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.

Computabilidade no espaço dos intervalos reais: um modelo BSS intervalar

A matemática intervalar é uma teoria matemática originada na década de 60 com o objetivo de responder questões de exatidão e eficiência que surgem na prática da computação científica e na resolução de problemas numéricos. As abordagens clássicas para teoria da computabilidade tratam com problemas discretos (por exemplo, sobre os números naturais, números inteiros, strings sobre um alfabeto finito, grafos, etc.). No entanto, campos da matemática pura e aplicada tratam com problemas envolvendo números reais e números complexos. Isto acontece, por exemplo, em análise numérica, sistemas dinâmicos, geometria computacional e teoria da otimização. Assim, uma abordagem computacional para problemas contínuos é desejável, ou ainda necessária, para tratar formalmente com computações analógicas e computações científicas em geral. Na literatura existem diferentes abordagens para a computabilidade nos números reais, mas, uma importante diferença entre estas abordagens está na maneira como é representado o número real. Existem basicamente duas linhas de estudo da computabilidade no contínuo. Na primeira delas uma aproximação da saída com precisão arbitrária é computada a partir de uma aproximação razoável da entrada [Bra95]. A outra linha de pesquisa para computabilidade real foi desenvolvida por Blum, Shub e Smale [BSS89]. Nesta aproximação, as chamadas máquinas BSS, um número real é visto como uma entidade acabada e as funções computáveis são geradas a partir de uma classe de funções básicas (numa maneira similar às funções parciais recursivas). Nesta dissertação estudaremos o modelo BSS, usado para se caracterizar uma teoria da computabilidade sobre os números reais e estenderemos este para se modelar a computabilidade no espaço dos intervalos reais. Assim, aqui veremos uma aproximação para computabilidade intervalar epistemologicamente diferente da estudada por Bedregal e Acióly [Bed96, BA97a, BA97b], na qual um intervalo real é visto como o limite de intervalos racionais, e a computabilidade de uma função intervalar real depende da computabilidade de uma função sobre os intervalos racionais

Szego polynomials: some relations to L-orthogonal and orthogonal polynomials

We consider the real Szego polynomials and obtain some relations to certain self inversive orthogonal L-polynomials defined on the unit circle and corresponding symmetric orthogonal polynomials on real intervals. We also consider the polynomials obtained when the coefficients in the recurrence relations satisfied by the self inversive orthogonal L-polynomials are rotated. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Explorando o Conjunto de Cantor e outros fractais no ensino básico

Pós-graduação em Matemática em Rede Nacional - IBILCE

Introduction to the Maple Power Tool Intpakx

The paper has been presented at the 12th International Conference on Applications of Computer Algebra, Varna, Bulgaria, June, 2006

Quantified real constraint solving using modal intervals with applications to control

Les restriccions reals quantificades (QRC) formen un formalisme matemàtic utilitzat per modelar un gran nombre de problemes físics dins els quals intervenen sistemes d'equacions no-lineals sobre variables reals, algunes de les quals podent ésser quantificades. Els QRCs apareixen en nombrosos contextos, com l'Enginyeria de Control o la Biologia. La resolució de QRCs és un domini de recerca molt actiu dins el qual es proposen dos enfocaments diferents: l'eliminació simbòlica de quantificadors i els mètodes aproximatius. Tot i això, la resolució de problemes de grans dimensions i del cas general, resten encara problemes oberts. Aquesta tesi proposa una nova metodologia aproximativa basada en l'Anàlisi Intervalar Modal, una teoria matemàtica que permet resoldre problemes en els quals intervenen quantificadors lògics sobre variables reals. Finalment, dues aplicacions a l'Enginyeria de Control són presentades. La primera fa referència al problema de detecció de fallades i la segona consisteix en un controlador per a un vaixell a vela.

The Total Deviation Index estimated by Tolerance Intervals to evaluate the concordance of measurement devices

