This dissertation discusses two independent topics. The first part of the dissertation relates three theories of international economics (comparative advantage, competitive advantage, and competitiveness), and formulates the thesis that incorporating them in the form of readily available individual competitiveness indicators in OR/MS models offers promise to enhance decision-support for the strategic planning of global supply chains in general, and for locating facilities in particular. The objectives of this research were to relate each of these theories and to describe their interrelationships; to describe measures provided by two well-known annual competitiveness reports; and to illustrate application of the theories as a means of supporting the thesis of the research, and justifying the research questions we pose for future research. While this research discusses topics relative to the broader background of global supply chain design, it illustrates applications associated with facility location, a component of the global supply chain design. In the last chapter of the first part of the dissertation, we provide a vision to foster future research that will enhance the profitability of international enterprises under NAFTA. The second part of the dissertation deals with the DSCR model with capacity expansion and contraction. The strategic dynamic supply chain reconfiguration (DSCR) problem is to prescribe the location and capacity of each facility, select links used for transportation, and plan material flows through the supply chain, including production, inventory, backorder, and outsourcing levels. The objective is to minimize total cost. The configuration must be dynamically redesigned over time to accommodate changing trends in demand and/or costs by opening facilities, expanding and/or contracting their capacities, and closing facilities. The problem involves a multi-period, multi-product, multi-echelon supply chain. Research objectives are alternative formulations of DSCR and tests that identify the computational characteristics of each model to determine if one offers superior solvability in comparison with the others. To achieve the first objective, we present an initial MIP model, a refined model that relates decision variables according to a convenient structure, and branch and price (B&P) schemes for the refined model. We found that the network-based formulation offered superior solvability compared to the traditional formulation.

In this thesis modelling and solution methods for portfolio optimisation are presented. The investigations reported in this thesis extend the Markowitz mean-variance model to the domain of quadratic mixed integer programming (QMIP) models which are 'NP-hard' discrete optimisation problems. In addition to the modelling extensions a number of challenging aspects of solution algorithms are considered. The relative performances of sparse simplex (SSX) as well as the interior point method (IPM) are studied in detail. In particular, the roles of 'warmstart' and dual simplex are highlighted as applied to the construction of the efficient frontier which requires processing a family of problems; that is, the portfolio planning model stated in a parametric form. The method of solving QMIP models using the branch and bound algorithm is first developed; this is followed up by heuristics which improve the performance of the (discrete) solution algorithm. Some properties of the efficient frontier with discrete constraints are considered and a method of computing the discrete efficient frontier (DEF) efficiently is proposed. The computational investigation considers the efficiency and effectiveness in respect of the scale up properties of the proposed algorithm. The extensions of the real world models and the proposed solution algorithms make contribution as new knowledge.

In April 2008, the Ontario government announced its top two healthcare priorities for the next 4 years, one of which is reducing wait time in emergency rooms. To study the wait time in emergency rooms or any other departments in a hospital, one must investigate resource planning, scheduling, and utilization within the hospital. This thesis provides hospitals with a set of simulation and optimization tools to help identify areas of improvement, particularly when there are a number of alternatives under consideration. A simulation tool (a Monte Carlo simulation model) estimates patient demand for beds in a hospital during a typical week. Two optimization tools (an integer programming mathematical model and a heuristics model) demonstrate opportunities for smoothing the patient demand for beds by adjusting the operating room schedule.

In April 2008, the Ontario government announced its top two healthcare priorities for the next 4 years, one of which is reducing wait time in emergency rooms. To study the wait time in emergency rooms or any other departments in a hospital, one must investigate resource planning, scheduling, and utilization within the hospital. This thesis provides hospitals with a set of simulation and optimization tools to help identify areas of improvement, particularly when there are a number of alternatives under consideration. A simulation tool (a Monte Carlo simulation model) estimates patient demand for beds in a hospital during a typical week. Two optimization tools (an integer programming mathematical model and a heuristics model) demonstrate opportunities for smoothing the patient demand for beds by adjusting the operating room schedule.

