Evolutionary optimization of transition probability matrices for credit decision-making

Statistical transition probability matrices (TPMs), which indicate the likelihood of obligor credit state migration over a certain time horizon, have been used in various credit decision-making applications. A standard approach of calculating TPMs is to form a one-year empirical TPM and then project it into the future based on Markovian and time-homogeneity assumptions. However, the one-year empirical TPM calculated from historical data generally does not satisfy desired properties. We propose an alternative methodology by formulating the problem as a constrained optimization problem requiring satisfaction of all the desired properties and minimization of the discrepancy between predicted multi-year TPMs and empirical evidence. The problem is high-dimensional, non-convex, and non-separable, and is not effectively solved by nonlinear programming methods. To address the difficulty, we investigated evolutionary algorithms (EAs) and problem representation schemas. A self-adaptive differential evolution algorithm JADE, together with a new representation schema that automates constraint satisfaction, is shown to be the most effective technique.     

Complexities and algorithms for synchronized scheduling of parallel machine assembly and air transportation in consumer electronics supply chain

In this paper, we study the problem of synchronized scheduling of assembly and air transportation to achieve accurate delivery with minimized cost in consumer electronics supply chain. This problem was motivated by a major PC manufacturer in consumer electronics industry. The overall problem is decomposed into two sub-problems, which consist of an air transportation allocation problem and an assembly scheduling problem. The air transportation allocation problem is formulated as an integer linear programming problem with the objective of minimizing transportation cost and delivery earliness tardiness penalties. The assembly scheduling problem seeks to determine a schedule ensuring that the orders are completed on time and catch the flights such that the waiting penalties between assembly and transportation is minimized. The problem is formulated as a parallel machine scheduling problem with earliness penalties. The computational complexities of the two sub-problems are investigated. The air transportation allocation problem with split delivery is shown to be solvable. The parallel machine assembly scheduling problem is shown to be NP-complete. Simulated annealing based heuristic algorithms are presented to solve the parallel machine problem.     

A multicomponent,solvent-free,one-pot synthesis of benzoxanthenones catalyzed by HY zeolite: their anti-microbial and cell imaging studies

An atom-economical, multicomponent condensation of naphthols, aldehydes, and cyclic 1,3-dicarbonyl compounds catalyzed by HY zeolites under solvent-free conditions is reported. This ecofriendly protocol offers several advantages such as a green and cost-effective procedure with excellent yield, shorter reaction time, simpler work-up, recovery, and reusability of metal-free solid acid heterogeneous catalyst and tolerance of a wide range of functional groups. The biological studies such as in vitro anti-microbial activities of the prepared new compounds and cell imaging studies on K562 leukemia cell lines by selected benzoxanthenones are evaluated.     

Impact of poly(ɛ‐caprolactone) architecture on the thermomechanical and shape memory properties

We report the synthesis of linear‐ and brush‐type poly(?‐caprolactone) (PCL) networks and investigate their thermal, mechanical, and shape memory behavior. Brush‐PCLs are prepared by ring‐opening metathesis polymerization (ROMP) of a norbornenyl‐functionalized ?‐caprolactone macromonomer (MM‐PCL) of different molecular weights. The linear analog, diacrylate end‐functionalized PCL (linear‐PCL), having comparable molecular weight of side chain of brush‐PCL is also synthesized. These polymers are thermally cured by a radical initiator in the presence of poly(ethylene glycol) diacrylate crosslinker. Thermal and linear viscoelastic properties as well as shape memory performance of the resulting PCL networks are investigated, and are significantly impacted by the PCL architecture. Therefore, our work highlights that tailoring macromolecular architecture is useful strategy to manipulate thermal, mechanical, and resulting shape memory properties. © 2017 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2017 , 55 , 3424–3433     

Electronic speckle-pattern interferometer using holographic optical elements for vibration measurements

We report a simple, compact electronic speckle-pattern interferometer (ESPI) incorporating holographic optical elements (HOEs) for the study of out-of-plane vibration. Reflection and transmission HOEs provide reference and object beams in the interferometer. The alignment difficulties with conventional ESPI systems are minimized using HOEs. The time-average ESPI subtraction method is used to generate the fringe pattern and remove background speckle noise by introducing a phase shift between consecutive images. The amplitude and phase maps are obtained using path-difference modulation.     

FTIR characterization of the reactive interface of cobalt oxide nanoparticles embedded in polymeric matrices

Fourier transform infrared spectroscopy (FTIR) was used as a novel characterization method to determine the properties of the interface that developed when cobalt oxide nanoparticles were self-assembled in a poly(methyl methacrylate) (PMMA) matrix. The method employed the distinct changes that were observed in the infrared spectra of the polymer upon adsorption onto the cobalt oxide nanoparticles, allowing a quantitative determination of the average number of contact points that the average polymer chain formed with the surface of a cobalt oxide nanoparticle of average size. The results obtained with this method compared favorably to those obtained by the coupling of transmission electron microscopy (TEM) experiments with thermogravimetric analysis (TGA). On the basis of both methods, we concluded that the interfacial region created between the cobalt oxide nanoparticles and PMMA is extremely sensitive to the chain length, i.e., the number of anchor points and the density of the polymer layer increase with chain molecular weight. At molecular weights of approximately 250,000, the density of the polymer layer saturates at a value that correspond to that of very thin PMMA films.     

