868 resultados para Lagrangian bounds in optimization problems


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Mathematics Subject Classification: 26A33, 33C60, 44A15

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AMS subject classification: Primary 49J52; secondary: 26A27, 90C48, 47N10.

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Incomplete pairwise comparison matrix was introduced by Harker in 1987 for the case in which the decision maker does not fill in the whole matrix completely due to, e.g., time limitations. However, incomplete matrices occur in a natural way even if the decision maker provides a completely filled in matrix in the end. In each step of the total n(n–1)/2, an incomplete pairwise comparison is given, except for the last one where the matrix turns into complete. Recent results on incomplete matrices make it possible to estimate inconsistency indices CR and CM by the computation of tight lower bounds in each step of the filling in process. Additional information on ordinal inconsistency is also provided. Results can be applied in any decision support system based on pairwise comparison matrices. The decision maker gets an immediate feedback in case of mistypes, possibly causing a high level of inconsistency.

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A címben említett három fogalom a közgazdasági elméletben központi szerepet foglal el. Ezek viszonya elsősorban a közgazdaságtudományi megismerés határait feszegeti. Mit tudunk a gazdasági döntésekről? Milyen információk alapján születnek a döntések? Lehet-e a gazdasági döntéseket „tudományos” alapra helyezni? A bizonytalanság kérdéséről az 1920-as években való megjelenése óta mindent elmondtak. Megvizsgálták a kérdést filozófiailag, matematikailag. Tárgyalták a kérdés számtalan elméleti és gyakorlati aspektusát. Akkor miért kell sokadszorra is foglalkozni a témával? A válasz igen egyszerű: azért, mert a kérdés minden szempontból ténylegesen alapvető, és mindenkor releváns. Úgy hírlik, hogy a római diadalmenetekben a győztes szekerén mindig volt egy rabszolga is, aki folyamatosan figyelmeztette a diadaltól megmámorosodott vezért, hogy ő is csak egy ember, ezt ne feledje el. A gazdasági döntéshozókat hasonló módon újra és újra figyelmeztetni kell arra, hogy a gazdasági döntések a bizonytalanság jegyében születnek. A gazdasági folyamatok megérthetőségének és kontrollálhatóságának van egy igen szoros korlátja. Ezt a korlátot a folyamatok inherens bizonytalansága adja. A gazdasági döntéshozók fülébe folyamatosan duruzsolni kell: ők is csak emberek, és ezért ismereteik igen korlátozottak. A „bátor” döntések során az eredmény bizonytalan, a tévedés azonban bizonyosra vehető. / === / In the article the author presents some remarks on the application of probability theory in financial decision making. From mathematical point of view the risk neutral measures used in finance are some version of separating hyperplanes used in optimization theory and in general equilibrium theory. Therefore they are just formally a probabilities. They interpretation as probabilities are misleading analogies leading to wrong decisions.

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Limited literature regarding parameter estimation of dynamic systems has been identified as the central-most reason for not having parametric bounds in chaotic time series. However, literature suggests that a chaotic system displays a sensitive dependence on initial conditions, and our study reveals that the behavior of chaotic system: is also sensitive to changes in parameter values. Therefore, parameter estimation technique could make it possible to establish parametric bounds on a nonlinear dynamic system underlying a given time series, which in turn can improve predictability. By extracting the relationship between parametric bounds and predictability, we implemented chaos-based models for improving prediction in time series. ^ This study describes work done to establish bounds on a set of unknown parameters. Our research results reveal that by establishing parametric bounds, it is possible to improve the predictability of any time series, although the dynamics or the mathematical model of that series is not known apriori. In our attempt to improve the predictability of various time series, we have established the bounds for a set of unknown parameters. These are: (i) the embedding dimension to unfold a set of observation in the phase space, (ii) the time delay to use for a series, (iii) the number of neighborhood points to use for avoiding detection of false neighborhood and, (iv) the local polynomial to build numerical interpolation functions from one region to another. Using these bounds, we are able to get better predictability in chaotic time series than previously reported. In addition, the developments of this dissertation can establish a theoretical framework to investigate predictability in time series from the system-dynamics point of view. ^ In closing, our procedure significantly reduces the computer resource usage, as the search method is refined and efficient. Finally, the uniqueness of our method lies in its ability to extract chaotic dynamics inherent in non-linear time series by observing its values. ^

