The Development of a Hybrid Optimization Algorithm for the Evaluation and Optimization of the Asynchronous Pulse Unit

The effectiveness of an optimization algorithm can be reduced to its ability to navigate an objective function’s topology. Hybrid optimization algorithms combine various optimization algorithms using a single meta-heuristic so that the hybrid algorithm is more robust, computationally efficient, and/or accurate than the individual algorithms it is made of. This thesis proposes a novel meta-heuristic that uses search vectors to select the constituent algorithm that is appropriate for a given objective function. The hybrid is shown to perform competitively against several existing hybrid and non-hybrid optimization algorithms over a set of three hundred test cases. This thesis also proposes a general framework for evaluating the effectiveness of hybrid optimization algorithms. Finally, this thesis presents an improved Method of Characteristics Code with novel boundary conditions, which better characterizes pipelines than previous codes. This code is coupled with the hybrid optimization algorithm in order to optimize the operation of real-world piston pumps.

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.

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.

A non-linear discrete stochastic optimization model for Advanced Access patient appointment scheduling

Access to healthcare is a major problem in which patients are deprived of receiving timely admission to healthcare. Poor access has resulted in significant but avoidable healthcare cost, poor quality of healthcare, and deterioration in the general public health. Advanced Access is a simple and direct approach to appointment scheduling in which the majority of a clinic's appointments slots are kept open in order to provide access for immediate or same day healthcare needs and therefore, alleviate the problem of poor access the healthcare. This research formulates a non-linear discrete stochastic mathematical model of the Advanced Access appointment scheduling policy. The model objective is to maximize the expected profit of the clinic subject to constraints on minimum access to healthcare provided. Patient behavior is characterized with probabilities for no-show, balking, and related patient choices. Structural properties of the model are analyzed to determine whether Advanced Access patient scheduling is feasible. To solve the complex combinatorial optimization problem, a heuristic that combines greedy construction algorithm and neighborhood improvement search was developed. The model and the heuristic were used to evaluate the Advanced Access patient appointment policy compared to existing policies. Trade-off between profit and access to healthcare are established, and parameter analysis of input parameters was performed. The trade-off curve is a characteristic curve and was observed to be concave. This implies that there exists an access level at which at which the clinic can be operated at optimal profit that can be realized. The results also show that, in many scenarios by switching from existing scheduling policy to Advanced Access policy clinics can improve access without any decrease in profit. Further, the success of Advanced Access policy in providing improved access and/or profit depends on the expected value of demand, variation in demand, and the ratio of demand for same day and advanced appointments. The contributions of the dissertation are a model of Advanced Access patient scheduling, a heuristic to solve the model, and the use of the model to understand the scheduling policy trade-offs which healthcare clinic managers must make. ^

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.

The construction and optimization of an ion mobility spectrometer for the analysis of explosives and drugs

Today, over 15,000 Ion Mobility Spectrometry (IMS) analyzers are employed at worldwide security checkpoints to detect explosives and illicit drugs. Current portal IMS instruments and other electronic nose technologies detect explosives and drugs by analyzing samples containing the headspace air and loose particles residing on a surface. Canines can outperform these systems at sampling and detecting the low vapor pressure explosives and drugs, such as RDX, PETN, cocaine, and MDMA, because these biological detectors target the volatile signature compounds available in the headspace rather than the non-volatile parent compounds of explosives and drugs.^ In this dissertation research volatile signature compounds available in the headspace over explosive and drug samples were detected using SPME as a headspace sampling tool coupled to an IMS analyzer. A Genetic Algorithm (GA) technique was developed to optimize the operating conditions of a commercial IMS (GE Itemizer 2), leading to the successful detection of plastic explosives (Detasheet, Semtex H, and C-4) and illicit drugs (cocaine, MDMA, and marijuana). Short sampling times (between 10 sec to 5 min) were adequate to extract and preconcentrate sufficient analytes (> 20 ng) representing the volatile signatures in the headspace of a 15 mL glass vial or a quart-sized can containing ≤ 1 g of the bulk explosive or drug.^ Furthermore, a research grade IMS with flexibility for changing operating conditions and physical configurations was designed and fabricated to accommodate future research into different analytes or physical configurations. The design and construction of the FIU-IMS were facilitated by computer modeling and simulation of ion’s behavior within an IMS. The simulation method developed uses SIMION/SDS and was evaluated with experimental data collected using a commercial IMS (PCP Phemto Chem 110). The FIU-IMS instrument has comparable performance to the GE Itemizer 2 (average resolving power of 14, resolution of 3 between two drugs and two explosives, and LODs range from 0.7 to 9 ng). ^ The results from this dissertation further advance the concept of targeting volatile components to presumptively detect the presence of concealed bulk explosives and drugs by SPME-IMS, and the new FIU-IMS provides a flexible platform for future IMS research projects.^

