Optimization methods in inverse problems and applications to science and engineering

Optimization and Engineering -     

A practical assessment of risk-averse approaches in production lot-sizing problems

ABSTRACT

This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The extensive computational experiments based on different instances characteristics and on a case-study suggest that CVaR exhibits a good trade-off between risk and performance, followed by the semideviation and first-order stochastic dominance approach. For all approaches, enforcing risk-aversion helps to reduce the cost-standard deviation substantially, which is usually accomplished via increasing production rates. Overall, we can say that very risk-averse decision-makers would be willing to pay an increased price to have a much less risky solution given by CVaR. In less risk-averse settings, though, semideviation and first-order stochastic dominance can be appealing alternatives to provide significantly more stable production planning costs with a marginal increase of the expected costs.     

Real-time organic aerosol chemical speciation in the indoor environment using extractive electrospray ionization mass spectrometry

Understanding the sources and composition of organic aerosol (OA) in indoor environments requires rapid measurements, since many emissions and processes have short timescales. However, real-time molecular-level OA measurements have not been reported indoors. Here, we present quantitative measurements, at a time resolution of five seconds, of molecular ions corresponding to diverse aerosol-phase species, by applying extractive electrospray ionization mass spectrometry (EESI-MS) to indoor air analysis for the first time, as part of the highly instrumented HOMEChem field study. We demonstrate how the complex spectra of EESI-MS are screened in order to extract chemical information and investigate the possibility of interference from gas-phase semivolatile species. During experiments that simulated the Thanksgiving US holiday meal preparation, EESI-MS quantified multiple species, including fatty acids, carbohydrates, siloxanes, and phthalates. Intercomparisons with Aerosol Mass Spectrometer (AMS) and Scanning Mobility Particle Sizer suggest that EESI-MS quantified a large fraction of OA. Comparisons with FIGAERO-CIMS shows similar signal levels and good correlation, with a range of 100 for the relative sensitivities. Comparisons with SV-TAG for phthalates and with SV-TAG and AMS for total siloxanes also show strong correlation. EESI-MS observations can be used with gas-phase measurements to identify co-emitted gas- and aerosol-phase species, and this is demonstrated using complementary gas-phase PTR-MS observations.     

Mining statistically significant associations for exploratory analysis of human sleep data.

We introduce a specialized association rule mining technique that can extract patterns from complex sleep data comprising polysomnographic recordings, clinical summaries, and sleep questionnaire responses. The rules mined can describe associations among temporally annotated events and questionnaire or summary data; e.g., the likelihood that an occurrence of a rapid eye movement (REM) sleep stage during the second 100 sleep epochs of the night is associated with moderate caffeine intake. We use chi2 analysis to ensure statistical significance of the mined rules at the level P < 0.05. Our results, obtained by mining sleep-related data from 242 human subjects, reveal clinically interesting associations among the polysomnographic and summary variables. Our experience suggests that association mining may also be useful for selection of variables prior to using logistic regression.     

Narrow-band correction of the residual amplitude modulation in frequency-modulation spectroscopy

We have developed a narrow-band controller in the MHz range, based on a field-programmable gate array. It is used to control the probe beam intensity in frequency-modulated spectroscopy experiments with an acoustooptic modulator. The residual amplitude modulation at the modulation frequency (2.5 MHz) is reduced by 50 dB. The first-harmonic detection of the signals is operated in saturation spectroscopy of I/sub 2/ at 514.5 nm and 501.7 nm. A reduction of the background noise and a large increase in the signal-to-noise ratio are obtained.     

Effect of temperature and cyclic heating on the structure and strength of glass textolite

The article established the regularities of change of the physicomechanical characteristics and strength of glass textolites in single and repeated thermal loading. It shows that under multiple loading the intense loss of strength of the investigated materials is due to increased porosity on account of the large number of microcracks appearing in the structure. A correlation is obtained between the elastic and strength characteristics and porosity in dependence on the temperature of multiple heating which in the first approximation is described by a polynomial of second degree with respect to temperature, multiplied by the reciprocal of porosity.Translated from Problemy Prochnosti, No. 6, pp. 53–58, June, 1991.     

Converting harmonic oscillations into chaos

A new simple model of a system with chaotic dynamics, based on the equations of bistable systems, is considered. The possibility of converting harmonic signals into chaotic oscillations, which represent intermittent irregular and switching quasi-regular motions, is demonstrated by numerical methods. The mechanism of chaotization is analyzed using the results of numerical calculations.     

An integrated system to remote monitor and control anaerobic wastewater treatment plants through the internet.

The TELEMAC project brings new methodologies from the Information and Science Technologies field to the world of water treatment. TELEMAC offers an advanced remote management system which adapts to most of the anaerobic wastewater treatment plants that do not benefit from a local expert in wastewater treatment. The TELEMAC system takes advantage of new sensors to better monitor the process dynamics and to run automatic controllers that stabilise the treatment plant, meet the depollution requirements and provide a biogas quality suitable for cogeneration. If the automatic system detects a failure which cannot be solved automatically or locally by a technician, then an expert from the TELEMAC Control Centre is contacted via the internet and manages the problem.