Instance generators and test suites for the multiobjective quadratic assignment problem

We describe, and make publicly available, two problem instance generators for a multiobjective version of the well-known quadratic assignment problem (QAP). The generators allow a number of instance parameters to be set, including those controlling epistasis and inter-objective correlations. Based on these generators, several initial test suites are provided and described. For each test instance we measure some global properties and, for the smallest ones, make some initial observations of the Pareto optimal sets/fronts. Our purpose in providing these tools is to facilitate the ongoing study of problem structure in multiobjective (combinatorial) optimization, and its effects on search landscape and algorithm performance.

A knowledge-based evolution strategy for the multi-objective minimum spanning tree problem

A fast Knowledge-based Evolution Strategy, KES, for the multi-objective minimum spanning tree, is presented. The proposed algorithm is validated, for the bi-objective case, with an exhaustive search for small problems (4-10 nodes), and compared with a deterministic algorithm, EPDA and NSGA-II for larger problems (up to 100 nodes) using benchmark hard instances. Experimental results show that KES finds the true Pareto fronts for small instances of the problem and calculates good approximation Pareto sets for larger instances tested. It is shown that the fronts calculated by YES are superior to NSGA-II fronts and almost as good as those established by EPDA. KES is designed to be scalable to multi-objective problems and fast due to its small complexity.

A hybridised evolutionary algorithm for multi-criterion minimum spanning tree problems

A hybridised and Knowledge-based Evolutionary Algorithm (KEA) is applied to the multi-criterion minimum spanning tree problems. Hybridisation is used across its three phases. In the first phase a deterministic single objective optimization algorithm finds the extreme points of the Pareto front. In the second phase a K-best approach finds the first neighbours of the extreme points, which serve as an elitist parent population to an evolutionary algorithm in the third phase. A knowledge-based mutation operator is applied in each generation to reproduce individuals that are at least as good as the unique parent. The advantages of KEA over previous algorithms include its speed (making it applicable to large real-world problems), its scalability to more than two criteria, and its ability to find both the supported and unsupported optimal solutions.

3D surface point and wireframe reconstruction from multiview photographic images

This paper describes a new method for reconstructing 3D surface points and a wireframe on the surface of a freeform object using a small number, e.g. 10, of 2D photographic images. The images are taken at different viewing directions by a perspective camera with full prior knowledge of the camera configurations. The reconstructed surface points are frontier points and the wireframe is a network of contour generators. Both of them are reconstructed by pairing apparent contours in the 2D images. Unlike previous works, we empirically demonstrate that if the viewing directions are uniformly distributed around the object's viewing sphere, then the reconstructed 3D points automatically cluster closely on a highly curved part of the surface and are widely spread on smooth or flat parts. The advantage of this property is that the reconstructed points along a surface or a contour generator are not under-sampled or under-represented because surfaces or contours should be sampled or represented with more densely points where their curvatures are high. The more complex the contour's shape, the greater is the number of points required, but the greater the number of points is automatically generated by the proposed method. Given that the viewing directions are uniformly distributed, the number and distribution of the reconstructed points depend on the shape or the curvature of the surface regardless of the size of the surface or the size of the object. The unique pattern of the reconstructed points and contours may be used in 31) object recognition and measurement without computationally intensive full surface reconstruction. The results are obtained from both computer-generated and real objects. (C) 2007 Elsevier B.V. All rights reserved.

Optimal 3D surface reconstruction from a small number of conventional 2D X-ray images

This paper describes a method for reconstructing 3D frontier points, contour generators and surfaces of anatomical objects or smooth surfaces from a small number, e. g. 10, of conventional 2D X-ray images. The X-ray images are taken at different viewing directions with full prior knowledge of the X-ray source and sensor configurations. Unlike previous works, we empirically demonstrate that if the viewing directions are uniformly distributed around the object's viewing sphere, then the reconstructed 3D points automatically cluster closely on a highly curved part of the surface and are widely spread on smooth or flat parts. The advantage of this property is that the reconstructed points along a surface or a contour generator are not under-sampled or under-represented because surfaces or contours should be sampled or represented with more densely points where their curvatures are high. The more complex the contour's shape, the greater is the number of points required, but the greater the number of points is automatically generated by the proposed method. Given that the number of viewing directions is fixed and the viewing directions are uniformly distributed, the number and distribution of the reconstructed points depend on the shape or the curvature of the surface regardless of the size of the surface or the size of the object. The technique may be used not only in medicine but also in industrial applications.