Approximating graph-constrained max-cut

An instance of the graph-constrained max-cut (\(\mathsf {GCMC}\)) problem consists of (i) an undirected graph \(G=(V,E)\) and (ii) edge-weights \(c:{V\atopwithdelims ()2} \rightarrow \mathbb {R}_+\) on a complete undirected graph. The objective is to find a subset \(S \subseteq V\) of vertices satisfying some graph-based constraint in G that maximizes the weight \(\sum _{u\in S, v\not \in S} c_{uv}\) of edges in the cut \((S,V{\setminus } S)\). The types of graph constraints we can handle include independent set, vertex cover, dominating set and connectivity. Our main results are for the case when G is a graph with bounded treewidth, where we obtain a \(\frac{1}{2}\)-approximation algorithm. Our algorithm uses an LP relaxation based on the Sherali–Adams hierarchy. It can handle any graph constraint for which there is a dynamic program of a specific form. Using known decomposition results, these imply essentially the same approximation ratio for \(\mathsf {GCMC}\) under constraints such as independent set, dominating set and connectivity on a planar graph G.     

An approximation algorithm for vehicle routing with compatibility constraints

We study a multiple-vehicle routing problem with a minimum makespan objective and compatibility constraints. We provide an approximation algorithm and a nearly-matching hardness of approximation result. We also provide computational results on benchmark instances with diverse sizes showing that the proposed algorithm (i) has a good empirical approximation factor, (ii) runs in a short amount of time and (iii) produces solutions comparable to the best feasible solutions found by a direct integer program formulation.     

Coordination of RuCl3(NO)(H2O)2 by imidazole,histidine and iminodiacetate ligands: a study of complexation of 'Caged NO' by simple bio-cellular donors

The 'caged NO' reagent, RuCl₃NO(H₂O)₂, has been studied by n.m.r. and i.r. methods with imidazole, histidine, histamine, and N-methyliminodiacetate as complexing ligands. These ligands are representative of cellular donors that would be encountered as RuCl₃NO(H₂O)₂ migrates through biological cells. [RuCl₃NO(imH)(H₂O)], [RuCl₃(NO)(imH)₂] and [RuCl₂(NO)(imH)₃]⁺ complexes (imH = imidazole) have been detected by ¹H-n.m.r. and i.r. and electrospray mass spectrometry (e.s.i.–m.s.) methods. Based upon the effect of cis ligand addition on the (NO) frequency causing a decrease in frequency, the 1:1 and 1:2 complexes have the imidazole donors in the plane cis to the NO⁺ moiety, whereas the 1:3 species has the third imidazole trans to the NO⁺. The trans imidazole donor causes 'trans-strengthening' of the N–O bond of the {RuNO}⁶ chromophore. ¹H-n.m.r. shows that the monodentate imidazole donor(s) is (are) in rapid exchange with free imidazole in solution for each of the n = 1–3 species. Histidine and histamine make kinetically more stable 1:1 complexes with the major isomer having an axially-coordinated histidine imidazole donor, but in-plane donation for histamine. The carboxylate of coordinated histidine remains pendant according to i.r. and ¹³C-n.m.r. data. From syntheses carried out at pH ca. 5, the amino donor is H-bonded to an in-plane H₂O in the major species (ca. 75%) and coordinated with displacement of the in-plane H₂O in the lesser isomer (25%). By contrast, the histamine ligand binds with an in-plane bound imidazole and a pendant protonated amino group (94%). The remaining 6% has an in-plane chelated histamine, analogous to the bis imidazole species and the known fac, cis-[RuCl₃NO(en)] complex. N-Methyliminodiacetate is observed to form one main [RuCl(NO)(mida)(H₂O)] complex (85%) with two chelated glycinato donor groups with RuCl₃NO(H₂O)₂, one glycinato group chelated 'in-plane' with the central amine donor and one axial coordinated glycinato donor. A second [RuCl(NO)(mida)(H₂O)] complex (the remaining 15%) has the amine donor trans to NO⁺ and chelated glycinato groups which coordinate in the RuClO₂(OH₂) plane, either cis or trans to each other, in a 60:40 split (ca. 9% and 6%). The presence of one Cl^– and one H₂O in the [RuCl(NO)(mida)(H₂O)] complexes was established by e.s.i.–m.s. These results show that RuCl₃NO(H₂O)₂ is likely to be freely mobile within a cellular environment, forming stable complexes via bidentate chelation with 'two-point' nitrogen donors (en, his, etc).     

Thermal degradation of poly(vinyl butyral) in alumina,mullite and silica composites

Thermal degradation of poly(vinyl butyral) (PVB) and its mixtures with alumina, mullite and silica was investigated by non-isothermal thermogravimetry in the temperature range of 323 to 1273 K. The analysis of the data was carried out using a three-dimensional diffusion model. Results showed that the kinetic parameters (activation energy and pre-exponential factor) of the PVB degradation are different for polymer alone, and ceramic/polymer composites. The overall weighted mean apparent activation energy showed an increasing reactivity in the order of PVB<alumina+PVB<mullite+PVB<silica+PVB. This shows that the acidic and basic surface characteristics of the ceramics promote the thermal degradation of PVB and, the more acidic silica affects the degradation more than mullite and alumina. The effect of pellet compression pressure in the range of 4000 to 8000 psig is also investigated.