Reconstruction of dynamic contrast enhanced magnetic resonance imaging of the breast with temporal constraints

A number of methods using temporal and spatial constraints have been proposed for reconstruction of undersampled dynamic magnetic resonance imaging (MRI) data. The complex data can be constrained or regularized in a number of different ways, for example, the time derivative of the magnitude and phase image voxels can be constrained separately or jointly. Intuitively, the performance of different regularizations will depend on both the data and the chosen temporal constraints. Here, a complex temporal total variation (TV) constraint was compared to the use of separate real and imaginary constraints, and to a magnitude constraint alone. Projection onto Convex Sets (POCS) with a gradient descent method was used to implement the diverse temporal constraints in reconstructions of DCE MRI data. For breast DCE data, serial POCS with separate real and imaginary TV constraints was found to give relatively poor results while serial/parallel POCS with a complex temporal TV constraint and serial POCS with a magnitude-only temporal TV constraint performed well with an acceleration factor as large as R=6. In the tumor area, the best method was found to be parallel POCS with complex temporal TV constraint. This method resulted in estimates for the pharmacokinetic parameters that were linearly correlated to those estimated from the fully-sampled data, with K^trans,R=6=0.97 K^trans,R=1+0.00 with correlation coefficient r=0.98, k_ep,R=6=0.95 k_ep,R=1+0.00 (r=0.85). These results suggest that it is possible to acquire highly undersampled breast DCE-MRI data with improved spatial and/or temporal resolution with minimal loss of image quality.     

Constrained regularization methods for ozone profile retrieval from UV/VIS nadir spectrometers

In this paper we present several constrained regularization methods for ozone profile retrieval from UV/VIS nadir sounding instruments such as GOME, SCIAMACHY, OMI and GOME-2. These methods extend the Tikhonov regularization and the iteratively regularized Gauss-Newton method with equality and inequality constraints imposed on the vertical column. It will be shown that this type of information, which is delivered by an independent algorithm like DOAS or GODFIT, significantly improves the accuracy and stability of the profile retrieval.     

Two phased hybrid local search for the periodic capacitated arc routing problem

The periodic capacitated arc routing problem (PCARP) is a challenging general model with important applications. The PCARP has two hierarchical optimization objectives: a primary objective of minimizing the number of vehicles (F_v) and a secondary objective of minimizing the total cost (F_c). In this paper, we propose an effective two phased hybrid local search (HLS) algorithm for the PCARP. The first phase makes a particular effort to optimize the primary objective while the second phase seeks to further optimize both objectives by using the resulting number of vehicles of the first phase as an upper bound to prune the search space. For both phases, combined local search heuristics are devised to ensure an effective exploration of the search space. Experimental results on 63 benchmark instances demonstrate that HLS performs remarkably well both in terms of computational efficiency and solution quality. In particular, HLS discovers 44 improved best known values (new upper bounds) for the total cost objective F_c while attaining all the known optimal values regarding the objective of the number of vehicles F_v. To our knowledge, this is the first PCARP algorithm reaching such a performance. Key components of HLS are analyzed to better understand their contributions to the overall performance.     

Expected utility approximation and portfolio optimisation

Classical portfolio selection problems that optimise expected utility can usually not be solved in closed form. It is natural to approximate the utility function, and we investigate the accuracy of this approximation when using Taylor polynomials. In the important case of a Merton market and power utility we show analytically that increasing the order of the polynomial does not necessarily improve the approximation of the expected utility. The proofs use methods from the theory of parabolic second-order partial differential equations. All results are illustrated by numerical examples.     

An Extension of Generalized Linear Models to Finite Mixture Outcome Distributions

Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the analysis of categorical and count outcomes when standard generalized linear models (GLMs) cannot adequately express variability observed in the data. We propose an extension of GLMs where the response follows a finite mixture distribution and the regression of interest is linked to the mixture’s mean. This approach may be preferred over a finite mixture of regressions when the population mean is of interest; here, only one regression must be specified and interpreted in the analysis. A technical challenge is that the mixture’s mean is a composite parameter that does not appear explicitly in the density. The proposed model maintains its link to the regression through a certain random effects structure and is completely likelihood-based. We consider typical GLM cases where means are either real-valued, constrained to be positive, or constrained to be on the unit interval. The resulting model is applied to two example datasets through Bayesian analysis. Supporting the extra variation is seen to improve residual plots and produce widened prediction intervals reflecting the uncertainty. Supplementary materials for this article are available online.     

A Single Component Mutation Evolutionary Programming

In this paper, a novel evolutionary programming is proposed for solving the upper and lower bound optimization problems as well as the linear constrained optimization problems. There are two characteristics of the algorithm: first, only one component of the current solution is mutated in each iteration; second, it can solve the linear constrained optimization problems directly without converting it into unconstrained problems. By solving two kinds of the optimization problems, the algorithm can not only effectively find optimal or close to optimal solutions but also reduce the number of function evolutions compared with the other heuristic algorithms.     

Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments

A model of optimal accumulation of capital and portfolio choice over an infinite horizon in continuous time is formulated in which the vector process representing returns to investments isa general semimartingale. Methods of stochastic calculus and calculus of variations are used to obtain necessary and sufficient conditions for optimality involving martingale properties ofthe shadow price processes associated with alternative portfolio cum saving plans.The relationship between such conditions and portfolio equations is investigated.The results are appliedtospecial cases where the returns process has stationary independent increments and the utility function has the discounted relative risk aversion form     

Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems

In this article, a novel objective penalty function as well as its second-order smoothing is introduced for constrained optimization problems (COP). It is shown that an optimal solution to the second-order smoothing objective penalty optimization problem is an optimal solution to the original optimization problem under some mild conditions. Based on the second-order smoothing objective penalty function, an algorithm that has better convergence is introduced. Numerical examples illustrate that this algorithm is efficient in solving COP.     

Simulation from Wishart Distributions with Eigenvalue Constraints

Abstract

This article provides an efficient algorithm for generating a random matrix according to a Wishart distribution, but with eigenvalues constrained to be less than a given vector of positive values. The procedure of Odell and Feiveson provides a guide, but the modifications here ensure that the diagonal elements of a candidate matrix are less than the corresponding elements of the constraint vector, thus greatly improving the chances that the matrix will be acceptable. The Normal hierarchical model with vector outcomes and the multivariate random effects model provide motivating applications.     

Limiting -subgradient characterizations of constrained best approximation

In this paper, we show that the strong conical hull intersection property (CHIP) completely characterizes the best approximation to any x in a Hilbert space X from the set

K:=C∩{xX:-g(x)S},