Sistemas dutoviários desempenham um papel fundamental na cadeia de suprimento da indústria de petróleo. Este tipo de sistema é responsável pelo transporte da maior parte do volume de petróleo e seus derivados. Sistemas de dutos transportam uma grande quantidade de diferentes tipos de petróleo e seus derivados a custo mais baixo que outros tipos de modais. Dutos interligam campos de produção de petróleo, portos, refinarias, centros de distribuição (ou depósitos), e mercado consumidor. O problema estudado neste trabalho é baseado em um sistema que é composto por uma refinaria que pode transferir vários produtos para um terminal (depósito) através de um único duto. Os produtos são conjuntos de derivados de petróleo que devem ser transferidos da refinaria para o terminal ou do terminal para a refinaria. Ambos, refinaria e terminal estão conectados a outras refinarias, terminais e mercados consumidores e com isto formam uma complexa rede de dutos. Por outro lado há um conjunto de demandas externas e internas. Esta última demanda decorre da necessidade de processamento de produtos intermediários que são misturas compostas de várias correntes intermediárias, tais como diluentes de óleos combustíveis, propano intermediário, e diesel intermediário. Com o objetivo de obter vantagens sobre a estrutura da rede de transporte, torna-se benéfica e mesmo necessária a operação do duto em ambas as direções para atender tanto à demanda externa quanto à interna. O objetivo deste trabalho é desenvolver um modelo matemático para a programação de um sistema de poliduto. A formulação para a programação deve considerar a possibilidade de trocar o sentido do poliduto. Neste contexto, a programação de um poliduto envolve decisões tais como sentido de operação, quantidade, temporização e seqüências de produtos, com objetivo de obter uma solução ótima, considerando todas as restrições de demanda, perfil de produção, estoques e custos. O modelo de programação é baseado em uma representação de tempo discreto e composto da área de tancagem da refinaria, um terminal, e um poliduto. Além disto o duto é dividido em segmentos de volumes iguais como em Rejowski Jr e Pinto (2003). As principais variáveis de decisão são a direção da movimentação do duto (da refinaria para terminal ou do terminal para refinaria) e o que está sendo movimentado a cada intervalo. Estas decisões são formuladas através de uma representação disjuntiva. As disjunções são transformadas em uma formulação baseada em programação matemática mista-inteira, a partir da representação Convex-hull. A função objetivo considera os custos de estocagem, movimentação e interface de produtos. O modelo é aplicado inicialmente a um caso protótipo e posteriormente aplicado a um sistema real composto pelos terminais de São Sebastião e Guararema e o poliduto OSPLAN. Neste caso ao todo quatro famílias de produtos são transportadas: gasolina, querosene, nafta e diesel. A programação é gerada para o período de uma semana. / Pipeline systems play a major role in the supply chain of the petroleum industry. These systems are responsible for the transportation of most of the crude oil and petroleum derivatives. Pipeline systems transfer large amounts of different petroleum types and their products at a lower cost than any other transportation mode. Pipelines interconnect oil fields, ports, refineries, distribution centers (or depots), and consumer markets. The problem addressed is this work is based on a system that is composed by an oil refinery that must transfer multiple products through a single pipeline connected to one depot. The products are a set of petroleum derivatives that must be either transported from the refinery to the depot or from the depot to the refinery. Both depot and refinery also connect other refineries as well as other depots and customers, thus forming a complex transportation network. On the other hand, there are several demands that arise either from external customers or from refineries. The latter demand is due from the need of processing intermediate streams with components mixtures such as diluents, propane and diesel. In order to take advantage of the structure of the transportation network, it becomes beneficial and even necessary to operate the pipeline in both directions so that internal and external demands are satisfied. The objective of this work is to develop a mathematical model for the short term scheduling of a multiproduct pipeline system. The scheduling formulation must account for the bidirectionality of the multiproduct pipeline. In this context, the scheduling a multiproduct pipeline involves the from-to decision, the product amounts, their sequence and timing, in the optimal sense, considering all constrains on demands, production rates, inventories, and costs. The scheduling model is based on a discrete time representation and is composed by one refinery tank farm, one depot and one multiproduct pipeline. Moreover, the pipeline is divided into segments of equal volume, as in Rejowski Jr and Pinto (2003). The main decisions variables are the directions of transfer (refinery to depot or depot to refinery) and the types of products at each time interval. These decisions are formulated with a disjunctive representation. The disjunctions are represented in mixed integer formulation based on the convex-hull approach. The objective function involves inventory, transfer and product interface costs. The model is first applied to a prototype case and after applied to a real-world system that is composed of the São Sebastião and Guararema depot and the OSPLAN pipeline. Overall four families of products are transported: gasoline, kerosene, naphtha and oil diesel. These are scheduled over a period of one week.

