The rising cost of military aircraft has driven the DoD to increase the utilization of commercial off-the-shelf (COTS) components in new acquisitions. Despite several demonstrated advantages of COTS-based systems, challenges relating to obsolescence arise when attempting to design and sustain such systems using traditional acquisition processes. This research addresses these challenges through the creation of an Agile Systems Engineering framework that is specifically aimed at COTS-based systems. This framework, known as the Cyber-physical Acquisition Strategy for COTS-based Agility-Driven Engineering (CASCADE), amends the traditional systems engineering process through the addition of an "identification phase" during which requirements are balanced against the capabilities of commercially-available components. The CASCADE framework motivates the creation of a new Mixed Integer Linear Programming (MILP) formulation which enables the creation of optimum obsolescence mitigation plans. Using this CASCADE MILP formulation, two sets of experiments are carried out: First, verification experiments demonstrate that the CASCADE MILP conforms to expected trends and agrees with existing results. Next, the CASCADE MILP is applied to a representative set of COTS-based systems in order to determine the appropriate level of obsolescence forecast accuracy, and to uncover new system-level cost-vs-reliability trends associated with COTS component modification.

Enticed by the promise of larger sales and better access to customers, consumer goods compa- nies (CGCs) are increasingly looking to evade traditional retailers and reach their customers directly–with direct-to-customer (DTC) policy. DTC trend has emerged to have major im- pact on logistics operations and distribution channels. It oers significant opportunities for CGCs and wholesale brands to better control their supply chain network by circumventing the middlemen or retailers. However, to do so, CGCs may need to develop their omni-channel strategies and fortify their supply chains parameters, such as fulfillment, inventory flow, and goods distribution. This may give rise to changes in the supply chain network at all strategic, tactical and operational levels. Motivated by recent interests in DTC trend, this master thesis considers the time-evolving supply chain system of an international healthcare company with preordained configuration. The input is bottleneck part of the company’s distribution network and involves 20% ≠ 25% of its total market. A mixed-integer linear programming (MILP) multiperiod optimization model is developed aiming to make tactical decisions for designing the distribution network, or more specifically, for determining the best strategy for distributing the products from manufacturing plant to primary distribution center and/or regional distribution centers and from them to customers. The company has got one manufacturing site (Mfg), one primary distribution center (PDP) and three dierent regional distribution centers (RDPs) worldwide, and the customers can be supplied from dierent plants with various transportation modes on dierent costs and lead times. The company’s motivation is to investigate the possibility of reduction in distribution costs by in-time supplying most of their demand directly from the plants. The model selects the best option for each customer by making trade-os among criteria involving distribution costs and lead times. Due to the seasonal variability and to account the market fluctuability, the model considers the full time horizon of one year. The model is analyzed and developed step by step, and its functionality is demonstrated by conducting experiments on the distribution network from our case study. In addition, the case study distribution network topology is utilized to create random instances with random parameters and the model is also evaluated on these instances. The computational experiments on instances show that the model finds good quality solutions, and demonstrate that significant cost reduction and modality improvement can be achieved in the distribution network. Using one-year actual data, it has been shown that the ratio of direct shipments could substantially improve. However, there may be many factors that can impact the results, such as short-term decisions at operational level (like scheduling) as well as demand fluctuability, taxes, business rules etc. Based on the results and managerial considerations, some possible extensions and final recommendations for distribution chain are oered. Furthermore, an extensive sensitivity analysis is conducted to show the eect of the model’s parameters on its performance. The sensitivity analysis employs a set of data from our case study and randomly generated data to highlight certain features of the model and provide some insights regarding its behaviour.

