260 research outputs found

    Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic

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    In this paper, we present a multistage time consistent Expected Conditional Risk Measure for minimizing a linear combination of the expected mean and the expected variance, so-called Expected Mean-Variance. The model is formulated as a multistage stochastic mixed-integer quadratic programming problem combining risk-sensitive cost and scenario analysis approaches. The proposed problem is solved by a matheuristic based on the Branch-and-Fix Coordination method. The multistage scenario cluster primal decomposition framework is extended to deal with large-scale quadratic optimization by means of stage-wise reformulation techniques. A specific case study in risk-sensitive production planning is used to illustrate that a remarkable decrease in the expected variance (risk cost) is obtained. A competitive behavior on the part of our methodology in terms of solution quality and computation time is shown when comparing with plain use of CPLEX in 150 benchmark instances, ranging up to 711,845 constraints and 193,000 binary variables.project MTM2015-65317-P (MINECO/FEDER/EU); BERC 2014-2017; IT-928-16; and by the University of the Basque Country UPV/EHU; BCAM Severo Ochoa excellence accreditation Grant SEV-2013-0323; BERC 2014-201

    Astrocytes and Inflammatory Processes in Alzheimer’s Disease

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    A significant increase in inflammation has been shown to be a crucial factor in the progression of the Alzheimer’s disease (AD). Moreover, inflammatory signals are already present in mild cognitive impairment (MCI) patients before they develop AD. The amyloid hypothesis argues that in AD, there is an increase in oxidative stress caused by the accumulation of β-amyloid (Aβ) and that its elimination should be a priority. Also, hyperphosphorylation of the protein TAU occurs, which is characteristic of this disease. In AD oxidative stress processes occur and also inflammation. The basal chronic inflammation produces a cascade of cellular, such as astrocytes and microglial cells, and molecular processes in AD patients. We here have tried to explore the action of the inflammatory process and its implication in the neurodegenerative process of the AD. We can see that the role of Aβ is only one component that gives rise to inflammation, probably mediated by activation of microglia and astrocytes with the goal of getting rid of these brain waste products. In fact, it is related to a greater degree with the progression of the disease and worsening of the symptoms with the increase of phosphorylated TAU in different parts of the brain

    A parallel Branch-and-Fix Coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems

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    A parallel matheuristic algorithm is presented as a spin-off from the exact Branch-and-Fix Coordination (BFC) algorithm for solving multistage stochastic mixed 0-1 problems. Some steps to guarantee the solution’s optimality are relaxed in the BFC algorithm, such that an incomplete backward branching scheme is considered for solving large sized problems. Additionally, a new branching criterion is considered, based on dynamically-guided and stage-wise ordering schemes, such that fewer Twin Node Families are expected to be visited during the execution of the so-called H-DBFC algorithm. The inner parallelization IH-DBFC of the new approach, allows to solve in parallel scenario clusters MIP submodels at different steps of the algorithm. The outer parallel version, OH-DBFC, considers independent paths and allows iterative incumbent solution values exchanges to obtain tighter bounds of the solution value of the original problem. A broad computational experience is reported for assessing the quality of the matheuristic solution for large sized instances. The instances dimensions that are considered are up to two orders of magnitude larger than in some other works that we are aware of. The optimality gap of the H-DBFC solution value versus the one obtained by a state-of-the-artMIP solver is very small, if any. The new approach frequently outperforms it in terms of solution’s quality and computing time. A comparison with our Stochastic Dynamic Programming algorithm is also reported. The use of parallel computing provides, on one hand, a perspective for solving very large sized instances and, on the other hand, an expected large reduction in elapsed time.MTM2015-65317-P, MTM2015-63710-P, IT928-16; UFI BETS 2011; IZO-SGI SGIke
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