The device optimization is a very important element in semiconductor technology advancement. Its objective is to find a design point for a semiconductor device so that the optimized design goal meets all specified constraints. As in other engineering fields, a nonlinear optimizer is often used for design optimization. One major drawback of using a nonlinear optimizer is that it can only partially explore the design space and return a local optimal solution. This dissertation provides an adaptive optimization design methodology to allow the designer to explore the design space and obtain a globally optimal solution. One key element of our method is to quickly compute the set of all feasible solutions, also called the acceptability region. We described a polytope-based representation for the acceptability region and an adaptive linearization technique for device performance model approximation. These efficiency enhancements have enabled significant speed-up in estimating acceptability regions and allow acceptability regions to be estimated for a larger class of device design tasks. Our linearization technique also provides an efficient mechanism to guarantee the global accuracy of the computed acceptability region. To visualize the acceptability region, we study the orthogonal projection of high-dimensional convex polytopes and propose an output sensitive algorithm for projecting polytopes into two dimensions.

In this thesis we consider solution approaches for the index tacking problem, in which we aim to reproduces the performance of a market index without purchasing all of the stocks that constitute the index. We solve the problem using three different solution approaches: Mixed Integer Programming (MIP), Genetic Algorithms (GAs), and Ant-colony Optimization (ACO) Algorithm by limiting the number of stocks that can be held. Each index is also assigned with different cardinalities to examine the change to the solution values. All of the solution approaches are tested by considering eight market indices. The smallest data set only consists of 31 stocks whereas the largest data set includes over 2000 stocks. The computational results from the MIP are used as the benchmark to measure the performance of the other solution approaches. The Computational results are presented for different solution approaches and conclusions are given. Finally, we implement post analysis and investigate the best tracking portfolios achieved from the three solution approaches. We summarise the findings of the investigation, and in turn, we further improve some of the algorithms. As the formulations of these problems are mixed-integer linear programs, we use the solver ‘Cplex’ to solve the problems. All of the programming is coded in AMPL.

Transaction costs and resampling are two important issues that need great attention in every portfolio investment planning. In practice costs are incurred to rebalance a portfolio. Every investor tries to find a way of avoiding high transaction cost as much as possible. In this thesis, we investigated how transaction costs and resampling affect portfolio investment. We modified the basic mean-variance optimization problem to include rebalancing costs we incur on transacting securities in the portfolio. We also reduce trading as much as possible by applying the resampling approach any time we rebalance our portfolio. Transaction costs are assumed to be a percentage of the amount of securities transacted. We applied the resampling approach and tracked the performance of portfolios over time, assuming transaction costs and then no transaction costs are incurred. We compared how the portfolio is affected when we incorporated the two issues outlined above to that of the basic mean-variance optimization.

The aim of this thesis is to develop a holistic approach to the optimal design of energy systems for building clusters or districts. The emerging Albano university campus, which is planned to be a vivid example of sustainable urban development, is used as a case study through collaboration with the property owners, Akademiska Hus and Svenska Bostäder. The design addresses aspects of energy performance, environmental performance, economic performance, and exergy performance of the energy system. A multi-objective optimization approach is applied to minimize objectives such as non-renewable primary energy consumptions, the greenhouse gas emissions, the life cycle cost, and the net exergy deficit. These objectives reflect both practical requirements and research interest. The optimization results are presented in the form of Pareto fronts, through which decision-makers can understand the options and limitations more clearly and ultimately make better and more informed decisions. Sensitivity analyses show that solutions could be sensitive to certain system parameters. To overcome this, a robust design optimization method is also developed and employed to find robust optimal solutions, which are less sensitive to the variation of system parameters. The influence of different preferences for objectives on the selection of optimal solutions is examined. Energy components of the selected solutions under different preference scenarios are analyzed, which illustrates the advantages and disadvantages of certain energy conversion technologies in the pursuit of various objectives. As optimal solutions depend on the system parameters, a parametric analysis is also conducted to investigate how the composition of optimal solutions varies to the changes of certain parameters. In virtue of the Rational Exergy Management Model (REMM), the planned buildings on the Albano campus are further compared to the existing buildings on KTH campus, based on energy and exergy analysis. Four proposed alternative energy supply scenarios as well as the present case are analyzed. REMM shows that the proposed scenarios have better levels of match between supply and demand of exergy and result in lower avoidable CO2 emissions, which promise cleaner energy structures. / <p>QC 20160923</p>

