Inventory control for a non-stationary demand perishable product: comparing policies and solution methods

This paper summarizes our findings with respect to order policies for an inventory control problem for a perishable product with a maximum fixed shelf life in a periodic review system, where chance constraints play a role. A Stochastic Programming (SP) problem is presented which models a practical production planning problem over a finite horizon. Perishability, non-stationary demand, fixed ordering cost and a service level (chance) constraint make this problem complex. Inventory control handles this type of models with so-called order policies. We compare three different policies: a) production timing is fixed in advance combined with an order up-to level, b) production timing is fixed in advance and the production quantity takes the age distribution into account and c) the decision of the order quantity depends on the age-distribution of the items in stock. Several theoretical properties for the optimal solutions of the policies are presented. In this paper, four different solution approaches from earlier studies are used to derive parameter values for the order policies. For policy a), we use MILP approximations and alternatively the so-called Smoothed Monte Carlo method with sampled demand to optimize values. For policy b), we outline a sample based approach to determine the order quantities. The flexible policy c) is derived by SDP. All policies are compared on feasibility regarding the α-service level, computation time and ease of implementation to support management in the choice for an order policy.National project TIN2015-66680-C2-2-R, in part financed by the European Regional Development Fund (ERDF)

Stochastic Satbility and Performance Robustness of Linear Multivariable Systems

Stochastic robustness, a simple technique used to estimate the robustness of linear, time invariant systems, is applied to a single-link robot arm control system. Concepts behind stochastic stability robustness are extended to systems with estimators and to stochastic performance robustness. Stochastic performance robustness measures based on classical design specifications are introduced, and the relationship between stochastic robustness measures and control system design parameters are discussed. The application of stochastic performance robustness, and the relationship between performance objectives and design parameters are demonstrated by means of example. The results prove stochastic robustness to be a good overall robustness analysis method that can relate robustness characteristics to control system design parameters

Patient-specific stopping power calibration for proton therapy planning based on single-detector proton radiography.

A simple robust optimizer has been developed that can produce patient-specific calibration curves to convert x-ray computed tomography (CT) numbers to relative stopping powers (HU-RSPs) for proton therapy treatment planning. The difference between a digitally reconstructed radiograph water-equivalent path length (DRRWEPL) map through the x-ray CT dataset and a proton radiograph (set as the ground truth) is minimized by optimizing the HU-RSP calibration curve. The function of the optimizer is validated with synthetic datasets that contain no noise and its robustness is shown against CT noise. Application of the procedure is then demonstrated on a plastic and a real tissue phantom, with proton radiographs produced using a single detector. The mean errors using generic/optimized calibration curves between the DRRWEPL map and the proton radiograph were 1.8/0.4% for a plastic phantom and -2.1/ - 0.2% for a real tissue phantom. It was then demonstrated that these optimized calibration curves offer a better prediction of the water equivalent path length at a therapeutic depth. We believe that these promising results are suggestive that a single proton radiograph could be used to generate a patient-specific calibration curve as part of the current proton treatment planning workflow

Image reconstruction from photon sparse data

We report an algorithm for reconstructing images when the average number of photons recorded per pixel is of order unity, i.e. photon-sparse data. The image optimisation algorithm minimises a cost function incorporating both a Poissonian log-likelihood term based on the deviation of the reconstructed image from the measured data and a regularization-term based upon the sum of the moduli of the second spatial derivatives of the reconstructed image pixel intensities. The balance between these two terms is set by a bootstrapping technique where the target value of the log-likelihood term is deduced from a smoothed version of the original data. When compared to the original data, the processed images exhibit lower residuals with respect to the true object. We use photon-sparse data from two different experimental systems, one system based on a single-photon, avalanche photo-diode array and the other system on a time-gated, intensified camera. However, this same processing technique could most likely be applied to any low photon-number image irrespective of how the data is collected

Maximum Score Type Estimators

This paper presents maximum score type estimators for linear, binomial, tobit and truncated regression models. These estimators estimate the normalized vector of slopes and do not provide the estimator of intercept, although it may appear in the model. Strong consistency is proved. In addition, in the case of truncated and tobit regression models, maximum score estimators allow restriction of the sample in order to make ordinary least squares method consistent.maximum score estimation, tobit, truncated, binomial, semiparametric

Correntropy Maximization via ADMM - Application to Robust Hyperspectral Unmixing

In hyperspectral images, some spectral bands suffer from low signal-to-noise ratio due to noisy acquisition and atmospheric effects, thus requiring robust techniques for the unmixing problem. This paper presents a robust supervised spectral unmixing approach for hyperspectral images. The robustness is achieved by writing the unmixing problem as the maximization of the correntropy criterion subject to the most commonly used constraints. Two unmixing problems are derived: the first problem considers the fully-constrained unmixing, with both the non-negativity and sum-to-one constraints, while the second one deals with the non-negativity and the sparsity-promoting of the abundances. The corresponding optimization problems are solved efficiently using an alternating direction method of multipliers (ADMM) approach. Experiments on synthetic and real hyperspectral images validate the performance of the proposed algorithms for different scenarios, demonstrating that the correntropy-based unmixing is robust to outlier bands.Comment: 23 page