With recent and continuing advances in bioinformatics, the volume of sequence data has increased tremendously. Along with this increase, there is a growing need to develop efficient algorithms to process such data in order to make useful and important discoveries. Careful analysis of genomic data will benefit science and society in numerous ways, including the understanding of protein sequence functions, early detection of diseases, and finding evolutionary relationships that exist among various organisms. Most sequence analysis problems arising from computational genomics and evolutionary biology fall into the class of NP-complete problems. Advances in exact and approximate algorithms to address these problems are critical. In this thesis, we investigate a novel graph theoretical model that deals with fundamental evolutionary problems. The model allows incorporation of the evolutionary operations ``insertion', ``deletion', and ``substitution', and various parameters such as relative distances and weights. By varying appropriate parameters and weights within the model, several important combinatorial problems can be represented, including the weighted supersequence, weighted superstring, and weighted longest common sequence problems. Consequently, our model provides a general computational framework for solving a wide variety of important and difficult biological sequencing problems, including the multiple sequence alignment problem, and the problem of finding an evolutionary ancestor of multiple sequences. In this thesis, we develop large scale combinatorial optimization techniques to solve our graph theoretical model. In particular, we formulate the problem as two distinct but related models: constrained network flow problem and weighted node packing problem. The integer programming models are solved in a branch and bound setting using simultaneous column and row generation. The methodology developed will also be useful to solve large scale integer programming problems arising in other areas such as transportation and logistics.

abstract: This research by studies the computational performance of four different mixed integer programming (MIP) formulations for single machine scheduling problems with varying complexity. These formulations are based on (1) start and completion time variables, (2) time index variables, (3) linear ordering variables and (4) assignment and positional date variables. The objective functions that are studied in this paper are total weighted completion time, maximum lateness, number of tardy jobs and total weighted tardiness. Based on the computational results, discussion and recommendations are made on which MIP formulation might work best for these problems. The performances of these formulations very much depend on the objective function, number of jobs and the sum of the processing times of all the jobs. Two sets of inequalities are presented that can be used to improve the performance of the formulation with assignment and positional date variables. Further, this research is extend to single machine bicriteria scheduling problems in which jobs belong to either of two different disjoint sets, each set having its own performance measure. These problems have been referred to as interfering job sets in the scheduling literature and also been called multi-agent scheduling where each agent's objective function is to be minimized. In the first single machine interfering problem (P1), the criteria of minimizing total completion time and number of tardy jobs for the two sets of jobs is studied. A Forward SPT-EDD heuristic is presented that attempts to generate set of non-dominated solutions. The complexity of this specific problem is NP-hard. The computational efficiency of the heuristic is compared against the pseudo-polynomial algorithm proposed by Ng et al. [2006]. In the second single machine interfering job sets problem (P2), the criteria of minimizing total weighted completion time and maximum lateness is studied. This is an established NP-hard problem for which a Forward WSPT-EDD heuristic is presented that attempts to generate set of supported points and the solution quality is compared with MIP formulations. For both of these problems, all jobs are available at time zero and the jobs are not allowed to be preempted. / Dissertation/Thesis / Ph.D. Industrial Engineering 2012