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The Ellison Executive Mentoring Inclusive Community Building (ICB) Model is a paradigm for initiating and implementing projects utilizing executives and professionals from a variety of fields and industries, university students, and pre-college students. The model emphasizes adherence to ethical values and promotes inclusiveness in community development. It is a hierarchical model in which actors in each succeeding level of operation serve as mentors to the next. Through a three-step process—content, process, and product—participants must be trained with this mentoring and apprenticeship paradigm in conflict resolution, and they receive sensitivity and diversity training through an interactive and dramatic exposition. ^ The content phase introduces participants to the model's philosophy, ethics, values and methods of operation. The process used to teach and reinforce its precepts is the mentoring and apprenticeship activities and projects in which the participants engage and whose end product demonstrates their knowledge and understanding of the model's concepts. This study sought to ascertain from the participants' perspectives whether the model's mentoring approach is an effective means of fostering inclusiveness, based upon their own experiences in using it. The research utilized a qualitative approach and included data from field observations, individual and group interviews, and written accounts of participants' attitudes. ^ Participants complete ICB projects utilizing The Ellison Model as a method of development and implementation. They generally perceive that the model is a viable tool for dealing with diversity issues whether at work, at school, or at home. The projects are also instructional in that whether participants are mentored or serve as apprentices, they gain useful skills and knowledge about their careers. Since the model is relatively new, there is ample room for research in a variety of areas including organizational studies to determine its effectiveness in combating problems related to various kinds of discrimination. ^

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Women writers in the nineteenth century were often underestimated and in some cases completely ignored. At the end of that century, a considerable group of Peruvian women writers had a significant influence in the development of Lima's cultural life. Either together in the “veladas literarias” or individually in their own work, they showed a common interest in women's concerns and especially in the problems regarding women education or, better to say, the lack of it. Although frequently these writers just followed the paths men have marked for them, they often tried to find their own ways of expression in their works. ^ This dissertation examined the cultural life in Lima at the end of the century and concentrated in one of these writers, Mercedes Cabello de Carbonera (1845–1909), whose work was analyzed from a feminist point of view. American critics had been chosen for the analysis and especially the feminist theories of Sandra Gilbert, Susan Gubar and Elaine Showalter. They were applied to three of Cabello de Carbonera's novels: Sacrificio y recompensa, Las consecuencias and Blanca Sol. ^ The study attempted to prove how often women opinions were distorted by the male tradition and how they tried a different way of expression through the metaphors and symbols referring to the state of repression women were in. Beneath the surface of their work lies a determined feminine consciousness. ^

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The present study pursued two objectives in the context of a randomized clinical trial of cognitive-behavioral therapy with parent (CBT/P) and group (GCBT) involvement. The first objective was to examine the variability in treatment outcome. There were three specific aims within the first objective, to evaluate: (1) youth characteristics (age, depressive, and externalizing disorders) as moderators of treatment outcome; (2) the differential outcome of the treatment approaches as a function of youth characteristics; and (3) the relative efficacy of the treatment approaches at each level of the moderators. ^ The second objective was to evaluate the efficacy of anxiety treatments along secondary depressive symptoms and externalizing behaviors. There were five specific aims within the second objective, to evaluate: (1) whether anxiety treatment yields reductions in secondary problems, (2) the efficacy of anxiety treatments in reducing secondary problems as a function of approach and youth characteristics, (3) whether reductions in anxiety symptoms significantly mediate changes in secondary problems, (4) the directionality of change in the hypothesized mediated relations, and (5) whether the hypothesized mediated relations are moderated by treatment approach and youth characteristics. The specific aims were pursued using data collected from 183 youth and their mothers. Research questions were tested using multiple regressions and structural equation modeling. ^ Age, depressive, and externalizing disorders were significant moderators. CBT/P relative to GCBT lowered anxiety more for younger than older youth. GCBT relative to CBT/P lowered anxiety more for older than younger youth. GCBT relative to CBT/P lowered anxiety more for depressed youth than non-depressed youth. GCBT relative to CBT/P lowered anxiety less for externalizing youth than non-externalizing youth. Treatment reduced depressive symptoms and externalizing problem behaviors. Reductions in anxiety mediated changes in depressive symptoms and externalizing problem behaviors. Reversed directionality was found in the relation between social anxiety and depressive symptoms. In CBT/P the direction of change was from depressive to social anxiety. The opposite was true in GCBT. Reductions in social anxiety mediated posttreatment changes in depressive symptoms in GCBT but not CBT/P. The reverse was true at follow-up. Reductions in social anxiety mediated changes in depressive symptoms for girls but not boys.^