This thesis investigates different issues related to the issuance of debt by sovereign bodies such as governments, under uncertainty about the future interest rates. Several dynamic models of interest rates are presented, along with extensive numerical experiments for calibration of models and comparison of performance on real financial market data. The main contribution of the thesis is the construction and demonstration of a stochastic optimisation model for debt issuance under interest rate uncertainty. When the uncertainty is modelled using a model from a certain class of single factor interest rate models, one can construct a scenario tree such that the number of scenarios grows linearly with time steps. An optimization model is constructed using such a one factor scenario tree. For a real government debt issuance remit, a multi-stage stochastic optimization is performed to choose the type and the amount of debt to be issued and the results are compared with the real issuance. The currently used simulation models by the government, which are in public domain, are also reviewed. Apparently, using an optimization model, such as the one proposed in this work, can lead to substantial savings in the servicing costs of the issued debt

Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the financial crisis, systemic risk levels might not have lowered, but even increased (see ECB data 1 ; SRISK time series 2 ). It has been shown that systemic risk is to a large extent related to the underlying network topology of financial exposures. A natural question arising is how much systemic risk can be eliminated by optimally rearranging these networks and without increasing capital requirements. Overlapping portfolios with minimized systemic risk which provide the same market functionality as empir- ical ones have been studied by Pichler et al. (2018). Here we propose a similar method for direct exposure networks, and apply it to cross-sectional interbank loan networks, consisting of 10 quarterly observations of the Austrian interbank market. We show that the suggested framework rearranges the network topol- ogy, such that systemic risk is reduced by a factor of approximately 3.5, and leaves the relevant economic features of the optimized network and its agents unchanged. The presented optimization procedure is not intended to actually re-configure interbank markets, but to demonstrate the huge potential for systemic risk management through rearranging exposure networks, in contrast to increasing capital requirements that were shown to have only marginal effects on systemic risk (Poledna et al., 2017). Ways to actually incentivize a self-organized formation toward optimal network configurations were introduced in Thurner and Poledna (2013) and Poledna and Thurner (2016). For regulatory policies concerning financial market stability the knowledge of minimal systemic risk for a given economic environment can serve as a benchmark for monitoring actual systemic risk in markets.

A presente pesquisa aborda um problema de programação de veículos rico, em que a característica mais importante é a demanda de múltiplas embarcações para atendimento a uma única tarefa. Trata-se de uma aplicação real do setor de apoio marítimo \"offshore\", das embarcações que fazem o reboque e o lançamento de linhas de ancoragem de sondas de perfuração e unidades de produção. Como método de solução, aplicaram-se duas heurísticas com uma abordagem híbrida que incluem uma inserção baseada em programação linear inteira, visando a minimização do custo total da operação, dentro de um tempo de processamento aceitável. / This research deals with a rich vehicle scheduling problem, having as the most important feature the demand of multiple vessels per task. It is a real problem present in the oil industry related to the vessels that undertake the towing and the launching of mooring lines of drilling and production units. As a solution method, two heuristics with a hybrid approach were applied which include an insertion based on integer linear programming, aiming at minimizing the total cost of the operation, within an acceptable processing time.

Neste trabalho foi desenvolvido um modelo de programação linear inteira mista para localização das instalações da rede logística do biodiesel no Brasil, de forma a que se possa, com sua aplicação, avaliar o potencial de produção de oleaginosas no país, assim como identificar as zonas mais promissoras para a localização dos diversos elos da cadeia do biodiesel, a partir da demanda gerada pela mistura de um percentual de biodiesel ao diesel fóssil. O modelo incorpora quatro elos da cadeia produtiva (fase agrícola, extração de óleo, produção de biodiesel e pontos de demanda). Os parâmetros do modelo foram estimados com base em informações reais de mercado disponíveis (base de dezembro/2007). Obteve-se com a aplicação do modelo a diversos cenários, os municípios mais indicados para produção das oleaginosas, as oleaginosas utilizadas, o volume de produção em cada local e, por fim, a localização e porte das fábricas de óleo e das usinas de biodiesel. Análises de sensibilidade de alguns parâmetros foram executadas para verificação do comportamento do modelo face a incertezas. O trabalho incorpora sugestões e recomendações para aprimoramento do modelo. / In this research a mixed integer linear programming model was developed to locate facilities related to the biodiesel supply chain in Brazil, making possible to evaluate the oleaginous production potential, as well as the most promising regions to became the location of the several levels of the biodiesel chain, in accordance to the biodiesel future demand. The model incorporates four levels of the productive chain (agricultural phase, extraction of oil, biodiesel production and demand points). The model parameters were estimated based on market information available (base of december/2007). The application of the model to several sceneries led to the indication of the most promising regions for production of the oleaginous, the used oleaginous ones, the volume of production in each place and, finally, the location and scale of oil and biodiesel factories. Sensibility analyses were conducted to verify the results related to parameters uncertainty. The research contains suggestion and recommendations for improvement of the model.

