Localization of the optimal solution and a posteriori bounds for aggregation

After an aggregated problem has been solved, it is often desirable to estimate the accuracy loss due to the fact that a simpler problem than the original one has been solved. One way of measuring this loss in accuracy is the difference in objective function values. To get the bounds for this difference, Zipkin (Operations Research 1980;28:406) has assumed, that a simple (knapsack-type) localization of an original optimal solution is known. Since then various extensions of Zipkin's bound have been proposed, but under the same assumption. A method to compute the bounds for variable aggregation for convex problems, based on general localization of the original solution is proposed. For some classes of the original problem it is shown how to construct the localization. Examples are given to illustrate the main constructions and a small numerical study is presented.

Error bounds for low-rank approximations of the first exponential integral kernel

A hierarchical matrix is an efficient data-sparse representation of a matrix, especially useful for large dimensional problems. It consists of low-rank subblocks leading to low memory requirements as well as inexpensive computational costs. In this work, we discuss the use of the hierarchical matrix technique in the numerical solution of a large scale eigenvalue problem arising from a finite rank discretization of an integral operator. The operator is of convolution type, it is defined through the first exponential-integral function and, hence, it is weakly singular. We develop analytical expressions for the approximate degenerate kernels and deduce error upper bounds for these approximations. Some computational results illustrating the efficiency and robustness of the approach are presented.

On bounds for network revenue management

The Network Revenue Management problem can be formulated as a stochastic dynamic programming problem (DP or the\optimal" solution V *) whose exact solution is computationally intractable. Consequently, a number of heuristics have been proposed in the literature, the most popular of which are the deterministic linear programming (DLP) model, and a simulation based method, the randomized linear programming (RLP) model. Both methods give upper bounds on the optimal solution value (DLP and PHLP respectively). These bounds are used to provide control values that can be used in practice to make accept/deny decisions for booking requests. Recently Adelman [1] and Topaloglu [18] have proposed alternate upper bounds, the affine relaxation (AR) bound and the Lagrangian relaxation (LR) bound respectively, and showed that their bounds are tighter than the DLP bound. Tight bounds are of great interest as it appears from empirical studies and practical experience that models that give tighter bounds also lead to better controls (better in the sense that they lead to more revenue). In this paper we give tightened versions of three bounds, calling themsAR (strong Affine Relaxation), sLR (strong Lagrangian Relaxation) and sPHLP (strong Perfect Hindsight LP), and show relations between them. Speciffically, we show that the sPHLP bound is tighter than sLR bound and sAR bound is tighter than the LR bound. The techniques for deriving the sLR and sPHLP bounds can potentially be applied to other instances of weakly-coupled dynamic programming.

Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

On statistical bounds of heuristic solutions to location problems

Solutions to combinatorial optimization problems, such as problems of locating facilities, frequently rely on heuristics to minimize the objective function. The optimum is sought iteratively and a criterion is needed to decide when the procedure (almost) attains it. Pre-setting the number of iterations dominates in OR applications, which implies that the quality of the solution cannot be ascertained. A small, almost dormant, branch of the literature suggests using statistical principles to estimate the minimum and its bounds as a tool to decide upon stopping and evaluating the quality of the solution. In this paper we examine the functioning of statistical bounds obtained from four different estimators by using simulated annealing on p-median test problems taken from Beasley’s OR-library. We find the Weibull estimator and the 2nd order Jackknife estimator preferable and the requirement of sample size to be about 10 being much less than the current recommendation. However, reliable statistical bounds are found to depend critically on a sample of heuristic solutions of high quality and we give a simple statistic useful for checking the quality. We end the paper with an illustration on using statistical bounds in a problem of locating some 70 distribution centers of the Swedish Post in one Swedish region. 

