Two-Stage Stochastic Optimization. An Application in the Third Sector

[en] It is known that most of the problems applied in the real life present uncertainty. In the rst part of the dissertation, basic concepts and properties of the Stochastic Programming have been introduced to the reader, also known as Optimization under Uncertainty. Moreover, since stochastic programs are complex to compute, we have presented some other models such as wait-and-wee, expected value and the expected result of using expected value. The expected value of perfect information and the value of stochastic solution measures quantify how worthy the Stochastic Programming is, with respect to the other models. In the second part, it has been designed and implemented with the modeller GAMS and the optimizer CPLEX an application that optimizes the distribution of non-perishable products, guaranteeing some nutritional requirements with minimum cost. It has been developed within Hazia project, managed by Sortarazi association and associated with Food Bank of Biscay and Basic Social Services of several districts of Biscay.

A new method for conditioning stochastic groundwater flow models in fractured media

Many geological formations consist of crystalline rocks that have very low matrix permeability but allow flow through an interconnected network of fractures. Understanding the flow of groundwater through such rocks is important in considering disposal of radioactive waste in underground repositories. A specific area of interest is the conditioning of fracture transmissivities on measured values of pressure in these formations. This is the process where the values of fracture transmissivities in a model are adjusted to obtain a good fit of the calculated pressures to measured pressure values. While there are existing methods to condition transmissivity fields on transmissivity, pressure and flow measurements for a continuous porous medium there is little literature on conditioning fracture networks. Conditioning fracture transmissivities on pressure or flow values is a complex problem because the measurements are not linearly related to the fracture transmissivities and they are also dependent on all the fracture transmissivities in the network. We present a new method for conditioning fracture transmissivities on measured pressure values based on the calculation of certain basis vectors; each basis vector represents the change to the log transmissivity of the fractures in the network that results in a unit increase in the pressure at one measurement point whilst keeping the pressure at the remaining measurement points constant. The fracture transmissivities are updated by adding a linear combination of basis vectors and coefficients, where the coefficients are obtained by minimizing an error function. A mathematical summary of the method is given. This algorithm is implemented in the existing finite element code ConnectFlow developed and marketed by Serco Technical Services, which models groundwater flow in a fracture network. Results of the conditioning are shown for a number of simple test problems as well as for a realistic large scale test case.

Multi-level, Multi-stage and Stochastic Optimization Models for Energy Conservation in Buildings for Federal, State and Local Agencies

Energy Conservation Measure (ECM) project selection is made difficult given real-world constraints, limited resources to implement savings retrofits, various suppliers in the market and project financing alternatives. Many of these energy efficient retrofit projects should be viewed as a series of investments with annual returns for these traditionally risk-averse agencies. Given a list of ECMs available, federal, state and local agencies must determine how to implement projects at lowest costs. The most common methods of implementation planning are suboptimal relative to cost. Federal, state and local agencies can obtain greater returns on their energy conservation investment over traditional methods, regardless of the implementing organization. This dissertation outlines several approaches to improve the traditional energy conservations models. Any public buildings in regions with similar energy conservation goals in the United States or internationally can also benefit greatly from this research. Additionally, many private owners of buildings are under mandates to conserve energy e.g., Local Law 85 of the New York City Energy Conservation Code requires any building, public or private, to meet the most current energy code for any alteration or renovation. Thus, both public and private stakeholders can benefit from this research. The research in this dissertation advances and presents models that decision-makers can use to optimize the selection of ECM projects with respect to the total cost of implementation. A practical application of a two-level mathematical program with equilibrium constraints (MPEC) improves the current best practice for agencies concerned with making the most cost-effective selection leveraging energy services companies or utilities. The two-level model maximizes savings to the agency and profit to the energy services companies (Chapter 2). An additional model presented leverages a single congressional appropriation to implement ECM projects (Chapter 3). Returns from implemented ECM projects are used to fund additional ECM projects. In these cases, fluctuations in energy costs and uncertainty in the estimated savings severely influence ECM project selection and the amount of the appropriation requested. A risk aversion method proposed imposes a minimum on the number of “of projects completed in each stage. A comparative method using Conditional Value at Risk is analyzed. Time consistency was addressed in this chapter. This work demonstrates how a risk-based, stochastic, multi-stage model with binary decision variables at each stage provides a much more accurate estimate for planning than the agency’s traditional approach and deterministic models. Finally, in Chapter 4, a rolling-horizon model allows for subadditivity and superadditivity of the energy savings to simulate interactive effects between ECM projects. The approach makes use of inequalities (McCormick, 1976) to re-express constraints that involve the product of binary variables with an exact linearization (related to the convex hull of those constraints). This model additionally shows the benefits of learning between stages while remaining consistent with the single congressional appropriations framework.