Background In an agreement assay, it is of interest to evaluate the degree of agreement between the different methods (devices, instruments or observers) used to measure the same characteristic. We propose in this study a technical simplification for inference about the total deviation index (TDI) estimate to assess agreement between two devices of normally-distributed measurements and describe its utility to evaluate inter- and intra-rater agreement if more than one reading per subject is available for each device. Methods We propose to estimate the TDI by constructing a probability interval of the difference in paired measurements between devices, and thereafter, we derive a tolerance interval (TI) procedure as a natural way to make inferences about probability limit estimates. We also describe how the proposed method can be used to compute bounds of the coverage probability. Results The approach is illustrated in a real case example where the agreement between two instruments, a handle mercury sphygmomanometer device and an OMRON 711 automatic device, is assessed in a sample of 384 subjects where measures of systolic blood pressure were taken twice by each device. A simulation study procedure is implemented to evaluate and compare the accuracy of the approach to two already established methods, showing that the TI approximation produces accurate empirical confidence levels which are reasonably close to the nominal confidence level. Conclusions The method proposed is straightforward since the TDI estimate is derived directly from a probability interval of a normally-distributed variable in its original scale, without further transformations. Thereafter, a natural way of making inferences about this estimate is to derive the appropriate TI. Constructions of TI based on normal populations are implemented in most standard statistical packages, thus making it simpler for any practitioner to implement our proposal to assess agreement.

The persistence of real estate fund performance

This paper examines the short and long-term persistence of tax-exempt real estate funds in the UK through the use of winner-loser contingency table methodology. The persistence tests are applied to a database of varying numbers of funds from a low of 16 to a high of 27 using quarterly returns over the 12 years from 1990 Q1 to 2001 Q4. The overall conclusion is that the real estate funds in the UK show little evidence of persistence in the short-term (quarterly and semi-annual data) or for data over a considerable length of time (bi-annual to six yearly intervals). In contrast, the results are better for annual data with evidence of significant performance persistence. Thus at this stage, it seems that an annual evaluation period, provides the best discrimination of the winner and loser phenomenon in the real estate market. This result is different from equity and bond studies, where it seems that the repeat winner phenomenon is stronger over shorter periods of evaluation. These results require careful interpretation, however, as the results show that when only small samples are used significant adjustments must be made to correct for small sample bias and second the conclusions are sensitive to the length of the evaluation period and specific test used. Nonetheless, it seems that persistence in performance of real estate funds in the UK does exist, at least for the annual data, and it appears to be a guide to beating the pack in the long run. Furthermore, although the evidence of persistence in performance for the overall sample of funds is limited, we have found evidence that two funds were consistent winners over this period, whereas no one fund could be said to be a consistent loser.

Assessing macro uncertainty in real-time when data are subject to revision

Model-based estimates of future uncertainty are generally based on the in-sample fit of the model, as when Box-Jenkins prediction intervals are calculated. However, this approach will generate biased uncertainty estimates in real time when there are data revisions. A simple remedy is suggested, and used to generate more accurate prediction intervals for 25 macroeconomic variables, in line with the theory. A simulation study based on an empirically-estimated model of data revisions for US output growth is used to investigate small-sample properties.

A Gradient-Type Method For Real-Time State Estimation Of Water Distribution Networks

Drinking water distribution networks risk exposure to malicious or accidental contamination. Several levels of responses are conceivable. One of them consists to install a sensor network to monitor the system on real time. Once a contamination has been detected, this is also important to take appropriate counter-measures. In the SMaRT-OnlineWDN project, this relies on modeling to predict both hydraulics and water quality. An online model use makes identification of the contaminant source and simulation of the contaminated area possible. The objective of this paper is to present SMaRT-OnlineWDN experience and research results for hydraulic state estimation with sampling frequency of few minutes. A least squares problem with bound constraints is formulated to adjust demand class coefficient to best fit the observed values at a given time. The criterion is a Huber function to limit the influence of outliers. A Tikhonov regularization is introduced for consideration of prior information on the parameter vector. Then the Levenberg-Marquardt algorithm is applied that use derivative information for limiting the number of iterations. Confidence intervals for the state prediction are also given. The results are presented and discussed on real networks in France and Germany.

Capacidade funcional, desempenho e solicitação metabólica em futebolistas profissionais durante situação real de jogo monitorados por análise cinematográfica

