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In this thesis, we study three periodic-review, finite-horizon inventory systems in the presence of supply and demand uncertainties. In the first part of the thesis, we study a multi-period single-station problem in which supply uncertainty is modeled by partial supply. Formulating the problem under a robust optimization (RO) framework, we show that solving the robust counterpart is equivalent to solving a nominal problem with a modified deterministic demand sequence. In particular, in the stationary case the optimal robust policy follows the quasi-(s, S) form and the corresponding s and S levels are theoretically computable. In the second part of the thesis, we extend the RO framework to a multi-period multi-echelon problem. We show that for a tree structure network, decomposition applies so that the optimal single-station robust policy remains valid for each echelon in the tree. Furthermore, if there are no setup costs in the network, then the problem can be decomposed into several uncapacitated single-station problems with new cost parameters subject to the deterministic demands. In the last part of the thesis, we consider a periodic-review Assemble-To-Order (ATO) system with multiple components and multiple products, where the inventory replenishment for each component follows an independent base-stock policy and product demands are satisfied according to a First-Come-First-Served (FCFS) rule. We jointly consider the inventory replenishment and component allocation problems in the ATO system under stochastic component replenishment lead times and stochastic product demands. The problems are formulated under the stochastic programming (SP) framework, which are difficult to solve exactly due to a large number of scenarios. We use the sample average approximation (SAA) algorithms to find near-optimal solutions, which accuracy is verified by the numerical experiment results. / Thesis / Doctor of Philosophy (PhD)

Proton therapy, a promising alternative to conventional photon therapy, has gained widespread acceptance in clinical practice. This is attributed to its superior depth-dose curve that has a negligible dose beyond the maximum range of the proton. A proton treatment planning requires a multitude of parameters and are either manually selected or optimized using mathematical formulation. However, a proton treatment plan is also subject to various systematic and random uncertainties that must be taken into account during optimization. Robust optimization is a commonly used method for integrating the setup and range uncertainties in proton therapy. In addition to the uncertainties accounted for during the treatment planning phase, others can arise during the course of treatment and are often hard to predict. Changes in the patient's anatomy represent uncertainties that can significantly affect planned dose delivery. Therefore, adaptive planning is typically performed intermittently or regularly, depending on the changes in anatomy. Paper II included in this thesis proposed a method of adaptive planning that takes into account the impact of the patient's respiratory motion at the treatment site, such as the lungs and abdomen for 4D robust optimization. This method uses dose mimicking to reproduce the results as initially planned.   This additional stage of adaptive planning can introduce new complexities and uncertainties into the treatment process. One such uncertainty arise from daily cone beam computed tomography (CBCT) images which are required for treatment plan adaptation. Several strategies have been proposed in the past to improve the quality of these images, but each strategy has its advantages and disadvantages, depending on the site of treatment. In Paper I, a method was proposed that combined the advantages of other frequently used methods to create an improved method for generating daily images with CT-like image quality. This can contribute towards the goal of online adaptive in the near future with reduced uncertainties. This thesis will provide a brief introduction and an in-depth chapter to elucidate the background, better understand the physics of proton therapy, the process of treatment planning, and the need for adaptive planning. / European Union’s Horizon 2020 Marie Skłodowska-Curie Actions under Grant Agreement No. 955956

The goal when applying robust engineering design methods is to improve a system's quality by reducing its sensitivity to uncertainty that has influence on the performance of the product. In the Robust Concept Exploration Method (RCEM) this approach is facilitated with additionally giving the designer the possibility to search for a compromise between the desired performance and a satisfying robustness. The current version of the RCEM, however, has some limitations that render it inapplicable for nonlinear design problems. These limitations, which are demonstrated in this thesis, are mainly connected to the application of global response surfaces and the Taylor series for variance estimations. In order to analyze the limitation of the robustness estimation, several alternative methods are developed, assessed and introduced to a modified RCEM. The developed Multiple Point Method is based on the Sensitivity Index (SI) and improves the variance estimation in RCEM significantly, especially for nonlinear problems. This approach is applicable to design problems, for which the performance functions are known explicitly. For problems that require simulations for the performance estimation, the simulation-based RCEM is developed by introducing the Probabilistic Collocation Method (PCM) to robust concept exploration. The PCM is a surrogate model approach, which generates local response models around the points of interests with a minimum number of simulation runs. Those models are utilized in the modified-RCEM for the uncertainty analysis of the system's performance. The proposed methods are tested with two examples each. The modified RCEM is validated with an artificial design problem as well as the design of a robust pressure vessel. The simulation-based RCEM is validated using the same artificial design problem and the design of a robust multifunctional Linear Cellular Alloy (LCA) heat exchanger for lightweight applications such as mobile computing. The structure of the theoretical and empirical validation of the methods follows the validation square.

