The random barrier-crossing problem

This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.

Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming

This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.

Scatter search for a real-life heterogeneous fleet vehicle routing problem with time windows and split deliveries in Brazil

In this paper, we consider a real-life heterogeneous fleet vehicle routing problem with time windows and split deliveries that occurs in a major Brazilian retail group. A single depot attends 519 stores of the group distributed in 11 Brazilian states. To find good solutions to this problem, we propose heuristics as initial solutions and a scatter search (SS) approach. Next, the produced solutions are compared with the routes actually covered by the company. Our results show that the total distribution cost can be reduced significantly when such methods are used. Experimental testing with benchmark instances is used to assess the merit of our proposed procedure. (C) 2008 Published by Elsevier B.V.

Ciratefi: An RST-invariant template matching with extension to color images

Template matching is a technique widely used for finding patterns in digital images. A good template matching should be able to detect template instances that have undergone geometric transformations. In this paper, we proposed a grayscale template matching algorithm named Ciratefi, invariant to rotation, scale, translation, brightness and contrast and its extension to color images. We introduce CSSIM (color structural similarity) for comparing the similarity of two color image patches and use it in our algorithm. We also describe a scheme to determine automatically the appropriate parameters of our algorithm and use pyramidal structure to improve the scale invariance. We conducted several experiments to compare grayscale and color Ciratefis with SIFT, C-color-SIFT and EasyMatch algorithms in many different situations. The results attest that grayscale and color Ciratefis are more accurate than the compared algorithms and that color-Ciratefi outperforms grayscale Ciratefi most of the time. However, Ciratefi is slower than the other algorithms.

Rotation-discriminating template matching based on Fourier coefficients of radial projections with robustness to scaling and partial occlusion

We consider brightness/contrast-invariant and rotation-discriminating template matching that searches an image to analyze A for a query image Q We propose to use the complex coefficients of the discrete Fourier transform of the radial projections to compute new rotation-invariant local features. These coefficients can be efficiently obtained via FFT. We classify templates in ""stable"" and ""unstable"" ones and argue that any local feature-based template matching may fail to find unstable templates. We extract several stable sub-templates of Q and find them in A by comparing the features. The matchings of the sub-templates are combined using the Hough transform. As the features of A are computed only once, the algorithm can find quickly many different sub-templates in A, and it is Suitable for finding many query images in A, multi-scale searching and partial occlusion-robust template matching. (C) 2009 Elsevier Ltd. All rights reserved.

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

New simple and efficient heuristics for the uncapacitated single allocation hub location problem

Hub-and-spoke networks are widely studied in the area of location theory. They arise in several contexts, including passenger airlines, postal and parcel delivery, and computer and telecommunication networks. Hub location problems usually involve three simultaneous decisions to be made: the optimal number of hub nodes, their locations and the allocation of the non-hub nodes to the hubs. In the uncapacitated single allocation hub location problem (USAHLP) hub nodes have no capacity constraints and non-hub nodes must be assigned to only one hub. In this paper, we propose three variants of a simple and efficient multi-start tabu search heuristic as well as a two-stage integrated tabu search heuristic to solve this problem. With multi-start heuristics, several different initial solutions are constructed and then improved by tabu search, while in the two-stage integrated heuristic tabu search is applied to improve both the locational and allocational part of the problem. Computational experiments using typical benchmark problems (Civil Aeronautics Board (CAB) and Australian Post (AP) data sets) as well as new and modified instances show that our approaches consistently return the optimal or best-known results in very short CPU times, thus allowing the possibility of efficiently solving larger instances of the USAHLP than those found in the literature. We also report the integer optimal solutions for all 80 CAB data set instances and the 12 AP instances up to 100 nodes, as well as for the corresponding new generated AP instances with reduced fixed costs. Published by Elsevier Ltd.

