Control Systems with Constraints and Uncertain Initial Conditions

AMS subject classification: 49N55, 93B52, 93C15, 93C10, 26E25.

First-Order Conditions for Optimization Problems with Quasiconvex Inequality Constraints

2000 Mathematics Subject Classification: 90C46, 90C26, 26B25, 49J52.

Non-stationary stochastic inventory lot-sizing with emission and service level constraints in a carbon cap-and-trade system

Firms worldwide are taking major initiatives to reduce the carbon footprint of their supply chains in response to the growing governmental and consumer pressures. In real life, these supply chains face stochastic and non-stationary demand but most of the studies on inventory lot-sizing problem with emission concerns consider deterministic demand. In this paper, we study the inventory lot-sizing problem under non-stationary stochastic demand condition with emission and cycle service level constraints considering carbon cap-and-trade regulatory mechanism. Using a mixed integer linear programming model, this paper aims to investigate the effects of emission parameters, product- and system-related features on the supply chain performance through extensive computational experiments to cover general type business settings and not a specific scenario. Results show that cycle service level and demand coefficient of variation have significant impacts on total cost and emission irrespective of level of demand variability while the impact of product's demand pattern is significant only at lower level of demand variability. Finally, results also show that increasing value of carbon price reduces total cost, total emission and total inventory and the scope of emission reduction by increasing carbon price is greater at higher levels of cycle service level and demand coefficient of variation. The analysis of results helps supply chain managers to take right decision in different demand and service level situations.

Financial constraints and technical efficiency:some empirical evidence for Italian producers' cooperatives

In this paper, we test the extent to which producers' cooperatives can experience an increase in technical efficiency following a tightening of financial constraints. This hypothesis is tested on a sample of Italian conventional and cooperative firms for the wine production and processing sector, using frontier analysis. The results support the hypothesis that increasing financial pressure can affect positively the cooperatives efficiency. Journal compilation © CIRIEC 2010.

Semi-supervised Gaussian process latent variable model with pairwise constraints

In machine learning, Gaussian process latent variable model (GP-LVM) has been extensively applied in the field of unsupervised dimensionality reduction. When some supervised information, e.g., pairwise constraints or labels of the data, is available, the traditional GP-LVM cannot directly utilize such supervised information to improve the performance of dimensionality reduction. In this case, it is necessary to modify the traditional GP-LVM to make it capable of handing the supervised or semi-supervised learning tasks. For this purpose, we propose a new semi-supervised GP-LVM framework under the pairwise constraints. Through transferring the pairwise constraints in the observed space to the latent space, the constrained priori information on the latent variables can be obtained. Under this constrained priori, the latent variables are optimized by the maximum a posteriori (MAP) algorithm. The effectiveness of the proposed algorithm is demonstrated with experiments on a variety of data sets. © 2010 Elsevier B.V.

Optimal redistricting under geographical constraints: Why "pack and crack" does not work

We show that optimal partisan redistricting with geographical constraints is a computationally intractable (NP-complete) problem. In particular, even when voter's preferences are deterministic, a solution is generally not obtained by concentrating opponent's supporters in \unwinnable" districts ("packing") and spreading one's own supporters evenly among the other districts in order to produce many slight marginal wins ("cracking").

Vertikális korlátozások - növelik vagy csökkentik a jólétet? Érvek az irodalomból = Vertical constraints - do they increase or reduce welfare? Arguments in the literature

A vertikális korlátozások témaköre a versenypolitika és -szabályozás egyik legfontosabb, de mindenképpen legtöbb vitát generáló területe. A téma magyar irodalma elsősorban elméleti kérdésekkel foglalkozik, mellőzve a konkrét iránymutatásokat a probléma kezelésére. Először röviden bemutatjuk a vertikális korlátozások indokait és hatásmechanizmusát magyarázó teoretikus irodalmat, felsorolva azok hatékonyságnövelő hatását hangsúlyozó érvrendszereket, illetve a versenykorlátozás lehetőségét tárgyaló modelleket is. Ezután bemutatjuk, hogy milyen fontos empirikus vizsgálatokat végeztek ezen elméletek vizsgálatára, és milyen következtetések vonhatóak le a tapasztalatokból. _________ The field of vertical constraints is one of the most important in competition policy and regulation, but one that generates the most debate. Hungarian literature on the subject deals primarily with theoretical questions, refraining from offering specific guidelines for handling the problem. The paper first covers briefly the causes of the vertical constraints and the Hungarian theoretical literature on its effective mechanism, listing the system of arguments that point to its effect of increasing efficiency and the models that discuss the possibility of limiting competition. The paper then presents the major empirical examinations made of these theories and the conclusions drawn from that experience.

