Optimization has enabled automated applications in chemical manufacturing such as advanced control and scheduling. These applications have demonstrated enormous benefit over the last few decades and continue to be researched and refined. However, these applications have been developed separately with uncoordinated objectives. This dissertation investigates the unification of scheduling and control optimization schemes. The current practice is compared to early-concept, light integrations, and deeper integrations. This quantitative comparison of economic impacts encourages further investigation and tighter integration. A novel approach combines scheduling and control into a single application that can be used online. This approach implements the discrete-time paradigm from the scheduling community, which matches the approach of the control community. The application is restricted to quadratic form, and is intended as a replacement for systems with linear control. A novel approach to linear time-scaling is introduced to demonstrate the value of including scaled production rates, even with simplified equation forms. The approach successfully demonstrates significant benefit. Finally, the modeling constraints are lifted from the discrete-time approach. Time dependent constraints and parameters (like time-of-day energy pricing) are introduced, enabled by the discrete-time approach, and demonstrate even greater economic value. The more difficult problem calls for further exploration into the relaxation of integer variables and initialization techniques for faster, more reliable solutions. These applications are also capable of replacing both scheduling and control simultaneously. A generic CSTR application is used throughout as a case study on which the integrated optimization schemes are implemented. CSTRs are a common model for applications in most chemical engineering industries, from food and beverage, to petroleum and pharmaceuticals. In the included case study results, segregated control and scheduling schemes are shown to be 30+% less profitable than fully unified approaches during operational periods around severe disturbances. Further, inclusion of time-dependent parameters and constraints improved the open-loop profitability by an additional 13%.

Substance abuse is a serious issue in both modern and traditional societies. Besides health complications such as depression, cancer and HIV, social complications such as loss of concentration, loss of job, and legal problems are among the numerous hazards substance use disorder imposes on societies. Understanding the causes of substance abuse and preventing its negative effects continues to be the focus of much research. Substance use behaviors, symptoms and signs are usually measured in form of ordinal data, which are often modeled under threshold models in Structural Equation Modeling (SEM). In this dissertation, we have developed a general nonlinear optimizer for the software package OpenMx, which is a SEM package in widespread use in the fields of psychology and genetics. The optimizer solves nonlinearly constrained optimization problems using a Sequential Quadratic Programming (SQP) algorithm. We have tested the performance of our optimizer on ordinal data and compared the results with two other optimizers (implementing SQP algorithm) available in the OpenMx package. While all three optimizers reach the same minimum, our new optimizer is faster than the other two. We then applied OpenMx with our optimization engine to a very large population-based drug abuse dataset, collected in Sweden from over one million pairs, to investigate the effects of genetic and environmental factors on liability to drug use. Finally, we investigated the reasons behind better performance of our optimizer by profiling all three optimizers as well as analyzing their memory consumption. We found that objective function evaluation is the most expensive task for all three optimizers, and that our optimizer needs fewer number of calls to this function to find the minimum. In terms of memory consumption, the optimizers use the same amount of memory.

This dissertation explores workforce planning in manufacturing and healthcare systems. In manufacturing systems, the existing workforce planning models often lack fidelity with respect to the mechanism of learning. Learning refers to that employees’ productivity increases as they gain more experience. Workforce scheduling in the short term has a longer term impact on organizations’ capacity. The mathematical representations of learning are usually nonlinear. This nonlinearity complicates the planning models and provides opportunities to develop solution methodologies for realistically-sized instances. This research formulates the workforce planning problem as a mixed-integer nonlinear program (MINLP) and overcomes the limitations of cur- rent solution methods. Specifically, this research develops a reformulation technique that converts the MINLP to a mixed integer linear program (MILP) and proposes several techniques to speed up the solution time of solving the MILP. In organizations that use group work, workers learn not only by individual learning but also from knowledge transferred from team members. Managers face the decision of how to pair or team workers such that organizations benefit from this transfer of learning. Using a mathematical representation that incorporates both in- dividual learning and knowledge transfer between workers, this research considers the problem of grouping workers to teams and assigning teams to sets of jobs based on workers’ learning and knowledge transfer characteristics. This study builds a Mixed- integer nonlinear programs (MINP) for parallel systems with the objective of maximizing the system throughput and propose exact and heuristic solution approaches for solving the MINLP. In healthcare systems, we focus on managing medical technicians in medical laboratories, in particular, the phlebotomists. Phlebotomists draw specimens from patients based on doctors’ orders, which arrive randomly in a day. According to the literature, optimizing scheduling and routing in hospital laboratories has not been regarded as a necessity for laboratory management. This study is motivated by a real case at University of Iowa Hospital and Clinics, where there is a team of phlebotomists that cannot fulfill doctors requests in the morning shift. The goal of this research is routing these phlebotomists to patient units such that as many orders as possible are fulfilled during the shift. The problem is a team orienteering problem with stochastic rewards and service times. This research develops an a priori approach which applies a variable neighborhood search heuristic algorithm that improves the daily performance compared to the hospital practice.