Electronic transitions and bonding properties in a series of five-coordinate “16-electron” complexes [Mn(CO)3(L2)]− (L2=chelating redox-active π-donor ligand)

In this article we present for the first time accurate density functional theory (DFT) and time-dependent (TD) DFT data for a series of electronically unsaturated five-coordinate complexes [Mn(CO)(3)(L-2)](-), where L-2 stands for a chelating strong pi-donor ligand represented by catecholate, dithiolate, amidothiolate, reduced alpha-diimine (1,4-dialkyl-1,4-diazabutadiene (R-DAB), 2,2'-bipyridine) and reduced 2,2'-biphosphinine types. The single-crystal X-ray structure of the unusual compound [Na(BPY)][Mn(CO)(3)(BPY)]center dot Et2O and the electronic absorption spectrum of the anion [Mn(CO)(3)(BPY)](-) are new in the literature. The nature of the bidentate ligand determines the bonding in the complexes, which varies between two limiting forms: from completely pi-delocalized diamagnetic {(CO)(3)Mn-L-2}(-) for L-2 = alpha-diimine or biphosphinine, to largely valence-trapped {(CO)(3)Mn-1-L-2(2-)}(-) for L-2(2-) = catecholate, where the formal oxidation states of Mn and L-2 can be assigned. The variable degree of the pi-delocalization in the Mn(L-2) chelate ring is indicated by experimental resonance Raman spectra of [Mn(CO)(3)(L-2)](-) (L-2=3,5-di-tBu-catecholate and iPr-DAB), where accurate assignments of the diagnostically important Raman bands have been aided by vibrational analysis. The L-2 = catecholate type of complexes is known to react with Lewis bases (CO substitution, formation of six-coordinate adducts) while the strongly pi-delocalized complexes are inert. The five-coordinate complexes adopt usually a distorted square pyramidal geometry in the solid state, even though transitions to a trigonal bipyramid are also not rare. The experimental structural data and the corresponding DFT-computed values of bond lengths and angles are in a very good agreement. TD-DFT calculations of electronic absorption spectra of the studied Mn complexes and the strongly pi-delocalized reference compound [Fe(CO)(3)(Me-DAB)] have reproduced qualitatively well the experimental spectra. Analyses of the computed electronic transitions in the visible spectroscopic region show that the lowest-energy absorption band always contains a dominant (in some cases almost exclusive) contribution from a pi(HOMO) -> pi*(LUMO) transition within the MnL2 metallacycle. The character of this optical excitation depends strongly on the composition of the frontier orbitals, varying from a partial L-2 -> Mn charge transfer (LMCT) through a fully delocalized pi(MnL2) -> pi*(MnL2) situation to a mixed (CO)Mn -> L-2 charge transfer (LLCT/MLCT). The latter character is most apparent in the case of the reference complex [Fe(CO)(3)(Me-DAB)]. The higher-lying, usually strongly mixed electronic transitions in the visible absorption region originate in the three lower-lying occupied orbitals, HOMO - 1 to HOMO - 3, with significant metal-d contributions. Assignment of these optical excitations to electronic transitions of a specific type is difficult. A partial LLCT/MLCT character is encountered most frequently. The electronic absorption spectra become more complex when the chelating ligand L-2, such as 2,2'-bipyridine, features two or more closely spaced low-lying empty pi* orbitals.

Spectroscopic properties and electronic structures of 17-electron half-sandwich ruthenium acetylide complexes, [Ru(CCAr)(L2)Cp′]+ (Ar=phenyl, p-tolyl, 1-naphthyl, 9-anthryl; L2=(PPh3)2, Cp′=Cp; L2=dppe; Cp′=Cp∗)

