In the oil industry, there is a special class of pipelines used for the transportation of refined products. The problem of sequencing the inputs to be pumped through this type of pipeline seeks to generate the optimal sequence of batches of products and their destination as well as the amount of product to be pumped such that the total operational cost of the system, or another operational objective, is optimized while satisfying the product demands according to the requirements set by the customers. This dissertation introduces a new modeling approach and proposes a solution methodology for this problem capable of dealing with the topology of all the scenarios reported in the literature so far. The system representation is based on a 1-0 multi commodity network flow formulation that models the dynamics of the system, including aspects such as conservation of product flow constraints at the depots, travel time of products from the refinery to their depot destination and what happens upstream and downstream the line whenever a product is being received at a given depot while another one is being injected into the line at the refinery. It is assumed that the products are already available at the refinery and their demand at each depot is deterministic and known beforehand. The model provides the sequence, the amounts, the destination and the trazability of the shipped batches of different products from their sources to their destinations during the entire horizon planning period while seeking the optimization of pumping and inventory holding costs satisfying the time window constraints. A survey for the available literature is presented. Given the problem structure, a decomposition based solution procedure is explored with the intention of exploiting the network structure using the network simplex method. A branch and bound algorithm that exploits the dynamics of the system assigning priorities for branching to a selected set of variables is proposed and its computational results for the solution, obtained via GAMS/CPLEX, of the formulation for random instances of the problem of different sizes are presented. Future research directions on this field are proposed.

This thesis consists of an introduction and sevenindependent, but closely related, papers which all deal withproblems in structural optimization. In particular, we considermodels and methods for global optimization of problems intopology design of discrete and continuum structures. In the first four papers of the thesis the nonconvex problemof minimizing the weight of a truss structure subject to stressconstraints is considered. First itis shown that a certainsubclass of these problems can equivalently be cast as linearprograms and thus efficiently solved to global optimality.Thereafter, the behavior of a certain well-known perturbationtechnique is studied. It is concluded that, in practice, thistechnique can not guarantee that a global minimizer is found.Finally, a convergent continuous branch-and-bound method forglobal optimization of minimum weight problems with stress,displacement, and local buckling constraints is developed.Using this method, several problems taken from the literatureare solved with a proof of global optimality for the firsttime. The last three papers of the thesis deal with topologyoptimization of discretized continuum structures. Theseproblems are usually modeled as mixed or pure nonlinear 0-1programs. First, the behavior of certain often usedpenalization methods for minimum compliance problems isstudied. It is concluded that these methods may fail to producea zero-one solution to the considered problem. To remedy this,a material interpolation scheme based on a rational functionsuch that compli- ance becomes a concave function is proposed.Finally, it is shown that a broad range of nonlinear 0-1topology optimization problems, including stress- anddisplacement-constrained minimum weight problems, canequivalently be modeled as linear mixed 0-1 programs. Thisresult implies that any of the standard methods available forgeneral linear integer programming can now be used on topologyoptimization problems. <b>Keywords:</b>topology optimization, global optimization,stress constraints, linear programming, mixed integerprogramming, branch-and-bound.

This thesis contributes to theoretical and quantitative aspects of machine scheduling. In fact, it is dedicated to the issue of scheduling n jobs on one single machine. The scope is limited to deterministic problems - i.e. those with all data available and known with certainty in advance - with tardiness involved objectives; hence, the common denominator of all problems addressed are jobs with a predetermined due date assigned to. A job is finished on time as long as it is completed before its due date, otherwise it is said to be tardy. Since the single machine utilized is assumed to be restricted to process at most one job at a time, the aim is to find a proper sequence - a schedule - of how to process the jobs in order to best fulfill a certain objective. The contribution of this thesis aims at giving a state of the art survey and detailed review of research effort considering the objectives "minimizing the number of tardy jobs" and "minimizing the weighted number of tardy jobs". Further, the objectives of "minimizing the total tardiness", "minimizing the total weighted tardiness" and "minimizing the maximum tardiness" are adumbrated but reduced to a rough overview of research effort made.

