Physical Sciences and Mathematics Commons^™

Cost-Risk Analysis Of The Ercot Region Using Modern Portfolio Theory, Megan Sickinger

Master's Theses

In this work, we study the use of modern portfolio theory in a cost-risk analysis of the Electric Reliability Council of Texas (ERCOT). Based upon the risk-return concepts of modern portfolio theory, we develop an n-asset minimization problem to create a risk-cost frontier of portfolios of technologies within the ERCOT electricity region. The levelized cost of electricity for each technology in the region is a step in evaluating the expected cost of the portfolio, and the historical data of cost factors estimate the variance of cost for each technology. In addition, there are several constraints in our minimization problem to …

Stability Of Quantum Computers, Samudra Dasgupta

Doctoral Dissertations

Quantum computing's potential is immense, promising super-polynomial reductions in execution time, energy use, and memory requirements compared to classical computers. This technology has the power to revolutionize scientific applications such as simulating many-body quantum systems for molecular structure understanding, factorization of large integers, enhance machine learning, and in the process, disrupt industries like telecommunications, material science, pharmaceuticals and artificial intelligence. However, quantum computing's potential is curtailed by noise, further complicated by non-stationary noise parameter distributions across time and qubits. This dissertation focuses on the persistent issue of noise in quantum computing, particularly non-stationarity of noise parameters in transmon processors. It …

Characterizing Linearizable Qaps By The Level-1 Reformulation-Linearization Technique, Lucas Waddell, Warren Adams

Faculty Journal Articles

The quadratic assignment problem (QAP) is an extremely challenging NP-hard combinatorial optimization program. Due to its difficulty, a research emphasis has been to identify special cases that are polynomially solvable. Included within this emphasis are instances which are linearizable; that is, which can be rewritten as a linear assignment problem having the property that the objective function value is preserved at all feasible solutions. Various known sufficient conditions for identifying linearizable instances have been explained in terms of the continuous relaxation of a weakened version of the level-1 reformulation-linearization-technique (RLT) form that does not enforce nonnegativity on a subset …

Containerization Of Seafarers In The International Shipping Industry: Contemporary Seamanship, Maritime Social Infrastructures, And Mobility Politics Of Global Logistics, Liang Wu

Dissertations, Theses, and Capstone Projects

This dissertation discusses the mobility politics of container shipping and argues that technological development, political-economic order, and social infrastructure co-produce one another. Containerization, the use of standardized containers to carry cargo across modes of transportation that is said to have revolutionized and globalized international trade since the late 1950s, has served to expand and extend the power of international coalitions of states and corporations to control the movements of commodities (shipments) and labor (seafarers). The advent and development of containerization was driven by a sociotechnical imaginary and international social contract of seamless shipping and cargo flows. In practice, this liberal, …

An Algorithm Based On Priority Rules For Solving A Multi-Drone Routing Problem In Hazardous Waste Collection, Youssef Harrath Dr., Jihene Kaabi Dr.

Research & Publications

This research investigates the problem of assigning pre-scheduled trips to multiple drones to collect hazardous waste from different sites in the minimum time. Each drone is subject to essential restrictions: maximum flying capacity and recharge operation. The goal is to assign the trips to the drones so that the waste is collected in the minimum time. This is done if the total flying time is equally distributed among the drones. An algorithm was developed to solve the problem. The algorithm is based on two main ideas: sort the trips according to a given priority rule and assign the current trip …

Optimal Algorithm For Managing On-Campus Student Transportation, Youssef Harrath Dr.