An adaptive neighborhood search algorithm for optimizing stochastic mining complexes

Les métaheuristiques sont très utilisées dans le domaine de l'optimisation discrète. Elles permettent d’obtenir une solution de bonne qualité en un temps raisonnable, pour des problèmes qui sont de grande taille, complexes, et difficiles à résoudre. Souvent, les métaheuristiques ont beaucoup de paramètres que l’utilisateur doit ajuster manuellement pour un problème donné. L'objectif d'une métaheuristique adaptative est de permettre l'ajustement automatique de certains paramètres par la méthode, en se basant sur l’instance à résoudre. La métaheuristique adaptative, en utilisant les connaissances préalables dans la compréhension du problème, des notions de l'apprentissage machine et des domaines associés, crée une méthode plus générale et automatique pour résoudre des problèmes. L’optimisation globale des complexes miniers vise à établir les mouvements des matériaux dans les mines et les flux de traitement afin de maximiser la valeur économique du système. Souvent, en raison du grand nombre de variables entières dans le modèle, de la présence de contraintes complexes et de contraintes non-linéaires, il devient prohibitif de résoudre ces modèles en utilisant les optimiseurs disponibles dans l’industrie. Par conséquent, les métaheuristiques sont souvent utilisées pour l’optimisation de complexes miniers. Ce mémoire améliore un procédé de recuit simulé développé par Goodfellow & Dimitrakopoulos (2016) pour l’optimisation stochastique des complexes miniers stochastiques. La méthode développée par les auteurs nécessite beaucoup de paramètres pour fonctionner. Un de ceux-ci est de savoir comment la méthode de recuit simulé cherche dans le voisinage local de solutions. Ce mémoire implémente une méthode adaptative de recherche dans le voisinage pour améliorer la qualité d'une solution. Les résultats numériques montrent une augmentation jusqu'à 10% de la valeur de la fonction économique.

An adaptive neighborhood search algorithm for optimizing stochastic mining complexes

Les métaheuristiques sont très utilisées dans le domaine de l'optimisation discrète. Elles permettent d’obtenir une solution de bonne qualité en un temps raisonnable, pour des problèmes qui sont de grande taille, complexes, et difficiles à résoudre. Souvent, les métaheuristiques ont beaucoup de paramètres que l’utilisateur doit ajuster manuellement pour un problème donné. L'objectif d'une métaheuristique adaptative est de permettre l'ajustement automatique de certains paramètres par la méthode, en se basant sur l’instance à résoudre. La métaheuristique adaptative, en utilisant les connaissances préalables dans la compréhension du problème, des notions de l'apprentissage machine et des domaines associés, crée une méthode plus générale et automatique pour résoudre des problèmes. L’optimisation globale des complexes miniers vise à établir les mouvements des matériaux dans les mines et les flux de traitement afin de maximiser la valeur économique du système. Souvent, en raison du grand nombre de variables entières dans le modèle, de la présence de contraintes complexes et de contraintes non-linéaires, il devient prohibitif de résoudre ces modèles en utilisant les optimiseurs disponibles dans l’industrie. Par conséquent, les métaheuristiques sont souvent utilisées pour l’optimisation de complexes miniers. Ce mémoire améliore un procédé de recuit simulé développé par Goodfellow & Dimitrakopoulos (2016) pour l’optimisation stochastique des complexes miniers stochastiques. La méthode développée par les auteurs nécessite beaucoup de paramètres pour fonctionner. Un de ceux-ci est de savoir comment la méthode de recuit simulé cherche dans le voisinage local de solutions. Ce mémoire implémente une méthode adaptative de recherche dans le voisinage pour améliorer la qualité d'une solution. Les résultats numériques montrent une augmentation jusqu'à 10% de la valeur de la fonction économique.

