Train dispatchers faces lots of challenges due to conflicts which causes delays of trains as a result of solving possible dispatching problems the network faces. The major challenge is for the train dispatchers to make the right decision and have reliable, cost effective and much more faster approaches needed to solve dispatching problems. This thesis work provides detail information on the implementation of different heuristic algorithms for train dispatchers in solving train dispatching problems. The library data files used are in xml file format and deals with both single and double tracks between main stations. The main objective of this work is to build different heuristic algorithms to solve unexpected delays faced by train dispatchers and to help in making right decisions on steps to take to have reliable and cost effective solution to the problems. These heuristics algorithms proposed were able to help dispatchers in making right decisions when solving train dispatching problems.

This dissertation presents an algorithm to solve optimization problems with "black-box" objective functions, i.e., functions that can only be evaluated by running a computer program. Such optimization problems often arise in engineering applications, for example, the design of sensor placement. Due to the complexity in engineering systems, the objective functions usually have multiple local optima and depend on a huge number of decision variables. These difficulties make many existing methods less effective. The proposed algorithm is called adaptive evolutionary Monte Carlo (AEMC), and it combines sampling-based and metamodel-based search methods. AEMC incorporates strengths from both methods and compensates limitations of each individual method. Specifically, the AEMC algorithm combines a tree-based predictive model with an evolutionary Monte Carlo sampling procedure for the purpose of heuristic optimization. AEMC is able to escape local optima due to the random sampling component, and it improves the quality of solutions quickly by using information learned from the tree-based model. AEMC is also an adaptive Markov chain Monte Carlo (MCMC) algorithm, and is in fact the rst adaptive MCMC algorithm that simulates multiple Markov chains in parallel. The ergodicity property of the AEMC algorithm is studied. It is proven that the distribution of samples obtained by AEMC converges asymptotically to the "target" distribution determined by the objective function. This means that AEMC has a larger probability of collecting samples from regions containing the global optimum than from other regions, which implies that AEMC will reach the global optimum given enough run time. The AEMC algorithm falls into the category of heuristic optimization algorithms, and is applicable to the problems that can be solved by other heuristic methods, such as genetic algorithm. Advantages of AEMC are demonstrated by applying it to a sensor placement problem in a manufacturing process, as well as to a suite of standard test functions. It is shown that AEMC is able to enhance optimization effectiveness and efficiency as compared to a few alternative strategies, including genetic algorithm, Markov chain Monte Carlo algorithms, and meta-model based methods. The effectiveness of AEMC for sampling purposes is also shown by applying it to a mixture Gaussian distribution.

This thesis aims to produce a novel multi-objective algorithm that is based on Cuckoo Search by Dr. Xin-She Yang. Cuckoo Search is a promising nature-inspired meta-heuristic optimization algorithm, which currently is only able to solve single-objective optimization problems. After an introduction, a number of theoretical points are presented as a basis for the decision of which algorithms to hybridize Cuckoo Search with. These are then reviewed in detail and verified against current benchmark algorithms to evaluate their efficiency. To test the proposed algorithm in a new setting, a real-world combinatorial problem is used. The proposed algorithm is then used as an optimization engine for a simulation-based system and compared against a current implementation.

