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A multi-recombinative active matrix adaptation evolution strategy for constrained optimization
(2019)
Stress testing is part of today’s bank risk management and often required by the governing regulatory authority. Performing such a stress test with stress scenarios derived from a distribution, instead of pre-defined expert scenarios, results in a systematic approach in which new severe scenarios can be discovered. The required scenario distribution is obtained from historical time series via a Vector-Autoregressive time series model. The worst-case search, i.e. finding the scenario yielding the most severe situation for the bank, can be stated as an optimization problem. The problem itself is a constrained optimization problem in a high-dimensional search space. The constraints are the box constraints on the scenario variables and the plausibility of a scenario.
The latter is expressed by an elliptic constraint. As the evaluation of the stress scenarios is performed with a simulation tool, the optimization problem can be seen as black-box optimization problem. Evolution Strategy, a well-known optimizer for black-box problems, is applied here. The necessary adaptations to the algorithm are explained and a set of different algorithm design choices are investigated. It is shown that a simple box constraint handling method, i.e. setting variables which violate a box constraint to the respective boundary of the feasible domain, in combination with a repair of implausible scenarios provides good results.
In engineering design, optimization methods are frequently used to improve the initial design of a product. However, the selection of an appropriate method is challenging since many
methods exist, especially for the case of simulation-based optimization. This paper proposes a systematic procedure to support this selection process. Building upon quality function deployment, end-user and design use case requirements can be systematically taken into account via a decision
matrix. The design and construction of the decision matrix are explained in detail. The proposed
procedure is validated by two engineering optimization problems arising within the design of box-type boom cranes. For each problem, the problem statement and the respectively applied optimization methods are explained in detail. The results obtained by optimization validate the use
of optimization approaches within the design process. The application of the decision matrix shows the successful incorporation of customer requirements to the algorithm selection.
Adult muscle carnitine palmitoyltransferase (CPT) II deficiency is a rare autosomal recessive disorder of long-chain fatty acid metabolism. It is typically associated with recurrent episodes of exercise-induced rhabdomyolysis and myoglobinuria, in most cases caused by a c.338C > T mutation in the CPT2 gene. Here we present the pedigree of one of the largest family studies of CPT II deficiency caused by the c.338C > T mutation, documented so far. The pedigree comprises 24 blood relatives
of the index patient, a 32 year old female with genetically proven CPT II deficiency. In total, the mutation was detected in 20 family members, among them five homozygotes and 15 heterozygotes. Among all homozygotes, first symptoms of CPT II deficiency occurred during childhood. Additionally, two already deceased relatives of the index patient were carriers of at least one copy of the genetic variant, revealing a remarkably high prevalence of the c.338C > T mutation within the tested family. Beside the index patient, only one individual had been diagnosed with CPT II deficiency prior to this study and three cases of CPT II deficiency were newly detected by this family study, pointing
to a general underdiagnosis of the disease. Therefore, this study emphasizes the need to raise awareness of CPT II deficiency for correct diagnosis and accurate management of the disease.
Breath analysis holds great promise for real-time and non-invasive medical diagnosis. Thus, there is a considerable need for simple-in-use and portable analyzers for rapid detection of breath indicators for different diseases in their early stages. Sensor technology meets all of these demands. However, miniaturized breath analyzers require adequate breath sampling methods. In this context, we propose non-contact sampling; namely the collection of breath samples by exhalation from a distance into a miniaturized collector without bringing the mouth into direct contact with the analyzing device. To evaluate this approach different breathing maneuvers have been tested in a real-time regime on a cohort of 23 volunteers using proton transfer reaction mass spectrometry. The breathing maneuvers embraced distinct depths of respiration, exhalation manners, size of the mouth opening and different sampling distances. Two inhalation modes (normal, relaxed breathing and deep breathing) and two exhalation manners (via smaller and wider lips opening) forming four sampling scenarios were selected. A sampling distance of approximately 2 cm was found to be a reasonable trade-off between sample dilution and requirement of no physical contact of the subject with the analyzer. All four scenarios exhibited comparable measurement reproducibility spread of around 10%. For normal, relaxed inspiration both dead-space and end-tidal phases of exhalation lasted approximately 1.5 s for both expiration protocols. Deep inhalation prolongs the end-tidal phase to about 3 s in the case of blowing via a small lips opening, and by 50% when the air is exhaled via a wide one. In conclusion, non-contact breath sampling can be considered as a promising alternative to the existing breath sampling methods, being relatively close to natural spontaneous breathing.