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The Ellison Executive Mentoring Inclusive Community Building (ICB) Model is a paradigm for initiating and implementing projects utilizing executives and professionals from a variety of fields and industries, university students, and pre-college students. The model emphasizes adherence to ethical values and promotes inclusiveness in community development. It is a hierarchical model in which actors in each succeeding level of operation serve as mentors to the next. Through a three-step process--content, process, and product--participants must be trained with this mentoring and apprenticeship paradigm in conflict resolution, and they receive sensitivitiy and diversity training, through an interactive and dramatic exposition. The content phase introduces participants to the model's philosophy, ethics, values and methods of operation. The process used to teach and reinforce its precepts is the mentoring and apprenticeship activities and projects in which the participants engage and whose end product demontrates their knowledge and understanding of the model's concepts. This study sought to ascertain from the participants' perspectives whether the model's mentoring approach is an effective means of fostering inclusiveness, based upon their own experiences in using it. The research utilized a qualitative approach and included data from field observations, individual and group interviews, and written accounts of participants' attitudes. Participants complete ICB projects utilizing the Ellison Model as a method of development and implementation. They generally perceive that the model is a viable tool for dealing with diversity issues whether at work, at school, or at home. The projects are also instructional in that whether participants are mentored or seve as apprentices, they gain useful skills and knowledge about their careers. Since the model is relatively new, there is ample room for research in a variety of areas including organizational studies to dertmine its effectiveness in combating problems related to various kinds of discrimination.

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The great amount of data generated as the result of the automation and process supervision in industry implies in two problems: a big demand of storage in discs and the difficulty in streaming this data through a telecommunications link. The lossy data compression algorithms were born in the 90’s with the goal of solving these problems and, by consequence, industries started to use those algorithms in industrial supervision systems to compress data in real time. These algorithms were projected to eliminate redundant and undesired information in a efficient and simple way. However, those algorithms parameters must be set for each process variable, becoming impracticable to configure this parameters for each variable in case of systems that monitor thousands of them. In that context, this paper propose the algorithm Adaptive Swinging Door Trending that consists in a adaptation of the Swinging Door Trending, as this main parameters are adjusted dynamically by the analysis of the signal tendencies in real time. It’s also proposed a comparative analysis of performance in lossy data compression algorithms applied on time series process variables and dynamometer cards. The algorithms used to compare were the piecewise linear and the transforms.

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The classifier support vector machine is used in several problems in various areas of knowledge. Basically the method used in this classier is to end the hyperplane that maximizes the distance between the groups, to increase the generalization of the classifier. In this work, we treated some problems of binary classification of data obtained by electroencephalography (EEG) and electromyography (EMG) using Support Vector Machine with some complementary techniques, such as: Principal Component Analysis to identify the active regions of the brain, the periodogram method which is obtained by Fourier analysis to help discriminate between groups and Simple Moving Average to eliminate some of the existing noise in the data. It was developed two functions in the software R, for the realization of training tasks and classification. Also, it was proposed two weights systems and a summarized measure to help on deciding in classification of groups. The application of these techniques, weights and the summarized measure in the classier, showed quite satisfactory results, where the best results were an average rate of 95.31% to visual stimuli data, 100% of correct classification for epilepsy data and rates of 91.22% and 96.89% to object motion data for two subjects.

