Embedded system designers face multiple challenges in fulfilling the runtime requirements of programs. Effective scheduling of programs is required to extract as much parallelism as possible. These scheduling algorithms must also improve speedup after instruction-set extensions have occurred. Scheduling of dynamic code at run time is made more difficult when the static components of the program are scheduled inefficiently. This research aims to optimize a program’s static code at compile time. This is achieved with four algorithms designed to schedule code at the task and instruction level. Additionally, the algorithms improve scheduling using instruction set extended code on symmetrical homogeneous multiprocessor systems. Using these algorithms, we achieve speedups up to 3.86X over sequential execution for a 4-issue 2-processor system, and show better performance than recent heuristic techniques for small programs. Finally, the algorithms generate speedup values for a 64-point FFT that are similar to the test runs.

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.

Made available in DSpace on 2014-06-11T19:26:55Z (GMT). No. of bitstreams: 0 Previous issue date: 2009-01-30Bitstream added on 2014-06-13T20:55:42Z : No. of bitstreams: 1 lopes_am_me_sjrp.pdf: 648692 bytes, checksum: 6aa3a670ac391b9033fe7de1566f1648 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Este trabalho trata do problema de corte de estoque unidimensional inteiro, que consiste em cortar um conjunto de objetos disponíveis em estoque para a produção de itens menores demandados, de tal forma que se otimize uma ou mais funções objetivos. Foi estudado o caso em que existe apenas um tipo de objeto em estoque em quantidades suficiente para atender a demanda. Três adaptações de um método heurístico baseadas nos conceitos dos algoritmos evolutivos multiobjetivo são propostas para resolver o problema considerando duas funções objetivo conflitantes, a minimização do número de objetos cortados e a minimização do número de diferentes padrões de corte. As adaptações utilizam as idéias presentes no método da Soma Ponderada, no Vector Evaluated Genetic Algorithm e no Multiple Objective Genetic Algorithm. Estas heurísticas são analisadas resolvendo-se instâncias geradas aleatoriamente. / This work deals with the one-dimensional integer cutting stock problem, which consist of cutting a set of available objects in stock in order to produce ordered smaller items in such a way as to optimize one or more objective functions. On the case studied there is just one type of object in stock available in sufficient quantity to satisfy the demand. Three adaptations of a heuristic method based on the multi-objective evolutionary algorithms concepts are proposed to solve the problem considering two conflicting objective functions, the minimization of the number of objects to be cut and the minimization of the number of different cutting patterns. The adaptations consider the ideas from the Weighted Sum method, the Vector Evaluated Genetic Algorithm and the Multiple Objective Genetic Algorithm. These heuristics are analyzed by solving randomly generated instances.

Made available in DSpace on 2014-06-11T19:26:55Z (GMT). No. of bitstreams: 0 Previous issue date: 2010-02-23Bitstream added on 2014-06-13T20:55:42Z : No. of bitstreams: 1 defalque_cm_me_sjrp.pdf: 681826 bytes, checksum: 4534893f3d08420f599caa3a4835df06 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Neste trabalho, propomos um modelo integrado de dimensionamento de lotes e programação da produção para uma fábrica de refrigerantes de pequeno porte denominado P1S1MTS. Neste modelo, as decisões de dimensionamento foram baseadas no modelo P1S1M encontrado na literatura, formulado com base no modelo GLSP. As decisões de sequenciamento foram modeladas utilizando restrições do problema do caixeiro viajante assimétrico. Para validação do modelo proposto e comparação entre os modelos P1S1MTS e P1S1M foram feitos testes computacionais com exemplares ilustrativos. Foram realizados também testes com exemplares baseados em dados reais da fábrica de refrigerantes e exemplares gerados aleatoriamente. Os testes foram resolvidos pelo método Branch-and-Cut incluído no pacote computacional CPLEX 10.0. Notamos que com algumas modificações, é possível que ambos os modelos retratem a mesma situação. A partir destas modificações e com os resultados obtidos, concluímos que a resolução de exempalres do modelo P1S1MTS apresentou um tempo de execução computacioanl menor que a resolução de exemplares do modelo P1S1M gerados com os mesmos dados. / In this work we propose a lot sizing and scheduling model, P1S1MTS, for a smallscale soft drink plant. In this model, the lot sising decisions were based on the P1s!m model found in the literaure. To model the scheduling decisions constraints of the asynmetric traveling salesman problem are used. For the validation of the proposed model and a comparison between the P1S1MTS and the P1S1M models computational tests were executed with illustratuve examples. Tests were also executed with examples based on real data and randomly generated instances. Tests were also executed with examples based on real data and randomly in the software CPLEX 10.0. The results showed taht, with some minor modifications, it is possible that both models depict same situation. From the results obtained we concluded that the P1s!MTS model presented a computational time performance better than the P1S1M model.