Research & Publications

This study analyzed the transportation issues at the University of Bahrain Sakhir campus, where a bus system with an unorganized and fixed number of buses allocated each semester was in place. Data was collected through a survey, on-site observations, and student schedules to estimate the number of buses needed. The study was limited to students who require to move between buildings for academic purposes and not those who choose to ride buses for other reasons. An algorithm was designed to calculate the optimal number of buses for each time slot, and for each day. This solution could improve transportation efficiency, …

The Precedence-Constrained Quadratic Knapsack Problem, Changkun Guan

Honors Theses

This thesis investigates the previously unstudied Precedence-Constrained Quadratic Knapsack Problem (PC-QKP), an NP-hard nonlinear combinatorial optimization problem. The PC-QKP is a variation of the traditional Knapsack Problem (KP) that introduces several additional complexities. By developing custom exact and approximate solution methods, and testing these on a wide range of carefully structured PC-QKP problem instances, we seek to identify and understand patterns that make some cases easier or harder to solve than others. The findings aim to help develop better strategies for solving this and similar problems in the future.

Exact Models, Heuristics, And Supervised Learning Approaches For Vehicle Routing Problems, Zefeng Lyu

Doctoral Dissertations

This dissertation presents contributions to the field of vehicle routing problems by utilizing exact methods, heuristic approaches, and the integration of machine learning with traditional algorithms. The research is organized into three main chapters, each dedicated to a specific routing problem and a unique methodology. The first chapter addresses the Pickup and Delivery Problem with Transshipments and Time Windows, a variant that permits product transfers between vehicles to enhance logistics flexibility and reduce costs. To solve this problem, we propose an efficient mixed-integer linear programming model that has been shown to outperform existing ones. The second chapter discusses a practical …

Parameter Estimation For Patient Enrollment In Clinical Trials, Junyan Liu

Undergraduate Honors Theses

In this paper, we study the Poisson-gamma model for recruitment time in clinical trials. We proved several properties of this model that match our intuitions from a reliability perspective, did simulations on this model, and used different optimization methods to estimate the parameters. Although the behaviors of the optimization methods were unfavorable and unstable, we identified certain conditions and provided potential explanations for this phenomenon and further insights into the Poisson-gamma model.

An Lp-Based Characterization Of Solvable Qap Instances With Chess-Board And Graded Structures, Lucas Waddell, Jerry Phillips, Tianzhu Liu, Swarup Dhar

Faculty Journal Articles

The quadratic assignment problem (QAP) is perhaps the most widely studied nonlinear combinatorial optimization problem. It has many applications in various fields, yet has proven to be extremely difficult to solve. This difficulty has motivated researchers to identify special objective function structures that permit an optimal solution to be found efficiently. Previous work has shown that certain such structures can be explained in terms of a mixed 0-1 linear reformulation of the QAP known as the level-1 reformulation-linearization-technique (RLT) form. Specifically, the objective function structures were shown to ensure that a binary optimal extreme point solution exists to the continuous …

Air Force Cadet To Career Field Matching Problem, Ian P. Macdonald

Theses and Dissertations

This research examines the Cadet to Air Force Specialty Code (AFSC) Matching Problem (CAMP). Currently, the matching problem occurs annually at the Air Force Personnel Center (AFPC) using an integer program and value focused thinking approach. This paper presents a novel method to match cadets with AFSCs using a generalized structure of the Hospitals Residents problem with special emphasis on lower quotas. This paper also examines the United States Army Matching problem and compares it to the techniques and constraints applied to solve the CAMP. The research culminates in the presentation of three algorithms created to solve the CAMP and …

Analysis And Optimization Of Contract Data Schema, Franklin Sun

Theses and Dissertations

agement, development, and growth of U.S Air Force assets demand extensive organizational communication and structuring. These interactions yield substantial amounts of contracting and administrative information. Over 4 million such contracts as a means towards obtaining valuable insights on Department of Defense resource usage. This set of contracting data is largely not optimized for backend service in an analytics environment. To this end, the following research evaluates the efficiency and performance of various data structuring methods. Evaluated designs include a baseline unstructured schema, a Data Mart schema, and a snowflake schema. Overall design success metrics include ease of use by end …

Probability Of Agreement As A Simulation Validation Methodology, Matthew C. Ledwith

Theses and Dissertations

Determining whether a simulation model is operationally valid requires the rigorous assessment of agreement between observed functional responses of the simulation model and the corresponding real world system or process of interest. This research seeks to extend and formulate the probability of agreement approach to the operational validation of simulation models. The first paper provides a methodological approach and an initial demonstration which leverages bootstrapping to overcome situations where one’s ability to collect real-world data is limited. The second paper extends the probability of agreement approach to account for second-order heteroscedastic variability structures and establishes a weighted probability of agreement …