The single machine earliness and tardiness scheduling problem: lower bounds and a branch-and-bound algorithm

This paper addresses the single machine scheduling problem with a common due date aiming to minimize earliness and tardiness penalties. Due to its complexity, most of the previous studies in the literature deal with this problem using heuristics and metaheuristics approaches. With the intention of contributing to the study of this problem, a branch-and-bound algorithm is proposed. Lower bounds and pruning rules that exploit properties of the problem are introduced. The proposed approach is examined through a computational comparative study with 280 problems involving different due date scenarios. In addition, the values of optimal solutions for small problems from a known benchmark are provided.

The potential for increasing rubber production by matching tapping intensity to leaf area index

Understanding resource capture can help design appropriate species combinations, planting designs and management. Leaf area index (LAI) and its longevity are the most important factors defining dry matter production and thus growth and productivity. The ecophysiological modifications and yield of rubber (Hevea spp.) in an agroforestry system (AFS) with beans (Phaseolus vulgaris L.) were studied. The experiment was established in Southeast-Brazil, with three rubber cultivars: IAN 3087, RRIM 600 and RRIM 527. The AFS comprised double rows of rubber trees along with beans sown in autumn and winter seasons in 1999. There was about 50% higher rubber yield per tree in the AFS than the rubber monoculture. Trees within the AFS responded to higher solar radiation availability with higher LAI and total foliage area, allowing its greater interception. All three cultivars had higher LAI in the AFS than monoculture, reaching maximum values in the AFS between April and May of 3.17 for RRIM 527; 2.83 for RRIM 600 and 2.28 for IAN 3087. The maximum LAI values for monocrop rubber trees were: 2.65, 2.62 and 1.99, respectively, for each cultivar. Rubber production and LAI were positively correlated in both the AFS and monoculture but leaf fall of rubber trees in the AFS was delayed and total phytomass was larger. It is suggested that trees in the AFS were under exploited and could yield more without compromising their life cycle if the tapping system was intensified. This shows how knowledge of LAI can be used to manage tapping intensity in the field, leading to higher rubber yield.

A matching pursuit-based signal complexity measure for the analysis of newborn EEG

This paper presents a new relative measure of signal complexity, referred to here as relative structural complexity, which is based on the matching pursuit (MP) decomposition. By relative, we refer to the fact that this new measure is highly dependent on the decomposition dictionary used by MP. The structural part of the definition points to the fact that this new measure is related to the structure, or composition, of the signal under analysis. After a formal definition, the proposed relative structural complexity measure is used in the analysis of newborn EEG. To do this, firstly, a time-frequency (TF) decomposition dictionary is specifically designed to compactly represent the newborn EEG seizure state using MP. We then show, through the analysis of synthetic and real newborn EEG data, that the relative structural complexity measure can indicate changes in EEG structure as it transitions between the two EEG states; namely seizure and background (non-seizure).

Least energy solutions of a critical Neumann problem with a weight

We investigate the effect of the coefficient of the critical nonlinearity for the Neumann problem on the existence of least energy solutions. As a by-product we establish a Sobolev inequality with interior norm.

What is the Problem of Ad Hoc Hypotheses?

The received view of an ad hoc hypothesis is that it accounts for only the observation(s) it was designed to account for, and so non-adhocness is generally held to be necessary or important for an introduced hypothesis or modification to a theory. Attempts by Popper and several others to convincingly explicate this view, however, prove to be unsuccessful or of doubtful value, and familiar and firmer criteria for evaluating the hypotheses or modified theories so classified are characteristically available. These points are obscured largely because the received view fails to adequately separate psychology from methodology or to recognise ambiguities in the use of 'ad hoc'.

Watkins and the Pragmatic Problem of Induction

Watkins proposes a neo-Popperian solution to the pragmatic problem of induction. He asserts that evidence can be used non-inductively to prefer the principle that corroboration is more successful over all human history than that, say, counter-corroboration is more successful either over this same period or in the future. Watkins's argument for rejecting the first counter-corroborationist alternative is beside the point. However, as whatever is the best strategy over all human history is irrelevant to the pragmatic problem of induction since we are not required to act in the past, and his argument for rejecting the second presupposes induction.