Hedging under liquidity constraints

Although risk management can be justified by financial distress, the theoretical models usually contain hedging instruments free of funding risk. In practice, management of the counterparty risk in derivative transactions is of enhanced importance, consequently not only is trading on exchanges subject to the presence of a margin account, but also in bilateral (OTC) agreements parties will require margins or collateral from their partners in order to hedge the mark-tomarket loss of the transaction. The aim of this paper is to present and compare two models where the financing need of the hedging instrument also appears, influencing the hedging strategy and the optimal hedging ratio. Both models contain the same source of risk and optimisation criterion, but the liquidity risk is modelled in different ways. In the first model, there is no additional financing resource that can be used to finance the margin account in case of a margin call, which entails the risk of liquidation of the hedging position. In the second model, the financing is available but a given credit spread is to be paid for this, so hedging can become costly.

Instructional change through collaboration and reflection

The purpose of this study was to investigate the effectiveness of the Facilitator-Collaborative-Reflective Model, a strategic plan for changing teachers' practices and beliefs, on a selected group of middle school teachers. This model of staff development training was based on Corey's (1953) Cooperative-Action-Research Model and Anders and Richardson (1994) Collaborative-Reflective Model. It supports the notion that earning a teachers' commitment to change by focusing on collaboration, reflection and the normative-re-educative process aids in altering teachers' beliefs and practices especially crucial to the change process. The year-long training provided for reflection, inquiry, and learning that was useful to teachers as they pursued their goals with their students. The lead teacher, as a change agent and transformational leader, assisted in this commitment to change by improving the teachers' self-concepts as they slowly changed. The collaborative and receptive environment of the staff development fostered acceptance and stimulation of ideas.^ Given the collaborative nature of the change process, qualitative research methods were used in the investigation. The research process was based on Stufflebeam's Context, Input, Process and Product (CIPP) Evaluation Model (Madaus, Scriven & Stufflebeam, 1983). This allowed for all three factors of the staff development model to be evaluated. The case studies and focus group were effective in discerning any actual change in practices or beliefs.^ The findings of the qualitative evaluation, consisting of a baseline survey, case studies, questionnaire and modified focus group interviews, concluded that all of the teachers were strongly influenced by the intervention model which was the subject of this study. From this evaluation, three distinct indicators were looked at to determine if any change in the teachers' practices and beliefs emerged: (1) change in practice and belief, (2) reflective feedback and (3) collaborative reflection. These indicators were common throughout the teacher responses thus substantiating the infusion of the Facilitator-Collaborative-Reflective Model at the school level for effective staff development. ^

Financial constraints on research and development

This dissertation examines whether-there exists financial constraints and, if so, their implications for investment in research and development expenditures. It develops a theoretical model of credit rationing and research and development in which both are determined simultaneously and endogenously. The model provides a useful tool to examine different policies that may help alleviate the negative the effect of financial constraints faced by firms.^ The empirical evidence presented deals with two different cases, namely, the motor vehicle industry in Germany (1970-1990) and the electrical machinery industry In Spain (1975-1990).^ The innovation in the empirical analysis is that it follows a novel approach to identify events that allow us to isolate the effect of financial constraints in the determination of research and development.^ Further, empirical evidence is presented to show that in the above two cases financial constraints affect investment in physical capital as well.^ The empirical evidence presented supports the results of the theoretical model developed in this dissertation, showing that financial constraints negatively affect the rate of growth of innovation by reducing the intensity of research and development activity. ^

A distance education case study: A comparison of instructional delivery methods practiced by higher education faculty and emerging standards