Simulation And Analysis Of Dynamic Threat Avoidance Routing In An Anti-Access Area Denial (A2ad) Environment, Dante C. Reid

Theses and Dissertations

This research modeled and analyzed the effectiveness of different routing algorithms for penetration assets in an A2AD environment. AFSIM was used with different configurations of SAMs locations and numbers to compare the performance of AFSIM’s internal zone and shrink algorithm routers with a Dijkstra algorithm router. Route performance was analyzed through computational and operational metrics, including computational complexity, run-time, mission survivability, and simulation duration. This research also analyzed the impact of the penetration asset’s ingress altitude on those factors. Additionally, an excursion was conducted to analyze the Dijkstra algorithm router’s grid density holding altitude constant to understand its impact on …

Hierarchical Federated Learning On Healthcare Data: An Application To Parkinson's Disease, Brandon J. Harvill

Theses and Dissertations

Federated learning (FL) is a budding machine learning (ML) technique that seeks to keep sensitive data private, while overcoming the difficulties of Big Data. Specifically, FL trains machine learning models over a distributed network of devices, while keeping the data local to each device. We apply FL to a Parkinson’s Disease (PD) telemonitoring dataset where physiological data is gathered from various modalities to determine the PD severity level in patients. We seek to optimally combine the information across multiple modalities to assess the accuracy of our FL approach, and compare to traditional ”centralized” statistical and deep learning models.

Mitigating Supply Chain Disruptions In Retail Discount Department Stores, Anthony T. Patton

Walden Dissertations and Doctoral Studies

Supply chain disruptions can have adverse effects on business outcomes. Retail industry supply chain leaders are concerned with supply chain disruptions because supply chain disruptions can lead to dissatisfied customers and loss of profits. Grounded in game theory, the purpose of this multiple case study was to explore strategies four retail industry supply chain leaders in Northern Illinois and Northwest Indiana implemented to mitigate the effects of supply chain disruptions. Data were collected using semistructured virtual interviews with four retail industry supply chain leaders and a review of company documents. Through thematic analysis, four themes emerged: (a) choosing appropriate inventory …

The Sensitivity Of A Laplacian Family Of Ranking Methods, Claire S. Chang

HMC Senior Theses

Ranking from pairwise comparisons is a particularly rich subset of ranking problems. In this work, we focus on a family of ranking methods for pairwise comparisons which encompasses the well-known Massey, Colley, and Markov methods. We will accomplish two objectives to deepen our understanding of this family. First, we will consider its network diffusion interpretation. Second, we will analyze its sensitivity by studying the "maximal upset" where the direction of an arc between the highest and lowest ranked alternatives is flipped. Through these analyses, we will build intuition to answer the question "What are the characteristics of robust ranking methods?" …

Ant Colony-Based Approach For Solving An Unmanned Aerial Vehicle Routing Problem, Youssef Harrath Dr., Jihene Kaabi Dr.

Research & Publications

Waste management issues are affecting the economic and environmental aspects of modern societies. Thus, growing the interest of academic and industrial research and development in optimizing the process of waste management. As these issues greatly impact human health and environmental aspects and impose a threat, hazardous waste management requires even much more attention. The problem studied in this research is a variant of the vehicle routing problem using an unmanned aerial vehicle (UAV). The focus of this research is on planning the routes for waste collection and disposal using a UAV. The aim is to collect all the waste as …

Stochastic Optimization To Reduce Aircraft Taxi-In Time At Igia, New Delhi, Rajib Das, Saileswar Ghosh, Rajendra Desai, Pijus Kanti Bhuin, Stuti Agarwal

International Journal of Aviation, Aeronautics, and Aerospace

Since there is an uncertainty in the arrival times of flights, pre-scheduled allocation of runways and stands and the subsequent first-come-first-served treatment results in a sub-optimal allocation of runways and stands, this is the prime reason for the unusual delays in taxi-in times at IGIA, New Delhi.