The main purpose of this thesis is to develop methodological and practical improvements on robust portfolio optimization procedures. Firstly, the thesis discusses the drawbacks of classical mean-variance optimization models, and examines robust portfolio optimization procedures with CVaR and worst-case CVaR risk models by providing a clear presentation of derivation of robust optimization models from a basic VaR model. For practical purposes, the thesis introduces an open source software interface called “RobustRisk”, which is developed for producing empirical evidence for the robust portfolio optimization models. The software, which performs Monte-Carlo simulation and out-of-sample performance for the portfolio optimization, is introduced by using a hypothetical portfolio data from selected emerging markets. In addition, the performance of robust portfolio optimization procedures are discussed by providing empirical evidence in the crisis period from advanced markets. Empirical results show that robust optimization with worst-case CVaR model outperforms the nominal CVaR model in the crisis period. The empirical results encourage us to construct a forward-looking stress test procedure based on robust portfolio optimization under regime switches. For this purpose, the Markov chain process is embedded into robust optimization procedure in order to stress regime transition matrix. In addition, assets returns, volatilities, correlation matrix and covariance matrix can be stressed under pre-defined scenario expectations. An application is provided with a hypothetical portfolio representing an internationally diversified portfolio. The CVaR efficient frontier and corresponding optimized portfolio weights are achieved under regime switch scenarios. The research suggests that stressed-CVaR optimization provides a robust and forward-looking stress test procedure to comply with the regulatory requirements stated in Basel II and CRD regulations.

As device feature sizes shrink to nano-scale, continuous technology scaling has led to a large increase in parameter variability during semiconductor manufacturing process. According to the source of uncertainty, parameter variations can be classified into three categories: process variations, environmental variations, and temporal variations. All these variation sources exert significant influences on circuit performance, and make it more challenging to characterize parameter variability and achieve robust, low-power designs. The scope of this dissertation is conquering parameter variability and successfully designing efficient yet robust integrated circuit (IC) systems. Previous experiences have indicated that we need to tackle this issue at every design stage of IC chips. In this dissertation, we propose several robust techniques for accurate variability characterization and efficient performance prediction under parameter variations. At pre-silicon verification stage, a robust yield prediction scheme under limited descriptions of parameter uncertainties, a robust circuit performance prediction methodology based on importance of uncertainties, and a robust gate sizing framework by ElasticR estimation model, have been developed. These techniques provide possible solutions to achieve both prediction accuracy and computation efficiency in early design stage. At on-line validation stage, a dynamic workload balancing framework and an on-line self-tuning design methodology have been proposed for application-specific multi-core systems under variability-induced aging effects. These on-line validation techniques are beneficial to alleviate device performance degradation due to parameter variations and extend device lifetime.