Lower bounds on blow up solutions of the three-dimensional Navier-Stokes equations in homogeneous Sobolev spaces

Suppose that u(t) is a solution of the three-dimensional Navier-Stokes equations, either on the whole space or with periodic boundary conditions, that has a singularity at time T. In this paper we show that the norm of u(T - t) in the homogeneous Sobolev space (H)over dot(s) must be bounded below by c(s)t(-(2s-1)/4) for 1/2 < s < 5/2 (s not equal 3/2), where c(s) is an absolute constant depending only on s; and by c(s)parallel to u(0)parallel to((5-2s)/5)(L2)t(-2s/5) for s > 5/2. (The result for 1/2 < s < 3/2 follows from well-known lower bounds on blowup in Lp spaces.) We show in particular that the local existence time in (H)over dot(s)(R-3) depends only on the (H)over dot(s)-norm for 1/2 < s < 5/2, s not equal 3/2. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4762841]

On the solution of the extended linear complementarity problem

The extended linear complementarity problem (XLCP) has been introduced in a recent paper by Mangasarian and Pang. In the present research, minimization problems with simple bounds associated to this problem are defined. When the XLCP is solvable, their solutions are global minimizers of the associated problems. Sufficient conditions that guarantee that stationary points of the associated problems are solutions of the XLCP will be proved. These theoretical results support the conjecture that local methods for box constrained optimization applied to the associated problems could be efficient tools for solving the XLCP. (C) 1998 Elsevier B.V. All rights reserved.

On the implementation of the L-Nash bargaining solution in two-person bargaining games

The “Nash program” initiated by Nash (Econometrica 21:128–140, 1953) is a research agenda aiming at representing every axiomatically determined cooperative solution to a game as a Nash outcome of a reasonable noncooperative bargaining game. The L-Nash solution first defined by Forgó (Interactive Decisions. Lecture Notes in Economics and Mathematical Systems, vol 229. Springer, Berlin, pp 1–15, 1983) is obtained as the limiting point of the Nash bargaining solution when the disagreement point goes to negative infinity in a fixed direction. In Forgó and Szidarovszky (Eur J Oper Res 147:108–116, 2003), the L-Nash solution was related to the solution of multiciteria decision making and two different axiomatizations of the L-Nash solution were also given in this context. In this paper, finite bounds are established for the penalty of disagreement in certain special two-person bargaining problems, making it possible to apply all the implementation models designed for Nash bargaining problems with a finite disagreement point to obtain the L-Nash solution as well. For another set of problems where this method does not work, a version of Rubinstein’s alternative offer game (Econometrica 50:97–109, 1982) is shown to asymptotically implement the L-Nash solution. If penalty is internalized as a decision variable of one of the players, then a modification of Howard’s game (J Econ Theory 56:142–159, 1992) also implements the L-Nash solution.

GRASP and statistical bounds for heuristic solutions to combinatorial problems

The quality of a heuristic solution to a NP-hard combinatorial problem is hard to assess. A few studies have advocated and tested statistical bounds as a method for assessment. These studies indicate that statistical bounds are superior to the more widely known and used deterministic bounds. However, the previous studies have been limited to a few metaheuristics and combinatorial problems and, hence, the general performance of statistical bounds in combinatorial optimization remains an open question. This work complements the existing literature on statistical bounds by testing them on the metaheuristic Greedy Randomized Adaptive Search Procedures (GRASP) and four combinatorial problems. Our findings confirm previous results that statistical bounds are reliable for the p-median problem, while we note that they also seem reliable for the set covering problem. For the quadratic assignment problem, the statistical bounds has previously been found reliable when obtained from the Genetic algorithm whereas in this work they found less reliable. Finally, we provide statistical bounds to four 2-path network design problem instances for which the optimum is currently unknown.

