Radio spectrum has become increasingly scarce due to the proliferation of new wireless communication services. This problem has been exacerbated by fixed bandwidth licensing policies that often lead to spectral underutilization. Cognitive radio networks (CRN) can address this issue using flexible spectrum management that permits unlicensed (secondary) users to access the licensed spectrum. Supporting real-time quality-of-service (QoS) in CRNs however, is very challenging, due to the random spectrum availability induced by the licensed (primary) user activity. This thesis considers the problem of real-time voice transmission in CRNs with an emphasis on secondary network ``friendliness''. Friendliness is measured by the secondary real-time voice capacity, defined as the number of connections that can be supported, subject to typical QoS constraints. The constant bit rate (CBR) air interface case is first assumed. An offline scheduler that maximizes friendliness is derived using an integer linear program (ILP) that can be solved using a minimum cost flow graph construction. Two online primary scheduling algorithms are then introduced. The first algorithm is based on shaping the primary spectral hole patterns subject to primary QoS constraints. The second applies real-time scheduling to both primary traffic and virtual secondary calls. The online scheduling algorithms are found to perform well compared to the friendliness upper bound. Extensive simulations of the primary friendly schedulers show the achievable secondary voice capacity for a variety of parameters compared to non-friendly primary scheduling. The thesis then considers the variable bit rate (VBR) air interface option for primary transmissions. Offline and online approaches are taken to generate a primary VBR traffic schedule that is friendly to secondary voice calls. The online VBR schedulers are found to perform well compared to the friendliness upper bound. Simulation results are presented that show the effect of the primary traffic load and primary network delay tolerance on the primary network friendliness level towards potential secondary voice traffic. Finally, secondary user friendliness is considered from an infrastructure deployment point of view. A cooperative framework is proposed, which allows the primary traffic to be relayed by helper nodes using decode-and-forward (DF) relaying. This approach decreases the primary traffic channel utilization, which, in turn, increases the capacity available to potential secondary users. A relay selection optimization problem is first formulated that minimizes the primary channel utilization. A greedy algorithm that assigns relay nodes to primary data flows is introduced and found to perform well compared to the optimum bound. Results are presented that show the primary network friendliness for different levels of primary channel utilization. / Dissertation / Doctor of Philosophy (PhD)

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本文提出一個新的混合整數線性規劃模型建立投資組合。這個模型所採用的風險函數為最大損失的絕對值，而不是一般常用的損失變異數。在給定的報酬水準下，模型尋找在觀測期間中最小的最大損失的投資組合，即為大中取小的原則。模型也同時考慮實務上常遇見之情況，如：交易成本、最小交易單位、固定交易費用比率、資產總類數等限制。因此，模型內需使用整數變數及二元變數，導致模型的計算求解過程變得比不含整數變數及二元變數的模型困難許多。我們以固定整數變數的啟發式演算法增進求解的效率，並以台灣股票市場的資料做為實證計算的對象。 / A new mixed integer linear program (MILP) for selecting portfolio based on historical return is proposed. This model uses the downside risk rather than the variance as a risk measure. The portfolio is chosen that minimizes the maximum downside risk over all past observation periods to reach a given return level. That is a mini-max principle. The model incorporates the practical characteristics such as transaction costs, minimum transaction units, fixed proportional transaction rates, and cardinality constraint. For this reason a set of integer variables and binary variables are introduced. The introduction, however, increases the computational complexity in model solution. Due to the difficulty of the MILP problem, a heuristic algorithm has been developed for the solution. The computational results are presented by applying the model to the Taiwan stock market.

