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.     

Preliminary Evidence on the Diagnostic and Molecular Role of Circulating Soluble EGFR in Non-Small Cell Lung Cancer

Assessment of biological diagnostic factors providing clinically-relevant information to guide physician decision-making are still needed for diseases with poor outcomes, such as non-small cell lung cancer (NSCLC). Epidermal growth factor receptor (EGFR) is a promising molecule in the clinical management of NSCLC. While the EGFR transmembrane form has been extensively investigated in large clinical trials, the soluble, circulating EGFR isoform (sEGFR), which may have a potential clinical use, has rarely been considered. This study investigates the use of sEGFR as a potential diagnostic biomarker for NSCLC and also characterizes the biological function of sEGFR to clarify the molecular mechanisms involved in the course of action of this protein. Plasma sEGFR levels from a heterogeneous cohort of 37 non-advanced NSCLC patients and 54 healthy subjects were analyzed by using an enzyme-linked immunosorbent assay. The biological function of sEGFR was analyzed in vitro using NSCLC cell lines, investigating effects on cell proliferation and migration. We found that plasma sEGFR was significantly decreased in the NSCLC patient group as compared to the control group (median value: 48.6 vs. 55.6 ng/mL respectively; p = 0.0002). Moreover, we demonstrated that sEGFR inhibits growth and migration of NSCLC cells in vitro through molecular mechanisms that included perturbation of EGF/EGFR cell signaling and holoreceptor internalization. These data show that sEGFR is a potential circulating biomarker with a physiological protective role, providing a first approach to the functional role of the soluble isoform of EGFR. However, the impact of these data on daily clinical practice needs to be further investigated in larger prospective studies.     

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.     

Synthesis of Rice Processing Plants. I. Development of Simplified Models

This article, the first of three articles on the synthesis of rice processing plants, focuses on the development of simplified mathematical models necessary for use in optimizing rice processing plants. The second concentrates on the optimal synthesis of a rice plant and the third on the sensitivity of the optimization to uncertainty in model parameters. Existing models for rice processing unit operations are not suitable for flowsheet optimization and new models need to be developed to overcome numerical difficulties that occur in optimization applications, specifically in mixed integer nonlinear programming (MINLP) applications. Simplified models of the drying, cooling, and tempering units are developed. In addition head rice yield models, used as a quality indicator, energy consumption, and economic models were also developed. Naturally, the new models exhibit some mismatch with respect to the existing models from which they were developed. However, a sensitivity analysis, presented in Part III, has shown that the optimal flowsheet structure was not sensitive to a lack of fit between the simplified and complex models. The simplified models were found adequate to be appropriate for use at the synthesis stage.     

1H T2‐NMR monitoring of crosslinked polyolefin aging

This work examines the correlation between the ¹H‐NMR T₂ relaxation constant and the mechanical properties of aged crosslinked polyolefin cable insulation. T₂ experiments on unswollen samples could not differentiate between unaged and highly aged materials; all exhibited ¹H T₂ constants of approximately 0.5 ms. To accentuate the effects of aging, samples were swollen in various solvents. Unaged samples had T₂ values of approximately 15 ms in good solvents. With thermal aging, T₂ values decreased as the ultimate tensile elongation decreased. However, the correlation between T₂ and elongation differed for samples irradiated with high‐energy radiation and for materials aged above versus below the crystalline melting temperature. © 2003 Wiley Periodicals, Inc. J Appl Polym Sci 90: 2578–2582, 2003     

Duration of spinal anaesthesia is determined by the partition coefficient of local anaesthetic

We have compared the duration of motor block produced by four local anaesthetics administered into a chronically implanted subarachnoid catheter in rabbits. Each group (n = 6) received four different doses of amethocaine, bupivacaine, lignocaine or procaine, and the duration of the resulting motor block was assessed. Dose-response curves were plotted for each drug. As a measure of activity of the anaesthetics, we used the dose of each drug required to produce block of 60-min duration (D60 min) and the correlation between D60 min and different drug properties was examined. An inverse linear correlation (r = 0.995; P < 0.01) was observed between log D60 min and the log of the partition coefficient of the local anaesthetics. No correlation was found between the effect and degree of protein binding, pKa or molecular weight. These results suggest that, in spinal anaesthesia, the partition coefficient could be used as a predictor of the duration of anaesthetic action.     

