Der Schwerpunkt der vorliegenden Arbeit liegt auf Methoden zur Lösung nichtlinearer Optimierungsprobleme mit der Anforderung, jedes globale Optimum garantiert zu finden und mit einer im Voraus festgesetzten Genauigkeit zu approximieren. Eng verbunden mit dieser deterministischen Optimierung ist die Berechnung von Schranken für den Wertebereich einer Funktion über einem gegebenen Hyperquader. Verschiedene Ansätze, z. B. auf Basis der Intervallarithmetik, werden vorgestellt und analysiert. Im Besonderen werden Methoden zur Schrankengenerierung für multivariate ganz- und gebrochenrationale Polynome mit Hilfe der Darstellung in der Basis der Bernsteinpolynome weiterentwickelt. Weiterhin werden in der Arbeit schrittweise die Bausteine eines deterministischen Optimierungsverfahrens unter Verwendung der berechneten Wertebereichsschranken beschrieben und Besonderheiten für die Optimierung polynomialer Aufgaben näher untersucht. Die Analyse und Bearbeitung einer Aufgabenstellung aus dem Entwicklungsprozess für Fahrzeuggetriebe zeigt, wie die erarbeiteten Ansätze zur Lösung nichtlinearer Optimierungsprobleme die Suche nach energieeffizienten Getrieben mit einer optimalen Struktur unterstützen kann. Kontakt zum Autor: [Nachname] [.] [Vorname] [@] gmx [.] de

<ul> <li>Energy Optimization Stategies</li> <li>Hydraulic Models for Water Distribution Systems</li> <li>Heuristic Multi-objective Optimization Algorithms</li> <li>Multi-objective Optimization Problems</li> <li>System Constraints</li> <li>Encoding Techniques</li> <li>Optimal Pumping Operations</li> <li>Sovling Real-World Optimization Problems </li> </ul> / <p>The water supply industry is a very important element of a modern economy; it represents a key element of urban infrastructure and is an integral part of our modern civilization. Billions of dollars per annum are spent internationally in pumping operations in rural water distribution systems to treat and reliably transport water from source to consumers.</p> <p>In this dissertation, a new multi-objective optimization approach referred to as energy optimization strategy is proposed for minimizing electrical energy consumption for pumping, the cost, pumps maintenance cost, and the cost of maximum power peak, while optimizing water quality and operational reliability in rural water distribution systems. Minimizing the energy cost problem considers the electrical energy consumed for regular operation and the cost of maximum power peak. Optimizing operational reliability is based on the ability of the network to provide service in case of abnormal events (e.g., network failure or fire) by considering and managing reservoir levels. Minimizing pumping costs also involves consideration of network and pump maintenance cost that is imputed by the number of pump switches. Water quality optimization is achieved through the consideration of chlorine residual during water transportation.</p> <p>An Adaptive Parallel Clustering-based Multi-objective Particle Swarm Optimization (APC-MOPSO) algorithm that combines the existing and new concept of Pareto-front, operating-mode specification, selecting-best-efficiency-point technique, searching-for-gaps method, and modified K-Means clustering has been proposed. APC-MOPSO is employed to optimize the above-mentioned set of multiple objectives in operating rural water distribution systems.</p> <p>Saskatoon West is, a rural water distribution system, owned and operated by Sask-Water (i.e., is a statutory Crown Corporation providing water, wastewater and related services to municipal, industrial, government, and domestic customers in the province of Saskatchewan). It is used to provide water to the city of Saskatoon and surrounding communities. The system has six main components: (1) the pumping stations, namely Queen Elizabeth and Aurora; (2) The raw water pipeline from QE to Agrium area; (3) the treatment plant located within the Village of Vanscoy; (4) the raw water pipeline serving four major consumers, including PCS Cogen, PCS Cory, Corman Park, and Agrium; (5) the treated water pipeline serving a domestic community of Village of Vanscoy; and (6) the large Agrium community storage reservoir.</p> <p>In this dissertation, the Saskatoon West WDS is chosen to implement the proposed energy optimization strategy. Given the data supplied by Sask-Warer, the scope of this application has resulted in savings of approximately 7 to 14% in energy costs without adversely affecting the infrastructure of the system as well as maintaining the same level of service provided to the Sask-Water’s clients.</p> <p>The implementation of the energy optimization strategy on the Saskatoon West WDS over 168 hour (i.e., one-week optimization period of time) resulted in savings of approximately 10% in electrical energy cost and 4% in the cost of maximum power peak. Moreover, the results showed that the pumping reliability is improved by 3.5% (i.e., improving its efficiency, head pressure, and flow rate). A case study is used to demonstrate the effectiveness of the multi-objective formulations and the solution methodologies, including the formulation of the system-operational optimization problem as five objective functions. Beside the reduction in the energy costs, water quality, network reliability, and pumping characterization are all concurrently enhanced as shown in the collected results. The benefits of using the proposed energy optimization strategy as replacement for many existing optimization methods are also demonstrated.</p> / Doctor of Science (PhD)