在全球化的環境下推出新產品，企業除了面臨隨著產品生命週期改變的顧客需求以及成本上的不確定因素外，同時還必須考量全球營運帶來的種種挑戰。 許多供應鏈管理數量模式相關文獻針對全球運籌、新產品供應鏈等議題多有所探討，利用數量模式的計算以反應真實世界中的種種不確定性，讓管理者在供應鏈策略規劃時有所依據，但卻少有同時探討全球運籌以及新產品供應鏈的相關文獻。學者Butler, Ammons, and Sokol認為過去新產品供應鏈模式忽略了新產品將有可能無法存活下來的情形，因此發展一套新產品供應鏈模式，使新產品供應鏈能夠順利從上市成長到成熟階段，並利用此模式決定新設施、新機器購入的時機。 本研究延伸Butler等人之新產品供應鏈模式，考量更完整之全球運籌相關議題，透過混合整數線性規劃描述新產品發展時全球運籌配置問題，並利用情境為基礎的穩健最佳化以取得低風險的供應鏈配置，此外加入可靠度的影響，以彌補供應鏈規劃與實際操作的差距，並加入缺貨之懲罰成本，最後以範例資料進行計算與分析此數量模式，經由模式計算結果發現本研究規劃之結果，相較於原Butler等人之模式有較低的缺貨的發生可能性，且所求得之配置整體可靠度皆有所提升。 本研究所提出之規劃與分析方法可提供決策者在進行新產品全球佈局規劃時，能當作其新產品運籌配置之決策參考。 / When putting out new products under the environment of globalization, enterprise not only faces the uncertain factors in the demand of the customers and the costs that change with product life cycles, but considers all sorts of challenges which come with global operation. Many researches into supply chain quantitative model that probe into global logistics and the new product supply chain employ the quantitative model to reflect all sorts of uncertainty in the real world. They provide managers with the basis for the supply chain strategy and management. But few researches discuss about the global logistics and the new product supply chain simultaneously. Bulter, Ammons, and Sokol argue that the model of new product supply chain of the past neglects the condition which new products may not survive. Thus they developed a new product supply chain model to enable new products to launch the market and grow to maturity as well as decide when to purchase new supply chain facilities and equipments. This research which extends the new product supply chain model of Bulter et al. considers issues on global logistics from a more integrated view. First of all, it solves the global logistic settings problem in new product development by means of mixed-integer linear programming. Secondly, it uses the scenario-based robust optimization to lower the risk in the supply chain design. Then it adds the reliability calculation to make up for the gap between the plan and the real operation. At last it calculates and analyzes the quantitative model on the basis of the case data. This research establishes a methodology for decision makers to apply to plan and analyzing their new product supply chain when they make the global arrangement of new products.

O sequenciamento e a programação da produção trazem grandes benefícios financeiros às empresas se realizados de forma adequada. Atualmente, soluções generalizadas apresentam resultados aceitáveis, porém têm como consequência benefícios inferiores quando comparados a estudos específicos. O ramo da otimização de resultados possui dois tipos de soluções: as exatas para problemas de menores dimensões e não exatas, ou heurísticas, para problemas de médias e grandes dimensões. Este trabalho apresenta algoritmos exatos do tipo Branch & Bound e Modelos de Programação Linear Inteira Mista para solucionar quatro variações de problemas de scheduling: Fm|block|∑Cjm, Fm|block|∑Tj, Fm|block, Sijk|∑Cjm e Fm|block, Sijk|∑Tj. As abordagens utilizadas são inéditas na literatura e apresentaram resultados animadores para a maioria dos cenários. O limitante para o tempo total de fluxo obteve resposta ótima em 100% dos casos para problemas de até 20 tarefas e 4 máquinas em menos de uma hora. Para o tempo total de atraso, o limitante se mostrou mais eficiente quando os valores das due dates apresentam alta taxa de dispersão. Para os casos com setup, foram elaboradas três variações de limitantes para cada problema. O limitante com setup que apresentou o melhor desempenho foi o que obteve a melhor relação entre o seu valor numérico e seu custo computacional. Os modelos MILP solucionaram 100% dos problemas sem setup para até 20 tarefas e 4 máquinas e para os casos com setup, foram solucionados problemas de até 14 tarefas e 4 máquinas no tempo limite de uma hora. Os testes computacionais mostram a eficiência na redução do número de nós e, consequentemente, no tempo de execução. Portanto, o estudo realizado indica que, para problemas de pequeno porte e médio, os métodos em questão possuem grande potencial para aplicações práticas. / Job Sequence and Programming give benefits both financial and organizational to any company when performed properly. Nowadays, there is still a gap between theory and practice due to solutions that are short in specification. The analyzed problems differ in type and dimension thus modifying its complexity. The results optimization field is divided into two types of solution: the exact solution for minor problems and the non-exact solution for greater dimension problems. The present paper presents exact algorithms to solve the problems Fm|block|∑Cjm, Fm|block|∑Tj, Fm|block, Sijk|∑Cjm by the Branch & Bounds and Mixed Integer Linear Program models. The approaches are new and presented good results for most cases. Bounds for the no-setup total flow time scenario solved 100% of the 20 jobs and 4 machines cases. High dispersion range due dates contributed for the effectiveness of the no-setup total tardiness bound\'s effectiveness. Three different approaches were developed for the setup cases. The best approach aimed to optimize the value/effort factor for the B&B. The Mixed Integer Linear Program models solved 100% of the no-setup cases for 20 jobs and 4 machines. The MILPs setup cases solved optimally 14 jobs and 4 machines cases. Computational tests were executed and analyzed and they highlighted the node count reduction and, consequently, the execution time. The present study points out that the exact methods can be applied to small and medium scheduling problems in practice.

