Hybrid multi-objective optimization and hybridized self-organizing response surface method

Numerical optimization is a technique where a computer is used to explore design parameter combinations to find extremes in performance factors. In multi-objective optimization several performance factors can be optimized simultaneously. The solution to multi-objective optimization problems is not a single design, but a family of optimized designs referred to as the Pareto frontier. The Pareto frontier is a trade-off curve in the objective function space composed of solutions where performance in one objective function is traded for performance in others. A Multi-Objective Hybridized Optimizer (MOHO) was created for the purpose of solving multi-objective optimization problems by utilizing a set of constituent optimization algorithms. MOHO tracks the progress of the Pareto frontier approximation development and automatically switches amongst those constituent evolutionary optimization algorithms to speed the formation of an accurate Pareto frontier approximation. Aerodynamic shape optimization is one of the oldest applications of numerical optimization. MOHO was used to perform shape optimization on a 0.5-inch ballistic penetrator traveling at Mach number 2.5. Two objectives were simultaneously optimized: minimize aerodynamic drag and maximize penetrator volume. This problem was solved twice. The first time the problem was solved by using Modified Newton Impact Theory (MNIT) to determine the pressure drag on the penetrator. In the second solution, a Parabolized Navier-Stokes (PNS) solver that includes viscosity was used to evaluate the drag on the penetrator. The studies show the difference in the optimized penetrator shapes when viscosity is absent and present in the optimization. In modern optimization problems, objective function evaluations may require many hours on a computer cluster to perform these types of analysis. One solution is to create a response surface that models the behavior of the objective function. Once enough data about the behavior of the objective function has been collected, a response surface can be used to represent the actual objective function in the optimization process. The Hybrid Self-Organizing Response Surface Method (HYBSORSM) algorithm was developed and used to make response surfaces of objective functions. HYBSORSM was evaluated using a suite of 295 non-linear functions. These functions involve from 2 to 100 variables demonstrating robustness and accuracy of HYBSORSM.

Multidimensional classification and diagnosis of leukemia in flow cytometry

This research is to establish new optimization methods for pattern recognition and classification of different white blood cells in actual patient data to enhance the process of diagnosis. Beckman-Coulter Corporation supplied flow cytometry data of numerous patients that are used as training sets to exploit the different physiological characteristics of the different samples provided. The methods of Support Vector Machines (SVM) and Artificial Neural Networks (ANN) were used as promising pattern classification techniques to identify different white blood cell samples and provide information to medical doctors in the form of diagnostic references for the specific disease states, leukemia. The obtained results prove that when a neural network classifier is well configured and trained with cross-validation, it can perform better than support vector classifiers alone for this type of data. Furthermore, a new unsupervised learning algorithm---Density based Adaptive Window Clustering algorithm (DAWC) was designed to process large volumes of data for finding location of high data cluster in real-time. It reduces the computational load to ∼O(N) number of computations, and thus making the algorithm more attractive and faster than current hierarchical algorithms.

Optimization of pavement maintenance and rehabilitation programming using shuffled complex evolution algorithm

The major barrier to practical optimization of pavement preservation programming has always been that for formulations where the identity of individual projects is preserved, the solution space grows exponentially with the problem size to an extent where it can become unmanageable by the traditional analytical optimization techniques within reasonable limit. This has been attributed to the problem of combinatorial explosion that is, exponential growth of the number of combinations. The relatively large number of constraints often presents in a real-life pavement preservation programming problems and the trade-off considerations required between preventive maintenance, rehabilitation and reconstruction, present yet another factor that contributes to the solution complexity. In this research study, a new integrated multi-year optimization procedure was developed to solve network level pavement preservation programming problems, through cost-effectiveness based evolutionary programming analysis, using the Shuffled Complex Evolution (SCE) algorithm.^ A case study problem was analyzed to illustrate the robustness and consistency of the SCE technique in solving network level pavement preservation problems. The output from this program is a list of maintenance and rehabilitation treatment (M&R) strategies for each identified segment of the network in each programming year, and the impact on the overall performance of the network, in terms of the performance levels of the recommended optimal M&R strategy. ^ The results show that the SCE is very efficient and consistent in the simultaneous consideration of the trade-off between various pavement preservation strategies, while preserving the identity of the individual network segments. The flexibility of the technique is also demonstrated, in the sense that, by suitably coding the problem parameters, it can be used to solve several forms of pavement management programming problems. It is recommended that for large networks, some sort of decomposition technique should be applied to aggregate sections, which exhibit similar performance characteristics into links, such that whatever M&R alternative is recommended for a link can be applied to all the sections connected to it. In this way the problem size, and hence the solution time, can be greatly reduced to a more manageable solution space. ^ The study concludes that the robust search characteristics of SCE are well suited for solving the combinatorial problems in long-term network level pavement M&R programming and provides a rich area for future research. ^