We simulated the arrival pattern of aircraft and utilized stochastic optimization to arrive at the best runway-stands allocation for a day. Optimization is done using a GRG Non-Linear algorithm in the Frontline Systems Analytic Solver platform. We applied this model to eight representative scenarios of two different days. Our results show that without …

Integrated Machine Learning And Optimization Approaches, Dogacan Yilmaz

Dissertations

This dissertation focuses on the integration of machine learning and optimization. Specifically, novel machine learning-based frameworks are proposed to help solve a broad range of well-known operations research problems to reduce the solution times. The first study presents a bidirectional Long Short-Term Memory framework to learn optimal solutions to sequential decision-making problems. Computational results show that the framework significantly reduces the solution time of benchmark capacitated lot-sizing problems without much loss in feasibility and optimality. Also, models trained using shorter planning horizons can successfully predict the optimal solution of the instances with longer planning horizons. For the hardest data set, …

On Variants Of Sliding And Frank-Wolfe Type Methods And Their Applications In Video Co-Localization, Seyed Hamid Nazari

All Dissertations

In this dissertation, our main focus is to design and analyze first-order methods for computing approximate solutions to convex, smooth optimization problems over certain feasible sets. Specifically, our goal in this dissertation is to explore some variants of sliding and Frank-Wolfe (FW) type algorithms, analyze their convergence complexity, and examine their performance in numerical experiments. We achieve three accomplishments in our research results throughout this dissertation. First, we incorporate a linesearch technique to a well-known projection-free sliding algorithm, namely the conditional gradient sliding (CGS) method. Our proposed algorithm, called the conditional gradient sliding with linesearch (CGSls), does not require the …

Recall Distortion In Neural Network Pruning And The Undecayed Pruning Algorithm, Aidan Good, Jiaqi Lin, Hannah Sieg, Mikey Ferguson, Xin Yu, Shandian Zhe, Jerzy Wieczorek, Thiago Serra

Faculty Conference Papers and Presentations

Pruning techniques have been successfully used in neural networks to trade accuracy for sparsity. However, the impact of network pruning is not uniform: prior work has shown that the recall for underrepresented classes in a dataset may be more negatively affected. In this work, we study such relative distortions in recall by hypothesizing an intensification effect that is inherent to the model. Namely, that pruning makes recall relatively worse for a class with recall below accuracy and, conversely, that it makes recall relatively better for a class with recall above accuracy. In addition, we propose a new pruning algorithm aimed …

Training Thinner And Deeper Neural Networks: Jumpstart Regularization, Carles Riera, Camilo Rey, Thiago Serra, Eloi Puertas, Oriol Pujol

Faculty Conference Papers and Presentations

Neural networks are more expressive when they have multiple layers. In turn, conventional training methods are only successful if the depth does not lead to numerical issues such as exploding or vanishing gradients, which occur less frequently when the layers are sufficiently wide. However, increasing width to attain greater depth entails the use of heavier computational resources and leads to overparameterized models. These subsequent issues have been partially addressed by model compression methods such as quantization and pruning, some of which relying on normalization-based regularization of the loss function to make the effect of most parameters negligible. In this work, …

Supervised Representation Learning For Improving Prediction Performance In Medical Decision Support Applications, Phawis Thammasorn

Graduate Theses and Dissertations

Machine learning approaches for prediction play an integral role in modern-day decision supports system. An integral part of the process is extracting interest variables or features to describe the input data. Then, the variables are utilized for training machine-learning algorithms to map from the variables to the target output. After the training, the model is validated with either validation or testing data before making predictions with a new dataset. Despite the straightforward workflow, the process relies heavily on good feature representation of data. Engineering suitable representation eases the subsequent actions and copes with many practical issues that potentially prevent the …

The Traveling Salesman Problem: An Analysis And Comparison Of Metaheuristics And Algorithms, Mason Helmick

Senior Honors Theses

One of the most investigated topics in operations research is the Traveling Salesman Problem (TSP) and the algorithms that can be used to solve it. Despite its relatively simple formulation, its computational difficulty keeps it and potential solution methods at the forefront of current research. This paper defines and analyzes numerous proposed solutions to the TSP in order to facilitate understanding of the problem. Additionally, the efficiencies of different heuristics are studied and compared to the aforementioned algorithms’ accuracy, as a quick algorithm is often formulated at the expense of an exact solution.