<p>The Kerngen Module in MATLAB can be used to optimize a filter with regards to an ideal filter; while taking into consideration the weighting function and the spatial mask. To be able to remotely do these optimizations from a standard web browser over a TCP/IP network connection would be of interest. This master’s thesis covers the project of doing such a system; along with an attempt to graphically display three-dimensional filters and also save the optimized filter in XML format. It includes defining an appropriate DTD for the representation of the filter. The result is a working system, with a server and client written in the programming language PIKE.</p>

<p>The harsh competition in the airline industry continuously forces airline carriers to streamline their production and cut back on costs. Manpower constitutes the largest expense in Scandinavian Airline System, closely followed by fuel costs. Thus effective crew planning is vital to face the competition from international actors and low cost carriers.</p><p>Creating efficient schedules for airline crew is a very complex combinatorial task and the process is heavily dependent on optimization. A large set of constraints comprised of union- and governmental rules as well as company policies and quality factors must be taken into consideration when the schedules are created.</p><p>This master thesis examines how the distribution of rank in the SAS international pilot corps affects the total cost associated with flight deck crew.</p><p>Long haul flights at SAS intercontinental are manned with a captain, a first officer and a relief pilot. Pilots may man lower ranking positions on any given flight in order to make efficient use of the pilot corps and to minimize the need of full time equivalents.</p><p>This work discusses the development and evaluation of a simulation environment developed in order to create and analyze fictitious crew populations with different distributions of rank. Furthermore the solution methods to the scheduling problem implemented at SAS and the optimization theory associated with them are discussed.</p><p>The project has resulted in an evaluation of the developed simulation environment and a discussion about the difficulties of analyzing crew populations with the systems currently in use at SAS.</p>

An algorithm is presented that is capable of producing Pareto-optimal solutions for multi-objective infrastructure routing problems: the Multi-Objective Ant Colony Optimization (MOACO). This algorithm offers a constructive search technique to develop solutions to different types of infrastructure routing problems on an open grid framework. The algorithm proposes unique functions such as graph pruning and path straightening to enhance both speed and performance. It also possesses features to solve issues unique to infrastructure routing not found in existing MOACO algorithms, such as problems with multiple end points or multiple possible start points. A literature review covering existing MOACO algorithms and the Ant Colony algorithms they are derived from is presented. Two case studies are developed to demonstrate the performance of the algorithm under different infrastructure routing scenarios. In the first case study the algorithm is implemented into the Ice Road Planning module within the North Slope Decision Support System (NSDSS). Using this ice road planning module a case study is developed of the White Hills Ice road to test the performance of the algorithm versus an as-built road. In the second case study, the algorithm is applied to a raw water transmission routing problem in the Region C planning zone of Texas. For both case studies the algorithm produces a set of results which are similar to the preliminary designs. By successfully applying the algorithm to two separate case studies the suitability of the algorithm to different types of infrastructure routing problems is demonstrated.

Dynamic Programming is an optimization technique used in computer science and mathematics. Introduced in the 1950s, it has been applied to many classic combinatorial optimization problems, such as the Shortest Path Problem, the Knapsack Problem, and the Traveling Salesman Problem, with varying degrees of practical success. In this thesis, we present two applications of dynamic programming to optimization problems. The first application is as a method to compute the Branch-Cut-and-Price (BCP) family of lower bounds for the Traveling Salesman Problem (TSP), and several vehicle routing problems that generalize it. We then prove that the BCP family provides a set of lower bounds that is at least as strong as the Approximate Linear Program (ALP) family of lower bounds for the TSP. The second application is a novel dynamic programming model used to determine the placement of cuts for a particular form of skull surgery called Cranial Vault Remodeling.