Computational methods applied to undeciphered scripts from the Aegean and Cyprus: Linear A and Cypro-Minoan

The study of ancient, undeciphered scripts presents unique challenges, that depend both on the nature of the problem and on the peculiarities of each writing system. In this thesis, I present two computational approaches that are tailored to two different tasks and writing systems. The first of these methods is aimed at the decipherment of the Linear A afraction signs, in order to discover their numerical values. This is achieved with a combination of constraint programming, ad-hoc metrics and paleographic considerations. The second main contribution of this thesis regards the creation of an unsupervised deep learning model which uses drawings of signs from ancient writing system to learn to distinguish different graphemes in the vector space. This system, which is based on techniques used in the field of computer vision, is adapted to the study of ancient writing systems by incorporating information about sequences in the model, mirroring what is often done in natural language processing. In order to develop this model, the Cypriot Greek Syllabary is used as a target, since this is a deciphered writing system. Finally, this unsupervised model is adapted to the undeciphered Cypro-Minoan and it is used to answer open questions about this script. In particular, by reconstructing multiple allographs that are not agreed upon by paleographers, it supports the idea that Cypro-Minoan is a single script and not a collection of three script like it was proposed in the literature. These results on two different tasks shows that computational methods can be applied to undeciphered scripts, despite the relatively low amount of available data, paving the way for further advancement in paleography using these methods.

Energy consumption of parallel algorithms for solving linear systems on HPC architecture

Modern High-Performance Computing HPC systems are gradually increasing in size and complexity due to the correspondent demand of larger simulations requiring more complicated tasks and higher accuracy. However, as side effects of the Dennard’s scaling approaching its ultimate power limit, the efficiency of software plays also an important role in increasing the overall performance of a computation. Tools to measure application performance in these increasingly complex environments provide insights into the intricate ways in which software and hardware interact. The monitoring of the power consumption in order to save energy is possible through processors interfaces like Intel Running Average Power Limit RAPL. Given the low level of these interfaces, they are often paired with an application-level tool like Performance Application Programming Interface PAPI. Since several problems in many heterogeneous fields can be represented as a complex linear system, an optimized and scalable linear system solver algorithm can decrease significantly the time spent to compute its resolution. One of the most widely used algorithms deployed for the resolution of large simulation is the Gaussian Elimination, which has its most popular implementation for HPC systems in the Scalable Linear Algebra PACKage ScaLAPACK library. However, another relevant algorithm, which is increasing in popularity in the academic field, is the Inhibition Method. This thesis compares the energy consumption of the Inhibition Method and Gaussian Elimination from ScaLAPACK to profile their execution during the resolution of linear systems above the HPC architecture offered by CINECA. Moreover, it also collates the energy and power values for different ranks, nodes, and sockets configurations. The monitoring tools employed to track the energy consumption of these algorithms are PAPI and RAPL, that will be integrated with the parallel execution of the algorithms managed with the Message Passing Interface MPI.

Effect Of Simulated Microwave Disinfection On The Linear Dimensional Change, Hardness And Impact Strength Of Acrylic Resins Processed By Different Polymerizing Cycles.

This study investigated the effect of simulated microwave disinfection (SMD) on the linear dimensional changes, hardness and impact strength of acrylic resins under different polymerization cycles. Metal dies with referential points were embedded in flasks with dental stone. Samples of Classico and Vipi acrylic resins were made following the manufacturers' recommendations. The assessed polymerization cycles were: A-- water bath at 74ºC for 9 h; B-- water bath at 74ºC for 8 h and temperature increased to 100ºC for 1 h; C-- water bath at 74ºC for 2 h and temperature increased to 100ºC for 1 h;; and D-- water bath at 120ºC and pressure of 60 pounds. Linear dimensional distances in length and width were measured after SMD and water storage at 37ºC for 7 and 30 days using an optical microscope. SMD was carried out with the samples immersed in 150 mL of water in an oven (650 W for 3 min). A load of 25 gf for 10 sec was used in the hardness test. Charpy impact test was performed with 40 kpcm. Data were submitted to ANOVA and Tukey's test (5%). The Classico resin was dimensionally steady in length in the A and D cycles for all periods, while the Vipi resin was steady in the A, B and C cycles for all periods. The Classico resin was dimensionally steady in width in the C and D cycles for all periods, and the Vipi resin was steady in all cycles and periods. The hardness values for Classico resin were steady in all cycles and periods, while the Vipi resin was steady only in the C cycle for all periods. Impact strength values for Classico resin were steady in the A, C and D cycles for all periods, while Vipi resin was steady in all cycles and periods. SMD promoted different effects on the linear dimensional changes, hardness and impact strength of acrylic resins submitted to different polymerization cycles when after SMD and water storage were considered.