Esta tese aborda um problema de dimensionamento e sequenciamento de lotes de produção baseado em uma indústria alimentícia brasileira que opera por meio de diversas linhas de produção heterogêneas. Nesse ambiente produtivo, as linhas de produção compartilham recursos escassos, tais como, trabalhadores e máquinas e devem ser montadas (ativadas) em cada período produtivo, respeitando-se a capacidade disponível de cada recurso necessário para ativação das mesmas. Modelos de programação matemática inteira mista são propostos para representação do problema, bem como diversos métodos heurísticos de solução, compreendendo procedimentos construtivos e de melhoramento baseados na formulação matemática do problema e heurísticas lagrangianas. São propostas heurísticas do tipo relax-and-fix explorando diversas partições das variáveis binárias dos modelos e uma heurística baseada na decomposição do modelo para construção de soluções. Procedimentos do tipo fix-and-optimize e matheuristics do tipo iterative MIP-based neighbourhood search são propostas para o melhoramento das soluções iniciais obtidas pelos procedimentos construtivos. Testes computacionais são realizados com instâncias geradas aleatoriamente e mostram que os métodos propostos são capazes de oferecer melhores soluções do que o algoritmo Branch-and-Cut de um resolvedor comercial para instâncias de médio e grande porte. / This doctoral dissertation addresses the simultaneous lot sizing and scheduling problem in a real world production environment where production lines share scarce production resources. Due to the lack of resources, the production lines cannot operate all simultaneously and they need to be assembled in each period respecting the capacity constraints of the resources. This dissertation presents mixed integer programming models to deal with the problem as well as various heuristic approaches: constructive and improvement procedures based on the mathematical formulation of the problem and lagrangian heuristics. Relax-and-fix heuristics exploring some partitions of the set of binary variables of a model and a decomposition based heuristic are proposed to construct solutions. Fix-and-optimize heuristics and iterative MIP-based neighbourhood search matheuristics are proposed to improvement solutions obtained by constructive procedures. Computational tests are performed with randomly instances and show that the proposed methods can find better solutions than the Branch-and-Cut algorithm of a commercial solver for medium and large size instances.

This thesis aims to implement a combination of Linear Programming Column Generation and a Large Neighbourhood Search heuristic to solve scheduling problems. The resulting method is named Integer Programming Column Search (IPCS). For computational evaluation, the IPCS method is applied to the problem Prize-Collecting Job Sequencing with One Common and Multiple Secondary Resources generalised to parallel identical machines. The interest of combining exact procedures with heuristic approaches is quickly growing since scheduling problems have many and complex real-world applications. Most of these problems are NP-hard and therefore very challenging to solve. By using a combination of heuristic strategies and exact procedures, it can be possible to find high-quality solutions to such problems within an acceptable time horizon. The IPCS method uses a greedy integer programming column generating problem introduced in a previous work. This problem is designed to generate columns that are useful in near-optimal integer solutions. A difference to previously introduced method is that we here build a master problem, an Integer Programming Column Search Master (IPCS-Master). This is used to update the dual solution that is provided to the greedy integer programming column generating problem. The computational performance of the IPCS method is evaluated on instances with 60, 70, 80, 90 and 100 jobs. The result shows that the combined design encourage the generation of columns that benefit the search of near-optimal integer solutions. The introduction of an IPCS-Master, which is used to update the dual variable values, generally leads to fewer pricing problem iterations than when no master problem is used.

Road traffic dominates in domestic Swedish transportation and is highly dependent on fossil fuels, petrol and diesel. Currently, the use of renewable fuels in transportation accounts for less than 6% of the total energy use in transport. The demand for bioethanol to fuel transportation is growing and cannot be met through current domestic production alone. Lignocellulosic ethanol derived from agricultural crop residues may be a feasible alternative source of ethanol for securing a consistent regional fuel supply in Swedish climatic conditions.  This licentiate thesis focuses on regional transport fuel supply by considering local small-scale ethanol production from straw. It presents the results of investigations of regional transport fuel supply with respect to minimising regional CO2 emissions, cost estimates for transport fuel supply, and the availability of lignocellulosic resources for small-scale ethanol production. Regional transport fuel demand between the present and 2020 is also estimated. The results presented here show that significant bioethanol can be produced from the straw and Salix available in the studied regions and that this is sufficient to meet the regions’ current ethanol fuel demand.  A cost optimisation model for regional transport fuel supply is developed and applied for two cases in one study region, one when the ethanol production plant is integrated with an existing CHP plant (polygeneration), and one with a standalone ethanol production plant. The results of the optimisation model show that in both cases the changes in ethanol production costs have the biggest influence on the cost of supplying the regional passenger car fleet with transport fuel, followed by the petrol price and straw production costs.  By integrating the ethanol production process with a CHP plant, the costs of supplying regional passenger car fleet with transport fuel can be reduced by up to a third. Moreover, replacing petrol fuel with ethanol can cut regional CO2 emissions from transportation by half.

