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.     

ARP-P4: deep analysis of a hybrid SDN ARP-Path/P4Runtime switch

Telecommunication Systems - The Software-Defined Networking (SDN) architecture decouples the control plane from the data plane, but it does not explicitly state where the control should be located....     

Comparative study of the colorants monascus and cochineal used in the preparation of gels made with various gelling agents

The possibilities of using monascus to colour gels were studied by comparing it with cochineal. Gels were prepared with four gelling agents—carrageenan, gellan, gelatine and xanthan—and their colour was measured with a Hunter Lab colorimeter. The equations relating L^* and h with the concentrations of sugar [SU] and colorant [COL] were deduced, and it was found that [COL] had more influence on colour than [SU]. In general, for these four gelling agents the colour of monascus gels is orange-red and the colour of cochineal gels is purplish red. The gels made with xanthan were always the lightest, whether they were made with cochineal or with monascus.     

Synthesis of sliding-mode controllers for nonlinear systems via extended linearization

In this article, a general synthesis method is proposed for the design of discontinuous feedback strategies leading to asymptotically stabilizing sliding regimes. The method is applicable to the class of nonlinear dynamical systems possessing constant equilibrium points. A family of nonlinear stabilizing sliding manifolds, parametrized by generic desired equilibrium point, is specified on the basis of the extended linearization approach. Some examples including simulations are presented for illustrative purposes. Editor: S. Zak     

Playing with Maude

This paper is an introduction to rule-based programming in Maude. We illustrate in particular the use of operator attributes to structure the state of a system, and the difference between equations and rules. We use well-known mathematical games and puzzles for our examples illustrating the expressive power of Maude.     

Wake and aerodynamics loads in multiple bodies—application to turbomachinery blade rows

Two-dimensional, unsteady flow around bodies of complex geometry (or multiple bodies) at high Reynolds number is simulated using the vortex method. This method is modified to take into account the sub-grid scale phenomena through a second order velocity structure function model adapted to the Lagrangian scheme. The dynamics of the body wake is computed using the convection-diffusion splitting algorithm; the convection process is carried out with a Lagrangian Adams-Bashforth time-marching scheme and the diffusion process is simulated using the random walk method. The pressure distribution is obtained using an integral equation derived from the pressure Poisson equation, which was first developed for a single body. Results for the numerical simulation around a linear cascade of airfoils are presented. As the flow is periodic in the y direction, the discrete vortex shedding need only be considered for a reference airfoil. The flow characteristics around the NACA 65-410 series airfoils are calculated and comparisons are made with results available in the literature.     

Bedload Transport in Alluvial Channels

Hydraulic, sediment, land-use, and rock-erosivity data of 22 alluvial streams were used to evaluate conditions of bedload transport and the performance of selected bedload-transport equations. Transport categories of transport-limited (TL), partially transport-limited (PTL), and supply-limited (SL) were identified by a semiquantitative approach that considers hydraulic constraints on sediment movement and the processes that control sediment availability at the basin scale. Equations by Parker et al. in 1982, Schoklitsch in 1962, and Meyer-Peter and Muller in 1948 adequately predicted sediment transport in channels with TL condition, whereas the equations of Bagnold in 1980, and Schoklitsch, in 1962, performed well for PTL and SL conditions. Overall, the equation of Schoklitsch predicted well the measured bedload data for eight of 22 streams, and the Bagnold equation predicted the measured data in seven streams.     

Simulation of toxic gases and vapours removal by activated carbon filters

The system ASC carbon filter/cyanogen chloride was studied by simulation. Three filter configurations and several models, taking into account Langmuir adsorption and second-order reaction between the adsorbed toxic vapour and the active metal on the surface, were developed.The effects of axial dispersion, number of reaction units, film mass transfer units and intraparticle mass transfer resistance on the breakthrough time were studied.Simulation results show that a complex model should be used in order to predict with reasonable accuracy the protection imparted by these filters.     

Parameter optimization and simulated performance of a DVB-T digitaltelevision broadcasting system

A prototype of a digital television terrestrial broadcasting system has been implemented according to the European DVB-T standard. The first step in the construction of this prototype involved parameter optimization via simulation. This paper presents the optimization process of the system parameters and the final achieved BER performance. Important design aspects such as interleaving, convolutional puncturing codes, Viterbi decoding, pilot-based channel correction and optimal pilot power are considered. The DVB-T standard offers some suggested values of the C/N ratio needed to achieve the desired BER requirements in the receiver. However, they have been obtained assuming ideal channel correction and synchronization. Simulation results are provided here in non-ideal conditions     

Mass/heat-exchange network representation of distillation networks

This article introduces the “state space” conceptual framework to process synthesis, which is used to provide a novel representation of a distillation network as a composite heat- and mass-exchange network. This representation suggests that distillation network synthesis may best be viewed as an interacting heat- and mass-exchange network synthesis problem. In that regard, familiar tools (such as pinch diagrams) from both heat-exchange network (HEN) and mass-exchange network (MEN) synthesis are shown to be of use in arriving at energy-efficient distillation network designs. Examples of propylene-propane and solvent-water separations are used to illustrate the proposed conceptual framework.