Development drilling is used in underground mining to create access tunnels. A common method involves using a drilling rig, known as a jumbo, to drill holes into the face of a tunnel. Jumbo drill rigs have two or more articulated arms with drills as end-effectors, that extend outwards from a vehicle. Once drilled, the holes are charged with explosives and fired to advance the tunnel. There is an ongoing imperative within the mining industry to reduce development times and reducing time spent drilling is seen as the best opportunity for achieving this. Notwithstanding that three-boom jumbos have been available for some years, the industry has maintained a preference for using jumbo rigs with two drilling booms. Three-boom machines have the potential to reduce drilling time by as much as one third, but they have proven difficult to operate and, in practice, this benefit has not been realized. The key difficulty lies in manoeuvering the booms within the tight confines of the tunnel and ensuring sequencing the drilling of holes so that each boom spends maximum time drilling. This thesis addresses the problem of optimally sequencing multi-boom jumbo drill rigs to minimize the overall time to drill a blast hole pattern, taking into account the various constraints on the problem including the geometric constraints restricting motion of the booms. The specific aims of the thesis are to: ² develop the algorithmic machinery needed to determine minimum- or near-minimum-time drill assignment for multi-boom jumbos which is suitable for "real-time" implementation; ² use this drill pattern assignment algorithm to quantify the benefits of optimal drill pattern assignment with three-boom jumbos; and ² investigate the management of unplanned events, such as boom breakdowns, and assess the potential of the algorithm to assist a human operator with the forward planning of drill-hole selection. Jumbo drill task assignment is a combinatorial optimization problem. A methodology based around receding horizon mixed integer programming is developed to solve the problem. At any time the set of drill-holes available to a boom is restricted by the location of the other booms as well as the tunnel perimeter. Importantly these constraints change as the problem evolves. The methodology builds these constraints into problem through use of a feasibility tensor that encodes the moves available to each boom given configurations of other booms. The feasibility tensor is constructed off-line using a rapidly exploring random tree algorithm. Simulations conducted using the sequencing algorithm predict, for a standard drill-hole pattern, a 10 - 22% reduction in drilling time with the three-boom rig relative to two-boom machines. The algorithms developed in this thesis have two intended applications. The first is for automated jumbo drill rigs where the capability to plan drilling sequences algorithmically is a prerequisite. Automated drill rigs are still some years from being a reality. The second, and more immediate application is in providing decision support for drill rig operators. It is envisaged that the algorithms described here might form the basis of a operator assist that provides guidance on which holes to drill next with each boom, adapting this plan as circumstances change.

As the "network of network", the Internet has been playing a central and crucial role in modern society, culture, knowledge, businesses and so on in a period of over two decades by supporting a wide variety of network technologies and applications. However, due to its popularity and multi-provider nature, the future development of the Internet is limited to simple incremental updates. To address this challenge, network virtualization has been propounded as a potential candidate to provide the essential basis for the future Internet architecture. Network virtualization is capable of providing an open and flexible networking environment in which service providers are allowed to dynamically compose multiple coexisting heterogeneous virtual networks on a shared substrate network. Such a flexible environment will foster the deployment of diversified services and applications. A major challenge in network virtualization area is the Virtual Network Embedding (VNE), which aims to statically or dynamically allocate virtual nodes and virtual links on substrate resources, physical nodes and paths. Making effective use of substrate resources requires high-efficient and survivable VNE techniques. The main contribution of this thesis is two high-performance p-Cycle-based survivable virtual network embedding approaches. These approaches take advantage of p-Cycle-based protection techniques that minimize the backup resources while providing a full VN protection scheme against link and node failures.