Exploitation of waste heat could achieve economic and environmental benefits, while at the same time increase energy efficiency in process sites. Diverse commercialised technologies exist to recover useful energy from waste heat. In addition, there are multiple on-site and offsite end-uses of recovered energy. The challenge is to find the optimal mix of technologies and end-uses of recovered energy taking into account the quantity and quality of waste heat sources, interactions with interconnected systems and constraints on capital investment. Explicit models for waste heat recovery technologies that are easily embedded within appropriate process synthesis frameworks are proposed in this work. A novel screening tool is also proposed to guide selection of technology options. The screening tool considers the deviation of the actual performance from the ideal performance of technologies, where the actual performance takes into account irreversibilities due to finite temperature heat transfer. Results from applying the screening tool show that better temperature matching between heat sources and technologies reduces the energy quality degradation during the conversion process. A ranking criterion is also proposed to evaluate end-uses of recovered energy. Applying the ranking criterion shows the use to which energy recovered from waste heat is put determines the economics and potential to reduce CO2 emissions when waste heat recovery is integrated in process sites. This thesis also proposes a novel methodological framework based on graphical and optimization techniques to integrate waste heat recovery into existing process sites. The graphical techniques are shown to provide useful insights into the features of a good solution and assess the potential in industrial waste heat prior to detailed design. The optimization model allows systematic selection and combination of waste heat source streams, selection of technology options, technology working fluids, and exploitation of interactions with interconnected systems. The optimization problem is formulated as a Mixed Integer Linear Program, solved using the branch-and-bound algorithm. The objective is to maximize the economic potential considering capital investment, maintenance costs and operating costs of the selected waste heat recovery technologies. The methodology is applied to industrial case studies. Results indicate that combining waste heat recovery options yield additional increases in efficiency, reductions in CO2 emissions and costs. The case study also demonstrates that significant benefits from waste heat utilization can be achieved when interactions with interconnected systems are considered simultaneously. The thesis shows that the methodology has potential to identify, screen, select and combine waste heat recovery options for process sites. Results suggest that recovery of waste heat can improve the energy security of process sites and global energy security through the conservation of fuel and reduction in CO2 emissions and costs. The methodological framework can inform integration of waste heat recovery in the process industries and formulation of public policies on industrial waste heat utilization.

O sequenciamento e a programação da produção trazem grandes benefícios financeiros às empresas se realizados de forma adequada. Atualmente, soluções generalizadas apresentam resultados aceitáveis, porém têm como consequência benefícios inferiores quando comparados a estudos específicos. O ramo da otimização de resultados possui dois tipos de soluções: as exatas para problemas de menores dimensões e não exatas, ou heurísticas, para problemas de médias e grandes dimensões. Este trabalho apresenta algoritmos exatos do tipo Branch & Bound e Modelos de Programação Linear Inteira Mista para solucionar quatro variações de problemas de scheduling: Fm|block|∑Cjm, Fm|block|∑Tj, Fm|block, Sijk|∑Cjm e Fm|block, Sijk|∑Tj. As abordagens utilizadas são inéditas na literatura e apresentaram resultados animadores para a maioria dos cenários. O limitante para o tempo total de fluxo obteve resposta ótima em 100% dos casos para problemas de até 20 tarefas e 4 máquinas em menos de uma hora. Para o tempo total de atraso, o limitante se mostrou mais eficiente quando os valores das due dates apresentam alta taxa de dispersão. Para os casos com setup, foram elaboradas três variações de limitantes para cada problema. O limitante com setup que apresentou o melhor desempenho foi o que obteve a melhor relação entre o seu valor numérico e seu custo computacional. Os modelos MILP solucionaram 100% dos problemas sem setup para até 20 tarefas e 4 máquinas e para os casos com setup, foram solucionados problemas de até 14 tarefas e 4 máquinas no tempo limite de uma hora. Os testes computacionais mostram a eficiência na redução do número de nós e, consequentemente, no tempo de execução. Portanto, o estudo realizado indica que, para problemas de pequeno porte e médio, os métodos em questão possuem grande potencial para aplicações práticas. / Job Sequence and Programming give benefits both financial and organizational to any company when performed properly. Nowadays, there is still a gap between theory and practice due to solutions that are short in specification. The analyzed problems differ in type and dimension thus modifying its complexity. The results optimization field is divided into two types of solution: the exact solution for minor problems and the non-exact solution for greater dimension problems. The present paper presents exact algorithms to solve the problems Fm|block|∑Cjm, Fm|block|∑Tj, Fm|block, Sijk|∑Cjm by the Branch & Bounds and Mixed Integer Linear Program models. The approaches are new and presented good results for most cases. Bounds for the no-setup total flow time scenario solved 100% of the 20 jobs and 4 machines cases. High dispersion range due dates contributed for the effectiveness of the no-setup total tardiness bound\'s effectiveness. Three different approaches were developed for the setup cases. The best approach aimed to optimize the value/effort factor for the B&B. The Mixed Integer Linear Program models solved 100% of the no-setup cases for 20 jobs and 4 machines. The MILPs setup cases solved optimally 14 jobs and 4 machines cases. Computational tests were executed and analyzed and they highlighted the node count reduction and, consequently, the execution time. The present study points out that the exact methods can be applied to small and medium scheduling problems in practice.