The analytical determination of the uniqueness and persistence of the volatile components of human scent using optimized collection methods

The Locard exchange principle proposes that a person can not enter or leave an area or come in contact with an object, without an exchange of materials. In the case of scent evidence, the suspect leaves his scent in the location of the crime scene itself or on objects found therein. Human scent evidence collected from a crime scene can be evaluated through the use of specially trained canines to determine an association between the evidence and a suspect. To date, there has been limited research as to the volatile organic compounds (VOCs) which comprise human odor and their usefulness in distinguishing among individuals. For the purposes of this research, human scent is defined as the most abundant volatile organic compounds present in the headspace above collected odor samples. ^ An instrumental method has been created for the analysis of the VOCs present in human scent, and has been utilized for the optimization of materials used for the collection and storage of human scent evidence. This research project has identified the volatile organic compounds present in the headspace above collected scent samples from different individuals and various regions of the body, with the primary focus involving the armpit area and the palms of the hands. Human scent from the armpit area and palms of an individual sampled over time shows lower variation in the relative peak area ratio of the common compounds present than what is seen across a population. A comparison of the compounds present in human odor for an individual over time, and across a population has been conducted and demonstrates that it is possible to instrumentally differentiate individuals based on the volatile organic compounds above collected odor samples. ^

Genetic algorithms and investment strategies: A global perspective

The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: (1) help global investors determine the optimal selection and holding periods for momentum portfolios, (2) evaluate the profitability of the optimized momentum portfolios in different time periods and market states, (3) assess the investment strategy profits after considering transaction costs, and (4) interpret momentum returns within the framework of prior studies on investors’ behavior. Improving on the traditional practice of selecting arbitrary selection and holding periods, a genetic algorithm (GA) is employed. The GA performs a thorough and structured search to capture the return continuations and reversals patterns of momentum portfolios. Three portfolio formation methods are used: price momentum, earnings momentum, and earnings and price momentum and a non-linear optimization procedure (GA). The focus is on common equity of the U.S. and a select number of countries, including Australia, France, Germany, Japan, the Netherlands, Sweden, Switzerland and the United Kingdom. The findings suggest that the evolutionary algorithm increases the annualized profits of the U.S. momentum portfolios. However, the difference in mean returns is statistically significant only in certain cases. In addition, after considering transaction costs, both price and earnings and price momentum portfolios do not appear to generate abnormal returns. Positive risk-adjusted returns net of trading costs are documented solely during “up” markets for a portfolio long in prior winners only. The results on the international momentum effects indicate that the GA improves the momentum returns by 2 to 5% on an annual basis. In addition, the relation between momentum returns and exchange rate appreciation/depreciation is examined. The currency appreciation does not appear to influence significantly momentum profits. Further, the influence of the market state on momentum returns is not uniform across the countries considered. The implications of the above findings are discussed with a focus on the practical aspects of momentum investing, both in the U.S. and globally.

Optimization of transit transfer times: A system-wide approach

This dissertation presents a system-wide approach, based on genetic algorithms, for the optimization of transfer times for an entire bus transit system. Optimization of transfer times in a transit system is a complicated problem because of the large set of binary and discrete values involved. The combinatorial nature of the problem imposes a computational burden and makes it difficult to solve by classical mathematical programming methods. ^ The genetic algorithm proposed in this research attempts to find an optimal solution for the transfer time optimization problem by searching for a combination of adjustments to the timetable for all the routes in the system. It makes use of existing scheduled timetables, ridership demand at all transfer locations, and takes into consideration the randomness of bus arrivals. ^ Data from Broward County Transit are used to compute total transfer times. The proposed genetic algorithm-based approach proves to be capable of producing substantial time savings compared to the existing transfer times in a reasonable amount of time. ^ The dissertation also addresses the issues related to spatial and temporal modeling, variability in bus arrival and departure times, walking time, as well as the integration of scheduling and ridership data. ^

Leakage temperature dependency aware real-time scheduling for power and thermal optimization