A series of half-sandwich bis(phosphine) ruthenium acetylide complexes [Ru(C CAr)(L-2)Cp'] (Ar = phenyl, p-tolyl, 1-naphthyl, 9-anthryl; L2 = (PPh3)(2), Cp' = Cp; L-2 = dppe; Cp' = Cp*) have been examined using electrochemical and spectroelectrochemical methods. One-electron oxidation of these complexes gave the corresponding radical cations [Ru(C CAr)(L2)Cp'](+). Those cations based on Ru(dppe)Cp*, or which feature a para-tolyl acetylide substituent, are more chemically robust than examples featuring the Ru(PPh3)(2)Cp moiety, permitting good quality UV-Vis-NIR and IR spectroscopic data to be obtained using spectroelectrochemical methods. On the basis of TD DFT calculations, the low energy (NIR) absorption bands in the experimental electronic spectra for most of these radical cations are assigned to transitions between the beta-HOSO and beta-LUSO, both of which have appreciable metal d and ethynyl pi character. However, the large contribution from the anthryl moiety to the frontier orbitals of [Ru(C CC14H9)(L2)CP'](+) suggests compounds containing this moiety should be described as metal-stabilised anthryl radical cations.

Syntheses, x-ray structures, photochemistry, redox properties, and DFT calculations of interconvertible fac- and mer-[Mn(SPS)(CO)3] isomers containing a flexible SPS-based pincer ligand

The lithium salt of the anionic SPS pincer ligand composed of a central hypervalent lambda(4)-phosphinine ring bearing two ortho-positioned diphenylphosphine sulfide side arms reacts with [Mn(CO)(5)Br] to give fac-[Mn(SPS)(CO)(3)], This isomer can be converted photochemicaily to mer-[Mn(SPS)(CO)(3)], with a very high quantum yield (0.80 +/- 0.05). The thermal backreaction is slow (taking ca. 8 h at room temperature), in contrast to rapid electrodecatalyzed mer-to-fac isomerization triggered by electrochemical reduction of mer-[Mn(SPS)(CO)(3)]. Both geometric isomers of [Mn(SPS)(CO)(3)] have been characterized by X-ray crystallography. Both isomers show luminescence from a low-lying (IL)-I-3 (SPS-based) excited state. The light emission of fac-[Mn(SPS)(CO)(3)] is largely quenched by the efficient photoisomerization occurring probably from a low-lying Mn-CO dissociative excited state. Density functional theory (DFT) and time-dependent DFT calculations describe the highest occupied molecular orbital (HOMO) and lowest unoccupied molecular orbital (LUMO) of fac- and mer-[Mn(CO)(3)(SPS)] as ligand-centered orbitals, largely localized on the phosphinine ring of the SPS pincer ligand. In line with the ligand nature of its frontier orbitals, fac-[Mn(SPS)(CO)(3)] is electrochemically reversibly oxidized and reduced to the corresponding radical cation and anion, respectively. The spectroscopic (electron paramagnetic resonance, IR, and UV-vis) characterization of the radical species provides other evidence for the localization of the redox steps on the SIPS ligand. The smaller HOMO-LUMO energy difference in the case of mer-[Mn(CO)(3)(SPS)], reflected in the electronic absorption and emission spectra, corresponds with its lower oxidation potential compared to that of the fac isomer. The thermodynamic instability of mer-[Mn(CO)(3)(SPS)], confirmed by the DFT calculations, increases upon one-electron reduction and oxidation of the complex.

Farm productivity and efficiency in rural Bangladesh: the role of education revisited

This article reassesses the debate over the role of education in farm production in Bangladesh using a large dataset on rice producing households from 141 villages. Average and stochastic production frontier functions are estimated to ascertain the effect of education on productivity and efficiency. A full set of proxies for farm education stock variables are incorporated to investigate the ‘internal’ as well as ‘external’ returns to education. The external effect is investigated in the context of rural neighbourhoods. Our analysis reveals that in addition to raising rice productivity and boosting potential output, household education significantly reduces production inefficiencies. However, we are unable to find any evidence of the externality benefit of schooling – neighbour's education does not matter in farm production. We discuss the implication of these findings for rural education programmes in Bangladesh.

A comparison of extreme value theory approaches for determining value at risk

This paper compares a number of different extreme value models for determining the value at risk (VaR) of three LIFFE futures contracts. A semi-nonparametric approach is also proposed, where the tail events are modeled using the generalised Pareto distribution, and normal market conditions are captured by the empirical distribution function. The value at risk estimates from this approach are compared with those of standard nonparametric extreme value tail estimation approaches, with a small sample bias-corrected extreme value approach, and with those calculated from bootstrapping the unconditional density and bootstrapping from a GARCH(1,1) model. The results indicate that, for a holdout sample, the proposed semi-nonparametric extreme value approach yields superior results to other methods, but the small sample tail index technique is also accurate.

