Engineering Commons^™

Algorithms For Multi-Objective Mixed Integer Programming Problems, Alvaro Miguel Sierra Altamiranda

USF Tampa Graduate Theses and Dissertations

This thesis presents a total of 3 groups of contributions related to multi-objective optimization. The first group includes the development of a new algorithm and an open-source user-friendly package for optimization over the efficient set for bi-objective mixed integer linear programs. The second group includes an application of a special case of optimization over the efficient on conservation planning problems modeled with modern portfolio theory. Finally, the third group presents a machine learning framework to enhance criterion space search algorithms for multi-objective binary linear programming.

In the first group of contributions, this thesis presents the first (criterion space search) algorithm …

Essays On Time Series And Machine Learning Techniques For Risk Management, Michael Kotarinos

USF Tampa Graduate Theses and Dissertations

The Capital Asset Pricing Model combined with the Sharpe ratio is a standard method for choosing assets for selection in a portfolio. However, this method has many structural issues and was designed for a time when high dimensional computing was in its infancy. An alternative to these methods using a mix of Multi-Level Time Series Clustering, the MACBETH algorithm and traditional time series techniques was constructed that minimized data loss and allow for customized portfolio construction for investors with different risk profiles and specialized investment needs. It was shown that these methods are adaptable to cloud computing environments and allow …

Routing And Designing Networks For Two Transportation Problems, Liu Su

USF Tampa Graduate Theses and Dissertations

Routing and designing are essential for transportation networks. With effective routing and designing policies, transportation networks can work safely and efficiently. There are two transportation problems: hazardous materials (hazmat) transportation and warehouse logistics. This dissertation addresses the routing of networks for both problems. For hazmat transportation, the routing can be regulated via network design. Due to catastrophic consequences of potential accidents in hazmat transportation, a risk-averse approach for routing is necessary. In this dissertation, we consider spectral risk measures, for risk-averse hazmat routing. In addition, we introduce a network design problem to select a set of closed road segments for …