Dans le domaine de l'Optimisation Combinatoire, la résolution de manière optimale de problèmes de grande taille par le biais d'algorithmes Branch-and-Bound requiert un nombre très élevé de ressources de calcul. De nos jours, de telles ressources sont accessibles grâce aux grilles de calcul, composées de grappes de clusters réparties sur différents sites géographiques. Ces environnements parallèles posent de nombreux défis scientifiques, notamment en termes de passage à l'échelle, de la prise en compte de l'hétérogénéité des ressources ainsi qu'en termes de tolérance aux pannes. La plupart des approaches existantes pour l'algorithme Branch-and-Bound parallèle sont basées sur une architecture de type Maître-Esclave, où un processus maître répartit les tâches à accomplir auprès de processus esclaves en charge de les traîter. L'utilisation d'une telle entité centrale constitue un obstacle majeur en ce qui concerne le passage à l'échelle. Dans cette thèse, nous proposons de relever ces défis ainsi que de surmonter cet obstacle grâce à une approche innovante et complètement distribuée, basée sur une architecture Pair-à-Pair (P2P). Celle-ci repose sur un seul type de processus (le pair), qui a pour mission d'explorer son propre ensemble de tâches, de le partager avec d'autres pairs et de diffuser l'information globale. Nous définissons des mécanismes adaptés en lien avec l'algorithme Branch-and-Bound, qui traitent de la répartition de la charge, de la diffusion de la meilleure solution trouvée et de la détection de la terminaison des calculs. En plus de multiples expérimentations sur le problème d'ordonnancement du Flow-Shop sur la grille de calcul Grid'5000, nous proposons une preuve formelle de la correction de notre approche. Par ailleurs, nous traîtons une problématique souvent ignorés dans les travaux relatifs au calcul P2P, qui est l'importance de la topologie du réseau P2P. Généralement, une topologie très simple est utilisée. Les résultats obtenus montrent que notre approche permet le déploiement de réseaux de calculs à de très grandes échelles, constitués potentiellement de centaines de milliers de coeurs de calcul. Notre dernière contribution consiste en une approche Pair-à-Pair tolérante aux pannes afin de prendre en compte la nature généralement très volatile des ressources de calcul. Les résultats obtenus prouvent la robustesse de l'approche dans des environnements à la fois réalistes et sujets à de nombreux dysfinctionnements

The multiprocessor task graph scheduling problem has been extensively studied asacademic optimization problem which occurs in optimizing the execution time of parallelalgorithm with parallel computer. The problem is already being known as one of the NPhardproblems. There are many good approaches made with many optimizing algorithmto find out the optimum solution for this problem with less computational time. One ofthem is branch and bound algorithm.In this paper, we propose a branch and bound algorithm for the multiprocessor schedulingproblem. We investigate the algorithm by comparing two different lower bounds withtheir computational costs and the size of the pruned tree.Several experiments are made with small set of problems and results are compared indifferent sections.

Polynomial programming, a class of non-linear programming where the objective and the constraints are multivariate polynomials, has attracted the attention of many researchers in the past decade. Polynomial programming is a powerful modeling tool that captures various optimization models. Due to the wide range of applications, a research topic of high interest is the development of computationally efficient algorithms for solving polynomial programs. Even though some solution methodologies are already available and have been studied in the literature, these approaches are often either problem specific or are inapplicable for large-scale polynomial programs. Most of the available methods are based on using hierarchies of convex relaxations to solve polynomial programs; these schemes grow exponentially in size becoming rapidly computationally expensive. The present work proposes methods and implementations that are capable of solving polynomial programs of large sizes. First we propose a general framework to construct conic relaxations for binary polynomial programs, this framework allows us to re-derive previous relaxation schemes and provide new ones. In particular, three new relaxations for binary quadratic polynomial programs are presented. The first two relaxations, based on second-order cone and semidefinite programming, represent a significant improvement over previous practical relaxations for several classes of non-convex binary quadratic polynomial problems. The third relaxation is based purely on second-order cone programming, it outperforms the semidefinite-based relaxations that are proposed in the literature in terms of computational efficiency while being comparable in terms of bounds. To strengthen the relaxations further, a dynamic inequality generation scheme to generate valid polynomial inequalities for general polynomial programs is presented. When used iteratively, this scheme improves the bounds without incurring an exponential growth in the size of the relaxation. The scheme can be used on any initial relaxation of the polynomial program whether it is second-order cone based or semidefinite based relaxations. The proposed scheme is specialized for binary polynomial programs and is in principle scalable to large general combinatorial optimization problems. In the case of binary polynomial programs, the proposed scheme converges to the global optimal solution under mild assumptions on the initial approximation of the binary polynomial program. Finally, for binary polynomial programs the proposed relaxations are integrated with the dynamic scheme in a branch-and-bound algorithm to find global optimal solutions.

Typically, design is approached as a sequence of decisions in which designers select what they believe to be the best alternative in each decision. While this approach can be used to arrive at a final solution quickly, it is unlikely to result in the most-preferred solution. The reason for this is that all the decisions in the design process are coupled. To determine the most preferred alternative in the current decision, the designer would need to know the outcomes of all future decisions, information that is currently unavailable or indeterminate. Since the designer cannot select a single alternative because of this indeterminate (interval-based) uncertainty, a set-based design approach is introduced. The approach is motivated by the engineering practices at Toyota and is based on the structure of the Branch and Bound Algorithm. Instead of selecting a single design alternative that is perceived as being the most preferred at the time of the decision, the proposed set-based design approach eliminates dominated design alternatives: rather than selecting the best, eliminate the worst. Starting from a large initial design space, the approach sequentially reduces the set of non-dominated design alternatives until no further reduction is possible ??e remaining set cannot be rationally differentiated based on the available information. A single alternative is then selected from the remaining set of non-dominated designs. In this thesis, the focus is on the elimination step of the set-based design method: A criterion for rational elimination under interval-based uncertainty is derived. To be efficient, the criterion takes into account shared uncertainty ??certainty shared between design alternatives. In taking this uncertainty into account, one is able to eliminate significantly more design alternatives, improving the efficiency of the set-based design approach. Additionally, the criterion uses a detailed reference design to allow more elimination of inferior design sets without evaluating each alternative in that set. The effectiveness of this elimination is demonstrated in two examples: a beam design and a gearbox design.