Aplicação da metodologia numérica “fast bounds crack” para uma estimativa eficiente da evolução do tamanho de trinca

A significant part of the life of a mechanical component occurs, the crack propagation stage in fatigue. Currently, it is had several mathematical models to describe the crack growth behavior. These models are classified into two categories in terms of stress range amplitude: constant and variable. In general, these propagation models are formulated as an initial value problem, and from this, the evolution curve of the crack is obtained by applying a numerical method. This dissertation presented the application of the methodology "Fast Bounds Crack" for the establishment of upper and lower bounds functions for model evolution of crack size. The performance of this methodology was evaluated by the relative deviation and computational times, in relation to approximate numerical solutions obtained by the Runge-Kutta method of 4th explicit order (RK4). Has been reached a maximum relative deviation of 5.92% and the computational time was, for examples solved, 130,000 times more higher than achieved by the method RK4. Was performed yet an Engineering application in order to obtain an approximate numerical solution, from the arithmetic mean of the upper and lower bounds obtained in the methodology applied in this work, when you don’t know the law of evolution. The maximum relative error found in this application was 2.08% which proves the efficiency of the methodology "Fast Bounds Crack".

Comparison Of The Solution Of Histidine-tryptophan-alfacetoglutarate With Histidine-tryptophan-glutamate As Cardioplegic Agents In Isolated Rat Hearts: An Immunohistochemical Study.

Cardiac arrest during heart surgery is a common procedure and allows the surgeon to perform surgical procedures in an environment free of blood and movement. Using a model of isolated rat heart, the authors compare a new cardioplegic solution containing histidine-tryptophan-glutamate (group 2) with the histidine-tryptophan-alphacetoglutarate (group 1) routinely used by some cardiac surgeons. To assess caspase, IL-8 and KI-67 in isolated rat hearts using immunohistochemistry. 20 Wistar male rats were anesthetized and heparinized. The chest was opened, cardioctomy was performed and 40 ml/kg of the appropriate cardioplegic solution was infused. The hearts were kept for 2 hours at 4ºC in the same solution, and thereafter, placed in the Langendorff apparatus for 30 minutes with Ringer-Locke solution. Immunohistochemistry analysis of caspase, IL-8, and KI-67 were performed. The concentration of caspase was lower in group 2 and Ki-67 was higher in group 2, both P<0.05. There was no statistical difference between the values of IL-8 between the groups. Histidine-tryptophan-glutamate solution was better than histidine-tryptophan-alphacetoglutarate solution because it reduced caspase (apoptosis), increased KI-67 (cell proliferation), and showed no difference in IL-8 levels compared to group 1. This suggests that the histidine-tryptophan-glutamate solution was more efficient than the histidine-tryptophan-alphacetoglutarate for the preservation of hearts of rat cardiomyocytes.

Remediation Of 17-α-ethinylestradiol Aqueous Solution By Photocatalysis And Electrochemically-assisted Photocatalysis Using Tio2 And Tio2/wo3 Electrodes Irradiated By A Solar Simulator.

TiO2 and TiO2/WO3 electrodes, irradiated by a solar simulator in configurations for heterogeneous photocatalysis (HP) and electrochemically-assisted HP (EHP), were used to remediate aqueous solutions containing 10 mg L(-1) (34 μmol L(-1)) of 17-α-ethinylestradiol (EE2), active component of most oral contraceptives. The photocatalysts consisted of 4.5 μm thick porous films of TiO2 and TiO2/WO3 (molar ratio W/Ti of 12%) deposited on transparent electrodes from aqueous suspensions of TiO2 particles and WO3 precursors, followed by thermal treatment at 450 (°)C. First, an energy diagram was organized with photoelectrochemical and UV-Vis absorption spectroscopy data and revealed that EE2 could be directly oxidized by the photogenerated holes at the semiconductor surfaces, considering the relative HOMO level for EE2 and the semiconductor valence band edges. Also, for the irradiated hybrid photocatalyst, electrons in TiO2 should be transferred to WO3 conduction band, while holes move toward TiO2 valence band, improving charge separation. The remediated EE2 solutions were analyzed by fluorescence, HPLC and total organic carbon measurements. As expected from the energy diagram, both photocatalysts promoted the EE2 oxidation in HP configuration; after 4 h, the EE2 concentration decayed to 6.2 mg L(-1) (35% of EE2 removal) with irradiated TiO2 while TiO2/WO3 electrode resulted in 45% EE2 removal. A higher performance was achieved in EHP systems, when a Pt wire was introduced as a counter-electrode and the photoelectrodes were biased at +0.7 V; then, the EE2 removal corresponded to 48 and 54% for the TiO2 and TiO2/WO3, respectively. The hybrid TiO2/WO3, when compared to TiO2 electrode, exhibited enhanced sunlight harvesting and improved separation of photogenerated charge carriers, resulting in higher performance for removing this contaminant of emerging concern from aqueous solution.