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At present, when the influence of human economic activity is progressively increasing, significant attention is devoted to the state of water ecosystems. All researchers engaged in these problems agree that the state of the water system (pollution and eutrophication) can only be estimated on the basis of long-term researches. Systemic monitoring (at least once per month) of ionic components (Ca2+, Mg2+, Na+, K+, bicarbonates, sulfates, and chlorides) in unfiltered water of Lake Baikal and its tributaries had been carried out under the supervision of Votintsev since 1947. Based on the analysis of systematic data on trophic components obtained during 1965-2005, we tried to estimate the present-day trophic status of the pelagic zone in the lake, define the trend of long-term changes of trophic components and understand the reasons of the distortion of cyclicity in the development of spring diatom algae, which create a favorable environment in any water basin. It should be noted that the station near Cape Polovinnyi is located 20 km away from the town of Baikal'sk. Wastewaters of the Baikal'sk pulp and paper mill is the main source of dioxins and furans in Baikal. Based on the significant difference between sulfate contents in wastewaters of the plant (>300 mg/l), tributaries of Baikal (7.5 mg/l), and waters in the southern part of the lake (3.9 mg/l), we defined the following periods: (i) period of natural seasonal patterns until 1967-1968 (prior to putting the Baikal'sk Mill into operation; (ii) period of weak anthropogenic pollution (1969-1985); and (iii) period of strong anthropogenic pollution since 1986.

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Objetivos: Analisar as caraterísticas sociodemográficas e das redes sociais pessoais dos idosos de acordo com a composição das redes centrada na família. Metodologia: Para caraterizar as redes sociais pessoais utilizámos o Instrumento de Análise da Rede Social e Pessoal – Idosos (IARSP-idosos) (Guadalupe, 2010; Guadalupe e Vicente, 2012) e um questionário para descrever sociodemograficamente a amostra. Participantes: A amostra é constituída por 567 idosos (M = 75,53 anos), com predominância do sexo feminino (64,1%). A maioria é casada (53,8%) e detém a 4ª classe (51,3%). Os participantes, na sua maioria, têm filhos (87,8%) e não vivem sós (79,4%). Resultados: As redes são compostas em média por 8 elementos, dominadas por laços familiares (M = 76,90%). São redes coesas, com relações interpessoais duradouras, com pouca dispersão geográfica e elevada frequência de contactos. O apoio percebido nas redes é sobretudo emocional e informativo. Quanto à sua composição, 43,7% dos idosos têm uma rede exclusivamente familiar, 53,4% redes com família e outros campos relacionais e apenas 2,8% apresentam redes sem família. Os idosos com 76-85 anos, casados e com agregado familiar numeroso têm maior probabilidade de pertencer a redes exclusivamente familiares. Os idosos mais jovens e divorciados tendem a pertencer a redes mais diversificadas, enquanto as mulheres e os indivíduos solteiros e sem filhos têm maior probabilidade de não ter laços familiares nas suas redes, compensando a sua ausência com relações de amizade e de vizinhança. As redes exclusivamente familiares estão associadas a maior perceção de apoio emocional, material e instrumental, companhia social e reciprocidade de apoio. As redes com família e outras composições caraterizam-se por ter mais elementos e uma maior dispersão geográfica. As redes sem família são as mais reduzidas e são normalmente homogéneas para o género feminino e a nível etário, no grupo idoso. Conclusões: Fica patente o papel central das famílias nas redes e no apoio informal. Contudo, será essencial potenciar a diversificação e manutenção dos vínculos promovendo o acesso a novos contactos ao longo de todo o ciclo vital, de forma a garantir uma rede social pessoal diversificada e efetiva, em vínculos e recursos, que complemente as necessidades e favoreça o bem-estar da pessoa idosa. / Objectives: To analyze the sociodemographical and personal social networks characteristics of the elderly according to the composition of the networks centered on the families. Methodology: For characterizing the personal social networks we used the Instrumento de Análise da Rede Social Pessoal (IARSP-Idosos) (Guadalupe, 2010; Guadalupe e Vicente, 2012) and for sociodemographic characteristics we used a questionnaire. Participants: The sample consisted of 567 elderly (M = 75.53 years), mainly female (64.1%). The majority are married (53.8%) and have the 4th grade (51,3%). Overall the participants have offspring (87.8%) and do not live alone (79.4%). Results: On average, the networks have 8 elements, mostly relatives (M = 76.90%). The networks are cohesive, long-lasting, have a low geographical spread and we observed a high frequency of contacts. The networks provide mostly emotional (M = 2.64) and informative support (M = 2.37). Regarding its composition, 43.7% of the elderly have an exclusively family network, 53.4% have networks with family members and other relational fields and only 2.8% have no relatives in their networks. The elderly whose age is between 76-85 years, married and with a large household are more likely to belong to exclusively family networks. Younger and divorced elderly tend to belong to more diverse networks, as women and individuals unmarried and without offspring are more likely to do not have family bounds in their networks, with a higher proportion of friends and neighbors. Exclusively family networks are associated with greater perception of emotional, material and instrumental support, social company and reciprocal support. Networks with family and other fields are characterized by having more elements and a greater geographical spread. The social networks without family are smaller and are usually homogeneous for female gender and age, in the elderly group. Conclusions: The role of families in providing informational support is clear. However, it will be essential to enhance the diversification and maintain ties that promote access to new contacts throughout our entire life, to ensure a diversified social network that will be effective in bonds and resources that complement the needs and encourages the well-being of the elderly.

