A new three phase method (SDP method) for the multi-objective vehicle routing problem with simultaneous delvery and pickup (VRPSDP)

Transportation service operators are witnessing a growing demand for bi-directional movement of goods. Given this, the following thesis considers an extension to the vehicle routing problem (VRP) known as the delivery and pickup transportation problem (DPP), where delivery and pickup demands may occupy the same route. The problem is formulated here as the vehicle routing problem with simultaneous delivery and pickup (VRPSDP), which requires the concurrent service of the demands at the customer location. This formulation provides the greatest opportunity for cost savings for both the service provider and recipient. The aims of this research are to propose a new theoretical design to solve the multi-objective VRPSDP, provide software support for the suggested design and validate the method through a set of experiments. A new real-life based multi-objective VRPSDP is studied here, which requires the minimisation of the often conflicting objectives: operated vehicle fleet size, total routing distance and the maximum variation between route distances (workload variation). The former two objectives are commonly encountered in the domain and the latter is introduced here because it is essential for real-life routing problems. The VRPSDP is defined as a hard combinatorial optimisation problem, therefore an approximation method, Simultaneous Delivery and Pickup method (SDPmethod) is proposed to solve it. The SDPmethod consists of three phases. The first phase constructs a set of diverse partial solutions, where one is expected to form part of the near-optimal solution. The second phase determines assignment possibilities for each sub-problem. The third phase solves the sub-problems using a parallel genetic algorithm. The suggested genetic algorithm is improved by the introduction of a set of tools: genetic operator switching mechanism via diversity thresholds, accuracy analysis tool and a new fitness evaluation mechanism. This three phase method is proposed to address the shortcoming that exists in the domain, where an initial solution is built only then to be completely dismantled and redesigned in the optimisation phase. In addition, a new routing heuristic, RouteAlg, is proposed to solve the VRPSDP sub-problem, the travelling salesman problem with simultaneous delivery and pickup (TSPSDP). The experimental studies are conducted using the well known benchmark Salhi and Nagy (1999) test problems, where the SDPmethod and RouteAlg solutions are compared with the prominent works in the VRPSDP domain. The SDPmethod has demonstrated to be an effective method for solving the multi-objective VRPSDP and the RouteAlg for the TSPSDP.

Contrast discrimination with simultaneous monocular and dichoptic masks

In experiments reported elsewhere at this conference, we have revealed two striking results concerning binocular interactions in a masking paradigm. First, at low mask contrasts, a dichoptic masking grating produces a small facilitatory effect on the detection of a similar test grating. Second, the psychometric slope for dichoptic masking starts high (Weibull ß~4) at detection threshold, becomes low (ß~1.2) in the facilitatory region, and then unusually steep at high mask contrasts (ß~5.5). Neither of these results is consistent with Legge's (1984 Vision Research 24 385 - 394) model of binocular summation, but they are predicted by a two-stage gain control model in which interocular suppression precedes binocular summation. Here, we pose a further challenge for this model by using a 'twin-mask' paradigm (cf Foley, 1994 Journal of the Optical Society of America A 11 1710 - 1719). In 2AFC experiments, observers detected a patch of grating (1 cycle deg-1, 200 ms) presented to one eye in the presence of a pedestal in the same eye and a spatially identical mask in the other eye. The pedestal and mask contrasts varied independently, producing a two-dimensional masking space in which the orthogonal axes (10X10 contrasts) represent conventional dichoptic and monocular masking. The resulting surface (100 thresholds) confirmed and extended the observations above, and fixed the six parameters in the model, which fitted the data well. With no adjustment of parameters, the model described performance in a further experiment where mask and test were presented to both eyes. Moreover, in both model and data, binocular summation was greater than a factor of v2 at detection threshold. We conclude that this two-stage nonlinear model, with interocular suppression, gives a good account of early binocular processes in the perception of contrast. [Supported by EPSRC Grant Reference: GR/S74515/01]

Simultaneous demultiplexing and clock recovery using a single electroabsorption modulator in a novel bi-directional configuration

A single electroabsorption modulator was used to demultiplex a 10 Gbit/s channel from a 40 Gbit/s OTDM data stream, whilst simultaneously recovering the 10 GHz electrical clock. This was achieved using a new bi-directional operation of the EA modulator, combined with a simple phase-locked loop feedback circuit. Excellent system performance was achieved, indicating that operation up to and beyond 100 Gbit/s is possible using current technology.