Human Mitochondrial Hsp70 (mortalin): Shedding Light On Atpase Activity, Interaction With Adenosine Nucleotides, Solution Structure And Domain Organization.

The human mitochondrial Hsp70, also called mortalin, is of considerable importance for mitochondria biogenesis and the correct functioning of the cell machinery. In the mitochondrial matrix, mortalin acts in the importing and folding process of nucleus-encoded proteins. The in vivo deregulation of mortalin expression and/or function has been correlated with age-related diseases and certain cancers due to its interaction with the p53 protein. In spite of its critical biological roles, structural and functional studies on mortalin are limited by its insoluble recombinant production. This study provides the first report of the production of folded and soluble recombinant mortalin when co-expressed with the human Hsp70-escort protein 1, but it is still likely prone to self-association. The monomeric fraction of mortalin presented a slightly elongated shape and basal ATPase activity that is higher than that of its cytoplasmic counterpart Hsp70-1A, suggesting that it was obtained in the functional state. Through small angle X-ray scattering, we assessed the low-resolution structural model of monomeric mortalin that is characterized by an elongated shape. This model adequately accommodated high resolution structures of Hsp70 domains indicating its quality. We also observed that mortalin interacts with adenosine nucleotides with high affinity. Thermally induced unfolding experiments indicated that mortalin is formed by at least two domains and that the transition is sensitive to the presence of adenosine nucleotides and that this process is dependent on the presence of Mg2+ ions. Interestingly, the thermal-induced unfolding assays of mortalin suggested the presence of an aggregation/association event, which was not observed for human Hsp70-1A, and this finding may explain its natural tendency for in vivo aggregation. Our study may contribute to the structural understanding of mortalin as well as to contribute for its recombinant production for antitumor compound screenings.

Shelf-life of a 2.5% sodium hypochlorite solution as determined by arrhenius equation

Accelerated stability tests are indicated to assess, within a short time, the degree of chemical degradation that may affect an active substance, either alone or in a formula, under normal storage conditions. This method is based on increased stress conditions to accelerate the rate of chemical degradation. Based on the equation of the straight line obtained as a function of the reaction order (at 50 and 70 ºC) and using Arrhenius equation, the speed of the reaction was calculated for the temperature of 20 ºC (normal storage conditions). This model of accelerated stability test makes it possible to predict the chemical stability of any active substance at any given moment, as long as the method to quantify the chemical substance is available. As an example of the applicability of Arrhenius equation in accelerated stability tests, a 2.5% sodium hypochlorite solution was analyzed due to its chemical instability. Iodometric titration was used to quantify free residual chlorine in the solutions. Based on data obtained keeping this solution at 50 and 70 ºC, using Arrhenius equation and considering 2.0% of free residual chlorine as the minimum acceptable threshold, the shelf-life was equal to 166 days at 20 ºC. This model, however, makes it possible to calculate shelf-life at any other given temperature.

An analytical solution for the critical number of particles for stable bose-einstein condensation under the influence of an anisotropic potential

We have considered a Bose gas in an anisotropic potential. Applying the the Gross-Pitaevskii Equation (GPE) for a confined dilute atomic gas, we have used the methods of optimized perturbation theory and self-similar root approximants, to obtain an analytical formula for the critical number of particles as a function of the anisotropy parameter for the potential. The spectrum of the GPE is also discussed.