Modelling of mathematical programs: An analysis of strategy and an outline description of a computer assisted system

The salient components of the mathematical programming modeling activity are first analysed. Earlier generation systems such as program generators and procedural (modelling) languages are briefly discussed. A proposal for a computer assisted modelling scheme is then put forward. The proposed system contrasts with the earlier approaches in that no computer programming expertise is required on the part of the modeller. A mathematical programming model is usually constructed by progressive definition of dimensions, data tables, model variables, model constraints and the matrix coefficients which connect the last two entities. The philosophy and design of the experimental system supports this approach to model description. This aspect is illustrated by a few examples. The introduction of computer assistance in structuring of the data and the resulting model is novel and is in line with recent developments in friendly and flexible user interface

Computer assisted mathematical programming

A Computer Assisted Mathematical Programming (Modelling) System (CAMPS) is described in this paper. The system uses program generator techniques for model creation and contrasts with earlier approaches which use a special purpose language to construct models. Thus no programming skill is required to formulate a model. In designing the system we have first analysed the salient components of the mathematical programming activity. A mathematical programming model is usually constructed by progressive definition of dimensions, data tables, model variables, model constraints and the matrix coefficients which connect the last two entities. Computer assistance is provided to structure the data and the resulting model in the above sequence. In addition to this novel feature and the automatic documentation facility, the system is in line with recent developments, and incorporates a friendly and flexible user interface

Discussion of "Breakdown and groups" by P. L. Davies and U. Gather

Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]Comment: Published at http://dx.doi.org/10.1214/009053604000001138 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Identifying Health Centers in Honduras Infested with Rhodnius Prolixus Using the Seroprevalence of Chagas Disease in Children Younger than 13 Years.

The objective of this study is to determine if a Chagas disease protocol starting with a serological survey is as reliable at identifying insect-infested areas as one using the gold standard entomological survey. The study found that health center areas infested with Rhodnius prolixus were identified using a threshold seroprevalence of 0.1%. The serological survey took half the time and was 30% less expensive than the entomological survey. Developing countries with limited resources may find this strategy useful in combating Chagas disease. This strategy also identifies seropositive children, which facilitates their treatment

A decision model for natural oil buying policy under uncertainty

A manufacturer, in a fast moving consumer goods industry, buys Natural oils from a number of oil suppliers world-wide. The prices of these oils are the major raw material cost in producing the consumer goods, which are also sold world-wide. The volatility in the international prices of the Natural oils has signi¯cant impact on the planning and budgets decisions. Since the oils are bought and the ¯nished products are sold in markets throughout the world, the manufacturer is exposed to a variety of market uncertainties and the resulting risks. These uncertainties are the raw material prices, the demand and the therefore the selling prices for the finished goods- all of which influence the profitability of the manufacturing firm. The risks can be minimised by entering into futures contract of appropriate duration, that is, by following a schedule of "forward"' purchase of oil (with specific series of future delivery dates) with the oil suppliers. We formulate this problem as a two-stage Stochastic Program (SP) using the futures and the spot prices for the Natural oil. This SP model gives robust decisions that hedge against the uncertainties in the Natural oil prices and the demand for the finished products. The uncertainty in the oil prices and the demand are modelled through a scenario generator. We have constructed a decision support system (DSS) that integrates the SP model, the scenario generator and the solution algorithm. This DSS also provides the decision maker a profile of the risk and return exposures for different policies

Tools for reformulating logical forms into zero-one mixed integer programs (MIPS)

A systematic procedure for transforming a set of logical statements or logical conditions imposed on a model into an Integer Linear Programming (ILP) formulation or a Mixed Integer Programming (MIP) formulation is presented. A reformulation procedure which uses the extended reverse polish representation of a compound logical form is then described. A prototype user interface by which logical forms can be reformulated and the corresponding MIP constructed and analysed within an existing Mathematical Programming modelling system is illustrated. Finally, the steps to formulate a discrete optimisation model in this way are demonstrated by means of an example