Impact of increasing resolution and a warmer climate on extreme weather from NH extra-tropical cyclones

The effect of a warmer climate on the properties of extra-tropical cyclones is investigated using simulations of the ECHAM5 global climate model at resolutions of T213 (60 km) and T319 (40 km). Two periods representative of the end of the 20th and 21st centuries are investigated using the IPCC A1B scenario. The focus of the paper is on precipitation for the NH summer and winter seasons, however results from vorticity and winds are also presented. Similar number of events are identified at both resolutions. There are, however, a greater number of extreme precipitation events in the higher reso- lution run. The difference between maximum intensity distributions are shown to be statistically significant using a Kolmogorov-Smirnov test. A Generalised Pareto Distribution is used to analyse changes in extreme precipitation and wind events. In both resolutions, there is an increase in the number of ex- treme precipitation events in a warmer climate for all seasons, together with a reduction in return period. This is not associated with any increased verti- cal velocity, or with any increase in wind intensity in the winter and spring. However, there is an increase in wind extremes in the summer and autumn associated with tropical cyclones migrating into the extra-tropics.

The case for REITs in the mixed-asset portfolio in the short and long run

The poor performance of the Stock Market in the US up to the middle of 2003 has meant that REITs are increasingly been seen as an attractive addition to the mixed-asset portfolio. However, there is little evidence to indicate the consistency of the role REITs should play a role in the mixed-asset portfolio over different investment horizons. The results highlight that REITs do play a significant role over both different time horizons and holding periods. The findings show that REITs attractiveness as a diversification asset increase as the holding period increases. In addition, their diversification qualities span the entire efficient frontier, providing return enhancement properties at the lower end, switching to risk reduction qualities at the top end of the frontier.

An extreme value theory approach to calculating minimum capital risk requirements

This paper investigates the frequency of extreme events for three LIFFE futures contracts for the calculation of minimum capital risk requirements (MCRRs). We propose a semiparametric approach where the tails are modelled by the Generalized Pareto Distribution and smaller risks are captured by the empirical distribution function. We compare the capital requirements form this approach with those calculated from the unconditional density and from a conditional density - a GARCH(1,1) model. Our primary finding is that both in-sample and for a hold-out sample, our extreme value approach yields superior results than either of the other two models which do not explicitly model the tails of the return distribution. Since the use of these internal models will be permitted under the EC-CAD II, they could be widely adopted in the near future for determining capital adequacies. Hence, close scrutiny of competing models is required to avoid a potentially costly misallocation capital resources while at the same time ensuring the safety of the financial system.

The ecology of crusading: investigating the environmental impact of holy war and colonisation at the frontiers of medieval Europe

The Crusades in the Near East, eastern Baltic and Iberian Peninsula (in the context of the Reconquest/reconquista) were accompanied by processes of colonisation, characterising the expansion of medieval Europe and resulting in the creation of frontier societies at the fringes of Christendom. Colonisation was closely associated with — indeed, depended on — the exploitation of local environments, but this dimension is largely missing from studies of the crusading frontiers. This paper, the product of a European Science Foundation Exploratory Workshop on 'The Ecology of Crusading' in 2009, surveys the potential for investigating the environmental impact of the crusading movement in all three frontier regions. It considers a diverse range of archaeological, palaeoenvironmental and written sources, with the aim of situating the societies created by the Crusades within the context of medieval colonisation and human ecological niche construction. It demonstrates that an abundant range of data exists for developing this largely neglected and disparately studied aspect of medieval frontier societies into a significant research programme.

Provision of environmental output within a multi-output distance function approach

This paper redefines technical efficiency by incorporating provision of environmental goods as one of the outputs of the farm. The proportion of permanent and rough grassland to total agricultural land area is used as a proxy for the provision of environmental goods. Stochastic frontier analysis was conducted using a Bayesian procedure. The methodology is applied to panel data on 215 dairy farms in England and Wales. Results show that farm efficiency rankings change when provision of environmental outputs by farms is incorporated in the efficiency analysis, which may have important political implications.