The purpose of the inverse-transport problems that we address is to reconstruct the material distribution inside an unknown object undergoing a nondestructive evaluation. We assume that the object is subjected to incident beams of photons or particles and that the exiting radiation is measured with detectors around the periphery of the object. In the present work we focus on problems in which radiation can undergo significant scattering within the optically thick object. We develop a set of reconstruction strategies to infer the material distribution inside such objects. When we apply these strategies to a set of neutron-tomography test problems we find that the results are substantially superior to those obtained by previous methods. We first demonstrate that traditional analytic methods such as filtered back projection (FBP) methods do not work for very thick, highly scattering problems. Then we explore deterministic optimization processes, using the nonlinear conjugate gradient iterative updating scheme to minimize an objective functional that characterizes the misfits between forward predicted measurements and actual detector readings. We find that while these methods provide more information than the analytic methods such as FBP, they do not provide sufficiently accurate solutions of problems in which the radiation undergoes significant scattering. We proceed to present some advances in inverse transport methods. Our strategies offer several advantages over previous reconstruction methods. First, our optimization procedure involves the systematic use of both deterministic and stochastic methods, using the strengths of each to mitigate the weaknesses of the other. Another key feature is that we treat the material (a discrete quantity) as the unknown, as opposed to individual cross sections (continuous variables). This changes the mathematical nature of the problem and greatly reduces the dimension of the search space. In our hierarchical approach we begin by learning some characteristics of the object from relatively inexpensive calculations, and then use knowledge from such calculations to guide more sophisticated calculations. A key feature of our strategy is dimension-reduction schemes that we have designed to take advantage of known and postulated constraints. We illustrate our approach using some neutron-tomography model problems that are several mean-free paths thick and contain highly scattering materials. In these problems we impose reasonable constraints, similar to those that in practice would come from prior information or engineering judgment. Our results, which identify exactly the correct materials and provide very accurate estimates of their locations and masses, are substantially better than those of deterministic minimization methods and dramatically more efficient than those of typical stochastic methods.

Peridynamics (PD), a reformulation of the Classical Continuum Mechanics (CCM), is a new and promising meshless and nonlocal computational method in solid mechanics. To permit discontinuities, the PD integro-differential equation contains spatial integrals and time derivatives. PD can be considered as the continuum version of molecular dynamics. This feature of PD makes it a good candidate for multi-scale analysis of materials. Concurrently, the topology optimization has also been rapidly growing in view of the need to design lightweight and high performance structures. Therefore, this thesis presents the potential for a peridynamics-based topology optimization approach. To avoid the gradient calculations, a heuristic topology optimization method is employed. The minimization of the PD strain energy density is set as the objective function. The structure is optimized based on a modified solid isotropic material with a penalization approach and a projection scheme is utilized to obtain distinct results. Several test cases have been studied to analyze the suitability of the proposed method in topology optimization. / Graduate

Derivative pricing, model calibration, and sensitivity analysis are the three main problems in financial modeling. The purpose of this study is to present an algorithm to improve the pricing process, the calibration process, and the sensitivity analysis of the double Heston model, in the sense of accuracy and efficiency. Using the optimized caching technique, our study reduces the pricing computation time by about 15%. Another contribution of this thesis is: a novel application of the Automatic Differentiation (AD) algorithms in order to achieve a more stable, more accurate, and faster sensitivity analysis for the double Heston model (compared to the classical finite difference methods). This thesis also presents a novel hybrid model by combing the heuristic method Differentiation Evolution, and the gradient method Levenberg--Marquardt algorithm. Our new hybrid model significantly accelerates the calibration process.