Foi objetivo deste estudo caracterizar a relação entre o nível de aptidão física, desempenho e solicitação metabólica em futebolistas durante situação real de jogo. Seis jogadores de futebol profissional com média de idade de 20,8 ± 2,6 anos (17-25), peso 70,4 ± 7,5kg (63-81,3) e altura 173,3 ± 9,7cm (166-188), foram submetidos a testes de aptidão física em campo e análise cinematográfica durante a partida. Os testes de aptidão física foram realizados em campo, com medições de lactato sanguíneo. A via metabólica alática foi avaliada por meio de cinco corridas na distância de 30m, em velocidade máxima, com pausa passiva de um minuto entre cada corrida. As concentrações de lactato foram medidas no 1º, 3º e 5º minuto após o término das cinco corridas. Para detecção do limiar anaeróbio foram realizadas 3 corridas de 1.200m nas intensidades de 80, 85 e 90% da velocidade máxima para essa distância, com intervalo passivo de 15 minutos entre cada corrida. As dosagens de lactato sanguíneo foram feitas no 1º, 3º e 5º minuto de repouso passivo após cada corrida. Os futebolistas foram submetidos à filmagem individual durante o transcorrer do jogo e as concentrações de lactato foram medidas antes, no intervalo e no final da partida para análise da solicitação energética e metabólica, respectivamente. Os seguintes resultados foram verificados: 1) o limiar anaeróbio em velocidade de corrida, correspondente à concentração de lactato sanguíneo de 4mmol.L_1 foi encontrado aos 268 ± 28m.min_1 ou 16,1 ± 1,6km.h_1; 2) a velocidade média e a concentração de lactato máximo nas corridas de 30m foram de 6,9 ± 0,2m.s_1 e 4,5 ± 1,0mmol.L_1, respectivamente; 3) a distância total percorrida foi de 10.392 ± 849m, sendo 5.446 ± 550m para o primeiro e 4.945 ± 366m para o segundo tempo, respectivamente; 4) os valores médios encontrados nas concentrações de lactato sanguíneo foram de 1,58 ± 0,37; 4,5 ± 0,42 e 3,46 ± 1,54mmol.L_1 antes, no intervalo do primeiro para o segundo tempo e ao final da a,respectivamente; e 5) a distância média total atingida ao final das partidas pelos jogadores de meio-campo (10.910 ± 121m) foi ligeiramente maior que a percorrida pelos atacantes (10.377 ± 224m) e defensores (9.889 ± 102m), mas não significativa. Houve correlação negativa (r =- 0,84; p < 0,05) entre o limiar anaeróbio (268 ± 28m.min_1 ou 16,1 ± 1,6km.h_1) e a concentração de lactato sanguíneo (4,5 ± 0,4 mmol.L_1) no primeiro tempo do jogo. Portanto, os resultados sugerem que a capacidade aeróbia é um determinante importante para suportar a longa duração da partida e recuperar mais rapidamente os futebolistas dos esforços realizados em alta intensidade, com o desenvolvimento de concentrações de lactato sanguíneo menores ao final do primeiro e segundo tempo das partidas.

Perda endógena e absorção real de fósforo em dietas para eqüinos em crescimento

O trabalho teve por objetivo avaliar os efeitos de diferentes níveis de P na dieta de eqüinos em crescimento sobre sua perda endógena fecal, e verificar qual seja a exigência mínima diária desse elemento na sua alimentação. Foram utilizados 16 eqüinos machos em crescimento, recebendo dieta basal sem suplementação de P, e dieta basal suplementada com fosfato bicálcico, para fornecer 15, 20 e 25 g P/animal/dia. No 16º dia experimental, foram injetados 30 MBq de 32P/animal e coletaram-se amostras de sangue, fezes e urina, durante sete dias. Foram determinadas as atividades específicas do P no plasma, nas fezes e na urina, e calculou-se a perda endógena fecal e a absorção real de P. A perda endógena fecal e a absorção real de P não foram afetadas (P>0,05) pelos tratamentos, e foram estimados, em média, 10,34 mg P/kg PV/dia e 47,07%, respectivamente, o que indica que, nas condições experimentais, animais com idade média de 19 meses necessitam de 21,96 mg de P/kg PV/dia para manter o balanço da perda metabólica fecal, e a quantidade diária de P de 14,75 g.

Real-life results of balloon kyphoplasty for vertebral compression fractures from the SWISSspine registry