A VLSI chip can today contain hundreds of millions transistors and is expected to contain more than 1 billion transistors in the next decade. In order to handle this rapid growth in integration technology, the design procedure is therefore divided into a sequence of design steps. Circuit layout is the design step in which a physical realization of a circuit is obtained from its functional description. Global routing is one of the key subproblems of the circuit layout which involves finding an approximate path for the wires connecting the elements of the circuit without violating resource constraints. The global routing problem is NP-hard, therefore, heuristics capable of producing high quality routes with little computational effort are required as we move into the Deep Sub-Micron (DSM) regime. In this thesis, different approaches for global routing problem are first reviewed. The advantages and disadvantages of these approaches are also summarized. According to this literature review, several mathematical programming based global routing models are fully investigated. Quality of solution obtained by these models are then compared with traditional Maze routing technique. The experimental results show that the proposed model can optimize several global routing objectives simultaneously and effectively. Also, it is easy to incorporate new objectives into the proposed global routing model. To speedup the computation time of the proposed ILP based global router, several hierarchical methods are combined with the flat ILP based global routing approach. The experimental results indicate that the bottom-up global routing method can reduce the computation time effectively with a slight increase of maximum routing density. In addition to wire area, routability, and vias, performance and low power are also important goals in global routing, especially in deep submicron designs. Previous efforts that focused on power optimization for global routing are hindered by excessively long run times or the routing of a subset of the nets. Accordingly, a power efficient multi-pin global routing technique (PIRT) is proposed in this thesis. This integer linear programming based techniques strives to find a power efficient global routing solution. The results indicate that an average power savings as high as 32\% for the 130-nm technology can be achieved with no impact on the maximum chip frequency.

A VLSI chip can today contain hundreds of millions transistors and is expected to contain more than 1 billion transistors in the next decade. In order to handle this rapid growth in integration technology, the design procedure is therefore divided into a sequence of design steps. Circuit layout is the design step in which a physical realization of a circuit is obtained from its functional description. Global routing is one of the key subproblems of the circuit layout which involves finding an approximate path for the wires connecting the elements of the circuit without violating resource constraints. The global routing problem is NP-hard, therefore, heuristics capable of producing high quality routes with little computational effort are required as we move into the Deep Sub-Micron (DSM) regime. In this thesis, different approaches for global routing problem are first reviewed. The advantages and disadvantages of these approaches are also summarized. According to this literature review, several mathematical programming based global routing models are fully investigated. Quality of solution obtained by these models are then compared with traditional Maze routing technique. The experimental results show that the proposed model can optimize several global routing objectives simultaneously and effectively. Also, it is easy to incorporate new objectives into the proposed global routing model. To speedup the computation time of the proposed ILP based global router, several hierarchical methods are combined with the flat ILP based global routing approach. The experimental results indicate that the bottom-up global routing method can reduce the computation time effectively with a slight increase of maximum routing density. In addition to wire area, routability, and vias, performance and low power are also important goals in global routing, especially in deep submicron designs. Previous efforts that focused on power optimization for global routing are hindered by excessively long run times or the routing of a subset of the nets. Accordingly, a power efficient multi-pin global routing technique (PIRT) is proposed in this thesis. This integer linear programming based techniques strives to find a power efficient global routing solution. The results indicate that an average power savings as high as 32\% for the 130-nm technology can be achieved with no impact on the maximum chip frequency.