Submitted by Marcelo Ferreira (clikmarcelo@yahoo.com.br) on 2018-09-05T04:31:34Z No. of bitstreams: 1 Tese de Marcelo Ferreira - Doutorado em Matemática.pdf: 2503649 bytes, checksum: 7e5babb359afbdff94f0d88f504985c5 (MD5) / Rejected by Elza Mitiko Sato null (elzasato@ibilce.unesp.br), reason: Solicitamos que realize correções na submissão seguindo as orientações abaixo: Problema 01) A paginação deve ser sequencial, iniciando a contagem na folha de rosto e mostrando o número a partir da introdução, a ficha catalográfica ficará após a folha de rosto e não deverá ser contada, você iniciou a contagem na página que contém a lista de figuras. A correção deve ser feita também no sumário. OBS:-Estou encaminhando via e-mail o template/modelo das páginas pré-textuais para que você possa fazer as correções, sugerimos que siga este modelo pois ele contempla as normas da ABNT Lembramos que o arquivo depositado no repositório deve ser igual ao impresso, o rigor com o padrão da Universidade se deve ao fato de que o seu trabalho passará a ser visível mundialmente. Agradecemos a compreensão. on 2018-09-05T13:47:24Z (GMT) / Submitted by Marcelo Ferreira (clikmarcelo@yahoo.com.br) on 2018-09-05T17:21:36Z No. of bitstreams: 1 Tese Marcelo Ferreira.pdf: 2501829 bytes, checksum: 90e5dbff7459a9f26f354110d615fe46 (MD5) / Approved for entry into archive by Elza Mitiko Sato null (elzasato@ibilce.unesp.br) on 2018-09-05T18:50:17Z (GMT) No. of bitstreams: 1 ferreira_m_dr_sjrp.pdf: 2463292 bytes, checksum: c3ef62f0a5f3a7e55c2010f641a09d3c (MD5) / Made available in DSpace on 2018-09-05T18:50:17Z (GMT). No. of bitstreams: 1 ferreira_m_dr_sjrp.pdf: 2463292 bytes, checksum: c3ef62f0a5f3a7e55c2010f641a09d3c (MD5) Previous issue date: 2018-07-31 / Nessa tese abordamos dois problemas reais identificados no processo produtivo de indústrias de embalagens de papelão ondulado, que denotaremos por Problema de Minimização de Trocas de Gramaturas e Rolos Corrugadores (PMTGRC) e Problema da Alocação de Bobinas no Corrugador (PABC). Ambos os problemas ocorrem no corrugador, máquina multiestágio que produz as chapas de papelão ondulado. O PMTGRC surge da necessidade de minimizar trocas de gramaturas e rolos corrugadores durante o processo de produção dos boletins, uma vez que cada boletim traz as gramaturas específicas das camadas da chapa, além do tipo de onda empregada no(s) miolos(s). O sequenciamento dos boletins impacta na quantidade de mudanças de gramaturas nos porta-bobinas e se haverátrocaderoloscorrugadoresparadoisboletinssubsequentes. Astrocasdegramaturas impactam em custos de transporte de bobinas e as trocas de rolos corrugadores impactam em perda de produtividade. Para o PMTGRC propomos quatro modelos inéditos de programação inteira capazes de integrar essas duas considerações. O PABC integra várias considerações relacionadas à alocação das bobinas no corrugador, como por exemplo, a minimização das sobras não aproveitáveis e das quantidades de consumos parciais, fatores que influenciam diretamente nos custos de produção. Um modelo linear inteiro misto inédito é proposto, determinando quais bobinas serão utilizadas em cada porta-bobinas. Além disso, propomos uma estratégia de sequenciamento das bobinas em cada porta-bobina, evitando paragens no corrugador. Uma série de testes computacionais utilizando instâncias geradas com base em dados reais foram realizados. Os resultados indicam que os modelos foram eficientes em tratar os problemas propostos. / In this thesis we approached two real problems identified over the productive process of corrugated cardboard industries, which we will denote as the Minimization of Converting Weights and Corrugators Problem (MCWCP) and the Corrugators Coil Allocation Problem (CCAP). Both of these problems happen in the corrugators, a multistage machine which produces corrugated cardboard. The MCWCP appears from the necessity to minimize changes of weight and corrugator rolls during the production process of the bulletins, since each one brings the specific layers’s weight of the sheets, besides the kind of wave put in the middle. The sequence of bulletins impact in the number of weight changes in the coil holders and if there will be corrugating rollers’s exchange for two following bulletins. The gramature’s exchanges impact in the costs of transportation and the corrugating rollers exchange causes lost in the productivity. We propose four whole programming models capable of integrating both considerations. The CCAP integrates many considerations related to the coils’s allocation on the corrugators, for example, the minimization of the non-usable leftovers and the amount of partial consumption, factors which influence directly on the production’s costs. A whole new mist linear model is proposed, determined which coil on the corrugators are going to be used in each coil holder. Besides this, we propose a sequel strategy for the coils in each coil holder, avoiding stops on the corrugators. A series of computation tests using instances created based on real data were made. The results indicate that the models were efficient in solving the problems.