High availability, cost effectiveness and ease of application deployment have accelerated the adoption rate of cloud computing. This fast proliferation of cloud computing promotes the rapid development of large-scale infrastructures. However, large cloud datacenters (DCs) require infrastructure, design, deployment, scalability and reliability and need better management techniques to achieve sustainable design benefits. Resources inside cloud infrastructures often operate at low utilization, rarely exceeding 20-30%, which increases the operational cost significantly, especially due to energy consumption. To reduce operational cost without affecting quality of service (QoS) requirements, cloud applications should be allocated just enough resources to minimize their completion time or to maximize utilization.  The focus of this thesis is to enable resource-efficient and performance-aware cloud infrastructures by addressing above mentioned cost and performance related challenges. In particular, we propose algorithms, techniques, and deployment strategies for improving the dynamic allocation of virtual machines (VMs) into physical machines (PMs).  For minimizing the operational cost, we mainly focus on optimizing energy consumption of PMs by applying dynamic VM consolidation methods. To make VM consolidation techniques more efficient, we propose to utilize multiple paths to spread traffic and deploy recent queue management schemes which can maximize network resource utilization and reduce both downtime and migration time for live migration techniques. In addition, a dynamic resource allocation scheme is presented to distribute workloads among geographically dispersed DCs considering their location based time varying costs due to e.g. carbon emission or bandwidth provision. For optimizing performance level objectives, we focus on interference among applications contending in shared resources and propose a novel VM consolidation scheme considering sensitivity of the VMs to their demanded resources. Further, to investigate the impact of uncertain parameters on cloud resource allocation and applications’ QoS such as unpredictable variations in demand, we develop an optimization model based on the theory of robust optimization. Furthermore, in order to handle the scalability issues in the context of large scale infrastructures, a robust and fast Tabu Search algorithm is designed and evaluated. / High availability, cost effectiveness and ease of application deployment have accelerated the adoption rate of cloud computing. This fast proliferation of cloud computing promotes the rapid development of large-scale infrastructures. However, large cloud datacenters (DCs) require infrastructure, design, deployment, scalability and reliability and need better management techniques to achieve sustainable design benefits. Resources inside cloud infrastructures often operate at low utilization, rarely exceeding 20-30%, which increases the operational cost significantly, especially due to energy consumption. To reduce operational cost without affecting quality of service (QoS) requirements, cloud applications should be allocated just enough resources to minimize their completion time or to maximize utilization.  The focus of this thesis is to enable resource-efficient and performance-aware cloud infrastructures by addressing above mentioned cost and performance related challenges. In particular, we propose algorithms, techniques, and deployment strategies for improving the dynamic allocation of virtual machines (VMs) into physical machines (PMs).

Robust optimization is a valuable alternative to stochastic programming, where all underlying probabilistic structures are replaced by the so-called uncertainty sets and all related conditions must be satisfied under all circumstances. This thesis reviews the fundamental aspects of robust optimization and discusses the most common types of problems as well as different choices of uncertainty sets. It focuses mainly on polyhedral and elliptical uncertainty and for the latter, in the case of linear, quadratic, semidefinite or discrete programming, computationally tractable equivalents are formulated. The final part of this thesis then deals with the well-known Flower-girl problem. First, using the principles of robust methodology, a basis for the construction of the robust counterpart is provided, then multiple versions of computationally tractable equivalents are formulated, tested and compared. Powered by TCPDF (www.tcpdf.org)

Master of Science / Department of Industrial and Manufacturing Systems Engineering / Jessica L. Heier Stamm / Gifts-in-kind (GIK) donations negatively affect the humanitarian supply chain at the point of receipt near the disaster site. In any disaster, as much as 50 percent of GIK donations are irrelevant to the relief efforts. This proves to be a significant issue to humanitarian organizations because the quantity and type of future GIK are uncertain, making it difficult to account for GIK donations at the strategic planning level. The result is GIK consuming critical warehouse space and manpower. Additionally, improper treatment of GIK can result in ill-favor of donors and loss of donations (both cash and GIK) and support for the humanitarian organization. This thesis proposes a robust facility location approach that mitigates the impact of GIK by providing storage space for GIK and pre-positions supplies to meet initial demand. The setting of the problem is strategic planning for hurricane relief along the Gulf and Atlantic Coasts of the United States. The approach uses a robust scenario-based method to account for uncertainty in both demand and GIK donations. The model determines the location and number of warehouses in the network, the amount of pre-positioned supplies to meet demand, and the amount of space in each warehouse to alleviate the impact of GIK. The basis of the model is a variant of the covering facility location model that must satisfy all demand and GIK space requirements. A computational study with multiple cost minimizing objective functions illustrates how the model performs with realistic data. The results show that strategic planning in the preparedness phases of the disaster management cycle will significantly mitigate the impact of GIK.

