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.     

Transport Map sampling with PGD model reduction for fast dynamical Bayesian data assimilation

The motivation of this work is to address real-time sequential inference of parameters with a full Bayesian formulation. First, the proper generalized decomposition (PGD) is used to reduce the computational evaluation of the posterior density in the online phase. Second, Transport Map sampling is used to build a deterministic coupling between a reference measure and the posterior measure. The determination of the transport maps involves the solution of a minimization problem. As the PGD model is quasi-analytical and under a variable separation form, the use of gradient and Hessian information speeds up the minimization algorithm. Eventually, uncertainty quantification on outputs of interest of the model can be easily performed due to the global feature of the PGD solution over all coordinate domains. Numerical examples highlight the performance of the method.     

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.     

Foetal alcohol syndrome in Saskatchewan: unchanged incidence in a 20-year period

Ethers and thioethers of monosaccharides have been synthesised which show potent toxicity to mouse (LD50 > or = 4 g.kg-1 O.W. and 0.2 to 1.5 g.kg-1 I.P.W.). A study of calcium antagonist activity for the full series of compounds indicated that the activity was similar for both O- and S- ethers and maximum activities were observed for monoacetoneglucose ethers possessing carbon chain close to 8 carbons.     

Baclofen: intestinal absorption mechanism in mice

Systemic lupus erythematosus (SLE) is a multisystem organ disease, and involvement of the gastrointestinal system is relatively rare. We describe a 13-year-old girl who presented initially with abdominal pain, diarrhea, edema, and hypoalbuminemia. She was diagnosed with protein losing enteropathy (PLE) based on the significant increase of alpha 1-antitrypsin clearance in the stool. Two weeks after admission she developed clinical and serological findings that fulfilled the ACR criteria for SLE. Over 22 cases of lupus associated PLE have now been reported, but only 3 in children. Children with PLE should be evaluated for SLE. In addition, PLE should be suspected as a possible cause of unexplained edema and/or hypoalbuminemia in SLE.     

Event-related desynchronization (ERD) patterns during verbal memory tasks: effect of age

Event-related desynchronization (ERD) was studied in 10 young (mean age = 19.1) and 10 older (mean age = 62.8) subjects during a verbal recognition task. The attention load of the task varied according to the difficulty of discriminating between targets and distractors. EEG recorded from 29 electrodes was used to compute ERD from 14 source derivations in 125 ms intervals. Thereafter, it was displayed as spatiotemporal maps. The results show that attention influences the characteristics of EEG desynchronization. In young subjects, ERD is more pronounced and more widespread when the attentional load is high. In the elderly, differences between the two attention conditions are less marked. ANOVA reveals main effects of attention and time. The significant 'attention x time x age group' interaction confirms the presence of different brain activation patterns in the two age groups in relation to attention load.     

Cardiac tamponade as a presentation of primary hypothyroidism in a young woman

Pericardial effusion (PE) as a hypothyroidism associated sign, is something that can be found with relative frequency; nevertheless, cardiac tamponade (CT) as the first sign of this disease may be considered exceptional especially in young patients. We report a 31 years old woman with clinical symptoms and signs of CT that in the forward workshop was diagnosed of primary hypothyroidism as cause of the CT. We shortly describe the case and review the literature, emphasizing the importance of the knowledge of CT trigger factors in myxedematous PE, as well as its usual benign evolution with hormonal treatment, without recurrences of the CT after pericardiocentesis is performed. This justify a conservative approach, in spite of the slow resolution of the PE what can take as long as 1.5 years.