Simultaneous temperature and strain measurement with enhanced resolution up to 20 times by using a compact hybrid optical waveguide Bragg grating

A hybrid waveguide Bragg grating in optical fiber was fabricated and characterized, showing thermal responsivity of 211pm/°C. Proposed being used in fiber sensor, it demonstrates enhanced resolution by 20x and 2x for temperature and strain.

Direct cavity assessment and mode optimisation technique for DFB fibre laser

A technique for direct real-time assessment of a distributed feedback fibre laser cavity conditions during operation is demonstrated and used to provide a cavity mode conditioning feedback mechanism to optimise output performance. Negligible wavelength drift is demonstrated over a 52 mW pump power range.

Effectively simultaneous temperature and strain measurement utilising a dual-grating sensor formed by type IA and type IIA FBGs

In this paper, we report a systematic investigation of the dependence of both temperature and strain sensitivities on the jiber Bragg grating (FBG) type, including the wellknown Type I, Type IIA, and a new type which we have designated Type 1.4, using both hydrogen-Ji-ee and hydrogenated B/Ge codoped jibers. We have identijed distinct sensitivity characteristics for each grating type, and we have utilised them to implement a novel dual-grating, duul-parameter sensor device. Three dual-grating sensing schemes with different combinations of gruting types have been constructed and compared. The Type IA-Type IIA combination exhibits the best pe$ormance and is superior to that of previously reported gruting-based structures. The characteristics of the measurement errors in such dualgrating sensor systems is also presented in detail.

Simultaneous temperature and strain measurement with enhanced resolution up to 20 times by using a compact hybrid optical waveguide Bragg grating

A hybrid waveguide Bragg grating in optical fiber was fabricated and characterized, showing thermal responsivity of 211pm/°C. Proposed being used in fiber sensor, it demonstrates enhanced resolution by 20x and 2x for temperature and strain.

Simultaneous spatial and spectral transparency in ultralong fiber lasers

We demonstrate that ultralong Raman lasers can be used to generate a transmission medium with simultaneous transparency over the spatial and the spectral domains. Numerical calculations show this cross-domain transparency to be preserved when the medium is used for transmitting high-intensity signals, which makes ultralong lasers an ideal experimental test bed for the study of multifrequency nonlinear interactions in optical fiber waveguides. Full spatiospectral transparency is experimentally obtained over a 20 nm x 20 km window.

Liquidity and portfolio optimisation

This thesis presents research within empirical financial economics with focus on liquidity and portfolio optimisation in the stock market. The discussion on liquidity is focused on measurement issues, including TAQ data processing and measurement of systematic liquidity factors (FSO). Furthermore, a framework for treatment of the two topics in combination is provided. The liquidity part of the thesis gives a conceptual background to liquidity and discusses several different approaches to liquidity measurement. It contributes to liquidity measurement by providing detailed guidelines on the data processing needed for applying TAQ data to liquidity research. The main focus, however, is the derivation of systematic liquidity factors. The principal component approach to systematic liquidity measurement is refined by the introduction of moving and expanding estimation windows, allowing for time-varying liquidity co-variances between stocks. Under several liability specifications, this improves the ability to explain stock liquidity and returns, as compared to static window PCA and market average approximations of systematic liquidity. The highest ability to explain stock returns is obtained when using inventory cost as a liquidity measure and a moving window PCA as the systematic liquidity derivation technique. Systematic factors of this setting also have a strong ability in explaining a cross-sectional liquidity variation. Portfolio optimisation in the FSO framework is tested in two empirical studies. These contribute to the assessment of FSO by expanding the applicability to stock indexes and individual stocks, by considering a wide selection of utility function specifications, and by showing explicitly how the full-scale optimum can be identified using either grid search or the heuristic search algorithm of differential evolution. The studies show that relative to mean-variance portfolios, FSO performs well in these settings and that the computational expense can be mitigated dramatically by application of differential evolution.

