Filters method in direct search optimization, new measures to admissibility

Constrained nonlinear optimization problems are usually solved using penalty or barrier methods combined with unconstrained optimization methods. Another alternative used to solve constrained nonlinear optimization problems is the lters method. Filters method, introduced by Fletcher and Ley er in 2002, have been widely used in several areas of constrained nonlinear optimization. These methods treat optimization problem as bi-objective attempts to minimize the objective function and a continuous function that aggregates the constraint violation functions. Audet and Dennis have presented the rst lters method for derivative-free nonlinear programming, based on pattern search methods. Motivated by this work we have de- veloped a new direct search method, based on simplex methods, for general constrained optimization, that combines the features of the simplex method and lters method. This work presents a new variant of these methods which combines the lters method with other direct search methods and are proposed some alternatives to aggregate the constraint violation functions.

Scaling law in Saddle-node bifurcations for one-dimensional maps: A complex variable approach

The study of transient dynamical phenomena near bifurcation thresholds has attracted the interest of many researchers due to the relevance of bifurcations in different physical or biological systems. In the context of saddle-node bifurcations, where two or more fixed points collide annihilating each other, it is known that the dynamics can suffer the so-called delayed transition. This phenomenon emerges when the system spends a lot of time before reaching the remaining stable equilibrium, found after the bifurcation, because of the presence of a saddle-remnant in phase space. Some works have analytically tackled this phenomenon, especially in time-continuous dynamical systems, showing that the time delay, tau, scales according to an inverse square-root power law, tau similar to (mu-mu (c) )(-1/2), as the bifurcation parameter mu, is driven further away from its critical value, mu (c) . In this work, we first characterize analytically this scaling law using complex variable techniques for a family of one-dimensional maps, called the normal form for the saddle-node bifurcation. We then apply our general analytic results to a single-species ecological model with harvesting given by a unimodal map, characterizing the delayed transition and the scaling law arising due to the constant of harvesting. For both analyzed systems, we show that the numerical results are in perfect agreement with the analytical solutions we are providing. The procedure presented in this work can be used to characterize the scaling laws of one-dimensional discrete dynamical systems with saddle-node bifurcations.

GLODS: Global and Local Optimization using Direct Search

Locating and identifying points as global minimizers is, in general, a hard and time-consuming task. Difficulties increase in the impossibility of using the derivatives of the functions defining the problem. In this work, we propose a new class of methods suited for global derivative-free constrained optimization. Using direct search of directional type, the algorithm alternates between a search step, where potentially good regions are located, and a poll step where the previously located promising regions are explored. This exploitation is made through the launching of several instances of directional direct searches, one in each of the regions of interest. Differently from a simple multistart strategy, direct searches will merge when sufficiently close. The goal is to end with as many direct searches as the number of local minimizers, which would easily allow locating the global extreme value. We describe the algorithmic structure considered, present the corresponding convergence analysis and report numerical results, showing that the proposed method is competitive with currently commonly used global derivative-free optimization solvers.

Multiple sequence alignment correction using constraints

Trabalho apresentado no âmbito do European Master in Computational Logics, como requisito parcial para obtenção do grau de Mestre em Computational Logics

Constraint reasoning with local search for continuous optimization

Optimization is a very important field for getting the best possible value for the optimization function. Continuous optimization is optimization over real intervals. There are many global and local search techniques. Global search techniques try to get the global optima of the optimization problem. However, local search techniques are used more since they try to find a local minimal solution within an area of the search space. In Continuous Constraint Satisfaction Problems (CCSP)s, constraints are viewed as relations between variables, and the computations are supported by interval analysis. The continuous constraint programming framework provides branch-and-prune algorithms for covering sets of solutions for the constraints with sets of interval boxes which are the Cartesian product of intervals. These algorithms begin with an initial crude cover of the feasible space (the Cartesian product of the initial variable domains) which is recursively refined by interleaving pruning and branching steps until a stopping criterion is satisfied. In this work, we try to find a convenient way to use the advantages in CCSP branchand- prune with local search of global optimization applied locally over each pruned branch of the CCSP. We apply local search techniques of continuous optimization over the pruned boxes outputted by the CCSP techniques. We mainly use steepest descent technique with different characteristics such as penalty calculation and step length. We implement two main different local search algorithms. We use “Procure”, which is a constraint reasoning and global optimization framework, to implement our techniques, then we produce and introduce our results over a set of benchmarks.

Social capital : Social capital and psychological sense of community in the neighborhood - Predicting and preventing

Dissertação de Mestrado apresentada ao ISPA - Instituto Universitário

Potencial asociación entre tumores salivales, mamarios y prostáticos:búsqueda de biomarcadores e indicadores de riesgo. Potential association between salivary, mammary and prostate tumors: search for biomarkers and risk indicators.