abstract: Traditional deterministic reserve requirements rely on ad-hoc, rule of thumb methods to determine adequate reserve in order to ensure a reliable unit commitment. Since congestion and uncertainties exist in the system, both the quantity and the location of reserves are essential to ensure system reliability and market efficiency. The modeling of operating reserves in the existing deterministic reserve requirements acquire the operating reserves on a zonal basis and do not fully capture the impact of congestion. The purpose of a reserve zone is to ensure that operating reserves are spread across the network. Operating reserves are shared inside each reserve zone, but intra-zonal congestion may block the deliverability of operating reserves within a zone. Thus, improving reserve policies such as reserve zones may improve the location and deliverability of reserve. As more non-dispatchable renewable resources are integrated into the grid, it will become increasingly difficult to predict the transfer capabilities and the network congestion. At the same time, renewable resources require operators to acquire more operating reserves. With existing deterministic reserve requirements unable to ensure optimal reserve locations, the importance of reserve location and reserve deliverability will increase. While stochastic programming can be used to determine reserve by explicitly modelling uncertainties, there are still scalability as well as pricing issues. Therefore, new methods to improve existing deterministic reserve requirements are desired. One key barrier of improving existing deterministic reserve requirements is its potential market impacts. A metric, quality of service, is proposed in this thesis to evaluate the price signal and market impacts of proposed hourly reserve zones. Three main goals of this thesis are: 1) to develop a theoretical and mathematical model to better locate reserve while maintaining the deterministic unit commitment and economic dispatch structure, especially with the consideration of renewables, 2) to develop a market settlement scheme of proposed dynamic reserve policies such that the market efficiency is improved, 3) to evaluate the market impacts and price signal of the proposed dynamic reserve policies. / Dissertation/Thesis / Doctoral Dissertation Electrical Engineering 2015

abstract: Revenue management is at the core of airline operations today; proprietary algorithms and heuristics are used to determine prices and availability of tickets on an almost-continuous basis. While initial developments in revenue management were motivated by industry practice, later developments overcoming fundamental omissions from earlier models show significant improvement, despite their focus on relatively esoteric aspects of the problem, and have limited potential for practical use due to computational requirements. This dissertation attempts to address various modeling and computational issues, introducing realistic choice-based demand revenue management models. In particular, this work introduces two optimization formulations alongside a choice-based demand modeling framework, improving on the methods that choice-based revenue management literature has created to date, by providing sensible models for airline implementation. The first model offers an alternative formulation to the traditional choice-based revenue management problem presented in the literature, and provides substantial gains in expected revenue while limiting the problem’s computational complexity. Making assumptions on passenger demand, the Choice-based Mixed Integer Program (CMIP) provides a significantly more compact formulation when compared to other choice-based revenue management models, and consistently outperforms previous models. Despite the prevalence of choice-based revenue management models in literature, the assumptions made on purchasing behavior inhibit researchers to create models that properly reflect passenger sensitivities to various ticket attributes, such as price, number of stops, and flexibility options. This dissertation introduces a general framework for airline choice-based demand modeling that takes into account various ticket attributes in addition to price, providing a framework for revenue management models to relate airline companies’ product design strategies to the practice of revenue management through decisions on ticket availability and price. Finally, this dissertation introduces a mixed integer non-linear programming formulation for airline revenue management that accommodates the possibility of simultaneously setting prices and availabilities on a network. Traditional revenue management models primarily focus on availability, only, forcing secondary models to optimize prices. The Price-dynamic Choice-based Mixed Integer Program (PCMIP) eliminates this two-step process, aligning passenger purchase behavior with revenue management policies, and is shown to outperform previously developed models, providing a new frontier of research in airline revenue management. / Dissertation/Thesis / Doctoral Dissertation Industrial Engineering 2016

Made available in DSpace on 2014-06-11T19:27:55Z (GMT). No. of bitstreams: 0 Previous issue date: 2007-01-17Bitstream added on 2014-06-13T20:17:29Z : No. of bitstreams: 1 lozano_d_me_sjrp.pdf: 1183878 bytes, checksum: 4a6bb33915f7d1702bf0df3808789aa1 (MD5) / Secretaria de Educação do Estado de São Paulo / O objetivo desse trabalho é apresentar o problema de coloração em grafos sob diferentes perspectivas. Caracterizamos o polinômio cromático de um grafo e enunciamos algumas de suas propriedades. Apresentamos duas formulações matemáticas para o problema de coloração de vértices e um método de solução para cada formulação. Apresentamos e discutimos propostas de atividades para o desenvolvimento de uma Oficina de Coloração para alunos do Ensino Médio e Fundamental. / In this work the graph coloring problem was presented under di erent perspectives. We define the chromatic polynomials of a graph and describe some of its properties. Furthermore, two solution methods for the vertex coloring problem, through integer programming formulation, has been presented. We propose and discuss some activities for the development of a Workshop for students of secondary school.