[EN] The main goal of this Thesis is the application of a suitable heuristic optimization algorithm that allows finding optimal solutions to the structural problem of faced brackets foundation, when one of them is located in a sharecropping, and therefore, the disposition of its foundation is prevented in one direction. Since there are various structural models to solve the problem, it is the most commonly used in current practice. Isolated footings, constant width combined footing, asymmetrical combined footing, and beam brace eccentric shoe are the structural models finally selected. Also, it has been confirmed the existence of various analytical models to solve the problem. Included in this Thesis is the simplest analysis model, commonly used inprofessional practice, and a more complex model that we call elastic simplified method. The first is the named "Rigid foundation", which is based on the premise of a rigid behavior foundation. This implies the assumption of a linear distribution of the pressure transmitted to the ground. On the other hand, it will also analyze a model of analysis that does not limit the performance of the foundation only to the case of rigid foundation,modeling the terrain with springs through the so-called 'subgrade reaction'. As a further aim of the Thesis, is to determine the structural model and the most suitable analysis model for solving the problem and determine the differences with other commonly used models. Another objective of the thesis will be to evaluate the different objective functions, so that they may assess the optimal solution in terms of economic, environmental and ease of construction. From the literature review, it has noted the existence of numerous optimization studies conducted in search of economic optimum (cost of the solution, solution weight) and from the environmental point of view (CO2 emissions, energy consumption, solution weight). From the standpoint of ease of construction of the solution, studies are lower, including parameters 'Armed uniformity, number of reinforcing bars or number of different bar types'. In this Thesis all these objective functions will be evaluated, incorporating environmental features such as the study of water consumption of the constituent materials and from the point of view of ease of construction, the perimeter / area ratio and the parameter average diameter of the solution, which will be defined later. Another of the objectives set for the thesis has been to be able to compare the results obtained by applying the "Simulated Annealing" algorithm, with the results that have been obtained in routine practice, following the usual process of structural calculation.A sample calculation in joint shoe is included in the book "Cálculo de estructuras de cimentacion" 4th edition from Calavera, comparing the values of objective functions of the solution provided in the book, with those achieved after application of optimization SA algorithm and those collected after using a structural calculation software widely used in practice, as is "Cypecad ver 2014". Finally, the ultimate goal of the thesis has been conducting a parametric study that allows providing the optimal solutions for a wide range of the problem under study configurations / [ES] El objetivo fundamental de la presente Tesis es la aplicación de un algoritmo de optimización heurístico adecuado, que permita localizar soluciones óptimas al problema estructural consistente en la cimentación de dos soportes enfrentados, cuando uno de ellos se sitúa en una medianería, y por tanto, tiene impedida en una dirección la disposición de su cimiento. Dado que existen diversos modelos estructurales que permiten solucionar el problema, se ha seleccionado entre ellos, los más habitualmente utilizados en la práctica actual.. Los modelos estructurales finalmente seleccionados han sido los constituidos por zapatas aisladas, zapata combinada de ancho constante, zapata combinada asimétrica y zapata excéntrica con viga riostra. También se ha podido confirmar la existencia de diversos modelos de análisis para la solución del problema, incuyéndose en la tesis tanto el modelo más sencillo de análisis, utilizado habitualmente en la práctica profesional, como un modelo más complejo que denominaremos, modelo elástico simplificado. El primero de ellos será el denominado 'Cimiento Rígido', donde se partirá de la premisa de un comportamiento rígido del cimiento, lo que implicará la suposición de que presión transmitida al terreno sigue una distribución lineal. Por otro lado, se analizará también un modelo de análisis que no limitará el comportamiento del cimiento únicamente al caso de cimiento rígido, modelizando el terreno mediante muelles a través del denominado 'Módulo de Balasto'. Como objetivo adicional de la tesis se establecerá el poder determinar el modelo estructural y el modelo de análisis más adecuado para la resolución del problema y determinar las diferencias con el resto de modelos usualmente utilizados. Otro de los objetivos de la tesis será el de poder evaluar distintas funciones objetivo, de forma que se pueda evaluar el óptimo de una solución desde el punto de vista económico, medioambiental y de facilidad constructiva. De la revisión bibliográfica realizada, se ha podido constatar la existencia de numerosos estudios de optimización realizados en busca de óptimos económicos (coste de la solución, peso de la solución) y desde el