A linear optimization approach to the combined production planning model

Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Fock space for fermion-like lattices and the linear Glauber model

The concept of Fock space representation is developed to deal with stochastic spin lattices written in terms of fermion operators. A density operator is introduced in order to follow in parallel the developments of the case of bosons in the literature. Some general conceptual quantities for spin lattices are then derived, including the notion of generating function and path integral via Grassmann variables. The formalism is used to derive the Liouvillian of the d-dimensional Linear Glauber dynamics in the Fock-space representation. Then the time evolution equations for the magnetization and the two-point correlation function are derived in terms of the number operator. (C) 2008 Elsevier B.V. All rights reserved.

Deviance residuals in generalised log-gamma regression models with censored observations

In this article, we compare three residuals based on the deviance component in generalised log-gamma regression models with censored observations. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. For all cases studied, the empirical distributions of the proposed residuals are in general symmetric around zero, but only a martingale-type residual presented negligible kurtosis for the majority of the cases studied. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for the martingale-type residual in generalised log-gamma regression models with censored data. A lifetime data set is analysed under log-gamma regression models and a model checking based on the martingale-type residual is performed.

Local Influence Analysis for Skew-Normal Linear Mixed Models

In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.

The shoving model for the glass-former LiCl center dot 6H(2)O: A molecular dynamics simulation study

Molecular dynamics (MD) simulations of LiCl center dot 6H(2)O Showed that the diffusion coefficient D, and also I lie structural relaxation time , follow a power law at high temperatures, D(-1) proportional to (T - T(0))(-mu), with the same experimental parameters for viscosity (T(0) = 207 K, mu = 2.08). Decoupling between D and occurs at T(x) similar to 1.1 T(0). High frequency acoustic excitations for the LiCl center dot 6H(2)O model were obtained by the calculation of time correlation functions of mass current fluctuations. The temperature dependence of the instantaneous shear modulus, G,(T), was considered in the shoving model for supercooled liquids [J.C. Dyre, T. Christensen, N.B. Olsen, J. Non-Cryst. Solids 352 (2006) 4635] resulting in a linear relationship log (D(-1)) vs. G root T. (C) 2009 Elsevier B.V. All rights reserved.

Linear delta expansion applied to the O'Raifeartaigh model

We reassess the method of the linear delta expansion for the calculation of effective potentials in superspace, by adopting the improved version of the super-Feynman rules in the framework of the O'Raifeartaigh model for spontaneous supersymmetry breaking. The effective potential is calculated using both the fastest apparent convergence and the principle of minimal sensitivity criteria and the consistency and efficacy of the method are checked in deriving the Coleman-Weinberg potential.

Superspace approach to the renormalization of the O'Raifeartaigh model up to the second order in the linear delta expansion parameter

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

On local analysis of oscillations of a non-ideal and non-linear mechanical model

It is of major importance to consider non-ideal energy sources in engineering problems. They act on an oscillating system and at the same time experience a reciprocal action from the system. Here, a non-ideal system is studied. In this system, the interaction between source energy and motion is accomplished through a special kind of friction. Results about the stability and instability of the equilibrium point of this system are obtained. Moreover, its bifurcation curves are determined. Hopf bifurcations are found in the set of parameters of the oscillating system.

On non-linear dynamics and control designs applied to the ideal and non-ideal variants of the Fitzhugh-Nagumo (FN) mathematical model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Non-linear dynamics of a tower orchard sprayer based on an inverted pendulum model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On non-linear dynamics and an optimal control synthesis of the action potential of membranes (ideal and non-ideal cases) of the Hodgkin-Huxley (HH) mathematical model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Ghost poles in the nucleon propagator in the linear sigma model approach and its role in pi N low-energy theorems

Complex mass poles, or ghost poles, are present in the Hartree-Fock solution of the Schwinger-Dyson equation for the nucleon propagator in renormalizable models with Yukawa-type meson-nucleon couplings, as shown many years ago by Brown, Puff and Wilets (BPW), These ghosts violate basic theorems of quantum field theory and their origin is related to the ultraviolet behavior of the model interactions, Recently, Krein et.al, proved that the ghosts disappear when vertex corrections are included in a self-consistent way, softening the interaction sufficiently in the ultraviolet region. In previous studies of pi N scattering using ''dressed'' nucleon propagator and bare vertices, did by Nutt and Wilets in the 70's (NW), it was found that if these poles are explicitly included, the value of the isospin-even amplitude A((+)) is satisfied within 20% at threshold. The absence of a theoretical explanation for the ghosts and the lack of chiral symmetry in these previous studies led us to re-investigate the subject using the approach of the linear sigma-model and study the interplay of low-energy theorems for pi N scattering and ghost poles. For bare interaction vertices we find that ghosts are present in this model as well and that the A((+)) value is badly described, As a first approach to remove these complex poles, we dress the vertices with phenomenological form factors and a reasonable agreement with experiment is achieved, In order to fix the two cutoff parameters, we use the A((+)) value for the chiral limit (m(pi) --> 0) and the experimental value of the isoscalar scattering length, Finally, we test our model by calculating the phase shifts for the S waves and we find a good agreement at threshold. (C) 1997 Elsevier B.V. B.V.

A linear optimization approach to the combined production planning model

Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

A note on model uncertainty in linear regression

We consider model selection uncertainty in linear regression. We study theoretically and by simulation the approach of Buckland and co-workers, who proposed estimating a parameter common to all models under study by taking a weighted average over the models, using weights obtained from information criteria or the bootstrap. This approach is compared with the usual approach in which the 'best' model is used, and with Bayesian model averaging. The weighted predictor behaves similarly to model averaging, with generally more realistic mean-squared errors than the usual model-selection-based estimator.

Model updating of the non-linear vibrating structures through Volterra series and proper orthogonal decomposition

Classical procedures for model updating in non-linear mechanical systems based on vibration data can fail because the common linear metrics are not sensitive for non-linear behavior caused by gaps, backlash, bolts, joints, materials, etc. Several strategies were proposed in the literature in order to allow a correct representative model of non-linear structures. The present paper evaluates the performance of two approaches based on different objective functions. The first one is a time domain methodology based on the proper orthogonal decomposition constructed from the output time histories. The second approach uses objective functions with multiples convolutions described by the first and second order discrete-time Volterra kernels. In order to discuss the results, a benchmark of a clamped-clamped beam with an pre-applied static load is simulated and updated using proper orthogonal decomposition and Volterra Series. The comparisons and discussions of the results show the practical applicability and drawbacks of both approaches.