Worldwide globalization has made supply chains more vulnerable to risk factors, increasing the associated costs of outsourcing goods. Outsourcing is highly beneficial for any company that values building upon its core competencies, but the emergence of the COVID-19 pandemic and other crises have exposed significant vulnerabilities within supply chains. These disruptions forced a shift in the production of goods from outsourcing to domestic methods. This paper considers a multi-echelon supply chain model with global and domestic raw material suppliers, manufacturing plants, warehouses, and markets. All levels within the supply chain network are evaluated from a holistic perspective, calculating a total cost for all levels with embedded risk. We formulate the problem as a mixed-integer linear model programmed in Excel Solver linear to solve smaller optimization problems. Then, we create a Tabu Search algorithm that solves problems of any size. Excel Solver considers three small-scale supply chain networks of varying sizes, one of which maximizes the decision variables the software can handle. In comparison, the Tabu Search program, programmed in Python, solves an additional ten larger-scaled supply chain networks. Tabu Search’s capabilities illustrate its scalability and replicability. A quadratic multi-regression analysis interprets the input parameters (iterations, neighbors, and tabu list size) associated with total supply chain cost and run time. The analysis shows iterations and neighbors to minimize total supply chain cost, while the interaction between iterations x neighbors increases the run time exponentially. Therefore, increasing the number of iterations and neighbors will increase run time but provide a more optimal result for total supply chain cost. Tabu Search’s input parameters should be set high in almost every practical case to achieve the most optimal result. This work is the first to incorporate risk and outsourcing into a multi-echelon supply chain, solved using an exact (Excel Solver) and metaheuristic (Tabu Search) solution methodology. From a practical case, managers can visualize supply chain networks of any size and variation to estimate the total supply chain cost in a relatively short time. Supply chain managers can identify suppliers and pick specific suppliers based on cost or risk. Lastly, they can adjust for risk according to external or internal risk factors. Future research directions include expanding or simplifying the supply chain network design, considering multiple parts, and considering scrap or defective products. In addition, one could incorporate a multi-product dynamic planning horizon supply chain. Overall, considering a hybrid method combining Tabu Search with genetic algorithms, particle swarm optimization, simulated annealing, CPLEX, GUROBI, or LINGO, could provide better results in a faster computational time.

