123 research outputs found

    A Compact Linear Programming Relaxation for Binary Sub-modular MRF

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    We propose a novel compact linear programming (LP) relaxation for binary sub-modular MRF in the context of object segmentation. Our model is obtained by linearizing an l1+l_1^+-norm derived from the quadratic programming (QP) form of the MRF energy. The resultant LP model contains significantly fewer variables and constraints compared to the conventional LP relaxation of the MRF energy. In addition, unlike QP which can produce ambiguous labels, our model can be viewed as a quasi-total-variation minimization problem, and it can therefore preserve the discontinuities in the labels. We further establish a relaxation bound between our LP model and the conventional LP model. In the experiments, we demonstrate our method for the task of interactive object segmentation. Our LP model outperforms QP when converting the continuous labels to binary labels using different threshold values on the entire Oxford interactive segmentation dataset. The computational complexity of our LP is of the same order as that of the QP, and it is significantly lower than the conventional LP relaxation

    Monotherapy with pixantrone in histologically confirmed relapsed or refractory aggressive B-cell non-Hodgkin lymphoma: post-hoc analyses from a phase III trial.

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    This post hoc analysis of a phase 3 trial explored the effect of pixantrone in patients (50 pixantrone, 47 comparator) with relapsed or refractory aggressive B-cell non-Hodgkin lymphoma (NHL) confirmed by centralized histological review. Patients received 28-d cycles of 85 mg/m(2) pixantrone dimaleate (equivalent to 50 mg/m(2) in the approved formulation) on days 1, 8 and 15, or comparator. The population was subdivided according to previous rituximab use and whether they received the study treatment as 3rd or 4th line. Median number of cycles was 4 (range, 2-6) with pixantrone and 3 (2-6) with comparator. In 3rd or 4th line, pixantrone was associated with higher complete response (CR) (23·1% vs. 5·1% comparator, P = 0·047) and overall response rate (ORR, 43·6% vs. 12·8%, P = 0·005). In 3rd or 4th line with previous rituximab (20 pixantrone, 18 comparator), pixantrone produced better ORR (45·0% vs. 11·1%, P = 0·033), CR (30·0% vs. 5·6%, P = 0·093) and progression-free survival (median 5·4 vs. 2·8 months, hazard ratio 0·52, 95% confidence interval 0·26-1·04) than the comparator. Similar results were found in patients without previous rituximab. There were no unexpected safety issues. Pixantrone monotherapy is more effective than comparator in relapsed or refractory aggressive B-cell NHL in the 3rd or 4th line setting, independently of previous rituximab

    Lower Critical Dimension of Ising Spin Glasses

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    Exact ground states of two-dimensional Ising spin glasses with Gaussian and bimodal (+- J) distributions of the disorder are calculated using a ``matching'' algorithm, which allows large system sizes of up to N=480^2 spins to be investigated. We study domain walls induced by two rather different types of boundary-condition changes, and, in each case, analyze the system-size dependence of an appropriately defined ``defect energy'', which we denote by DE. For Gaussian disorder, we find a power-law behavior DE ~ L^\theta, with \theta=-0.266(2) and \theta=-0.282(2) for the two types of boundary condition changes. These results are in reasonable agreement with each other, allowing for small systematic effects. They also agree well with earlier work on smaller sizes. The negative value indicates that two dimensions is below the lower critical dimension d_c. For the +-J model, we obtain a different result, namely the domain-wall energy saturates at a nonzero value for L\to \infty, so \theta = 0, indicating that the lower critical dimension for the +-J model exactly d_c=2.Comment: 4 pages, 4 figures, 1 table, revte

    Statistical Topography of Glassy Interfaces

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    Statistical topography of two-dimensional interfaces in the presence of quenched disorder is studied utilizing combinatorial optimization algorithms. Finite-size scaling is used to measure geometrical exponents associated with contour loops and fully packed loops. We find that contour-loop exponents depend on the type of disorder (periodic ``vs'' non-periodic) and they satisfy scaling relations characteristic of self-affine rough surfaces. Fully packed loops on the other hand are unaffected by disorder with geometrical exponents that take on their pure values.Comment: 4 pages, REVTEX, 4 figures included. Further information can be obtained from [email protected]

    Simulation of the Zero Temperature Behavior of a 3-Dimensional Elastic Medium

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    We have performed numerical simulation of a 3-dimensional elastic medium, with scalar displacements, subject to quenched disorder. We applied an efficient combinatorial optimization algorithm to generate exact ground states for an interface representation. Our results indicate that this Bragg glass is characterized by power law divergences in the structure factor S(k)Ak3S(k)\sim A k^{-3}. We have found numerically consistent values of the coefficient AA for two lattice discretizations of the medium, supporting universality for AA in the isotropic systems considered here. We also examine the response of the ground state to the change in boundary conditions that corresponds to introducing a single dislocation loop encircling the system. Our results indicate that the domain walls formed by this change are highly convoluted, with a fractal dimension df=2.60(5)d_f=2.60(5). We also discuss the implications of the domain wall energetics for the stability of the Bragg glass phase. As in other disordered systems, perturbations of relative strength δ\delta introduce a new length scale Lδ1/ζL^* \sim \delta^{-1/\zeta} beyond which the perturbed ground state becomes uncorrelated with the reference (unperturbed) ground state. We have performed scaling analysis of the response of the ground state to the perturbations and obtain ζ=0.385(40)\zeta = 0.385(40). This value is consistent with the scaling relation ζ=df/2θ\zeta=d_f/2- \theta, where θ\theta characterizes the scaling of the energy fluctuations of low energy excitations.Comment: 20 pages, 13 figure