We define an order cutoff for a retailer as a time in the day such that orders sent to the depot before this point will be delivered by tomorrow, and orders submitted after will be delivered by the day after tomorrow. The later a retailer’s cutoff, the sooner it receives its orders which helps it to maintain ideal inventory levels. Generally, not all retailers in a supply chain can have the latest cutoff since transportation takes a significant amount of time. This thesis tries to assign optimal order cutoffs to retailers. We call this an order cutoff assignment problem and we solve it using three different mathematical programming approaches. The approaches are exhaustive route generation and selection, a series of mixed integer programs, and branch-and-price. 60 sample problems were solved and results showed that branch-and-price is often the most effective method.

We define an order cutoff for a retailer as a time in the day such that orders sent to the depot before this point will be delivered by tomorrow, and orders submitted after will be delivered by the day after tomorrow. The later a retailer’s cutoff, the sooner it receives its orders which helps it to maintain ideal inventory levels. Generally, not all retailers in a supply chain can have the latest cutoff since transportation takes a significant amount of time. This thesis tries to assign optimal order cutoffs to retailers. We call this an order cutoff assignment problem and we solve it using three different mathematical programming approaches. The approaches are exhaustive route generation and selection, a series of mixed integer programs, and branch-and-price. 60 sample problems were solved and results showed that branch-and-price is often the most effective method.

In this dissertation, several essays in the field of bio-security are presented. The estimation of the probability of an FMD outbreak by type and location of premises is important for decision making. In Essay I, we estimate and predict the probability/risk of an FMD outbreak spreading to the various premises in the study area. We first used a Poisson regression model with adjustment dispersion associated with random simulation results from the AusSpead model to estimate the parameters of the model. Our estimation and prediction show that large cattle loss could be concentrated in three counties-Deaf Smith, Parmer, and Castro. These results are based on approximately 70% of the feedlots with over 10,000 cattle located in the three counties previously mentioned. In Essay II, our objective is to determine the best mitigation strategies in minimizing animal loss based on AusSpead simulation model. We tested 15 mitigation strategies by using multiple comparison. The results show that the best mitigation strategies for all four scenarios are regular surveillance, slaughter of the infected animals, and early detection. We then used the Mixed Integer Programming to estimate costs of disposing of animal carcasses and transportation. Results show that the unit disposal cost will vary with carcass scale and the unit transportation cost also varies with the distribution of the infected premises and disposal locations. FMD seems to have varying impacts on equity markets. In Essay III, we studied returns at three different levels of the stock market. We determined results in a structural break, and then estimated the impact of the announcement of confirmed cases of FMD disease on the volatility of stock market returns by using a GARCH-Mean model. Our results show that the structure break occurs on the day with the largest number of confirmed cases for meat product firms rather than the day of the first confirmed case. We found that the conditional volatilities over the FMD period are higher than those over the sample period. The announcement of confirmed cases had the largest marginal impact on meat products. Investors may always consider maintaining a portfolio consisting of index funds or hedge funds.

In this thesis, we propose a hierarchical level decision support system for workforce planning in medical equipment maintenance services. In strategic level, customer clusters and the total number of field engineers is determined via a mixed integer programming and simulation. In MIP, we aim to find the minimum number of field engineers. Afterwards, we analyze service measures such as response time via simulation. In tactical level, quarterly training program for the field engineers is determined via mixed integer programming and the results are interpreted in terms of service level via simulation.

The focus of this dissertation is the advancement of theory and computation related to exact precision mathematical programming. Optimization software based on floating-point arithmetic can return suboptimal or incorrect resulting because of round-off errors or the use of numerical tolerances. Exact or correct results are necessary for some applications. Implementing software entirely in rational arithmetic can be prohibitively slow. A viable alternative is the use of hybrid methods that use fast numerical computation to obtain approximate results that are then verified or corrected with safe or exact computation. We study fast methods for sparse exact rational linear algebra, which arises as a bottleneck when solving linear programming problems exactly. Output sensitive methods for exact linear algebra are studied. Finally, a new method for computing valid linear programming bounds is introduced and proven effective as a subroutine for solving mixed-integer linear programming problems exactly. Extensive computational results are presented for each topic.

This dissertation is a collection of previously-published manuscript and conference papers. In this dissertation, we will deal with a stochastic unit commitment problem with cooling systems for gas generators, a robust unit commitment problem with demand response and uncertain wind generation, and a power grid vulnerability analysis with transmission line switching. The latter two problems correspond to our theoretical contributions in two-stage robust optimization, i.e., how to efficiently solve a two-stage robust optimization, and how to deal with mixed-integer recourse in robust optimization. Due to copyright issue, this dissertation does not include any methodology papers written by the author during his PhD study. Readers are referred to the author's website for a complete list of publications.