Existiría asociación en el desarrollo de tumores salivales, mamarios y prostáticos que debería alertar en el seguimiento de esos pacientes. Por ello, resulta indispensable la búsqueda de biomarcadores específicos a fin de diagnosticar precozmente un segundo tumor primario o una lesión metastásica.La relación dieta-cáncer es aún controvertida y poco estudiada en humanos. La influencia de ciertos compuestos dietarios sobre la tumorigénesis de diversos órganos lleva a plantear que el estado nutricional de un individuo puede ser un indicador de riesgo de desarrollar dicha enfermedad.Se trabajará con sujetos de ambos sexos que presenten diagnóstico reciente de tumores salivales, mamarios y prostáticos, sin tratamiento previo y proveniente de los hospitales Privado y Córdoba. El grupo control estará constituído por sujetos con características similares a las de los casos, aunque sin diagnóstico de tumores. El número previsto es de 20 casos por cada tipo de tumor -entre benignos y malignos- y 80 controles (relación 1:2, respectivamente) por año de trabajo.Para recolectar los datos se empleará una encuesta de frecuenvia alimentaria cuali-cuantitativa, además de una historia clínica. En muestras de saliva y sangre se analizarán biomarcadores tumorales como CEA, CA 15-3 y PSA y se identificarán y cuantificarán lípidos totales y ácidos grasos. En tejido tumoral se cuantificarán lípidos y marcadores tumorales.

Efectos de Territorio y Estrategias Familiares de Reproducción Social. El caso del Barrio Las playas de la ciudad de Villa María - Córdoba. Effects of Land and family strategies of social reproduction. The case of the neighborhood ´Las Playas´ in the city of Villa María - Córdoba.

Nuestro proyecto plantea analizar los recursos materiales y simbólicos que ponen en juego las familias pobres, en el marco de su reproducción social, a fin de evaluar en qué medida sus estrategias contribuyen a superar o reproducir las condiciones de pobreza hipotetizando que las prácticas sociales de las agentes en situación de pobreza, incluyen limitaciones conformadas por la estructura patrimonial disponible, como potencialidades inscriptas en la trayectoria colectiva y el estado de los instrumentos de reproducción del barrio, considerado como parte del sistema de estrategias de reproducción de sus unidades domésticas. En ese sentido la comprensión de las estrategias materiales y simbólicas que ponen en juego las familias pobres, nos ofrecerá una comprensión acabada de la problemática en cuestión a los efectos de lograr una incidencia mayor a la hora de la implementación de políticas públicas destinadas a este grupo poblacional, y grupos poblacionales similares. La inteligibilidad de este escenario social, puede ser aprehendida fundamentalmente, desde las posibilidades abiertas por las herramientas de tipo cualitativas, sin embargo la metodología utilizada en este proyecto de investigación considera la triangulación de inter-metodológica como recurso fundamental a fin de dar cuenta tanto de la dimensión explicativa como comprensiva de los problemas sociales a estudiar. La muestra es teórica intencional, sus alcances se definen por criterio de saturación teórica. Unidades de recolección: unidades familiares en situación de pobreza que viven en el barrio Las Playas, instituciones formales y no formales que conforman los instrumentos de reproducción social. En el trabajo de campo se profundizarán las estrategias de: 1- Observación a partir de la construcción de guías para la mayor precisión de un registro de tipo etnográfico; 2- Entrevistas semi-estructuradas y abiertas a diferentes familias del barrio seleccionadas a partir de la técnica denominada "Bola de Nieve" la cual provee un alcance exhaustivo en el territorio determinado; 3- Entrevista a informantes clave relacionados con ONGs e Instituciones Estatales actuantes en el barrio, referentes barriales y sindicales, punteros políticos, etc. Los datos obtenidos en el trabajo de campo deben relevar información que garantice el registro de las diversas miradas de los participantes y controlar la diferenciación entre los datos originales y las propias interpretaciones (Mendizábal, 2006). por lo cual la triangulación inter-metodológica, posibilitará articular reflexivamente los resultados cuantitavos y cualitativos. Se prevé la transferencia de resultados a través de publicaciones individuales o colectivas sobre los resultados obtenidos así como la presentación preliminar de los mismos en congresos y conferencias. Asimismo, se organizarán seminarios con los sectores de la sociedad civil que se trabaje en los que se espera discutir los resultados obtenidos.

Estimation of dynamic latent variable models using simulated nonparametric moments

Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Since conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. Monte Carlo results show that the estimator performs well in comparison to other estimators that have been proposed for estimation of general DLV models.

