arXiv subjects

Felipe Lagos

Publications and source records attributed to Felipe Lagos.

4 recordsLinked to original sources

arXiv2024

Forecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization

We study a class of two-stage stochastic programs, namely, those with fixed recourse matrix and fixed costs, and linear second stage. We show that, under mild assumptions, the problem can be solved with just one scenario, which we call an ``optimal scenario.'' Such a scenario does not have to be unique and may fall outside the support of the underlying distribution. Although finding an optimal scenario in general might be hard, we show that the result can be particularly useful in the case of stochastic optimization problems with contextual information, where the goal is to optimize the expected value of a certain function given some contextual information (e.g., previous demand, customer type, etc.) that accompany the main data of interest. The contextual information allows for a better estimation of the quantity of interest via machine learning methods. We focus on a class of learning methods -- sometimes called in the literature decision-focused learning -- that integrate the learning and optimization procedures by means of a bilevel optimization formulation, which determines the parameters for pointwise forecasts. By using the optimal scenario result, we prove that when such models are applied to the class of contextual two-stage problems considered in this paper, the pointwise forecasts computed from the bilevel optimization formulation actually yield asymptotically the best approximation of an optimal scenario within the modeler's pre-specified set of parameterized forecast functions. Numerical results conducted with inventory problems from the literature (with synthetic data) as well as a bike-sharing problem with real data demonstrate that the proposed approach performs well when compared to benchmark methods from the literature.

math.OC↗

arXiv2022

The C/N ratio from FUV spectroscopy as a constraint upon the past evolution of HS0218+3229

Some white dwarfs accreting from non-degenerate companions show anomalous carbon and nitrogen abundances in the photospheres of their stellar components which have been postulated to be descendants of supersoft X-ray binaries. Therefore the carbon-to-nitrogen ratio can provide constraints upon their past evolution. We fit far ultraviolet spectroscopy of the cataclysmic variable HS0218+3229 taken with the Cosmic Origins Spectrograph using Markov Chain Monte Carlo. While some parameters depend upon the amount of reddening, the carbon-to-nitrogen ratio is about one tenth of the Solar value ($log C/N=-0.53^{+0.13}_{-0.14}$ and $-0.58^{+0.16}_{-0.15}$ for almost no reddening and E(B-V)=0.065, respectively, which are consistent within the uncertainties). We also provide estimates of the silicon and aluminum abundances, and upper limits for iron and oxygen. Using the measured parameters of HS0218+3229 we reconstruct its past using evolutionary simulations with MESA. We implemented Gaussian process fits to the MESA grid in order to determiner the most likely initial binary configuration of HS0218+3229. We found that an initial mass of the donor of $M_{\rm donor;i}=0.90-0.98,\mathrm{M}_{\odot}$ and an initial orbital period of $P_{\rm orb;i}=2.88$ days ($P_{\rm orb;i}=3.12-3.16$ days) for an assumed white dwarf mass of $M_{\mathrm{WD}}=0.83\,\mathrm{M}_{\odot}$ ($M_{\mathrm{WD}}=0.60\,\mathrm{M}_{\odot}$) are needed to replicate the measured parameters. These configurations imply that the system did not go through a phase of quasi-steady hydrogen-burning on the white dwarf's surface. However, it could have experienced a phase of thermal timescale mass transfer in the past if the initial mass ratio was $\geq1.5$. We predict that HS0218+3229 will evolve into a CV with a period below the $\simeq80$\,min period minimum for normal CVs, displaying helium and hydrogen in its spectrum.

astro-ph.SR↗

arXiv2019

Cold giant planets evaporated by hot white dwarfs

Atmospheric escape from close-in Neptunes and hot Jupiters around sun-like stars driven by extreme ultraviolet (EUV) irradiation plays an important role in the evolution of exo-planets and in shaping their ensemble properties. Intermediate and low mass stars are brightest at EUV wavelengths at the very end of their lives, after they have expelled their envelopes and evolved into hot white dwarfs. Yet the effect of the intense EUV irradiation of giant planets orbiting young white dwarfs has not been assessed. We show that the giant planets in the solar system will experience significant hydrodynamic escape caused by the EUV irradiation from the white dwarf left behind by the Sun. A fraction of the evaporated volatiles will be accreted by the solar white dwarf, resulting in detectable photospheric absorption lines. As a large number of the currently known extra-solar giant planets will survive the metamorphosis of their host stars into white dwarfs, observational signatures of accretion from evaporating planetary atmospheres are expected to be common. In fact, one third of the known hot single white dwarfs show photospheric absorption lines of volatile elements, which we argue are indicative of ongoing accretion from evaporating planets. The fraction of volatile contaminated hot white dwarfs strongly decreases as they cool. We show that accretion from evaporating planetary atmospheres naturally explains this temperature dependence if more than 50 per cent of hot white dwarfs still host giant planets.

astro-ph.SR↗

arXiv2018

No cataclysmic variables missing: higher merger rate brings into agreement observed and predicted space densities

The predicted and observed space density of cataclysmic variables (CVs) have been for a long time discrepant by at least an order of magnitude. The standard model of CV evolution predicts that the vast majority of CVs should be period bouncers, whose space density has been recently measured to be $\rho \lesssim 2 \times 10^{-5}$ pc$^{-3}$. We performed population synthesis of CVs using an updated version of the Binary Stellar Evolution (BSE) code for single and binary star evolution. We find that the recently suggested empirical prescription of consequential angular momentum loss (CAML) brings into agreement predicted and observed space densities of CVs and period bouncers. To progress with our understanding of CV evolution it is crucial to understand the physical mechanism behind empirical CAML. Our changes to the BSE code are also provided in details, which will allow the community to accurately model mass transfer in interacting binaries in which degenerate objects accrete from low-mass main-sequence donor stars.

astro-ph.SR↗