The purpose of this research was to compare the delivery methods as practiced by higher education faculty teaching distance courses with recommended or emerging standard instructional delivery methods for distance education. Previous research shows that traditional-type instructional strategies have been used in distance education and that there has been no training to distance teach. Secondary data, however, appear to suggest emerging practices which could be pooled toward the development of standards. This is a qualitative study based on the constant comparative analysis approach of grounded theory.^ Participants (N = 5) of this study were full-time faculty teaching distance education courses. The observation method used was unobtrusive content analysis of videotaped instruction. Triangulation of data was accomplished through one-on-one in-depth interviews and from literature review. Due to the addition of non-media content being analyzed, a special time-sampling technique was designed by the researcher--influenced by content analyst theories of media-related data--to sample portions of the videotape instruction that were observed and counted. A standardized interview guide was used to collect data from in-depth interviews. Coding was done based on categories drawn from review of literature, and from Cranton and Weston's (1989) typology of instructional strategies. The data were observed, counted, tabulated, analyzed, and interpreted solely by the researcher. It should be noted however, that systematic and rigorous data collection and analysis led to credible data.^ The findings of this study supported the proposition that there are no standard instructional practices for distance teaching. Further, the findings revealed that of the emerging practices suggested by proponents and by faculty who teach distance education courses, few were practiced even minimally. A noted example was the use of lecture and questioning. Questioning, as a teaching tool was used a great deal, with students at the originating site but not with distance students. Lectures were given, but were mostly conducted in traditional fashion--long in duration and with no interactive component.^ It can be concluded from the findings that while there are no standard practices for instructional delivery for distance education, there appears to be sufficient information from secondary and empirical data to initiate some standard instructional practices. Therefore, grounded in this research data is the theory that the way to arrive at some instructional delivery standards for televised distance education is a pooling of the tacitly agreed-upon emerging practices by proponents and practicing instructors. Implicit in this theory is a need for experimental research so that these emerging practices can be tested, tried, and proven, ultimately resulting in formal standards for instructional delivery in television education. ^

What secondary English to speakers of other languages (ESOL) teachers know about social and academic language and instructional strategies for limited English proficient students

The purpose of this study was to examine what secondary English to Speakers of Other Languages (ESOL) teachers understand about social and academic language, what instructional strategies they use for Limited English Proficient (LEP) students, and how these concepts are operationalized in their daily practice. ^ This was a mixed method study incorporating both quantitative and qualitative data collection and interpretation. Written questionnaires and individual interviews addressed the questions on teachers' definitions of social and academic language and their strategy use. Classroom observations provided verification of their definitions and their descriptions of instruction for academic language. ^ Findings indicated that teachers' definitions of social and academic language were still developing and that there were ambiguities in identifying examples of social and academic language. The use of graphic organizers or visual supports, groups or peer partners, role play or drama, and modeling were the strategies teachers consistently listed for beginner, intermediate, advanced and multiple level classes. Additionally, teachers' descriptions of their instruction were congruent with what was observed in their classroom practice. ^ It appeared that this population of secondary ESOL teachers was in the process of evolving their definitions of social and academic language and were at different stages in this evolution. Teachers' definitions of language influenced their instruction. Furthermore, those who had clear constructs of language were able to operationalize them in their classroom instruction. ^

A study of teachers' espoused instructional beliefs

The purpose of this study was to investigate teachers' espoused instructional beliefs and whether they differed in relation to schools' socioeconomic status, extent of teachers' educational background, or extent of teachers' classroom experience. The study comprised a total of 242 Miami-Dade County public school educators who responded to a thirty-nine question Likert scale, Literacy Instructional Practices Questionnaire. Eighteen schools, three from each of the six regions, were purposively selected based on the socioeconomic status of students. Nine participants were interviewed using semi-standardized interview procedures and open-ended questioning techniques. ^ Multivariate Analysis of Variance (MANOVA) results revealed that teachers' espoused beliefs concerning the instruction of literacy and forces and influences affecting instruction do not significantly differ depending on schools' socioeconomic status, extent of teachers' educational background, or extent of teachers' classroom experience. The majority of teachers appear to follow a top-down generated direct instruction model. Generally, students are taught as a whole class and ability grouped for specific skill instruction utilizing commercially produced reading and language arts texts. ^ There was no evidence of a relationship between teachers' espoused beliefs concerning the model of instruction that they practice or teachers' espoused beliefs concerning research and its application to practice and the three independent variables. Interview data corroborated much of the information garnered through the questionnaire. However, interview participants espoused the belief that research did not influence their selection of instructional practices. ^ Although teachers perceive of themselves as eclectic in their espoused instructional beliefs, they appear to follow a skills based direct instruction pedagogy in practice. Much of what teachers believe constitutes effective practice, few researchers recommend, affirming the findings of Calderhead (1993) and the National Educational Research Policy and Priorities Board (U.S. Department of Education, 1998, p. 18) that “educators rarely know research, seek it out, or act in accordance with its results.” ^

