Non-smooth optimization methods for computation of the conditional value-at-risk and portfolio optimization

We examine numerical performance of various methods of calculation of the Conditional Value-at-risk (CVaR), and portfolio optimization with respect to this risk measure. We concentrate on the method proposed by Rockafellar and Uryasev in (Rockafellar, R.T. and Uryasev, S., 2000, Optimization of conditional value-at-risk. Journal of Risk, 2, 21-41), which converts this problem to that of convex optimization. We compare the use of linear programming techniques against a non-smooth optimization method of the discrete gradient, and establish the supremacy of the latter. We show that non-smooth optimization can be used efficiently for large portfolio optimization, and also examine parallel execution of this method on computer clusters.<br /

New data on the distribution of digger wasps of the genus Ammophila W. Kirby, 1798 (Hymenoptera, Sphecidae)

An annotated list is given and the distribution of five species of digger wasps genus Ammophila, collected in the circumpolar regions of Western Siberia (in the Yamalo-Nenets Autonomous District) in 2017, is specified

A simulated annealing-based maximum-margin clustering algorithm

© 2018 Wiley Periodicals, Inc. Maximum-margin clustering is an extension of the support vector machine (SVM) to clustering. It partitions a set of unlabeled data into multiple groups by finding hyperplanes with the largest margins. Although existing algorithms have shown promising results, there is no guarantee of convergence of these algorithms to global solutions due to the nonconvexity of the optimization problem. In this paper, we propose a simulated annealing-based algorithm that is able to mitigate the issue of local minima in the maximum-margin clustering problem. The novelty of our algorithm is twofold, ie, (i) it comprises a comprehensive cluster modification scheme based on simulated annealing, and (ii) it introduces a new approach based on the combination of k-means++ and SVM at each step of the annealing process. More precisely, k-means++ is initially applied to extract subsets of the data points. Then, an unsupervised SVM is applied to improve the clustering results. Experimental results on various benchmark data sets (of up to over a million points) give evidence that the proposed algorithm is more effective at solving the clustering problem than a number of popular clustering algorithms

Single - particle correlations in events with the total disintegration of nuclei

New experimental data on the behaviour of the single-particle two-dimensional correlation functions R versus Q (Q is the number of nucleons emitted from nuc- lei) and Ap (Ap is the mass of projectile nuclei) are presented in this paper. The interactions of protons, d, 4He and 12C nuclei with carbon nuclei (at a momentum of 4.2 A GeV/c) are considered.The values of R are obtained separately for pi minus mesons and protons.In so doing,the values of R are normalized so that -1=<R=<1.The value of R=0 corresponds to the case of the absence of corre- lations.It has been found that the Q- and Ap-dependence of R takes place only for weak correlations (R< 0.3).In the main (90 %),these correlations are con- nected with the variable pt and have a nonlinear character, that is the regi- ons with different characters of the Q-dependence of R are separated: there is a change of regimes in the Q-dependences of R.The correlations weaken with increasing Ap, and the variable R gets the least values of all the considered ones in 12CC interactions.Simultaneously with weakening the correlations in the region of large Q, the character of the Q-dependence of R changes.Comment: 17 pages, submitted to Phys. Rew.

Parallelization of the discrete gradient method of non-smooth optimization and its applications

We investigate parallelization and performance of the discrete gradient method of nonsmooth optimization. This derivative free method is shown to be an effective optimization tool, able to skip many shallow local minima of nonconvex nondifferentiable objective functions. Although this is a sequential iterative method, we were able to parallelize critical steps of the algorithm, and this lead to a significant improvement in performance on multiprocessor computer clusters. We applied this method to a difficult polyatomic clusters problem in computational chemistry, and found this method to outperform other algorithms. <br /

Dynamics of the biodiversity of black and white cattle influenced by cross-breeding