Optical chemsensors based on etched fibre Bragg gratings in D-shape and multimode fibres

We present an implementation of high-sensitivity optical chemsensors based on FBGs UV-inscribed in D-shape and multimode fibres and sensitized by HF-etching treatment, demonstrating a capability of detecting chemical concentration changes as small as < 0.5%.

Effectively simultaneous temperature and strain measurement utilising a dual-grating sensor formed by type IA and type IIA FBGs

In this paper, we report a systematic investigation of the dependence of both temperature and strain sensitivities on the jiber Bragg grating (FBG) type, including the wellknown Type I, Type IIA, and a new type which we have designated Type 1.4, using both hydrogen-Ji-ee and hydrogenated B/Ge codoped jibers. We have identijed distinct sensitivity characteristics for each grating type, and we have utilised them to implement a novel dual-grating, duul-parameter sensor device. Three dual-grating sensing schemes with different combinations of gruting types have been constructed and compared. The Type IA-Type IIA combination exhibits the best pe$ormance and is superior to that of previously reported gruting-based structures. The characteristics of the measurement errors in such dualgrating sensor systems is also presented in detail.

Simultaneous demultiplexing and clock recovery using a single electroabsorption modulator in a novel bi-directional configuration

A single electroabsorption modulator was used to demultiplex a 10 Gbit/s channel from a 40 Gbit/s OTDM data stream, whilst simultaneously recovering the 10 GHz electrical clock. This was achieved using a new bi-directional operation of the EA modulator, combined with a simple phase-locked loop feedback circuit. Excellent system performance was achieved, indicating that operation up to and beyond 100 Gbit/s is possible using current technology.

Direct cavity assessment and mode optimisation technique for DFB fibre laser

A technique for direct real-time assessment of a distributed feedback fibre laser cavity conditions during operation is demonstrated and used to provide a cavity mode conditioning feedback mechanism to optimise output performance. Negligible wavelength drift is demonstrated over a 52 mW pump power range.

Noise and gain optimisation in bi-directionally pumped dispersion compensating amplifier modules

We perform optimisation of bi-directionally pumped dispersion compensating Raman amplifier modules. Optimal forward and backward pump powers for basic configurations using different commercially available fibers are presented for both single- and multi-channel systems. Optical signal-to-noise ratio improvement of up to 8 dB is achieved as a result of optimisation. © 2003 Published by Elsevier B.V.

Simultaneous strain and temperature measurement of advanced 3-D braided composite materials using an improved EFPI/FBG system

Simultaneous strain and temperature measurement for advanced 3-D braided composite materials using fibre-optic sensor technology is demonstrated, for the first time. These advanced 3-D braided composites can virtually eliminate the most serious problem of delamination for conventional composites. A tandem in-fibre Bragg-grating (FBG)/extrinsic Fabry-Perot interferometric sensor (EFPI) system with improved accuracy has been used to facilitate simultaneous temperature and strain measurement in this work. The non-symmetric distortion of the optical spectrum of the FBG, due to the combination of the FBG and the EFPI, is observed for the first time. Experimental and theoretical studies indicate that this type of distortion can affect the measurement accuracy seriously and it is mainly caused by the modulation of the periodic output of the EFPI. A simple method has been demonstrated to improve the accuracy for detection of the wavelength-shift of the FBG induced by temperature change. A strain accuracy of ∼ ±20 με and a temperature accuracy of ∼ ±1 °C have been achieved, which can meet the requirements for practical applications of 3-D braided composites. © 2002 Elsevier Science Ltd. All rights reserved.