression expiratoire maximale (PEmax) contre une quasi-occlusion. La force disponible pour tousser est mesurée par la pression gastrique à la toux, ou plus simplement par le débit de pointe à la toux. Chez les patients à risque, la mesure de la force des muscles respiratoires permet d'instaurer à temps une assistance ventilatoire ou à la toux.

Intracellular nanomanipulation by a photonic-force microscope with real-time acquisition of a 3D stiffness matrix.

A traditional photonic-force microscope (PFM) results in huge sets of data, which requires tedious numerical analysis. In this paper, we propose instead an analog signal processor to attain real-time capabilities while retaining the richness of the traditional PFM data. Our system is devoted to intracellular measurements and is fully interactive through the use of a haptic joystick. Using our specialized analog hardware along with a dedicated algorithm, we can extract the full 3D stiffness matrix of the optical trap in real time, including the off-diagonal cross-terms. Our system is also capable of simultaneously recording data for subsequent offline analysis. This allows us to check that a good correlation exists between the classical analysis of stiffness and our real-time measurements. We monitor the PFM beads using an optical microscope. The force-feedback mechanism of the haptic joystick helps us in interactively guiding the bead inside living cells and collecting information from its (possibly anisotropic) environment. The instantaneous stiffness measurements are also displayed in real time on a graphical user interface. The whole system has been built and is operational; here we present early results that confirm the consistency of the real-time measurements with offline computations.

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.

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.

Report of the Governor's Task Force on the Overepresentation of African-Americans in Prison, 2001

In 1999, 24 percent of Iowa prison beds were occupied by African-American inmates, despite the fact that African-Americans comprised just over 2 percent of the state’s total population. That year the median incarceration rate for African-Americans in Iowa was 2,950 per every 100,000 people (or approximately 3.0 percent of the state’s African-American population). The median incarceration rate for Caucasians in Iowa was 188 per every 100,000 people (or approximately 0.2 percent of the state’s Caucasian population). Seven percent of all African-Americans in this state were under some form of criminal justice supervision in 1999. 1999 statistics also reveal that there were nearly twice as many African-Americans under criminal justice supervision in Iowa than atte nded one of the state’s post-secondary institutions.