Effect Of Simulated Microwave Disinfection On The Linear Dimensional Change, Hardness And Impact Strength Of Acrylic Resins Processed By Different Polymerization Cycles.

This study investigated the effect of simulated microwave disinfection (SMD) on the linear dimensional changes, hardness and impact strength of acrylic resins under different polymerization cycles. Metal dies with referential points were embedded in flasks with dental stone. Samples of Classico and Vipi acrylic resins were made following the manufacturers' recommendations. The assessed polymerization cycles were: A) water bath at 74 ºC for 9 h; B) water bath at 74 ºC for 8 h and temperature increased to 100 ºC for 1 h; C) water bath at 74 ºC for 2 h and temperature increased to 100 ºC for 1 h; and D) water bath at 120 ºC and pressure of 60 pounds. Linear dimensional distances in length and width were measured after SMD and water storage at 37 ºC for 7 and 30 days using an optical microscope. SMD was carried out with the samples immersed in 150 mL of water in an oven (650 W for 3 min). A load of 25 gf for 10 s was used in the hardness test. Charpy impact test was performed with 40 kpcm. Data were submitted to ANOVA and Tukey's test (5%). The Classico resin was dimensionally steady in length in the A and D cycles for all periods, while the Vipi resin was steady in the A, B and C cycles for all periods. The Classico resin was dimensionally steady in width in the C and D cycles for all periods, and the Vipi resin was steady in all cycles and periods. The hardness values for Classico resin were steady in all cycles and periods, while the Vipi resin was steady only in the C cycle for all periods. Impact strength values for Classico resin were steady in the A, C and D cycles for all periods, while Vipi resin was steady in all cycles and periods. SMD promoted different effects on the linear dimensional changes, hardness and impact strength of acrylic resins submitted to different polymerization cycles when after SMD and water storage were considered.

Censored Linear Regression Models For Irregularly Observed Longitudinal Data Using The Multivariate-t Distribution.

In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

Alteração dimensional linear de resinas para bases de próteses polimerizadas com microondas

This study examined the influence of three polymerization cycles (1: heat cure - long cycle; 2: heat cure - short cycle; and 3: microwave activation) on the linear dimensions of three denture base resins, immediately after deflasking, and 30 days after storage in distilled water at 37± 2ºC. The acrylic resins used were: Clássico, Lucitone 550 and Acron MC. The first two resins were submitted to all three polymerization cycles, and the Acron MC resin was cured by microwave activation only. The samples had three marks, and dimensions of 65 mm in length, 10 mm in width and 3 mm in thickness. Twenty-one test specimens were fabricated for each combination of resin and cure cycle, and they were submitted to three linear dimensional evaluations for two positions (A and B). The changes were evaluated using a microscope. The results indicated that all acrylic resins, regardless of the cure cycle, showed increased linear dimension after 30 days of storage in water. The composition of the acrylic resin affected the results more than the cure cycles, and the conventional acrylic resin (Lucitone 550 and Clássico) cured by microwave activation presented similar results when compared with the resin specific for microwave activation.

Influência da idade no comportamento da frequência cardíaca na transição repouso-exercício: uma análise por deltas e regressão linear

BACKGROUND: Changes in heart rate during rest-exercise transition can be characterized by the application of mathematical calculations, such as deltas 0-10 and 0-30 seconds to infer on the parasympathetic nervous system and linear regression and delta applied to data range from 60 to 240 seconds to infer on the sympathetic nervous system. The objective of this study was to test the hypothesis that young and middle-aged subjects have different heart rate responses in exercise of moderate and intense intensity, with different mathematical calculations. METHODS: Seven middle-aged men and ten young men apparently healthy were subject to constant load tests (intense and moderate) in cycle ergometer. The heart rate data were submitted to analysis of deltas (0-10, 0-30 and 60-240 seconds) and simple linear regression (60-240 seconds). The parameters obtained from simple linear regression analysis were: intercept and slope angle. We used the Shapiro-Wilk test to check the distribution of data and the t test for unpaired comparisons between groups. The level of statistical significance was 5%. RESULTS: The value of the intercept and delta 0-10 seconds was lower in middle age in two loads tested and the inclination angle was lower in moderate exercise in middle age. CONCLUSION: The young subjects present greater magnitude of vagal withdrawal in the initial stage of the HR response during constant load exercise and higher speed of adjustment of sympathetic response in moderate exercise.

