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     

Cytokine profiles of stimulated blood lymphocytes in asthmatic and healthy adolescents across the school year

T cell cytokines play an important role in mediating airway inflammation in asthma. The predominance of a Th2 cytokine profile, particularly interleukin (IL)-4 and IL-5, is associated with the pathogenesis and course of asthma. The aim of this study was to test the hypothesis that a stressful life event alters the pattern of cytokine release in asthmatic individuals. Thirteen healthy controls and 21 asthmatic adolescents gave blood samples three times over a semester: midsemester, during the week of final examinations, and 2-3 weeks after examinations. Interferon-gamma (IFN-gamma), IL-2, IL-4, and IL-5 were measured from supernatants of cells stimulated with PHA/PMA for 24 h. Cells from asthmatic subjects released significantly more IL-5 during the examination and postexamination periods, whereas cells from healthy controls released significantly more IL-2 during the midsemester and examination periods, thereby indicating a bias for a Th2-like pattern in asthmatics and a Th1-like pattern in healthy controls. IL-4 and IL-5 production showed a marked decrease during and after examinations in healthy controls, whereas this decline was absent in asthmatics. The ratios of IFN-gamma:IL-4 and IFN-gamma:IL-5 also revealed significant changes in the profile of cytokine release across the semester. These results indicate differential cytokine responses in asthmatics that may become pronounced during periods of cellular activation.     

Detection of an anatoxin-a(s)-like anticholinesterase in natural blooms and cultures of cyanobacteria/blue-green algae from Danish lakes and in the stomach contents of poisoned birds

Ten natural bloom samples of cyanobacteria from the Danish lakes Knud s? (5), Ravn s? (4), and Salten Langs? (1) collected during 1993-1995 were assayed for toxicity by mouse bioassay, for acetylcholinesterase inhibiting activity by a colorimetric method, and for microcystins by enzyme-linked immunosorbent assay. In the mouse bioassay, seven samples were neurotoxic, two were non-toxic and one gave a protracted toxic response. One of the non-toxic and the single protracted toxic sample both contained anticholinesterase activity equivalent to 4 micrograms anatoxin-a(s) g-1. The neurotoxic samples contained equivalents to 20-3300 micrograms anatoxin-a(s) g-1. The highest anticholinesterase activities (equivalent to 2300 and 3300 micrograms anatoxin-a(s) g-1, respectively) were found in samples collected from Lake Knud s? in connection with bird-kills in 1993 and 1994. Small amounts of microcystins (0.1-0.9 microgram g-1) were detected in all samples but one. All Lake Knud s? and Lake Ravn s? samples were dominated by Anabaena lemmermannii, and the Lake Salten Langs? sample by several species of Anabaena. Gel filtration profiles indicated similarity between the toxic component from the Lake Knud s? 1994 bloom with registered bird-kills and anatoxin-a(s) isolated from Anabaena flos-aquae NRC-525-17. Anticholinesterase-producing cultures of A. lemmermannii were isolated from the Lake Knud s? 1993 bloom. These laboratory cultures produced anatoxin-a(s) equivalents of 29-743 micrograms g-1. Other cultures of A. lemmermannii isolated from Lake Knud s? and Lake Ravn s? were hepatotoxic or non-toxic. Dead birds collected from Lake Knud s? during the neurotoxic 1993 Anabaena bloom possibly died from cyanobacterial toxicosis. The stomach contents contained colonies and single trichomes of Anabaena, and anticholinesterase activities equivalent to 2.1-89.7 micrograms anatoxin-a(s) kg-1 body weight and microcystins (53-95 ng kg-1) were also detected.     

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.