abstract: The electric transmission grid is conventionally treated as a fixed asset and is operated around a single topology. Though several instances of switching transmission lines for corrective mechaism, congestion management, and minimization of losses can be found in literature, the idea of co-optimizing transmission with generation dispatch has not been widely investigated. Network topology optimization exploits the redundancies that are an integral part of the network to allow for improvement in dispatch efficiency. Although, the concept of a dispatchable network initially appears counterintuitive questioning the wisdom of switching transmission lines on a more regu-lar basis, results obtained in the previous research on transmission switching with a Direct Current Optimal Power Flow (DCOPF) show significant cost reductions. This thesis on network topology optimization with ACOPF emphasizes the need for additional research in this area. It examines the performance of network topology optimization in an Alternating Current (AC) setting and its impact on various parameters like active power loss and voltages that are ignored in the DC setting. An ACOPF model, with binary variables representing the status of transmission lines incorporated into the formulation, is written in AMPL, a mathematical programming language and this optimization problem is solved using the solver KNITRO. ACOPF is a non-convex, nonlinear optimization problem, making it a very hard problem to solve. The introduction of bi-nary variables makes ACOPF a mixed integer nonlinear programming problem, further increasing the complexity of the optimization problem. An iterative method of opening each transmission line individually before choosing the best solution has been proposed as a purely investigative approach to studying the impact of transmission switching with ACOPF. Economic savings of up to 6% achieved using this approach indicate the potential of this concept. In addition, a heuristic has been proposed to improve the computational efficiency of network topology optimization. This research also makes a comparative analysis between transmission switching in a DC setting and switching in an AC setting. Results presented in this thesis indicate significant economic savings achieved by controlled topology optimization, thereby reconfirming the need for further examination of this idea. / Dissertation/Thesis / M.S. Electrical Engineering 2011

In this thesis we study two discrete optimization problems: Traffic Light Synchronization and Location with Customers Orderings. A widely used approach to solve the synchronization of traffic lights on transport networks is the maximization of the time during which cars start at one end of a street and can go to the other without stopping for a red light (bandwidth maximization). The mixed integer linear model found in the literature, named MAXBAND, can be solved by optimization solvers only for small instances. In this manuscript we review in detail all the constraints of the original linear model, including those that describe all the cyclic routes in the graph, and we generalize some bounds for integer variables which so far had been presented only for problems that do not consider cycles. Furthermore, we summarized the first systematic algorithm to solve a simpler version of the problem on a single street. We also propose a solution algorithm that uses Tabu Search and Variable Neighbourhood Search and we carry out a computational study. In addition we propose a linear formulation for the shortest path problem with traffic lights constraints (SPTL). On the other hand, the simple plant location problem with order (SPLPO) is a variant of the simple plant location problem (SPLP) where the customers have preferences on the facilities which will serve them. In particular, customers define their preferences by ranking each of the potential facilities. Even though the SPLP has been widely studied in the literature, the SPLPO has been studied much less and the size of the instances that can be solved is very limited. In this manuscript, we propose a heuristic that uses a Lagrangean relaxation output as a starting point of a semi-Lagrangean relaxation algorithm to find good feasible solutions (often the optimal solution). We also carry out a computational study to illustrate the good performance of our method. Last, we introduce the partial and stochastic versions of SPLPO and apply the Lagrangean algorithm proposed for the deterministic case to then show examples and results.

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