We consider several related problems arising in geometric graphs. In particular, we investigate the computational complexity and approximability properties of several optimization problems in unit ball graphs and develop algorithms to find exact and approximate solutions. In addition, we establish complexity-based theoretical justifications for several greedy heuristics. Unit ball graphs, which are defined in the three dimensional Euclidian space, have several application areas such as computational geometry, facility location and, particularly, wireless communication networks. Efficient operation of wireless networks involves several decision problems that can be reduced to well known optimization problems in graph theory. For instance, the notion of a \virtual backbone" in a wire- less network is strongly related to a minimum connected dominating set in its graph theoretic representation. Motivated by the vastness of application areas, we study several problems including maximum independent set, minimum vertex coloring, minimum clique partition, max-cut and min-bisection. Although these problems have been widely studied in the context of unit disk graphs, which are the two dimensional version of unit ball graphs, there is no established result on the complexity and approximation status for some of them in unit ball graphs. Furthermore, unit ball graphs can provide a better representation of real networks since the nodes are deployed in the three dimensional space. We prove complexity results and propose solution procedures for several problems using geometrical properties of these graphs. We outline a matching-based branch and bound solution procedure for the maximum k-clique problem in unit disk graphs and demonstrate its effectiveness through computational tests. We propose using minimum bottleneck connected dominating set problem in order to determine the optimal transmission range of a wireless network that will ensure a certain size of "virtual backbone". We prove that this problem is NP-hard in general graphs but solvable in polynomial time in unit disk and unit ball graphs. We also demonstrate work on theoretical foundations for simple greedy heuristics. Particularly, similar to the notion of "best" approximation algorithms with respect to their approximation ratios, we prove that several simple greedy heuristics are "best" in the sense that it is NP-hard to recognize the gap between the greedy solution and the optimal solution. We show results for several well known problems such as maximum clique, maximum independent set, minimum vertex coloring and discuss extensions of these results to a more general class of problems. In addition, we propose a "worst-out" heuristic based on edge contractions for the max-cut problem and provide analytical and experimental comparisons with a well known "best-in" approach and its modified versions.

For traditional wireless communication systems, static spectrum allocation is the major spectrum allocation methodology. However, according to the recent investigations by the FCC, this has led to more than 70 percent of the allocated spectrum in the United States being under-utilized. Cognitive radio (CR) technology, which supports opportunistic spectrum sharing, is one idea that is proposed to improve the overall utilization efficiency of the radio spectrum. In this thesis we consider a CR communication system based on spectrum sharing schemes, where we have a secondary user (SU) link with multiple transmitting antennas and a single receiving antenna, coexisting with a primary user (PU) link with a single receiving antenna. At the SU transmitter (SU-Tx), the channel state information (CSI) of the SU link is assumed to be perfectly known; while the interference channel from the SU-Tx to the PU receiver (PU-Rx) is not perfectly known due to less cooperation between the SU and the PU. As such, the SU-Tx is only assumed to know that the interference channel gain can take values from a finite set with certain probabilities. Considering a SU transmit power constraint, our design objective is to determine the transmit covariance matrix that maximizes the SU rate, while we protect the PU by enforcing both a PU average interference constraint and a PU outage probability constraint. This problem is first formulated as a non-convex optimization problem with a non-explicit probabilistic constraint, which is then approximated as a mixed binary integer programming (MBIP) problem and solved with the Branch and Bound (BB) algorithm. The complexity of the BB algorithm is analyzed and numerical results are presented to validate the eff ectiveness of the proposed algorithm. A key result proved in this thesis is that the rank of the optimal transmit covariance matrix is one, i.e., CR beamforming is optimal under PU outage constraints. Finally, a heuristic algorithm is proposed to provide a suboptimal solution to our MBIP problem by efficiently (in polynomial time) solving a particularly-constructed convex problem.

In manufacturing environments, machines are usually subject to down periods due to various reasons such as preventive maintenance activities, pre-accepted jobs and pre-known material shortages. Among these reasons, preventive maintenance, which is defined as the pre-planned maintenance activities to keep the machine in its operating state, has gained much more importance in recent years. In this thesis, we consider the single machine total flow time problem where the jobs are non-resumable and the machine is subject to preventive maintenance activities of known starting times and durations. We propose a number of optimality properties together with the upper and lower bounding procedures. Using these mechanisms, we build a branch and bound algorithm to find the optimal solution of the problem. Our extensive computational study on randomly generated test instances shows that our algorithm can solve large-sized problem instances with up to 80 jobs in reasonable times. We also study a two-alternative maintenance planning problem with minor and major maintenances. We give an optimizing algorithm to find the timing of the maintenances, when the job sequence is fixed.