Air traffic flow management is a critical component of air transport operations because at some point in time, often very frequently, one of more of the critical resources in the air transportation network has significantly reduced capacity, resulting in congestion and delay for airlines and other entities and individuals who use the network. Typically, these “bottlenecks” are noticed at a given airport or terminal area, but they also occur in en route airspace. The two-stage combinatorial optimization framework for air traffic flow management under constrained capacity that is presented in this thesis, represents a important step towards the full consideration of the combinatorial nature of air traffic flow management decision that is often ignored or dealt with via priority-based schemes. It also illustrates the similarities between two traffic flow management problems that heretofore were considered to be quite distinct. The runway systems at major airports are highly constrained resources. From the perspective of arrivals, unnecessary delays and emissions may occur during peak periods when one or more runways at an airport are in great demand while other runways at the same airport are operating under their capacity. The primary cause of this imbalance in runway utilization is that the traffic flow into and out of the terminal areas is asymmetric (as a result of airline scheduling practices), and arrivals are typically assigned to the runway nearest the fix through which they enter the terminal areas. From the perspective of departures, delays and emissions occur because arrivals take precedence over departures with regard to the utilization of runways (despite the absence of binding safety constraints), and because arrival trajectories often include level segments that ensure “procedural separation” from arriving traffic while planes are not allowed to climb unrestricted along the most direct path to their destination. Similar to the runway systems, the terminal radar approach control facilities (TRACON) boundary fixes are also constrained resources of the terminal airspace. Because some arrival traffic from different airports merges at an arrival fix, a queue for the terminal areas generally starts to form at the arrival fix, which are caused by delays due to heavy arriving traffic streams. The arrivals must then absorb these delays by path stretching and adjusting their speed, resulting in unplanned fuel consumption. However, these delays are often not distributed evenly. As a result, some arrival fixes experience severe delays while, similar to the runway systems, the other arrival fixes might experience no delays at all. The goal of this thesis is to develop a combined optimization approach for terminal airspace flow management that assigns a TRACON boundary fix and a runway to each flight while minimizing the required fuel burn and emissions. The approach lessens the severity of terminal capacity shortage caused by and imbalance of traffic demand by shunting flights from current positions to alternate runways. This is done by considering every possible path combination. To attempt to solve the congestion of the terminal airspace at both runways and arrival fixes, this research focuses on two sequential optimizations. The fix assignments are dealt with by considering, simultaneously, the capacity constraints of fixes and runways as well as the fuel consumption and emissions of each flight. The research also develops runway assignments with runway scheduling such that the total emissions produced in the terminal area and on the airport surface are minimized. The two-stage sequential framework is also extended to en route airspace. When en route airspace loses its capacity for any reason, e.g. severe weather condition, air traffic controllers and flight operators plan flight schedules together based on the given capacity limit, thereby maximizing en route throughput and minimizing flight operators' costs. However, the current methods have limitations due to the lacks of consideration of the combinatorial nature of air traffic flow management decision. One of the initial attempts to overcome these limitations is the Collaborative Trajectory Options Program (CTOP), which will be initiated soon by the Federal Aviation Administration (FAA). The developed two-stage combinatorial optimization framework fits this CTOP perfectly from the flight operator's perspective. The first stage is used to find an optimal slot allocation for flights under satisfying the ration by schedule (RBS) algorithm of the FAA. To solve the formulated first stage problem efficiently, two different solution methodologies, a heuristic algorithm and a modified branch and bound algorithm, are presented. Then, flights are assigned to the resulting optimized slots in the second stage so as to minimize the flight operator's costs.

Cette thèse se situe à l’intersection de deux domaines de recherche scientifique la Reconnaissance d’Objets Structurels (ROS) et la Recherche Opérationnelle (RO). Le premier consiste à rendre la machine plus intelligente et à reconnaître les objets, en particulier ceux basés sur les graphes. Alors que le second se focalise sur la résolution de problèmes d’optimisation combinatoire difficiles. L’idée principale de cette thèse est de combiner les connaissances de ces deux domaines. Parmi les problèmes difficiles existants en ROS, le problème de la distance d’édition entre graphes (DEG) a été sélectionné comme le cœur de ce travail. Les contributions portent sur la conception de méthodes adoptées du domaine RO pour la résolution du problème de DEG. Explicitement, des nouveaux modèles linéaires en nombre entiers et des matheuristiques ont été développé à cet effet et de très bons résultats ont été obtenus par rapport à des approches existantes. / This thesis is focused on Graph Matching (GM) problems and in particular the Graph Edit Distance (GED) problems. There is a growing interest in these problems due to their numerous applications in different research domains, e.g. biology, chemistry, computer vision, etc. However, these problems are known to be complex and hard to solve, as the GED is a NP-hard problem. The main objectives sought in this thesis, are to develop methods for solving GED problems to optimality and/or heuristically. Operations Research (OR) field offers a wide range of exact and heuristic algorithms that have accomplished very good results when solving optimization problems. So, basically all the contributions presented in thesis are methods inspired from OR field. The exact methods are designed based on deep analysis and understanding of the problem, and are presented as Mixed Integer Linear Program (MILP) formulations. The proposed heuristic approaches are adapted versions of existing MILP-based heuristics (also known as matheuristics), by considering problem-dependent information to improve their performances and accuracy.