Les avions rencontrent de nombreuses conditions d’opérations au cours de leurs vols, comme le nombre de Mach, l’altitude et l’angle d’attaque. Leur prise en compte durant la conception améliore la robustesse du système et finalement la consommation des flottes d’avions. L’optimisation de formes aérodynamiques contribue à la conception des avions, et repose sur l’automatisation de la génération de géométries ainsi que la simulation numérique de la physique du vol. La minimisation de la trainée des formes aérodynamiques doit prendre en compte de multiples conditions d’opération, étant donne que l’optimisation a une unique condition de vol mène a des formes dont la performance se dégrade fortement quand cette condition de vol est perturbée. De plus, la flexibilité structurelle déforme les ailes différemment selon la condition de vol, et doit donc être simulée lors de telles optimisations. Dans cette thèse, la minimisation de la consommation de carburant au cours d’une mission est formulée en problème d’optimisation. Une attention particulière est apportée au choix des conditions d’opérations à inclure dans le problème d’optimisation, étant donne que celles-ci ont un impact majeur sur la qualité des résultats obtenus, et que le cout de calcul est proportionnel à leur nombre. Un nouveau cadre théorique est proposé pour adresser cette question, offrant un point de vue original et surmontant des difficultés révélées par les méthodes a l’état-de-l’ art en matière de mise en place de problèmes d’optimisation multipoints. Un algorithme appelé Gradient Span Analysis (GSA), est proposé pour automatiser le choix des conditions d’opération. Il est base sur la réduction de dimension de l’espace vectoriel engendre par les gradients adjoints aux différentes conditions de vol. Des contributions de programmation a la chaine d’optimisation ont permis d’évaluer les méthodes aux optimisations du profil académique RAE2822 et de la configuration voilure-fuselage XRF-1, représentative des avions de transport modernes. Alors que les formes résultant d’optimisation mono-point présentent de fortes dégradations de performance hors du point de conception, les optimisations multipoints adéquatement formulées fournissent de bien meilleurs compromis. Il est finalement montre que les interactions fluide-structure ajoutent de nouveaux degrés de liberté, et ont un impact sur les optimisations en de multiples conditions de vol, ouvrant des perspectives en matière d’adaptation passive de forme. / An aircraft encounters a wide range of operating conditions during its missions, i.e. flight altitude, Mach number and angle of attack, which consideration at the design phase enhances the system robustness and consequently the overall fleet consumption. Numerical optimization of aerodynamic shapes contributes to aircraft design, and relies on the automation of geometry generation and numerical simulations of the flight physics. Minimization of aerodynamic shapes drag must take into account multiple operating conditions, since optimization at a single operating condition leads to a strong degradation of performance when this operating condition varies. Besides, structural flexibility deforms the wings differently depending on the operating conditions, so has to be simulated during such optimizations. In the present thesis, the mission fuel consumption minimization is formulated as an optimization problem. The focus is made on the choice of operating conditions to be included in the optimization problem, since they have a major impact on the quality of the results, and the computational cost is proportional to their number. A new theoretical framework is proposed, overcoming and giving new insights on problematic situations revealed by state-of-the-art methods for multipoint optimization problem setup. An algorithm called Gradient Span Analysis is proposed to automate the choice of operating conditions. It is based on a reduction of dimension of the vector space spanned by adjoint gradients obtained at the different operating conditions. Programming contributions to the optimization chain enabled the evaluation of the new method on the optimizations of the academic RAE2822 airfoil, and the XRF-1 wing-body configuration, representative of a modern transport aircraft. While the shapes resulting of single-point optimizations present strong degradations of the performance in off-design conditions, adequately formulated multi-Machmulti- lift optimizations present much more interesting performance compromises. It is finally shown that fluid-structure interaction adds new degrees of freedom, and has consequences on multiple flight conditions optimizations, opening the perspective of passive shape adaptation.