The effects of a General Instructional Strategies course on the utilization of effective instructional strategies by teachers

The focus of this study was to explain the extent to which theoretically effective teaching strategies taught in a course on generic instructional strategies are being implemented by teachers in their actual teaching practice. ^ A multivariate causal-comparative (ex-post-facto) design was used to answer the research question. A teacher observation protocol, the General Instructional Strategies Analysis (GISA) was constructed and used to assess the utilization of instructional strategies in the classroom. The data of this study also included open-ended field notes taken during observations. ^ Multivariate Analyses of Variance (MANOVA) was used to compare the teaching strategies (set, effective explanation, hands-on activity, cooperative learning activity, higher order questioning, closure) of the group who had taken a general instructional strategies course (N=36) and the group who had not (N=36). Results showed a statistically significant difference between the two groups. The group who had taken the course implemented these strategies more effectively in almost all categories of effective teaching. Follow-up univariate tests of the dependent variables showed significant differences between the two groups in five of the six areas (hands-on activity being an exception). A second MANOVA compared the two groups on the effective use of attending behaviors (teacher movement/eye contact/body language/physical space, brief verbal acknowledgements/voice inflection/modulation/pitch, use of visuals, prompting/probing, praise/feedback/rewards, wait-time I and II). Results also showed a multivariate difference between the two groups. Follow-up univariate tests on the related dependent variables showed that five of the six were significantly different between the two groups. The group who had taken the course implemented the strategies more effectively. An analysis of the field notes provided further evidence regarding the pervasiveness of these differences between the teaching practices of the two groups. ^ It was concluded that taking a course in general instructional strategies increases the utilization of effective strategies in the classroom by teachers. ^

A theory of constraints service systems improvement method: Case of the airline turnaround problem

This dissertation develops a process improvement method for service operations based on the Theory of Constraints (TOC), a management philosophy that has been shown to be effective in manufacturing for decreasing WIP and improving throughput. While TOC has enjoyed much attention and success in the manufacturing arena, its application to services in general has been limited. The contribution to industry and knowledge is a method for improving global performance measures based on TOC principles. The method proposed in this dissertation will be tested using discrete event simulation based on the scenario of the service factory of airline turnaround operations. To evaluate the method, a simulation model of aircraft turn operations of a U.S. based carrier was made and validated using actual data from airline operations. The model was then adjusted to reflect an application of the Theory of Constraints for determining how to deploy the scarce resource of ramp workers. The results indicate that, given slight modifications to TOC terminology and the development of a method for constraint identification, the Theory of Constraints can be applied with success to services. Bottlenecks in services must be defined as those processes for which the process rates and amount of work remaining are such that completing the process will not be possible without an increase in the process rate. The bottleneck ratio is used to determine to what degree a process is a constraint. Simulation results also suggest that redefining performance measures to reflect a global business perspective of reducing costs related to specific flights versus the operational local optimum approach of turning all aircraft quickly results in significant savings to the company. Savings to the annual operating costs of the airline were simulated to equal 30% of possible current expenses for misconnecting passengers with a modest increase in utilization of the workers through a more efficient heuristic of deploying them to the highest priority tasks. This dissertation contributes to the literature on service operations by describing a dynamic, adaptive dispatch approach to manage service factory operations similar to airline turnaround operations using the management philosophy of the Theory of Constraints.