Decision-Analytic Models Using Reinforcement Learning To Inform Dynamic Sequential Decisions In Public Policy, Seyedeh Nazanin Khatami

Doctoral Dissertations

We developed decision-analytic models specifically suited for long-term sequential decision-making in the context of large-scale dynamic stochastic systems, focusing on public policy investment decisions. We found that while machine learning and artificial intelligence algorithms provide the most suitable frameworks for such analyses, multiple challenges arise in its successful adaptation. We address three specific challenges in two public sectors, public health and climate policy, through the following three essays. In Essay I, we developed a reinforcement learning (RL) model to identify optimal sequence of testing and retention-in-care interventions to inform the national strategic plan “Ending the HIV Epidemic in the US”. …

Bayesian Convolutional Neural Network With Prediction Smoothing And Adversarial Class Thresholds, Noah M. Miller

Theses and Dissertations

Using convolutional neural networks (CNNs) for image classification for each frame in a video is a very common technique. Unfortunately, CNNs are very brittle and have a tendency to be over confident in their predictions. This can lead to what we will refer to as “flickering,” which is when the predictions between frames jump back and forth between classes. In this paper, new methods are proposed to combat these shortcomings. This paper utilizes a Bayesian CNN which allows for a distribution of outputs on each data point instead of just a point estimate. These distributions are then smoothed over multiple …

Approximate Dynamic Programming For An Unmanned Aerial Vehicle Routing Problem With Obstacles And Stochastic Target Arrivals, Kassie M. Gurnell

Theses and Dissertations

The United States Air Force is investing in artificial intelligence (AI) to speed analysis in efforts to modernize the use of autonomous unmanned combat aerial vehicles (AUCAVs) in strike coordination and reconnaissance (SCAR) missions. This research examines an AUCAVs ability to execute target strikes and provide reconnaissance in a SCAR mission. An orienteering problem is formulated as anMarkov decision process (MDP) model wherein a single AUCAV must optimize its target route to aid in eliminating time-sensitive targets and collect imagery of requested named areas of interest while evading surface-to-air missile (SAM) battery threats imposed as obstacles. The AUCAV adjusts its …

Comparison Of Lightning Warning Radii Distributions, Michael M. Maestas

Theses and Dissertations

Previous research investigating lightning warning radii about the Cape Canaveral space launch facilities have focused on reducing these radii from either 5 nautical miles (NM) to 4 NM or from 6 NM to 5 NM depending on the structures being protected. Some of these findings have suggested the possibility of both a seasonal difference (warm versus cold) and lightning detection events (cloud-to-ground lightning (CG) or total lightning (TL)) impacting these radii and associated risk levels. Utilizing the 2017-2020 data provided by the 45th Weather Squadron at Patrick Space Force Base via the Mesoscale Eastern Range Lightning Information System (MERLIN), this …

Team Air Combat Using Model-Based Reinforcement Learning, David A. Mottice

Theses and Dissertations

We formulate the first generalized air combat maneuvering problem (ACMP), called the MvN ACMP, wherein M friendly AUCAVs engage against N enemy AUCAVs, developing a Markov decision process (MDP) model to control the team of M Blue AUCAVs. The MDP model leverages a 5-degree-of-freedom aircraft state transition model and formulates a directed energy weapon capability. Instead, a model-based reinforcement learning approach is adopted wherein an approximate policy iteration algorithmic strategy is implemented to attain high-quality approximate policies relative to a high performing benchmark policy. The ADP algorithm utilizes a multi-layer neural network for the value function approximation regression mechanism. One-versus-one …