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 …

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, …

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.

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?" …

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 …

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 …

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”. …

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 …

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 …

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 …

Efficient Numerical Optimization For Parallel Dynamic Optimal Power Flow Simulation Using Network Geometry, Rylee Sundermann

Electronic Theses and Dissertations

In this work, we present a parallel method for accelerating the multi-period dynamic optimal power flow (DOPF). Our approach involves a distributed-memory parallelization of DOPF time-steps, use of a newly developed parallel primal-dual interior point method, and an iterative Krylov subspace linear solver with a block-Jacobi preconditioning scheme. The parallel primal-dual interior point method has been implemented and distributed in the open-source PETSc library and is currently available. We present the formulation of the DOPF problem, the developed primal dual interior point method solver, the parallel implementation, and results on various multi-core machines. We demonstrate the effectiveness our proposed block-Jacobi …

Statistical Modeling, Learning And Computing For Stochastic Dynamics Of Complex Systems, Mohammadmahdi Hajiha

Graduate Theses and Dissertations

With the recent advances in sensor technology, it is much easier to collect and store streams of system operational and environmental (SOE) data. These data can be used as input to model the underlying behavior of complex engineered systems and phenomenons if appropriate algorithms with well-defined assumptions are developed. This dissertation is comprised of the research work to show the applicability of SOE data when fed into proposed tailored algorithms. The first purposes of these algorithms are to estimate and analyze the reliability of a system as elaborated in Chapter 2. This chapter provides the derivation of closed-form expressions that …

An Algorithm For Biobjective Mixed Integer Quadratic Programs, Pubudu Jayasekara Merenchige

All Dissertations

Multiobjective quadratic programs (MOQPs) are appealing since convex quadratic programs have elegant mathematical properties and model important applications. Adding mixed-integer variables extends their applicability while the resulting programs become global optimization problems. Thus, in this work, we develop a branch and bound (BB) algorithm for solving biobjective mixed-integer quadratic programs (BOMIQPs). An algorithm of this type does not exist in the literature.

The algorithm relies on five fundamental components of the BB scheme: calculating an initial set of efficient solutions with associated Pareto points, solving node problems, fathoming, branching, and set dominance. Considering the properties of the Pareto set of …

Wavelet Methods For Very-Short Term Forecasting Of Functional Time Series, Jared K. Nystrom

Theses and Dissertations

Space launch operations at Kennedy Space Center and Cape Canaveral Space Force Station (KSC/CCSFS) are complicated by unique requirements for near-real time determination of risk from lightning. Lightning forecast weather sensor networks produce data that are noisy, high volume, and high frequency time series for which traditional forecasting methods are often ill-suited. Current approaches result in significant residual uncertainties and consequentially may result in forecasting operational policies that are excessively conservative or inefficient. This work proposes a new methodology of wavelet-enabled semiparametric modeling to develop accurate and timely forecasts robust against chaotic functional data. Wavelets methods are first used to …

Deep Learning For Weather Clustering And Forecasting, Nathaniel R. Beveridge

Theses and Dissertations

Clustering weather data is a valuable endeavor in multiple respects. The results can be used in various ways within a larger weather prediction framework or could simply serve as an analytical tool for characterizing climatic differences of a particular region of interest. This research proposes a methodology for clustering geographic locations based on the similarity in shape of their temperature time series over a long time horizon of approximately 11 months. To this end an emerging and powerful class of clustering techniques that leverages deep learning, called deep representation clustering (DRC), are utilized. Moreover, a time series specific DRC algorithm …

Enterprise Resource Allocation For Intruder Detection And Interception, Adam B. Haywood

Theses and Dissertations

This research considers the problem of an intruder attempting to traverse a defender's territory in which the defender locates and employs disparate sets of resources to lower the probability of a successful intrusion. The research is conducted in the form of three related research components. The first component examines the problem in which the defender subdivides their territory into spatial stages and knows the plan of intrusion. Alternative resource-probability modeling techniques as well as variable bounding techniques are examined to improve the convergence of global solvers for this nonlinear, nonconvex optimization problem. The second component studies a similar problem but …

High-Density Parking For Autonomous Vehicles., Parag J. Siddique

Electronic Theses and Dissertations

In a common parking lot, much of the space is devoted to lanes. Lanes must not be blocked for one simple reason: a blocked car might need to leave before the car that blocks it. However, the advent of autonomous vehicles gives us an opportunity to overcome this constraint, and to achieve a higher storage capacity of cars. Taking advantage of self-parking and intelligent communication systems of autonomous vehicles, we propose puzzle-based parking, a high-density design for a parking lot. We introduce a novel method of vehicle parking, which leads to maximum parking density. We then propose a heuristic method …

Electricity Market Operations With Massive Renewable Integration: New Designs, Shengfei Yin

Electrical Engineering Theses and Dissertations

Electricity market has been transitioning from a conventional and deterministic operation to a stochastic operation under the increasing penetration of renewable energy. Industry-level solutions toward the future electricity market operation ask for both accuracy and efficiency while maintaining model interpretability. Hence, reliable stochastic optimization techniques come to the first place for such a complex and dynamic problem.