BACKGROUND CONTEXT The Swiss Federal Office of Public Health mandated a nationwide health technology assessment-registry for balloon kyphoplasty (BKP) for decision making on reimbursement of these interventions. The early results of the registry led to a permanent coverage of BKP by basic health insurance. The documentation was continued for further evidence generation. PURPOSE This analysis reports on the 1 year results of patients after BKP treatment. STUDY DESIGN Prospective multicenter observational case series. PATIENT SAMPLE The data on 625 cases with 819 treated vertebrae were documented from March 2005 to May 2012. OUTCOME MEASURES Surgeon-administered outcome instruments were primary intervention form for BKP and the follow-up form; patient self-reported measures were EuroQol-5D questionnaire, North American Spine Society outcome instrument /Core Outcome Measures Index (including visual analog scale), and a comorbidity questionnaire. Outcome measures were back pain, medication, quality of life (QoL), cement extrusions, and new fractures within the first postoperative year. METHODS Data were recorded preoperatively and at 3 to 6-month and 1-year follow-ups. Wilcoxon signed-rank test was used for comparison of pre- with postoperative measurements. Multivariate logistic regression was used to identify factors with a significant influence on the outcome. RESULTS Seventy percent of patients were women with mean age of 71 years (range, 18-91 years); mean age of men was 65 years (range, 15-93 years). Significant and clinically relevant reduction of back pain, improvement of QoL, and reduction of pain killer consumption was seen within the first postoperative year. Preoperative back pain decreased from 69.3 to 29.0 at 3 to 6-month and remained unchanged at 1-year follow-ups. Consequently, QoL improved from 0.23 to 0.71 and 0.75 at the same follow-up intervals. The overall vertebra-based cement extrusion rates with and without extrusions into intervertebral discs were 22.1% and 15.3%, respectively. Symptomatic cement extrusions with radiculopathy were five (0.8%). A new vertebral fracture within a year from the BKP surgery was observed in 18.4% of the patients. CONCLUSIONS The results of the largest observational study for BKP so far are consistent with published randomized trials and systematic reviews. In this routine health care setting, BKP is safe and effective in reducing pain, improving QoL, and lowering pain_killer consumption and has an acceptable rate of cement extrusions. Postoperative outcome results show clear and significant clinical improvement at early follow-up that remain stable during the first postoperative year.

Identificación de episodios climáticos fríos mediante el registro de susceptibilidad magnética en la secuencia lacustre del maar de Fuentillejo (Ciudad Real).

Resumen: El maar de Fuentillejo está localizado en la Región Volcánica Central de Campo de Calatrava (Ciudad Real). Desde su inicio se ha comportado como un sistema cerrado y presenta una potencia total de 142 m de sedimentos lacustres, organizados en 23 unidades sedimentarias. Se ha realizado un estudio de la susceptibilidad magnética y densidad aparente de los sedimentos, mediante un equipo de testificación multisensor Geotek. Para obtener la edad del registro se han efectuado dataciones absolutas mediante radiocarbono, U-Th y con el estudio de polaridad magnética, obteniéndose un modelo de edad que permite datar el sondeo FUENT-1 en torno a los 350 ka. Los datos del registro de susceptibilidad magnética, junto con las dataciones efectuadas, permiten identificar una secuencia de eventos erosivos relacionados con los últimos estadios glaciares (LGM: Ultimo Máximo Glaciar y los estadios isotópicos MIS 6 y 8). El registro de susceptibilidad magnética se encuentra atenuado por procesos de disolución de los óxidos de Fe-Ti. Abstract: The Fuentillejo maar is located in the Central Spanish Volcanic Field of Campo de Calatrava (Ciudad Real). Fuentillejo maar-lake was a closed system where up to 142 m depth of lacustrine sediments were deposited. Magnetic susceptibility and bulk density were measured by a GEOTEK multisensor core logger. The chronological framework was constructed based on radiocarbon and U-Th methods, as well as a detailed study of magnetic polarity, yielding an age model that covers last 350 ka. Intervals with terrigenous sediments correspond to high magnetic susceptibility values. These intervals were correlated with erosive events during the Last Glacial Maximum and the MIS 6 and 8 isotopic stages. The record of magnetic susceptibility is attenuated by disolution processes of Fe-Ti oxides.

Results of the JET real-time disruption predictor in the ITER-like wall campaigns

The impact of disruptions in JET became even more important with the replacement of the previous Carbon Fiber Composite (CFC) wall with a more fragile full metal ITER-like wall (ILW). The development of robust disruption mitigation systems is crucial for JET (and also for ITER). Moreover, a reliable real-time (RT) disruption predictor is a pre-requisite to any mitigation method. The Advance Predictor Of DISruptions (APODIS) has been installed in the JET Real-Time Data Network (RTDN) for the RT recognition of disruptions. The predictor operates with the new ILW but it has been trained only with discharges belonging to campaigns with the CFC wall. 7 realtime signals are used to characterize the plasma status (disruptive or non-disruptive) at regular intervals of 1 ms. After the first 3 JET ILW campaigns (991 discharges), the success rate of the predictor is 98.36% (alarms are triggered in average 426 ms before the disruptions). The false alarm and missed alarm rates are 0.92% and 1.64%.