Experimental investigation of transient natural convection cooling of high prandtl number fluid with variable viscosity

Report for the scientific sojourn at the James Cook University, Australia, between June to December 2007. Free convection in enclosed spaces is found widely in natural and industrial systems. It is a topic of primary interest because in many systems it provides the largest resistance to the heat transfer in comparison with other heat transfer modes. In such systems the convection is driven by a density gradient within the fluid, which, usually, is produced by a temperature difference between the fluid and surrounding walls. In the oil industry, the oil, which has High Prandtl, usually is stored and transported in large tanks at temperatures high enough to keep its viscosity and, thus the pumping requirements, to a reasonable level. A temperature difference between the fluid and the walls of the container may give rise to the unsteady buoyancy force and hence the unsteady natural convection. In the initial period of cooling the natural convection regime dominates over the conduction contribution. As the oil cools down it typically becomes more viscous and this increase of viscosity inhibits the convection. At this point the oil viscosity becomes very large and unloading of the tank becomes very difficult. For this reason it is of primary interest to be able to predict the cooling rate of the oil. The general objective of this work is to develop and validate a simulation tool able to predict the cooling rates of high Prandtl fluid considering the variable viscosity effects.

What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care

This paper develops stochastic search variable selection (SSVS) for zero-inflated count models which are commonly used in health economics. This allows for either model averaging or model selection in situations with many potential regressors. The proposed techniques are applied to a data set from Germany considering the demand for health care. A package for the free statistical software environment R is provided.

Female residents experiencing medical errors in general internal medicine: a qualitative study.

BACKGROUND: Doctors, especially doctors-in-training such as residents, make errors. They have to face the consequences even though today's approach to errors emphasizes systemic factors. Doctors' individual characteristics play a role in how medical errors are experienced and dealt with. The role of gender has previously been examined in a few quantitative studies that have yielded conflicting results. In the present study, we sought to qualitatively explore the experience of female residents with respect to medical errors. In particular, we explored the coping mechanisms displayed after an error. This study took place in the internal medicine department of a Swiss university hospital. METHODS: Within a phenomenological framework, semi-structured interviews were conducted with eight female residents in general internal medicine. All interviews were audiotaped, fully transcribed, and thereafter analyzed. RESULTS: Seven main themes emerged from the interviews: (1) A perception that there is an insufficient culture of safety and error; (2) The perceived main causes of errors, which included fatigue, work overload, inadequate level of competences in relation to assigned tasks, and dysfunctional communication; (3) Negative feelings in response to errors, which included different forms of psychological distress; (4) Variable attitudes of the hierarchy toward residents involved in an error; (5) Talking about the error, as the core coping mechanism; (6) Defensive and constructive attitudes toward one's own errors; and (7) Gender-specific experiences in relation to errors. Such experiences consisted in (a) perceptions that male residents were more confident and therefore less affected by errors than their female counterparts and (b) perceptions that sexist attitudes among male supervisors can occur and worsen an already painful experience. CONCLUSIONS: This study offers an in-depth account of how female residents specifically experience and cope with medical errors. Our interviews with female residents convey the sense that gender possibly influences the experience with errors, including the kind of coping mechanisms displayed. However, we acknowledge that the lack of a direct comparison between female and male participants represents a limitation while aiming to explore the role of gender.

Meeting technologies and optimal trading mechanisms in competitive search markets

In a market in which sellers compete by posting mechanisms, we study how the properties of the meeting technology affect the mechanism that sellers select. In general, sellers have incentive to use mechanisms that are socially efficient. In our environment, sellers achieve this by posting an auction with a reserve price equal to their own valuation, along with a transfer that is paid by (or to) all buyers with whom the seller meets. However, we define a novel condition on meeting technologies, which we call “invariance,” and show that the transfer is equal to zero if and only if the meeting technology satisfies this condition.

Estimation of dynamic latent variable models using simulated nonparametric moments

Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Because conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. It is shown that as the number of simulations diverges, the estimator is consistent and a higher-order expansion reveals the stochastic difference between the infeasible GMM estimator based on the same moment conditions and the simulated version. In particular, we show how to adjust standard errors to account for the simulations. Monte Carlo results show how the estimator may be applied to a range of dynamic latent variable (DLV) models, and that it performs well in comparison to several other estimators that have been proposed for DLV models.

Line search multilevel optimization as computational methods for dense optical flow

We evaluate the performance of different optimization techniques developed in the context of optical flowcomputation with different variational models. In particular, based on truncated Newton methods (TN) that have been an effective approach for large-scale unconstrained optimization, we develop the use of efficient multilevel schemes for computing the optical flow. More precisely, we evaluate the performance of a standard unidirectional multilevel algorithm - called multiresolution optimization (MR/OPT), to a bidrectional multilevel algorithm - called full multigrid optimization (FMG/OPT). The FMG/OPT algorithm treats the coarse grid correction as an optimization search direction and eventually scales it using a line search. Experimental results on different image sequences using four models of optical flow computation show that the FMG/OPT algorithm outperforms both the TN and MR/OPT algorithms in terms of the computational work and the quality of the optical flow estimation.