Catering to society's demand for high performance computing, billions of transistors are now integrated on IC chips to deliver unprecedented performances. With increasing transistor density, the power consumption/density is growing exponentially. The increasing power consumption directly translates to the high chip temperature, which not only raises the packaging/cooling costs, but also degrades the performance/reliability and life span of the computing systems. Moreover, high chip temperature also greatly increases the leakage power consumption, which is becoming more and more significant with the continuous scaling of the transistor size. As the semiconductor industry continues to evolve, power and thermal challenges have become the most critical challenges in the design of new generations of computing systems. ^ In this dissertation, we addressed the power/thermal issues from the system-level perspective. Specifically, we sought to employ real-time scheduling methods to optimize the power/thermal efficiency of the real-time computing systems, with leakage/ temperature dependency taken into consideration. In our research, we first explored the fundamental principles on how to employ dynamic voltage scaling (DVS) techniques to reduce the peak operating temperature when running a real-time application on a single core platform. We further proposed a novel real-time scheduling method, “M-Oscillations” to reduce the peak temperature when scheduling a hard real-time periodic task set. We also developed three checking methods to guarantee the feasibility of a periodic real-time schedule under peak temperature constraint. We further extended our research from single core platform to multi-core platform. We investigated the energy estimation problem on the multi-core platforms and developed a light weight and accurate method to calculate the energy consumption for a given voltage schedule on a multi-core platform. Finally, we concluded the dissertation with elaborated discussions of future extensions of our research. ^

Optimization of wireless power transfer via magnetic resonance in different media

A wide range of non-destructive testing (NDT) methods for the monitoring the health of concrete structure has been studied for several years. The recent rapid evolution of wireless sensor network (WSN) technologies has resulted in the development of sensing elements that can be embedded in concrete, to monitor the health of infrastructure, collect and report valuable related data. The monitoring system can potentially decrease the high installation time and reduce maintenance cost associated with wired monitoring systems. The monitoring sensors need to operate for a long period of time, but sensors batteries have a finite life span. Hence, novel wireless powering methods must be devised. The optimization of wireless power transfer via Strongly Coupled Magnetic Resonance (SCMR) to sensors embedded in concrete is studied here. First, we analytically derive the optimal geometric parameters for transmission of power in the air. This specifically leads to the identification of the local and global optimization parameters and conditions, it was validated through electromagnetic simulations. Second, the optimum conditions were employed in the model for propagation of energy through plain and reinforced concrete at different humidity conditions, and frequencies with extended Debye's model. This analysis leads to the conclusion that SCMR can be used to efficiently power sensors in plain and reinforced concrete at different humidity levels and depth, also validated through electromagnetic simulations. The optimization of wireless power transmission via SMCR to Wearable and Implantable Medical Device (WIMD) are also explored. The optimum conditions from the analytics were used in the model for propagation of energy through different human tissues. This analysis shows that SCMR can be used to efficiently transfer power to sensors in human tissue without overheating through electromagnetic simulations, as excessive power might result in overheating of the tissue. Standard SCMR is sensitive to misalignment; both 2-loops and 3-loops SCMR with misalignment-insensitive performances are presented. The power transfer efficiencies above 50% was achieved over the complete misalignment range of 0°-90° and dramatically better than typical SCMR with efficiencies less than 10% in extreme misalignment topologies.

Serial evolutionary networks of within-patient HIV-1 sequences reveal patterns of evolution of X4 strains

Background The HIV virus is known for its ability to exploit numerous genetic and evolutionary mechanisms to ensure its proliferation, among them, high replication, mutation and recombination rates. Sliding MinPD, a recently introduced computational method [1], was used to investigate the patterns of evolution of serially-sampled HIV-1 sequence data from eight patients with a special focus on the emergence of X4 strains. Unlike other phylogenetic methods, Sliding MinPD combines distance-based inference with a nonparametric bootstrap procedure and automated recombination detection to reconstruct the evolutionary history of longitudinal sequence data. We present serial evolutionary networks as a longitudinal representation of the mutational pathways of a viral population in a within-host environment. The longitudinal representation of the evolutionary networks was complemented with charts of clinical markers to facilitate correlation analysis between pertinent clinical information and the evolutionary relationships. Results Analysis based on the predicted networks suggests the following:: significantly stronger recombination signals (p = 0.003) for the inferred ancestors of the X4 strains, recombination events between different lineages and recombination events between putative reservoir virus and those from a later population, an early star-like topology observed for four of the patients who died of AIDS. A significantly higher number of recombinants were predicted at sampling points that corresponded to peaks in the viral load levels (p = 0.0042). Conclusion Our results indicate that serial evolutionary networks of HIV sequences enable systematic statistical analysis of the implicit relations embedded in the topology of the structure and can greatly facilitate identification of patterns of evolution that can lead to specific hypotheses and new insights. The conclusions of applying our method to empirical HIV data support the conventional wisdom of the new generation HIV treatments, that in order to keep the virus in check, viral loads need to be suppressed to almost undetectable levels.