Optimal power flow (OPF) is the choice tool for determining the optimal operating status of the power system by managing controllable devices. The importance of the OPF approach has increased due to increasing energy prices and availability of more control devices. Existing OPF approaches exhibit shortcomings. Current OPF algorithms can be classified into (a) nonlinear programming, (b) intelligent search methods, and (c) sequential algorithms. Nonlinear programming algorithms focus on the solution of the Kuhn-Tucker conditions; they require a starting feasible solution and the model includes all constraints; these characteristics limit the robustness and efficiency of these methods. Intelligent search methods are first-order methods and are totally inefficient for large-scale systems. Traditional sequential algorithms require a starting feasible solution, a requirement that limits their robustness. Present implementations of sequential algorithms use traditional modeling that result in inefficient algorithms. The research described in this thesis has overcome the shortcomings by developing a robust and highly efficient algorithm. Robustness is defined as the ability to provide a solution for any system; the proposed approach achieves robustness by operating on suboptimal points and moving toward feasible, it stops at a suboptimal solution if an optimum does not exist. Efficiency is achieved by (a) converting the nonlinear OPF problem to a quadratic problem (b) and limiting the size of the model; the quadratic model enables fast convergence and the algorithm that identifies the active constraints, limits the size of the model by only including the active constraints. A concise description of the method is as follows: The proposed method starts from an arbitrary state which may be infeasible; model equations and system constraints are satisfied by introducing artificial mismatch variables at each bus. Mathematically this is an optimal but infeasible point. At each iteration, the artificial mismatches are reduced while the solution point maintains optimality. When mismatches reach zero, the solution becomes feasible and the optimum has been found; otherwise, the mismatch residuals are converted to load shedding and the algorithm provides a suboptimal but feasible solution. Therefore, the algorithm operates on infeasible but optimal points and moves towards feasibility. The proposed algorithm maximizes efficiency with two innovations: (a) quadratization that converts the nonlinear model to quadratic with excellent convergence properties and (b) minimization of model size by identifying active constraints, which are the only constraints included in the model. Finally sparsity technique is utilized that provide the best computational efficiency for large systems. This dissertation work demonstrates the proposed OPF algorithm using various systems up to three hundred buses and compares it with several well-known OPF software packages. The results show that the proposed algorithm converges fast and its runtime is competitive. Furthermore, the proposed method is extended to a three-phase OPF (TOPF) algorithm for unbalanced networks using the quadratized three-phase power system model. An example application of the TOPF is presented. Specifically, TOPF is utilized to address the problem of fault induced delayed voltage recovery (FIDVR) phenomena, which lead to unwanted relay operations, stalling of motors and load disruptions. This thesis presents a methodology that will optimally enhance the distribution system to mitigate/eliminate the onset of FIDVR. The time domain simulation method has been integrated with a TOPF model and a dynamic programming optimization algorithm to provide the optimal reinforcing strategy for the circuits.

Sensor network coverage refers to the quality of service provided by a sensor network surveilling a region of interest. So far, coverage problems have been formulated to address area coverage or to maintain line-of-sight visibility in the presence of obstacles (i.e., art-gallery problems). Although very useful in many sensor applications, none of the existing formulations address coverage as it pertains to target tracking by means of multiple sensors, nor do they provide a closed-form function that can be applied to the problem of allocating sensors for the surveilling objective of maximizing target detection while minimizing false alarms. This dissertation presents a new coverage formulation addressing the quality of service of sensor networks that cooperatively detect targets traversing a region of interest, and is readily applicable to the current sensor network coverage formulations. The problem of track coverage consists of finding the positions of <em>n</em> sensors such that the amount of tracks detected by at least <em>k</em> sensors is optimized. This dissertation studies the geometric properties of the network, addressing a deterministic track-coverage formulation and binary sensor models. It is shown that the tracks detected by a network of heterogeneous omnidirectional sensors are the geometric transversals of non-translates families of disks. A novel methodology based on cones and convex analysis is presented for representing and measuring sets of transversals as closed-form functions of the sensors positions and ranges. As a result, the problem of optimally deploying a sensor network with the aforementioned objectives can be formulated as an optimization problem subject to mission dynamics and constraints. The sensor placement problem, in which the sensors are placed such that track coverage is maximized for a fixed sensor network, is formulated as a nonlinear program and solved using sequential quadratic programming. The sensor deployment, involving a dynamic sensor network installed on non-maneuverable sonobuoys deployed in the ocean, is formulated as an optimization problem subject to inverse dynamics. Both a finite measure of the cumulative coverage provided by a sensor network over a fixed period of time and the oceanic-induced current velocity field are accounted for in order to optimize the dynamic sensor network configuration. It is shown that a state-space representation of the motions of the individual sensors subject to the current vector field can be derived from sonobuoys oceanic drift models and obtained from CODAR measurements. Also considered in the sensor model are the position-dependent acoustic ranges of the sensors due to the effects from heterogenous environmental conditions, such as ocean bathymetry, surface temporal variability, and bottom properties. A solution is presented for the initial deployment scheme of the non-maneuverable sonobuoys subject to the ocean's current, such that sufficient track coverage is maintained over the entire mission. As sensor networks are subject to random disturbances due to unforseen heterogenous environmental conditions propagated throughout the sensors trajectories, the optimal initial positions solution is evaluated for robustness through Monte Carlo simulations. Finally, the problem of controlling a network of maneuverable underwater vehicles, each equipped with an onboard acoustic sensor is formulated using optimal control theory. Consequently, a new optimal control problem is presented that integrates sensor objectives, such as track coverage, with cooperative path planning of a mobile sensor network subject to time-varying environmental dynamics. / Dissertation