On upgrading the numerics in combustion chemistry codes

A method of updating and reusing legacy FORTRAN codes for combustion simulations is presented using the DAEPACK software package. The procedure is demonstrated on two codes that come with the CHEMKIN-II package, CONP and SENKIN, for the constant-pressure batch reactor simulation. Using DAEPACK generated code, analytical derivative calculations, sparsity pattern information, and hidden discontinuity information can be obtained for the models of interest. This information can be easily integrated with different solvers giving the modeler great flexibility in selecting the best solution procedure. Using the generated code, the CONP code was connected to three different solvers, and the SENKIN code was connected to two different solvers. The effect of model formulation, analytical derivatives, sparsity, and sensitivity equation solution method were analyzed for three large kinetic mechanisms for methane, acetylene, and n-heptane. For the n-heptane model, with 544 species and 2446 reactions, a factor of 10-speed improvement over the original solution procedure was found using analytical derivatives and sparse linear algebra. For sensitivity calculations, for a small number of parameters, a factor of 55 improvement over the original solution procedure was found for the n-heptane problem. Upon closer examination of results, no one method is found to always be superior to other methods, and selection of the appropriate solution procedure requires an examination of the specific kinetic mechanism, which is easily conducted using DAEPACK generated code.     

Effect of humidity and temperature on the adhesive strength of pressure sensitive adhesives

This paper reports the effect of humidity and temperature on the adhesive strength of a pressure sensitive adhesive (Flexbond 150) used to bond Mylar films. It has been found that, ill general, the adhesive strength decreases significantly with an increase in temperature. The effect of humidity on the bonding strength, however, was found to be process dependent. The sample preparation conditions, e.g., press weight for the bonding and the press time, are important in determining the humidity effect. The water sorption isotherm A 24°C for the adhesive was also determined. The amount of water sorbed by the adhesive at 95 percent relative pressure was found to be less than one weight percent.     

Effect of process distillation on mutagenicity and cell-transformation activity of solvent-refined,coal-derived liquids

Blended SRC-II process streams, representing a full boiling range distillate material, were fractionally distilled into non-overlapping 50 °F cuts with boiling points between 300 and 850 °F. Another set of 18 distillate cuts were obtained with boiling points ranging between 138 and 1055 °F. Distillate cuts were assayed for mutagenic activity using the histidine reversion assay with Salmonella typhimurium strains TA98, TA100, TA1535 and TA1537, as well as for mammalian-cell transformation activity in the Syrian hamster embryo test, and DNA damage in the prophage induction assay. Samples were also separated into chemical class fractions by alumina column chromatography and analysed by high resolution gas chromatography so that the chemical composition of the cuts could be related to their relative activity in the different assays. In the mammalian cell transformation and microbial mutagenicity assays, significant activity was found almost exclusively in distillate cuts with components boiling > 700 °F, with the highest activity in the transformation assay observed for cuts > 800 °F. All of the distillate cuts showed increased levels of DNA damage as expressed by lambda prophage induction in Escherichia coli 8177. However, the greatest activity was associated with distillate cuts with boiling points in the 800 °F + range. Chemical analysis of the 50 °F distillate cuts showed a variety of polycyclic aromatic hydrocarbons (PAH) and amino-PAH compounds to be present in the distillate cuts boiling > 700 °F and essentially absent from cuts boiling < 700 °F. The sample set of non-overlapping (50 °F) cuts were reblended according to the proportions of each cut found in the original blend material. These reblended composites were then assayed to compare their activity with that predicted from the activities of the component distillate cuts. The reblending experiments indicated the microbial mutagenicity response was essentially additive. Mammalian cell transformation activities were non-additive, indicating a compositional effect on the expression of transforming agents in the complex mixture.