A comprehensive and integrative reconstruction of evolutionary history for Anomura (Crustacea: Decapoda)

Background The infraorder Anomura has long captivated the attention of evolutionary biologists due to its impressive morphological diversity and ecological adaptations. To date, 2500 extant species have been described but phylogenetic relationships at high taxonomic levels remain unresolved. Here, we reconstruct the evolutionary history—phylogeny, divergence times, character evolution and diversification—of this speciose clade. For this purpose, we sequenced two mitochondrial (16S and 12S) and three nuclear (H3, 18S and 28S) markers for 19 of the 20 extant families, using traditional Sanger and next-generation 454 sequencing methods. Molecular data were combined with 156 morphological characters in order to estimate the largest anomuran phylogeny to date. The anomuran fossil record allowed us to incorporate 31 fossils for divergence time analyses. Results Our best phylogenetic hypothesis (morphological + molecular data) supports most anomuran superfamilies and families as monophyletic. However, three families and eleven genera are recovered as para- and polyphyletic. Divergence time analysis dates the origin of Anomura to the Late Permian ~259 (224–296) MYA with many of the present day families radiating during the Jurassic and Early Cretaceous. Ancestral state reconstruction suggests that carcinization occurred independently 3 times within the group. The invasion of freshwater and terrestrial environments both occurred between the Late Cretaceous and Tertiary. Diversification analyses found the speciation rate to be low across Anomura, and we identify 2 major changes in the tempo of diversification; the most significant at the base of a clade that includes the squat-lobster family Chirostylidae. Conclusions Our findings are compared against current classifications and previous hypotheses of anomuran relationships. Many families and genera appear to be poly- or paraphyletic suggesting a need for further taxonomic revisions at these levels. A divergence time analysis provides key insights into the origins of major lineages and events and the timing of morphological (body form) and ecological (habitat) transitions. Living anomuran biodiversity is the product of 2 major changes in the tempo of diversification; our initial insights suggest that the acquisition of a crab-like form did not act as a key innovation.

Optimization of waiting time at toll plazas

Toll plazas have several toll payment types such as manual, automatic coin machines, electronic and mixed lanes. In places with high traffic flow, the presence of toll plaza causes a lot of traffic congestion; this creates a bottleneck for the traffic flow, unless the correct mix of payment types is in operation. The objective of this research is to determine the optimal lane configuration for the mix of the methods of payment so that the waiting time in the queue at the toll plaza is minimized. A queuing model representing the toll plaza system and a nonlinear integer program have been developed to determine the optimal mix. The numerical results show that the waiting time can be decreased at the toll plaza by changing the lane configuration. For the case study developed an improvement in the waiting time as high as 96.37 percent was noticed during the morning peak hour.

Genetic Algorithms and Investment Strategies: A Global Perspective

The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: 1) help global investors determine the optimal selection and holding periods for momentum portfolios, 2) evaluate the profitability of the optimized momentum portfolios in different time periods and market states, 3) assess the investment strategy profits after considering transaction costs, and 4) interpret momentum returns within the framework of prior studies on investors’ behavior. Improving on the traditional practice of selecting arbitrary selection and holding periods, a genetic algorithm (GA) is employed. The GA performs a thorough and structured search to capture the return continuations and reversals patterns of momentum portfolios. Three portfolio formation methods are used: price momentum, earnings momentum, and earnings and price momentum and a non-linear optimization procedure (GA). The focus is on common equity of the U.S. and a select number of countries, including Australia, France, Germany, Japan, the Netherlands, Sweden, Switzerland and the United Kingdom. The findings suggest that the evolutionary algorithm increases the annualized profits of the U.S. momentum portfolios. However, the difference in mean returns is statistically significant only in certain cases. In addition, after considering transaction costs, both price and earnings and price momentum portfolios do not appear to generate abnormal returns. Positive risk-adjusted returns net of trading costs are documented solely during “up” markets for a portfolio long in prior winners only. The results on the international momentum effects indicate that the GA improves the momentum returns by 2 to 5% on an annual basis. In addition, the relation between momentum returns and exchange rate appreciation/depreciation is examined. The currency appreciation does not appear to influence significantly momentum profits. Further, the influence of the market state on momentum returns is not uniform across the countries considered. The implications of the above findings are discussed with a focus on the practical aspects of momentum investing, both in the U.S. and globally.

