A mixed-integer quadratically-constrained programming model for the distribution system expansion planning

This paper presents a mixed-integer quadratically-constrained programming (MIQCP) model to solve the distribution system expansion planning (DSEP) problem. The DSEP model considers the construction/reinforcement of substations, the construction/reconductoring of circuits, the allocation of fixed capacitors banks and the radial topology modification. As the DSEP problem is a very complex mixed-integer non-linear programming problem, it is convenient to reformulate it like a MIQCP problem; it is demonstrated that the proposed formulation represents the steady-state operation of a radial distribution system. The proposed MIQCP model is a convex formulation, which allows to find the optimal solution using optimization solvers. Test systems of 23 and 54 nodes and one real distribution system of 136 nodes were used to show the efficiency of the proposed model in comparison with other DSEP models available in the specialized literature. (C) 2014 Elsevier Ltd. All rights reserved.

Improved Upper Limits on the Stochastic Gravitational-Wave Background from 2009-2010 LIGO and Virgo Data

Gravitational waves from a variety of sources are predicted to superpose to create a stochastic background. This background is expected to contain unique information from throughout the history of the Universe that is unavailable through standard electromagnetic observations, making its study of fundamental importance to understanding the evolution of the Universe. We carry out a search for the stochastic background with the latest data from the LIGO and Virgo detectors. Consistent with predictions from most stochastic gravitational-wave background models, the data display no evidence of a stochastic gravitational-wave signal. Assuming a gravitational-wave spectrum of Omega(GW)(f) = Omega(alpha)(f/f(ref))(alpha), we place 95% confidence level upper limits on the energy density of the background in each of four frequency bands spanning 41.5-1726 Hz. In the frequency band of 41.5-169.25 Hz for a spectral index of alpha = 0, we constrain the energy density of the stochastic background to be Omega(GW)(f) < 5.6 x 10(-6). For the 600-1000 Hz band, Omega(GW)(f) < 0.14(f/900 Hz)(3), a factor of 2.5 lower than the best previously reported upper limits. We find Omega(GW)(f) < 1.8 x 10(-4) using a spectral index of zero for 170-600 Hz and Omega(GW)(f) < 1.0(f/1300 Hz)(3) for 1000-1726 Hz, bands in which no previous direct limits have been placed. The limits in these four bands are the lowest direct measurements to date on the stochastic background. We discuss the implications of these results in light of the recent claim by the BICEP2 experiment of the possible evidence for inflationary gravitational waves.

Systemic risk in dynamical networks with stochastic failure criterion

Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure -systemic risk- quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold T-h ("solvency" parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller T-h), the smaller the systemic risk -for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p(2) -a condition for the bank to be solvent (active) is stochasticthe- systemic risk decreases with decreasing p(2). We analyse the asset allocation for the U.S. banks. Copyright (C) EPLA, 2014

STOCHASTIC ADDING MACHINE AND 2-DIMENSIONAL JULIA SETS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Undernutrition fetal programming: effects on kidney morphology, renal steroid and angiotensin receptors expression and urinary sodium excretion

Maternal undernutrition affects the foetal development, promoting renal alterations and adult hypertension. The present study investigates, in adult male rats, the effect of food restriction in utero on arterial blood pressure changes (AP), and its possible association with the number of nephrons, renal function and angiotensin II (AT1R/AT2R), glucocorticoid (GR) and mineralocorticoid (MCR) receptors expression. The daily food supply to pregnant rats was measured and one group (n=5) received normal quantity of food (NF) while the other group received 50% of that (FR50) (n=5). The AP was measured weekly. At 16 weeks of life, fractionator’s method was used to estimate glomeruli number in histological slices. The renal function was estimate by creatinine and lithium clearances. Blood and urine samples were collected to biochemical determination of creatinine, sodium, potassium and lithium. At 90th and 23rd days of life, kidneys were also processed to AT1R, AT2R, GR and MCR immunolocalization and for western blotting analysis. FR50 offspring shows a significant reduction in BW (FR50: 5.67 ± 0.16 vs. 6.84 ± 0.13g in NF, P<0.001) and increased AP from 6th to 12nd week (6thwk FR50: 149.1 ± 3.4 vs. 125.1 ± 3.2mmHg in NF, P<0.001and, 12ndwk FR50: 164.4 ± 4.9 vs. 144.0 ± 3.3 mmHg in NF, P=0.02). Expression of AT1R and AT2R were significantly decreased in FR50 (AT1, 59080 ± 2709 vs. 77000 ± 3591 in NF, P=0.05; AT2, 27500 ± 95.50 vs. 67870 ± 1509 in NF, P=0.001) while the expression of GR increased in FR50 (36090 ± 781.5 vs. 4446 ± 364.5 in NF, P=0.0007). The expression of MCR did not change significantly. We also verified a pronounced decrease in fractional urinary sodium excretion in FR50 offspring (0.03 ± 0.02 vs. 0.06 ± 0.04 in NF, p=0.03). This occurred despite unchanged creatinine clearance. The study led us to suggest that fetal undernutrition, with increased fetal exposure... (Complete abstract click electronic access below)