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An extensive literature exists on the problems of daily (shift) and weekly (tour) labor scheduling. In representing requirements for employees in these problems, researchers have used formulations based either on the model of Dantzig (1954) or on the model of Keith (1979). We show that both formulations have weakness in environments where management knows, or can attempt to identify, how different levels of customer service affect profits. These weaknesses results in lower-than-necessary profits. This paper presents a New Formulation of the daily and weekly Labor Scheduling Problems (NFLSP) designed to overcome the limitations of earlier models. NFLSP incorporates information on how changing the number of employees working in each planning period affects profits. NFLP uses this information during the development of the schedule to identify the number of employees who, ideally, should be working in each period. In an extensive simulation of 1,152 service environments, NFLSP outperformed the formulations of Dantzig (1954) and Keith (1979) at a level of significance of 0.001. Assuming year-round operations and an hourly wage, including benefits, of $6.00, NFLSP's schedules were $96,046 (2.2%) and $24,648 (0.6%) more profitable, on average, than schedules developed using the formulations of Danzig (1954) and Keith (1979), respectively. Although the average percentage gain over Keith's model was fairly small, it could be much larger in some real cases with different parameters. In 73 and 100 percent of the cases we simulated NFLSP yielded a higher profit than the models of Keith (1979) and Danzig (1954), respectively.

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Les jeux de policiers et voleurs sont étudiés depuis une trentaine d’années en informatique et en mathématiques. Comme dans les jeux de poursuite en général, des poursuivants (les policiers) cherchent à capturer des évadés (les voleurs), cependant ici les joueurs agissent tour à tour et sont contraints de se déplacer sur une structure discrète. On suppose toujours que les joueurs connaissent les positions exactes de leurs opposants, autrement dit le jeu se déroule à information parfaite. La première définition d’un jeu de policiers-voleurs remonte à celle de Nowakowski et Winkler [39] et, indépendamment, Quilliot [46]. Cette première définition présente un jeu opposant un seul policier et un seul voleur avec des contraintes sur leurs vitesses de déplacement. Des extensions furent graduellement proposées telles que l’ajout de policiers et l’augmentation des vitesses de mouvement. En 2014, Bonato et MacGillivray [6] proposèrent une généralisation des jeux de policiers-voleurs pour permettre l’étude de ceux-ci dans leur globalité. Cependant, leur modèle ne couvre aucunement les jeux possédant des composantes stochastiques tels que ceux dans lesquels les voleurs peuvent bouger de manière aléatoire. Dans ce mémoire est donc présenté un nouveau modèle incluant des aspects stochastiques. En second lieu, on présente dans ce mémoire une application concrète de l’utilisation de ces jeux sous la forme d’une méthode de résolution d’un problème provenant de la théorie de la recherche. Alors que les jeux de policiers et voleurs utilisent l’hypothèse de l’information parfaite, les problèmes de recherches ne peuvent faire cette supposition. Il appert cependant que le jeu de policiers et voleurs peut être analysé comme une relaxation de contraintes d’un problème de recherche. Ce nouvel angle de vue est exploité pour la conception d’une borne supérieure sur la fonction objectif d’un problème de recherche pouvant être mise à contribution dans une méthode dite de branch and bound.