Development of Physics-based Models and Design Optimization of Power Electronic Conversion Systems

The main objective for physics based modeling of the power converter components is to design the whole converter with respect to physical and operational constraints. Therefore, all the elements and components of the energy conversion system are modeled numerically and combined together to achieve the whole system behavioral model. Previously proposed high frequency (HF) models of power converters are based on circuit models that are only related to the parasitic inner parameters of the power devices and the connections between the components. This dissertation aims to obtain appropriate physics-based models for power conversion systems, which not only can represent the steady state behavior of the components, but also can predict their high frequency characteristics. The developed physics-based model would represent the physical device with a high level of accuracy in predicting its operating condition. The proposed physics-based model enables us to accurately develop components such as; effective EMI filters, switching algorithms and circuit topologies [7]. One of the applications of the developed modeling technique is design of new sets of topologies for high-frequency, high efficiency converters for variable speed drives. The main advantage of the modeling method, presented in this dissertation, is the practical design of an inverter for high power applications with the ability to overcome the blocking voltage limitations of available power semiconductor devices. Another advantage is selection of the best matching topology with inherent reduction of switching losses which can be utilized to improve the overall efficiency. The physics-based modeling approach, in this dissertation, makes it possible to design any power electronic conversion system to meet electromagnetic standards and design constraints. This includes physical characteristics such as; decreasing the size and weight of the package, optimized interactions with the neighboring components and higher power density. In addition, the electromagnetic behaviors and signatures can be evaluated including the study of conducted and radiated EMI interactions in addition to the design of attenuation measures and enclosures.

Leakage Temperature Dependency Aware Real-Time Scheduling for Power and Thermal Optimization

Catering to society’s demand for high performance computing, billions of transistors are now integrated on IC chips to deliver unprecedented performances. With increasing transistor density, the power consumption/density is growing exponentially. The increasing power consumption directly translates to the high chip temperature, which not only raises the packaging/cooling costs, but also degrades the performance/reliability and life span of the computing systems. Moreover, high chip temperature also greatly increases the leakage power consumption, which is becoming more and more significant with the continuous scaling of the transistor size. As the semiconductor industry continues to evolve, power and thermal challenges have become the most critical challenges in the design of new generations of computing systems. In this dissertation, we addressed the power/thermal issues from the system-level perspective. Specifically, we sought to employ real-time scheduling methods to optimize the power/thermal efficiency of the real-time computing systems, with leakage/ temperature dependency taken into consideration. In our research, we first explored the fundamental principles on how to employ dynamic voltage scaling (DVS) techniques to reduce the peak operating temperature when running a real-time application on a single core platform. We further proposed a novel real-time scheduling method, “M-Oscillations” to reduce the peak temperature when scheduling a hard real-time periodic task set. We also developed three checking methods to guarantee the feasibility of a periodic real-time schedule under peak temperature constraint. We further extended our research from single core platform to multi-core platform. We investigated the energy estimation problem on the multi-core platforms and developed a light weight and accurate method to calculate the energy consumption for a given voltage schedule on a multi-core platform. Finally, we concluded the dissertation with elaborated discussions of future extensions of our research.

Optimization of Wireless Power Transfer via Magnetic Resonance in Different Media

A wide range of non-destructive testing (NDT) methods for the monitoring the health of concrete structure has been studied for several years. The recent rapid evolution of wireless sensor network (WSN) technologies has resulted in the development of sensing elements that can be embedded in concrete, to monitor the health of infrastructure, collect and report valuable related data. The monitoring system can potentially decrease the high installation time and reduce maintenance cost associated with wired monitoring systems. The monitoring sensors need to operate for a long period of time, but sensors batteries have a finite life span. Hence, novel wireless powering methods must be devised. The optimization of wireless power transfer via Strongly Coupled Magnetic Resonance (SCMR) to sensors embedded in concrete is studied here. First, we analytically derive the optimal geometric parameters for transmission of power in the air. This specifically leads to the identification of the local and global optimization parameters and conditions, it was validated through electromagnetic simulations. Second, the optimum conditions were employed in the model for propagation of energy through plain and reinforced concrete at different humidity conditions, and frequencies with extended Debye's model. This analysis leads to the conclusion that SCMR can be used to efficiently power sensors in plain and reinforced concrete at different humidity levels and depth, also validated through electromagnetic simulations. The optimization of wireless power transmission via SMCR to Wearable and Implantable Medical Device (WIMD) are also explored. The optimum conditions from the analytics were used in the model for propagation of energy through different human tissues. This analysis shows that SCMR can be used to efficiently transfer power to sensors in human tissue without overheating through electromagnetic simulations, as excessive power might result in overheating of the tissue. Standard SCMR is sensitive to misalignment; both 2-loops and 3-loops SCMR with misalignment-insensitive performances are presented. The power transfer efficiencies above 50% was achieved over the complete misalignment range of 0°-90° and dramatically better than typical SCMR with efficiencies less than 10% in extreme misalignment topologies.