Desirability Functions continue to attract attention of scientists and researchers working in the area of multi-response optimization. There are many versions of such functions, differing mainly in formulations of individual and overall desirability functions. Derringer and Suich&rsquo / s desirability functions being used throughout this thesis are still the most preferred ones in practice and many other versions are derived from these. On the other hand, they have a drawback of containing nondifferentiable points and, hence, being nonsmooth. Current approaches to their optimization, which are based on derivative-free search techniques and modification of the functions by higher-degree polynomials, need to be diversified considering opportunities offered by modern nonlinear (global) optimization techniques and related softwares. A first motivation of this work is to develop a new efficient solution strategy for the maximization of overall desirability functions which comes out to be a nonsmooth composite constrained optimization problem by nonsmooth optimization methods. We observe that individual desirability functions used in practical computations are of mintype, a subclass of continuous selection functions. To reveal the mechanism that gives rise to a variation in the piecewise structure of desirability functions used in practice, we concentrate on a component-wise and generically piecewise min-type functions and, later on, max-type functions. It is our second motivation to analyze the structural and topological properties of desirability functions via piecewise max-type functions. In this thesis, we introduce adjusted desirability functions based on a reformulation of the individual desirability functions by a binary integer variable in order to deal with their piecewise definition. We define a constraint on the binary variable to obtain a continuous optimization problem of a nonlinear objective function including nondifferentiable points with the constraints of bounds for factors and responses. After describing the adjusted desirability functions on two well-known problems from the literature, we implement modified subgradient algorithm (MSG) in GAMS incorporating to CONOPT solver of GAMS software for solving the corresponding optimization problems. Moreover, BARON solver of GAMS is used to solve these optimization problems including adjusted desirability functions. Numerical applications with BARON show that this is a more efficient alternative solution strategy than the current desirability maximization approaches. We apply negative logarithm to the desirability functions and consider the properties of the resulting functions when they include more than one nondifferentiable point. With this approach we reveal the structure of the functions and employ the piecewise max-type functions as generalized desirability functions (GDFs). We introduce a suitable finite partitioning procedure of the individual functions over their compact and connected interval that yield our so-called GDFs. Hence, we construct GDFs with piecewise max-type functions which have efficient structural and topological properties. We present the structural stability, optimality and constraint qualification properties of GDFs using that of max-type functions. As a by-product of our GDF study, we develop a new method called two-stage (bilevel) approach for multi-objective optimization problems, based on a separation of the parameters: in y-space (optimization) and in x-space (representation). This approach is about calculating the factor variables corresponding to the ideal solutions of each individual functions in y, and then finding a set of compromised solutions in x by considering the convex hull of the ideal factors. This is an early attempt of a new multi-objective optimization method. Our first results show that global optimum of the overall problem may not be an element of the set of compromised solution. The overall problem in both x and y is extended to a new refined (disjunctive) generalized semi-infinite problem, herewith analyzing the stability and robustness properties of the objective function. In this course, we introduce the so-called robust optimization of desirability functions for the cases when response models contain uncertainty. Throughout this thesis, we give several modifications and extensions of the optimization problem of overall desirability functions.

No description available.

Chlamydia Trachomatis and Neisseria Gonorrhoeae rank as the two most commonly reported sexually transmitted diseases (STDs) in the United States. Under limited budget, publicly funded clinics are not able to screen and treat the two diseases for all patients. They have to make a decision as to which group of population shall go through the procedure for screening and treating the two diseases. Therefore, we propose a cubic integer programming model on maximizing the number of units of cured diseases. At the same time, a two-step algorithm is established to solve the cubic integer program. We further develop a web-server, which immediately make recommendation on identifying population groups, screening assays and treatment regimens. Running on the empirical data provided by the Centers for Disease Control and Prevention, our program gives more accurate optimal results comparing to MS Excel solver within a very short time.

Thesis (Ph. D.)--Virginia Polytechnic Institute and State University, 1996. / Vita. Abstract. Includes bibliographical references (leaves 161-166). Also available via the Internet.

Thesis (M.S.) -- Mississippi State University. Department of Computer Science and Engineering. / Title from title screen. Includes bibliographical references.