This work starts at proposing a solution strategy for the uncertainty-based power system planning problem, which acts as a preliminary and instructs the electricity market operation. Considering 100% renewable penetration in the future, it analyzes the cost-effectiveness of renewable energy from a long-term …

Knowledge Discovery From Complex Event Time Data With Covariates, Samira Karimi

Graduate Theses and Dissertations

In particular engineering applications, such as reliability engineering, complex types of data are encountered which require novel methods of statistical analysis. Handling covariates properly while managing the missing values is a challenging task. These type of issues happen frequently in reliability data analysis. Specifically, accelerated life testing (ALT) data are usually conducted by exposing test units of a product to severer-than-normal conditions to expedite the failure process. The resulting lifetime and/or censoring data are often modeled by a probability distribution along with a life-stress relationship. However, if the probability distribution and life-stress relationship selected cannot adequately describe the underlying failure …

Modeling And Solving The Outsourcing Risk Management Problem In Multi-Echelon Supply Chains, Arian A. Nahangi

Master's Theses

Worldwide globalization has made supply chains more vulnerable to risk factors, increasing the associated costs of outsourcing goods. Outsourcing is highly beneficial for any company that values building upon its core competencies, but the emergence of the COVID-19 pandemic and other crises have exposed significant vulnerabilities within supply chains. These disruptions forced a shift in the production of goods from outsourcing to domestic methods.

This paper considers a multi-echelon supply chain model with global and domestic raw material suppliers, manufacturing plants, warehouses, and markets. All levels within the supply chain network are evaluated from a holistic perspective, calculating a total …

Ccsfs/Ksc Total Lightning Warning Radii Optimization For Merlin Using Preexisting Lightning Areas, Kimberly G. Holland

Theses and Dissertations

The purpose of this research is to optimize lightning warning radii specifications for the 45th Space Wing (45 SW), thus reducing the number of unnecessary warnings that delay ground processing needed for space launch execution at Kennedy Space Center and Cape Canaveral Space Force Station. This thesis sought to answer two key research questions addressing: 1) What radius reduction effectively balances both safety and operations and do reduction recommendations from previous research align with results from the new detection system? 2) What insights can be gained from comparing measurement results for seasonal lightning events as well as lightning types? This …

An Examination Into Retention Behavior Of Air Force Female Officers, Jessica M. Astudillo

Theses and Dissertations

Female retention rates in the US military have been considerably lower than that of their male counterparts for numerous years. In the Air Force, women represent 14 percent of officer ranks from O-5 level and above. Comparatively, the overall rate of women officers in service is 20 percent. Understanding the negative factors associated with the attrition rate of this group can help the Air Force leverage positive change. It may also influence adjustments that will increase the number of women serving, and improve diversity throughout both the officer and enlisted ranks. In this study, logistic regression and survival analysis are …

Scheduling Allocation And Inventory Replenishment Problems Under Uncertainty: Applications In Managing Electric Vehicle And Drone Battery Swap Stations, Amin Asadi

Graduate Theses and Dissertations

In this dissertation, motivated by electric vehicle (EV) and drone application growth, we propose novel optimization problems and solution techniques for managing the operations at EV and drone battery swap stations. In Chapter 2, we introduce a novel class of stochastic scheduling allocation and inventory replenishment problems (SAIRP), which determines the recharging, discharging, and replacement decisions at a swap station over time to maximize the expected total profit. We use Markov Decision Process (MDP) to model SAIRPs facing uncertain demands, varying costs, and battery degradation. Considering battery degradation is crucial as it relaxes the assumption that charging/discharging batteries do not …

A Transdisciplinary Analysis Of Just Transition Pathways To 100% Renewable Electricity, Adewale Aremu Adesanya

Dissertations, Master's Theses and Master's Reports

The transition to using clean, affordable, and reliable electrical energy is critical for enhancing human opportunities and capabilities. In the United States, many states and localities are engaging in this transition despite the lack of ambitious federal policy support. This research builds on the theoretical framework of the multilevel perspective (MLP) of sociotechnical transitions as well as the concept of energy justice to investigate potential pathways to 100 percent renewable energy (RE) for electricity provision in the U.S. This research seeks to answer the question: what are the technical, policy, and perceptual pathways, barriers, and opportunities for just transition to …

The Utilization Of Shared Energy Storage In Energy Systems: Design, Modeling And Optimization, Rui Dai

USF Tampa Graduate Theses and Dissertations

Energy storage (ES) plays a significant role in modern smart grids and energy systems. With the advances of ES technologies, efficiently applying ES to energy systems has become the bottleneck for achieving the benefits of ES. The traditional approach of utilizing ES is the so-called distributed framework in which there is a separate ES for each individual user. Due to the inherent limits in the distributed framework such as cost inefficiency and space limitations, many studies have promoted to utilize a shared ES in energy systems to further exploit the potentials of ES. However, current studies always focus on maximizing …