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We consider a new algorithm, an interior-reflective Newton approach, for the problem of minimizing a smooth nonlinear function of many variables, subject to upper and/or lower bounds on some of the variables. This approach generates strictly feasible iterates by using a new affine scaling transformation and following piecewise linear paths (reflection(More)
A subspace adaptation of the Coleman–Li trust region and interior method is proposed for solving large-scale bound-constrained minimization problems. This method can be implemented with either sparse Cholesky factorization or conjugate gradient computation. Under reasonable conditions the convergence properties of this subspace trust region method are as(More)
BACKGROUND Depression of peripheral blood cells is a well-known indicator of benzene hematotoxicity. Previous studies of its effects on specific types of blood cells have yielded inconsistent results. We examine hematological findings and their possible relations with exposure markers validated in a recent biomarker project conducted in Tianjin, China. (More)
Value at risk (VaR) and conditional value at risk (CVaR) are the most frequently used risk measures in current risk management practice. As an alternative to VaR, CVaR is attractive since it is a coherent risk measure. We analyze the problem of computing the optimal VaR and CVaR portfolios. In particular, we illustrate that VaR and CVaR minimization(More)
Albumin adducts of benzene oxide (BO-Alb) and 1,4-benzoquinone (1,4-BQ-Alb) were investigated among 134 workers exposed to benzene and 51 unexposed controls in Tianjin, China. Concentrations of both adducts increased with benzene exposure [range = 0.07-46.6 parts/million (ppm); median = 3.55 ppm] and with urinary cotinine. Adduct levels were less than(More)
This report is part of an extensive biomarker study conducted in a Chinese occupational population with benzene exposures ranging from 0.06 to 122 ppm (median exposure of 3.2 ppm). All urinary benzene metabolites measured in this study were significantly elevated after exposure to benzene at or above 5 ppm. Among these metabolites, however, only(More)