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.     

Scalability and performance of an agent‐based network management middleware

Rapid growth of computer network sizes and uses necessitate analysis of network application middleware in terms of its scalability as well as performance. In this paper we analyze a distributed network management middleware based on agents that can be dispatched to locations where they can execute close to the managed nodes. The described middleware operates between the network protocol layer and the application layer and uses standard TCP protocol and SNMP probes to interface the network. By aggregating requests from many users into a single agent, our system allows multiple managers to probe problem areas with minimal management traffic overhead. We discuss and quantify the benefits of the described middleware by implementing real‐time network managers using our system. The main result of this paper is a comparison of scalability and efficiency of our agent‐based management middleware and traditional SNMP‐based data collection. To this end, we measured traffic in both real and simulated networks. In the latter case, we designed, used and described here a method of separating simulated application flow into separate subflows to simplify design of simulations. Copyright © 2004 John Wiley & Sons, Ltd.     

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     

Management gaps analysis: a case study of groundwater resource management in New Zealand

The primary objective of this project is to identify gaps, whether real or perceived, that hinder effective groundwater management in New Zealand. These gaps show as gaps in information, gaps in implementation, gaps in technological and management tools, and gaps in understanding of fundamental processes. The secondary objective is to propose a management strategy to close the identified gaps. Several methods are used to meet these objectives: surveys distributed to selected staff in each regional council; the review of various written reports; the analysis of land-use databases; and private consultation within each regional council. Results show that groundwater management in New Zealand is generally reactionary with the main gaps being in strategic planning and national guidelines. Most gaps appear to be predominantly information and implementation issues. In some cases there are gaps in the understanding of fundamental processes within an aquifer system, including the long-term effects of land-use on groundwater quality. An adaptive management approach is suggested as a means of closing these gaps.     

Dual command travel times and miniload system throughput with turnover-based storage

We analyze travel times for automated storage/retrieval systems. In particular, we apply our travel time model to turnover-based storage systems and determine the mean and variance of dual command travel times. We present detailed numerical results for selected rack shape factors and ABC inventory profiles. We then investigate the effect of alternative rack configurations on travel time performance measures. We also show how to determine the throughput of miniload systems with turnover-based storage and exponentially distributed pick times.