punto de vista medioambiental (emisiones de CO2, consumo de energía, peso de la solución). Desde el punto de vista de la facilidad constructiva de la solución, los estudios realizados son menores, incluyéndose parámetros de 'Uniformidad de Armado, Número de barras de armado o número de tipo de barras distintos'. En la presente tesis se evaluarán todas estas funciones objetivo, incorporándose como funciones de tipo medioambiental, el estudio de consumo de agua de los materiales constituyentes de la solución y desde el punto de vista de la facilidad constructiva, la relación Perímetro/ Área y el parámetro Diámetro Medio de la solución, que se definirán más tarde. Otro de los objetivos establecidos para la tesis ha sido el de poder comparar los resultados obtenidos mediante la aplicación del algoritmo de Simulated Annealing, con los resultados que se hubieran obtenido en la práctica profesional habitual, siguiendo los procesos habituales de cálculo estructural. Para ello, se desarrolla un ejemplo de cálculo de zapata en medianería incluido en el libro "Cálculo de estructuras de cimentación" Edición 4, de Calavera, comparando los valores de las funciones objetivo de la solución aportada en el libro, con las alcanzadas tras la aplicación del algoritmo de optimización de SA y las conseguidas tras el uso de un software de cálculo estructural ampliamente utilizado en la práctica, como es 'Cypecad ver 2014'. Por último, el objetivo final de la tesis ha sido la realización de un estudio paramétrico, que permita aportar las soluciones óptimas de un amplio abanicos de configuraciones del problema en estudio. / [CAT] L'objectiu fonamental de la present Tesi és l'aplicació d'un algoritme d'optimització heurístic adequat, que permeta localitzar solucions òptimes al problema estructural consistent en la fonamentació de dos suports enfrontats, quan un d'ells se sitúa en una paret mitgera, i per tant, té impedida en una direcció la disposició del seu fonament.Atés que hi ha diversos models estructurals que permeten solucionar el problema, s'ha seleccionat entre ells, els més habitualment utilitzats en la pràctica. Els models estructurals finalment seleccionats han sigut els constituïts per zapatas aïllades, zapata combinada d'ample constant, zapata combinada asimètrica i zapata excèntrica amb biga riostra. També s'ha pogut confirmar l'existència de diversos models d'anàlisi per a la solució del problema, incuyéndose en la tesi tant el model més senzill d'analisis, utilitzat habitualment en la pràctica professional, com un model més complex que denominarem, model elàstic simplificat. El primer d'ells serà el denominat 'Cimiento Rígido', on es partirà de la premissa d'un comportament rígid del fonament, la qual cosa implicarà la suposició que pressió transmesa al terreny seguix una distribució lineal. D'altra banda, s'analitzarà també un model d'anàlisi que no limitarà el comportament del fonament unicamente al cas de fonament rígid, odelizando el terreny per mitjà de molls a través del denominat 'Módulo de Balasto'. Com a objectiu addicional de la tesi s'establirà el poder determinar el model estructural i el model d'anàlisi més adequat per a la resolució del problema i determinar les diferències amb la resta de models usualment utilitzats. Un altre dels objectius de la tesi sera el de poder avaluar distintes funcions objectiu, de manera que es puga avaluar l'òptim d'una solució des del punt de vista econòmic, mediambiental i de facilitat constructiva. De la revisió bibliogràfica realitzada, s'ha pogut constatar l'existència de nombrosos estudis d'optimització realitzats a la cerca d'òptims econòmics (cost de la solució, pes de la solució) i des del punt de vista mediambiental (emissions de CO2, consum d'energia, pes de la solució). Des del punt de vista de la facilitat constructiva de la solució, els estudis realitzats són menors, incloent-se paràmetres de 'Uniformidad d'Armat, nombre de barres d'armat o nombre de tipus de barres distintos'. En la present tesi s'avaluaren totes estàs funciones objectiu, incorporant-se com funciones de tipus mediambiental, l'estudi de consum d'aigua dels materials constituents de la solució i des del punt de vista de la facilitat constructiva, la relació Perímetro/ Àrea i el paràmetre Diàmetre Mitjà de la solució, que es definirà més tard. Un altre dels objectius establits per a la tesi ha sigut el de poder comparar els resultats obtinguts per mitjà de l'aplicació de l'algoritme de Simulated Annealing, amb els resultats que s'hagueren obtingut en la pràctica professional habitual, seguint els processos habituals de càlcul estructural. Per a això, es desenrotlla un exemple de càlcul de zapata en paret mitgera inclòs en el llibre "Cálculo d'estructures de cimentacion" Edició 4, de Calavera, comparant els valors de les funcions objectiu de la solució aportada en el llibre, amb les aconseguides després de l'aplicació de l'algoritme d'optimització de SA i les aconseguides després de l'ús d'un programari de càlcul estructural ampliament utilitzat en la pràctica, com és 'Cypecad ver 2014' Finalment, l'objectiu final de la tesi ha sigut la realització d'un estudi paramètric, que permeta aportar la solucions òptimes d'un ampli espectre de configuracions del problema en estudi / Cano Pérez, C. (2016). OPTIMIZACIÓN HEURISTICA MULTIOBJETIVO DE CIMENTACIONES DE SOPORTES EN MEDIANERIA [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/62208 / TESIS