Over the last year or so, we have witnessed the global effects and repercussions related to the field of finance. Supposed blue chip stocks and well-established companies have folded and filed for bankruptcy, an event that might have thought to been absurd two years ago. In addition, finance and investment science has grown over the past few decades to include a plethora of investment options and regulations. Now more than ever, developments in the field are carefully examined and researched by potential investors. This thesis involves an investigation and quantitative analysis of key money management problems. The primary area of interest is Portfolio Selection, where we develop advanced financial models that are designed for investment problems of the 21st century. Portfolio selection is the process involved in making large investment decisions to generate a collection of assets. Over the years the selection process has evolved dramatically. Current portfolio problems involve a complex, yet realistic set of managing constraints that are coupled to general historic risk and return models. We identify three well-known portfolio problems and add an array of practical managing constraints that form three different types of Mixed-Integer Programs. The product is advanced mathematical models related to risk-return portfolios, index tracking portfolios, and an integrated stock-bond portfolio selection model. The numerous sources of uncertainty are captured in a Stochastic Programming framework, and Goal Programming techniques are used to facilitate various portfolio goals. The designs require the consideration of modelling elements and variables with respect to problem solvability. We minimize trade-offs in modelling and solvability issues found in the literature by developing problem specific algorithms. The algorithms are tailored to each portfolio design and involve decompositions and heuristics that improve solution speed and quality. The result is the generation of portfolios that have intriguing financial outcomes and perform well with respect to the market. Portfolio selection is as dynamic and complex as the recent economic situation. In this thesis we present and further develop the mathematical concepts related to portfolio construction. We investigate the key financial problems mentioned above, and through quantitative financial modelling and computational implementations we introduce current approaches and advancements in field of Portfolio Optimization.

Many important application problems in engineering can be formalized as nonlinear optimization tasks. However, numerical methods for solving such problems are brittle and do not scale well. For example, these methods depend critically on choosing a good starting point from which to perform the optimization search. In high-dimensional spaces, numerical methods have difficulty finding solutions that are even locally optimal. The objective of this thesis is to demonstrate how machine learning techniques can improve the performance of numerical optimizers and facilitate optimization in engineering design. The machine learning methods have been tested in the domain of 2-dimensional structural design, where the goal is to find a truss of minimum weight that bears a set of fixed loads. Trusses are constructed from pure tension and pure compression members. The difference in the load-bearing properties of tension and compression members causes the gradient of the objective function to be discontinuous, and this prevents the application of powerful gradient-based optimization algorithms in this domain. In this thesis, the approach to numerical optimization is to find ways of transforming the initial problem into a selected set of subproblems where efficient, gradient-based algorithms can be applied. This is achieved by a three-step "compilation" process. The first step is to apply speedup learning techniques to partition the overall optimization task into sub-problems for which the gradient is continuous. Then, the second step is to further simplify each sub-problem by using inductive learning techniques to identify regularities and exploit them to reduce the number of independent variables. Unfortunately, these first two steps have the potential to produce an exponential number of sub-problems. Hence, in the third step, selection rules are derived to identify those sub-problems that are most likely to contain the global optimum. The numerical optimization procedures are only applied to these selected sub-problems. To identify good sub-problems, a novel ID3-like inductive learning algorithm called UTILITYID3 is applied to a collection of training examples to discover selection rules. These rules analyze the problem statement and identify a small number of sub-problems (typically 3) that are likely to contain the global optimum. In the domain of 2-dimensional structural design, the combination of these three steps yields a 6-fold speedup in the time required to find an optimal solution. Furthermore, it turns out that this method is less reliant on a good starting point for optimization. The methods developed in this problem show promise of being applied to a wide range of numerical optimization problems in engineering design. / Graduation date: 1992