    Generating droplets in two-dimensional Ising spin glasses by using matching algorithms

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    We study the behavior of droplets for two dimensional Ising spin glasses with Gaussian interactions. We use an exact matching algorithm which enables study of systems with linear dimension L up to 240, which is larger than is possible with other approaches. But the method only allows certain classes of droplets to be generated. We study single-bond, cross and a category of fixed volume droplets as well as first excitations. By comparison with similar or equivalent droplets generated in previous works, the advantages but also the limitations of this approach are revealed. In particular we have studied the scaling behavior of the droplet energies and droplet sizes. In most cases, a crossover of the data can be observed such that for large sizes the behavior is compatible with the one-exponent scenario of the droplet theory. Only for the case of first excitations, no clear conclusion can be reached, probably because even with the matching approach the accessible system sizes are still too small.Comment: 11 pages, 16 figures, revte

    Fuzzy-logic controlled genetic algorithm for the rail-freight crew-scheduling problem

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    AbstractThis article presents a fuzzy-logic controlled genetic algorithm designed for the solution of the crew-scheduling problem in the rail-freight industry. This problem refers to the assignment of train drivers to a number of train trips in accordance with complex industrial and governmental regulations. In practice, it is a challenging task due to the massive quantity of train trips, large geographical span and significant number of restrictions. While genetic algorithms are capable of handling large data sets, they are prone to stalled evolution and premature convergence on a local optimum, thereby obstructing further search. In order to tackle these problems, the proposed genetic algorithm contains an embedded fuzzy-logic controller that adjusts the mutation and crossover probabilities in accordance with the genetic algorithm’s performance. The computational results demonstrate a 10% reduction in the cost of the schedule generated by this hybrid technique when compared with a genetic algorithm with fixed crossover and mutation rates

    A multiobjective model for passive portfolio management: an application on the S&P 100 index

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    This is an author's accepted manuscript of an article published in: “Journal of Business Economics and Management"; Volume 14, Issue 4, 2013; copyright Taylor & Francis; available online at: http://dx.doi.org/10.3846/16111699.2012.668859Index tracking seeks to minimize the unsystematic risk component by imitating the movements of a reference index. Partial index tracking only considers a subset of the stocks in the index, enabling a substantial cost reduction in comparison with full tracking. Nevertheless, when heterogeneous investment profiles are to be satisfied, traditional index tracking techniques may need different stocks to build the different portfolios. The aim of this paper is to propose a methodology that enables a fund s manager to satisfy different clients investment profiles but using in all cases the same subset of stocks, and considering not only one particular criterion but a compromise between several criteria. For this purpose we use a mathematical programming model that considers the tracking error variance, the excess return and the variance of the portfolio plus the curvature of the tracking frontier. The curvature is not defined for a particular portfolio, but for all the portfolios in the tracking frontier. This way funds managers can offer their clients a wide range of risk-return combinations just picking the appropriate portfolio in the frontier, all of these portfolios sharing the same shares but with different weights. An example of our proposal is applied on the S&P 100.García García, F.; Guijarro Martínez, F.; Moya Clemente, I. (2013). A multiobjective model for passive portfolio management: an application on the S&P 100 index. Journal of Business Economics and Management. 14(4):758-775. doi:10.3846/16111699.2012.668859S758775144Aktan, B., Korsakienė, R., & Smaliukienė, R. (2010). TIME‐VARYING VOLATILITY MODELLING OF BALTIC STOCK MARKETS. 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Financial Analysts Journal, 51(6), 75-80. doi:10.2469/faj.v51.n6.1952Corielli, F., & Marcellino, M. (2006). Factor based index tracking. Journal of Banking & Finance, 30(8), 2215-2233. doi:10.1016/j.jbankfin.2005.07.012Derigs, U., & Nickel, N.-H. (2004). On a Local-Search Heuristic for a Class of Tracking Error Minimization Problems in Portfolio Management. Annals of Operations Research, 131(1-4), 45-77. doi:10.1023/b:anor.0000039512.98833.5aDose, C., & Cincotti, S. (2005). Clustering of financial time series with application to index and enhanced index tracking portfolio. Physica A: Statistical Mechanics and its Applications, 355(1), 145-151. doi:10.1016/j.physa.2005.02.078Focardi, S. M., & Fabozzi 3, F. J. (2004). A methodology for index tracking based on time-series clustering. Quantitative Finance, 4(4), 417-425. doi:10.1080/14697680400008668Gaivoronski, A. A., Krylov, S., & van der Wijst, N. (2005). Optimal portfolio selection and dynamic benchmark tracking. 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V., & Stasytyte, V. (s. f.). Decision Making Strategies in Global Exchange and Capital Markets. Advances and Innovations in Systems, Computing Sciences and Software Engineering, 17-22. doi:10.1007/978-1-4020-6264-3_4Tabata, Y., & Takeda, E. (1995). Bicriteria Optimization Problem of Designing an Index Fund. Journal of the Operational Research Society, 46(8), 1023-1032. doi:10.1057/jors.1995.139Teresienė, D. (2009). LITHUANIAN STOCK MARKET ANALYSIS USING A SET OF GARCH MODELS. Journal of Business Economics and Management, 10(4), 349-360. doi:10.3846/1611-1699.2009.10.349-36
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