The thesis deals with optimization of the continuous slab casting process. The thesis summarizes the basic analytical and empirical findings concerning to the solidification process, the numerical modeling and the selected optimization techniques. Physical conditions and factors that affect the quality of steel including their relationships are also described. The basis of the solution strategy is the original numerical model of the temperature field in its off-line version. The numerical model was verified by the real historical data. The optimization part is based on the fuzzy logic implemented above the numerical model. The optimization algorithm is used for the optimal control of the casting process. The universal usage of the optimization model is demonstrated on several cases, e.g. the finding of optimal casting parameters that ensure the high quality of products, the optimal reactions on breakdown situations, the determination of an optimal relationship between casting parameters, etc. Based on optimization results, the suitable caster modification to increase the surface temperature at the unbending point was proposed. The whole concept of the numerical and optimization model is general and it can be applied to arbitrary slab or billet continuous casting.

L'objectif de cette thèse est la gestion et le dimensionnement optimaux d'un Système de Stockage d'Énergie (SSE) couplé à une production d'électricité issue d'Énergies Renouvelables Intermittentes (EnRI). Dans un premier temps, un modèle technico-économique du système SSE-EnRI est développé, associé à trois scénarios types d'injection de puissance au réseau électrique : lissage horaire basé sur la prévision J-1 (S1), puissance garantie (S2) et combiné (S3). Ce modèle est traduit sous la forme d'un programme d'optimisation non linéaire de grande taille. Dans un deuxième temps, les stratégies heuristiques élaborées conduisent à une gestion optimisée - selon les critères de fiabilité, de productivité, d'efficacité et de profitabilité du système - de la production d'énergie avec stockage, appelée “charge adaptative” (CA). Comparée à un modèle linéaire mixte en nombres entiers (MILP), cette gestion optimisée, applicable en conditions opérationnelles, conduit rapidement à des résultats proches de l'optimum. Enfin, la charge adaptative est utilisée dans le dimensionnement optimisé du SSE - pour chacune des trois sources : éolien, houle, solaire (PV). La capacité minimale permettant de respecter le scénario avec un taux de défaillance et des tarifs de revente de l'énergie viables ainsi que les énergies conformes, perdues, manquantes correspondantes sont déterminées. Une analyse de sensibilité est menée montrant l'importance des rendements, de la qualité de prévision ainsi que la forte influence de l'hybridation des sources sur le dimensionnement technico-économique du SSE. / This thesis aims at presenting an optimal management and sizing of an Energy Storage System (ESS) paired up with Intermittent Renewable Energy Sources (IReN). Firstly, wedeveloped a technico-economic model of the system which is associated with three typical scenarios of utility grid power supply: hourly smoothing based on a one-day-ahead forecast (S1), guaranteed power supply (S2) and combined scenarios (S3). This model takes the form of a large-scale non-linear optimization program. Secondly, four heuristic strategies are assessed and lead to an optimized management of the power output with storage according to the reliability, productivity, efficiency and profitability criteria. This ESS optimized management is called “Adaptive Storage Operation” (ASO). When compared to a mixed integer linear program (MILP), this optimized operation that is practicable under operational conditions gives rapidly near-optimal results. Finally, we use the ASO in ESS optimal sizing for each renewable energy: wind, wave and solar (PV). We determine the minimal sizing that complies with each scenario, by inferring the failure rate, the viable feed-in tariff of the energy, and the corresponding compliant, lost or missing energies. We also perform sensitivity analysis which highlights the importance of the ESS efficiency and of the forecasting accuracy and the strong influence of the hybridization of renewables on ESS technico-economic sizing.

This thesis deals with modelling diffenrent types of production lines. Modeling is done by the mathematical programming and simulation methods. Optimization related computations are mostly implemented in program GAMS. Simulation is realized by using program Matlab/SimEvents. The results are presented by the Gantt diagrams.