Integrated cutting machine programming and lot sizing in furniture industry

In this paper a mathematical model that combines lot-sizing and cutting-stock problems applied to the furniture industry is presented. The model considers the usual decisions of the lot sizing problems, as well as operational decisions related to the cutting machine programming. Two sets of a priori generated cutting patterns are used, industry cutting patterns and a class of n-group cutting patterns. A strategy to improve the utilization of the cutting machine is also tested. An optimization package was used to solve the model and the computational results, using real data from a furniture factory, show that a small subset of n-group cutting patterns provides good results and that the cutting machine utilization can be improved by the proposed strategy.

Planejamento de reativos em sistemas elétricos de potência multi-área através de modelos estocásticos

Pós-graduação em Engenharia Elétrica - FEIS

Fetal kidney programming by severe food restriction: effects on structure, hormonal receptor expression and urinary sodium excretion in rats

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

Deriving vegetation indices for phenology analysis using genetic programming

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

Transport and dynamical properties for a bouncing ball model with regular and stochastic perturbations

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

Short-term expansion planning of radial electrical distribution systems using mixed-integer linear programming

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Reactive power planning under conditional-value-at-risk assessment using chance-constrained optimisation

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

The use of nonlinear programming as a tool for maximum profit feed formulation of broilers

The purpose of this study was to compare linear and nonlinear programming models for feed formulation, for maximum profit, considering the real variation in the prices of the corn, soybean meal and broilers during the period from January of 2008 to October of 2009, in the São Paulo State, Brazil. For the nonlinear formulation model, it was considered the following scenarios of prices: a) the minimum broiler price and the maximum prices of the corn and soybean meal during the period, b) the mean prices of the broiler, corn and soybean meal in the period and c) the maximum broiler price and the minimum prices of the corn and soybean meal, in the considered period; while for the linear formulation model, it was considered just the prices of the corn and the soybean. It was used the Practical Program for Feed Formulation 2.0 for the diets establishment. A total of 300 Cobb male chicks were randomly assigned to the 4 dietary treatments with 5 replicate pens of 15 chicks each. The birds were fed with a starter diet until 21 d and a grower diet from 22 to 42 d of age, and they had ad libitum access to feed and water, on floor with wood shavings as litter. The broilers were raised in an environmentally-controlled house. Body weight, body weight gain, feed intake, feed conversion ratio and profitability (related to the prices variation of the broilers and ingredients) were obtained at 42 d of age. It was found that the broilers fed with the diet formulated with the linear model presented the lowest feed intake and feed conversion ratio as compared with the broilers fed with diets from nonlinear formulation models. There were no significant differences in body weight and body weight gain among the treatments. Nevertheless, the profitabilities of the diets from the nonlinear model were significantly higher than that one from the linear formulation model, when the corn and soybean meal prices were near or below their average values for the studied period, for any broiler chicken price.

Applications of Linear Programming to Coding Theory

Maximum-likelihood decoding is often the optimal decoding rule one can use, but it is very costly to implement in a general setting. Much effort has therefore been dedicated to find efficient decoding algorithms that either achieve or approximate the error-correcting performance of the maximum-likelihood decoder. This dissertation examines two approaches to this problem. In 2003 Feldman and his collaborators defined the linear programming decoder, which operates by solving a linear programming relaxation of the maximum-likelihood decoding problem. As with many modern decoding algorithms, is possible for the linear programming decoder to output vectors that do not correspond to codewords; such vectors are known as pseudocodewords. In this work, we completely classify the set of linear programming pseudocodewords for the family of cycle codes. For the case of the binary symmetric channel, another approximation of maximum-likelihood decoding was introduced by Omura in 1972. This decoder employs an iterative algorithm whose behavior closely mimics that of the simplex algorithm. We generalize Omura's decoder to operate on any binary-input memoryless channel, thus obtaining a soft-decision decoding algorithm. Further, we prove that the probability of the generalized algorithm returning the maximum-likelihood codeword approaches 1 as the number of iterations goes to infinity.

Stochastic Partial Budgeting: A New Look at an Old Tool

Farm business managers are constantly making adjustments in their businesses for smoother operations and profitability. Many times, these choices involve actions to enhance the financial return of the farm business; while other times these decisions are made out of necessity to minimize the effects of unfavorable conditions or events such as drought or changes in the market conditions. Some of these decisions are relatively simple, requiring making choices among alternatives within an enterprise; while others are complex involving a total overhaul of the business and its enterprises. Alternative choices within an individual enterprise can have a differential impact on farm profitability. Therefore, making the best decision may make the difference between profit or loss for that enterprise. Partial budgeting is very useful in making such changes within an enterprise of a farm.