The inter-breed crossing (crossbreeding) permits one to introduce new alleles, extend genetic diversity, and achieve desired phenotypic characteristics of initial breeds. On the other hand, crossbreeding may cause a decrease in genetic differentiation of indigenous breeds due to loss of the part of their unique allele pool. The objective of the present work was to investigate the effect of crossbreeding on the allele pool variability of Russian Black and White cattle by using 10 microsatellite loci (BM1818, BM2113, ETH10, ETH225, TGLA122, TGLA126, TGLA227, ILST005, ETH185, and ILST006). The study was performed with purebred pedigree bulls of the Russian Black and White breed (BW_PB, n = 14) and two groups of their crosses with Holsteins carrying 25,0–62,5 % (BW_KR1, n = 16) and less than 12,5 % of the Black and White gene pool (BW_KR2, n = 67). Purebred Holstein bulls (HOLST, n = 42) were used as a reference group. It was found that the increase in Holstein’s blood could lead to the observed decrease in genetic diversity evaluated by the average number of effective alleles per loci (from 4,59 ± 0,46 to 3,87 ± 0,53), by the value of the Shannon index (from 1,60 ± 0,13 to 1,46 ± 0,14) and by the observed heterozygosity degree (from 0,779 ± 0,053 to 0,687 ± 0,055). It is shown that crossbreeding with Holsteins increases the genetic similarity to HOLST: Fst = 0,058, 0,036, and 0,026; Rst = 0,088, 0,060, and 0,050; DNei = 0,306, 0,178, and 0,123 for BW_PB, BW_KR1, and BW_KR2, respectively. Decrease in the genetic difference between the Black and White breed and Holsteins due to crossbreeding is confirmed by cluster analysis. Thus, evaluation of the allele pool and the level of genetic variability in populations are necessary for the efficient management of farm animal genetic recourses

Concept sportizacion school physical education

Physical education of children and adolescents in secondary school caused and it continues to be a matter of great concern in our society. At the federal level target program “Youth of Russia (2001-2005)” , approved by the government of the Russian Federation ( the resolution of December 27 200), designafed global guidelines of the state for the impeenagers and youth in lementation of youth policy. Need complex decision of problems of physical education and improvement and formation of the younger generation of the conscious need for physical and sports, recognized as the main goal of the subprogram “ Physical education and health children , teenagers and youth in Russia.Физическое воспитание детей и подростков в общеобразовательной школе вызывало и продолжает вызывать повышенную озабоченность в нашем обществе. На федеральном уровне целевая программа "Молодежь России (2001-2005 годы)", утвержденная правительством Российской Федерации (постановление от 27 декабря 2000 г.), обозначила глобальные ориентиры государства по реализации молодежной политики [8]. Необходимость комплексного решения проблем физического воспитания и оздоровления детей, подростков и молодежи, направленного на физическое и духовное совершенствование и формирование у подрастающего поколения осознанной потребности в занятиях физической культурой и спортом, признана главной целью подпрограммы "Физическое воспитание и оздоровление детей, подростков и молодежи в Российской Федерации

Chromosome synapsis, recombination and epigenetic modification in rams heterozygous for metacentric chromosome 3 of the domestic sheep Ovis aries and acrocentric homologs of the argali Ovis ammon

Hybridization of domestic animal breeds with their wild relatives is a promising method for increasing the genetic diversity of farm animals. Resource populations derived from the hybridization of various breeds of domestic sheep with mouflon and argali are an important source of breeding material. The karyotypes of argali and domestic sheep differ for a Robertsonian translocation, which occurred in the common ancestor of mouflon and domestic sheep (Ovis aries) due to the centric fusion of chromosomes 5 and 11 of the argali (O. ammon) into chromosome 3 of sheep. It is known that heterozygosity for translocation can lead to synapsis, recombination and chromosome segregation abnormalities in meiosis. Meiosis in the heterozygotes for translocation that distinguishes the karyotypes of sheep and argali has not yet been studied. We examined synapsis, recombination, and epigenetic modification of chromosomes involved in this rearrangement in heterozygous rams using immunolocalization of key proteins of meiosis. In the majority of cells, we observed complete synapsis between the sheep metacentric chromosome and two argali acrocentric chromosomes with the formation of a trivalent. In a small proportion of cells at the early pachytene stage we observed delayed synapsis in pericentromeric regions of the trivalent. Unpaired sites were subjected to epigenetic modification, namely histone H2A.X phosphorylation. However, by the end of the pachytene, these abnormalities had been completely eliminated. Asynapsis was replaced by a nonhomologous synapsis between the centromeric regions of the acrocentric chromosomes. By the end of the pachytene, the γH2A.X signal had been preserved only at the XY bivalent and was absent from the trivalent. The translocation trivalent did not differ from the normal bivalents of metacentric chromosomes for the number and distribution of recombination sites as well as for the degree of centromeric and crossover interference. Thus, we found that heterozygosity for the domestic sheep chromosome 3 and argali chromosomes 5 and 11 does not cause significant alterations in key processes of prophase I meiosis and, therefore, should not lead to a decrease in fertility of the offspring from interspecific sheep hybridization