The aim of this thesis is to present new results concerning duality in scalar optimization. We show how the theory can be applied to optimization problems arising in the theory of risk measures, portfolio optimization and machine learning. First we give some notations and preliminaries we need within the thesis. After that we recall how the well-known Lagrange dual problem can be derived by using the general perturbation theory and give some generalized interior point regularity conditions used in the literature. Using these facts we consider some special scalar optimization problems having a composed objective function and geometric (and cone) constraints. We derive their duals, give strong duality results and optimality condition using some regularity conditions. Thus we complete and/or extend some results in the literature especially by using the mentioned regularity conditions, which are weaker than the classical ones. We further consider a scalar optimization problem having single chance constraints and a convex objective function. We also derive its dual, give a strong duality result and further consider a special case of this problem. Thus we show how the conjugate duality theory can be used for stochastic programming problems and extend some results given in the literature. In the third chapter of this thesis we consider convex risk and deviation measures. We present some more general measures than the ones given in the literature and derive formulas for their conjugate functions. Using these we calculate some dual representation formulas for the risk and deviation measures and correct some formulas in the literature. Finally we proof some subdifferential formulas for measures and risk functions by using the facts above. The generalized deviation measures we introduced in the previous chapter can be used to formulate some portfolio optimization problems we consider in the fourth chapter. Their duals, strong duality results and optimality conditions are derived by using the general theory and the conjugate functions, respectively, given in the second and third chapter. Analogous calculations are done for a portfolio optimization problem having single chance constraints using the general theory given in the second chapter. Thus we give an application of the duality theory in the well-developed field of portfolio optimization. We close this thesis by considering a general Support Vector Machines problem and derive its dual using the conjugate duality theory. We give a strong duality result and necessary as well as sufficient optimality conditions. By considering different cost functions we get problems for Support Vector Regression and Support Vector Classification. We extend the results given in the literature by dropping the assumption of invertibility of the kernel matrix. We use a cost function that generalizes the well-known Vapnik's ε-insensitive loss and consider the optimization problems that arise by using this. We show how the general theory can be applied for a real data set, especially we predict the concrete compressive strength by using a special Support Vector Regression problem.

The aim of this thesis is to present new results concerning duality in scalar optimization. We show how the theory can be applied to optimization problems arising in the theory of risk measures, portfolio optimization and machine learning. First we give some notations and preliminaries we need within the thesis. After that we recall how the well-known Lagrange dual problem can be derived by using the general perturbation theory and give some generalized interior point regularity conditions used in the literature. Using these facts we consider some special scalar optimization problems having a composed objective function and geometric (and cone) constraints. We derive their duals, give strong duality results and optimality condition using some regularity conditions. Thus we complete and/or extend some results in the literature especially by using the mentioned regularity conditions, which are weaker than the classical ones. We further consider a scalar optimization problem having single chance constraints and a convex objective function. We also derive its dual, give a strong duality result and further consider a special case of this problem. Thus we show how the conjugate duality theory can be used for stochastic programming problems and extend some results given in the literature. In the third chapter of this thesis we consider convex risk and deviation measures. We present some more general measures than the ones given in the literature and derive formulas for their conjugate functions. Using these we calculate some dual representation formulas for the risk and deviation measures and correct some formulas in the literature. Finally we proof some subdifferential formulas for measures and risk functions by using the facts above. The generalized deviation measures we introduced in the previous chapter can be used to formulate some portfolio optimization problems we consider in the fourth chapter. Their duals, strong duality results and optimality conditions are derived by using the general theory and the conjugate functions, respectively, given in the second and third chapter. Analogous calculations are done for a portfolio optimization problem having single chance constraints using the general theory given in the second chapter. Thus we give an application of the duality theory in the well-developed field of portfolio optimization. We close this thesis by considering a general Support Vector Machines problem and derive its dual using the conjugate duality theory. We give a strong duality result and necessary as well as sufficient optimality conditions. By considering different cost functions we get problems for Support Vector Regression and Support Vector Classification. We extend the results given in the literature by dropping the assumption of invertibility of the kernel matrix. We use a cost function that generalizes the well-known Vapnik's ε-insensitive loss and consider the optimization problems that arise by using this. We show how the general theory can be applied for a real data set, especially we predict the concrete compressive strength by using a special Support Vector Regression problem.