Recent years have seen growing interest in coherent risk measures, especially in Conditional Value-at-Risk (\(\mathrm {CVaR}\)). Since \(\mathrm {CVaR}\) is a convex function, it is suitable as an objective for optimization problems when we desire to minimize risk. In the case that the underlying distribution has discrete support, this problem can be formulated as a linear programming (LP) problem. Over more general distributions, recent techniques, such as the sample average approximation method, allow to approximate the solution by solving a series of sampled problems, although the latter approach may require a large number of samples when the risk measures concentrate on the tail of the underlying distributions. In this paper we propose an automatic primal-dual aggregation scheme to exactly solve these special structured LPs with a very large number of scenarios. The algorithm aggregates scenarios and constraints in order to solve a smaller problem, which is automatically disaggregated using the information of its dual variables. We compare this algorithm with other common approaches found in related literature, such as an improved formulation of the full problem, cut-generation schemes and other problem-specific approaches available in commercial software. Extensive computational experiments are performed on portfolio and general LP instances. 相似文献
It is shown that the generally accepted definition of the Poynting vector and the energy flux vector defined by means of the energy density of the electromagnetic field (Umov vector) lead to the prediction of the different results touching electromagnetic energy flux. The experiment shows that within the framework of the mentioned generally accepted definitions the Poynting vector adequately describes the electromagnetic energy flux unlike the Umov vector. Therefore one can conclude that a generally accepted definitions of the electromagnetic energy density and the Poynting vector, in general, are not always compatible. 相似文献
The relative efficacy of Photofrin-based photodynamic therapy (PDT) has been compared with that of the second-generation photosensitizers 5-aminolevulinic acid (ALA), sulfonated chloro-aluminum phthalocyanine (AlPcSn), benzoporphyrin derivative monoacid ring A (BPD-MA), and lutetium texaphyrin (Lutex). PDT-induced vascular damage in the chick chorioallantoic membrane (CAM) is measured following topical application of the photosensitizers. In order to make meaningful comparisons, care is taken to keep treatment variables the same. These include light dose (5 and 10 J/cm2), power density (33 and 100 mW/cm2), and drug uptake time (30 and 90 min). The drug dose ranges from 0.1 microgram/cm2 for BPD to 5000 micrograms/cm2 for ALA. Results are also analyzed statistically according to CAM vessel type (arterioles versus venules), vessel diameter, and vessel development (embryonic age). For each photosensitizer, the order of importance for the various PDT parameters is found to be unique. The differences between the sensitizers are most likely due to variation in biophysical and biochemical characteristics, biodistribution, and uptake kinetics. 相似文献
A major factor hampering the introduction of ionizing radiation as an alternative quarantine treatment to chemical fumigation for fruit and vegetables is the lack of reliable, simple and inexpensive post-treatment methods to confirm this low dose irradiation treatment. Considering this purpose, thermoluminescence (TL) measurements of the wind blown dust naturally adhered to the surface of table grapes, was surveyed. Two doses, 0.5 and 1.0 kGy, were studied, applied to the main Chilean table grape export varieties: Thompson Seedless and Flame Seedless.
TL measurements were carried out over 78 days for Thompson Seedless and 62 days for Flame Seedless varieties, both stored at 1 ± 1°C (usual handling of this fruit). TL response fading of dust samples stored at room temperature was also followed over 125 days. The TL response values obtained from the irradiated samples exceeded at least 3 times the highest ones obtained from the unirradiated counterparts. The treatment, even for the lower γ-radiation dose applied, could be properly detected well above the shipping and marketing time for this Chilean export fruit (2–8 weeks). This method also has the advantage of using relatively inexpensive equipment. 相似文献
Aerobic oxidation of 1,4,4a,10a-tetrahydro-1,4-alkano-5,10-anthraquinones and thiophene-analogues in dichloromethane-DBU yielded the corresponding dihydroalkanoquinones which, depending on their structures, react with in situ generated hydroperoxide anion to give quinone epoxides and/or hydroperoxides. The calcium hydroxide-induced rearrangement of quinone epoxides yielded furan-containing angular quinones. The cytotoxic activities of quinone epoxides and their isomerization products were evaluated in vitro against normal human lung fibroblasts (MRC-5) and human cancer gastric epithelial cells (AGS). 相似文献
Compact billiards in phase space, or action billiards, are constructed by truncating the classical Hamiltonian in the action variables. The corresponding quantum mechanical system has a finite Hamiltonian matrix. In previous papers we defined the compact analog of common billiards, i.e., straight motion in phase space followed by specular reflections at the boundaries. Computation of their quantum energy spectra establishes that their properties are exactly those of common billiards: the short-range statistics follow the known universality classes depending on the regular or chaotic nature of the motion, while the long-range fluctuations are determined by the periodic orbits. In this work we show that the eigenfunctions also follow qualitatively the general characteristics of common billiards. In particular, we show that the low-lying levels can be classified according to their nodal lines as usual and that the high excited states present scars of several short periodic orbits. Moreover, since all the eigenstates of action billiards can be computed with great accuracy, Bogomolny's semiclassical formula for the scars can also be tested successfully. 相似文献
UV‐C emitting nanoscale scintillators can be used to sensitize cancer cells selectively against X‐rays during radiation therapy, due to the lethal DNA lesions caused by UV‐C photons. Unfortunately, nanoscale particles (NPs) show decreased UV‐C emission intensity. In this paper, the influence of different Nd3+ concentrations on the UV‐C emission of micro‐ and nanoscale LuPO4:Pr3+ is investigated upon X‐ray irradiation and vacuum UV excitation (160 nm). Co‐doped LuPO4 results in increased UV‐C emission independent of excitation source due to energy transfer from Nd3+ to Pr3+. The highest UV‐C emission intensity is observed for LuPO4:Pr3+,Nd3+(1%,2.5%) upon X‐ray irradiation. Finally, LuPO4 NPs co‐doped with different dopant concentrations are synthesized, and the biological efficacy of the combined approach (X‐rays and UV‐C) is assessed using the colony formation assay. Cell culture experiments confirm increased cell death compared to X‐rays alone due to the formation of UV‐specific DNA damages, supporting the feasibility of this approach. 相似文献
The coherent dynamics of dc-driven quantum-dot array with two embedded time-dependent impurities is investigated, the exact crossings and avoided crossings in the quasienergies are associated with the evolution dynamics of the electron by the introduction of the envelope lines of the site's maximum returning probability. Through a perturbative scheme, the time-dependent Hamiltonian is replaced by an equivalent static one, whose structure reveals the new quantum tunnelling mechanism in the time-periodic driving system and sheds light on the alternative interpretation of dynamic localization and delocalization. 相似文献