Linear dimensional changes in plaster die models using different elastomeric materials

Dental impression is an important step in the preparation of prostheses since it provides the reproduction of anatomic and surface details of teeth and adjacent structures. The objective of this study was to evaluate the linear dimensional alterations in gypsum dies obtained with different elastomeric materials, using a resin coping impression technique with individual shells. A master cast made of stainless steel with fixed prosthesis characteristics with two prepared abutment teeth was used to obtain the impressions. References points (A, B, C, D, E and F) were recorded on the occlusal and buccal surfaces of abutments to register the distances. The impressions were obtained using the following materials: polyether, mercaptan-polysulfide, addition silicone, and condensation silicone. The transfer impressions were made with custom trays and an irreversible hydrocolloid material and were poured with type IV gypsum. The distances between identified points in gypsum dies were measured using an optical microscope and the results were statistically analyzed by ANOVA (p < 0.05) and Tukey's test. The mean of the distances were registered as follows: addition silicone (AB = 13.6 µm, CD=15.0 µm, EF = 14.6 µm, GH=15.2 µm), mercaptan-polysulfide (AB = 36.0 µm, CD = 36.0 µm, EF = 39.6 µm, GH = 40.6 µm), polyether (AB = 35.2 µm, CD = 35.6 µm, EF = 39.4 µm, GH = 41.4 µm) and condensation silicone (AB = 69.2 µm, CD = 71.0 µm, EF = 80.6 µm, GH = 81.2 µm). All of the measurements found in gypsum dies were compared to those of a master cast. The results demonstrated that the addition silicone provides the best stability of the compounds tested, followed by polyether, polysulfide and condensation silicone. No statistical differences were obtained between polyether and mercaptan-polysulfide materials.

Correlation between metal-ceramic bond strength and coefficient of linear thermal expansion difference

The purpose of this study was to evaluate the metal-ceramic bond strength (MCBS) of 6 metal-ceramic pairs (2 Ni-Cr alloys and 1 Pd-Ag alloy with 2 dental ceramics) and correlate the MCBS values with the differences between the coefficients of linear thermal expansion (CTEs) of the metals and ceramics. Verabond (VB) Ni-Cr-Be alloy, Verabond II (VB2), Ni-Cr alloy, Pors-on 4 (P), Pd-Ag alloy, and IPS (I) and Duceram (D) ceramics were used for the MCBS test and dilatometric test. Forty-eight ceramic rings were built around metallic rods (3.0 mm in diameter and 70.0 mm in length) made from the evaluated alloys. The rods were subsequently embedded in gypsum cast in order to perform a tensile load test, which enabled calculating the CMBS. Five specimens (2.0 mm in diameter and 12.0 mm in length) of each material were made for the dilatometric test. The chromel-alumel thermocouple required for the test was welded into the metal test specimens and inserted into the ceramics. ANOVA and Tukey's test revealed significant differences (p=0.01) for the MCBS test results (MPa), with PI showing higher MCBS (67.72) than the other pairs, which did not present any significant differences. The CTE (10-6 oC-1) differences were: VBI (0.54), VBD (1.33), VB2I (-0.14), VB2D (0.63), PI (1.84) and PD (2.62). Pearson's correlation test (r=0.17) was performed to evaluate of correlation between MCBS and CTE differences. Within the limitations of this study and based on the obtained results, there was no correlation between MCBS and CTE differences for the evaluated metal-ceramic pairs.

Ressonância não linear de uma bússola em campos magnéticos

Fenômenos oscilatórios e ressonantes são explorados em vários cursos experimentais de física. Em geral os experimentos são interpretados no limite de pequenas oscilações e campos uniformes. Neste artigo descrevemos um experimento de baixo custo para o estudo da ressonância em campo magnético da agulha de uma bússola fora dos limites acima. Nesse caso, termos não lineares na equação diferencial são responsáveis por fenômenos interessantes de serem explorados em laboratórios didáticos.