Evaluation of contact and non-contact trapping efficiencies of human scent chemical profiles and their stabilities under different environmental conditions

Establishing an association between the scent a perpetrator left at a crime scene to the odor of the suspect of that crime is the basis for the use of human scent identification evidence in a court of law. Law enforcement agencies gather evidence through the collection of scent from the objects that a perpetrator may have handled during the execution of the criminal act. The collected scent evidence is consequently presented to the canines for identification line-up procedures with the apprehended suspects. Presently, canine scent identification is admitted as expert witness testimony, however, the accurate behavior of the dogs and the scent collection methods used are often challenged by the court system. The primary focus of this research project entailed an evaluation of contact and non-contact scent collection techniques with an emphasis on the optimization of collection materials of different fiber chemistries to evaluate the chemical odor profiles obtained using varying environment conditions to provide a better scientific understanding of human scent as a discriminative tool in the identification of suspects. The collection of hand odor from female and male subjects through both contact and non-contact sampling approaches yielded new insights into the types of VOCs collected when different materials are utilized, which had never been instrumentally performed. Furthermore, the collected scent mass was shown to be obtained in the highest amounts for both gender hand odor samples on cotton sorbent materials. Compared to non-contact sampling, the contact sampling methods yielded a higher number of volatiles, an enhancement of up to 3 times, as well as a higher scent mass than non-contact methods by more than an order of magnitude. The evaluation of the STU-100 as a non-contact methodology highlighted strong instrumental drawbacks that need to be targeted for enhanced scientific validation of current field practices. These results demonstrated that an individual's human scent components vary considerably depending on the method used to collect scent from the same body region. This study demonstrated the importance of collection medium selection as well as the collection method employed in providing a reproducible human scent sample that can be used to differentiate individuals.

Development of a dynamic headspace concentration technique for the non-contact sampling of human odor samples and the creation of canine training aids

Human scent and human remains detection canines are used to locate living or deceased humans under many circumstances. Human scent canines locate individual humans on the basis of their unique scent profile, while human remains detection canines locate the general scent of decomposing human remains. Scent evidence is often collected by law enforcement agencies using a Scent Transfer Unit, a dynamic headspace concentration device. The goals of this research were to evaluate the STU-100 for the collection of human scent samples, and to apply this method to the collection of living and deceased human samples, and to the creation of canine training aids. The airflow rate and collection material used with the STU-100 were evaluated using a novel scent delivery method. Controlled Odor Mimic Permeation Systems were created containing representative standard compounds delivered at known rates, improving the reproducibility of optimization experiments. Flow rates and collection materials were compared. Higher air flow rates usually yielded significantly less total volatile compounds due to compound breakthrough through the collection material. Collection from polymer and cellulose-based materials demonstrated that the molecular backbone of the material is a factor in the trapping and releasing of compounds. The weave of the material also affects compound collection, as those materials with a tighter weave demonstrated enhanced collection efficiencies. Using the optimized method, volatiles were efficiently collected from living and deceased humans. Replicates of the living human samples showed good reproducibility; however, the odor profiles from individuals were not always distinguishable from one another. Analysis of the human remains samples revealed similarity in the type and ratio of compounds. Two types of prototype training aids were developed utilizing combinations of pure compounds as well as volatiles from actual human samples concentrated onto sorbents, which were subsequently used in field tests. The pseudo scent aids had moderate success in field tests, and the Odor pad aids had significant success. This research demonstrates that the STU-100 is a valuable tool for dog handlers and as a field instrument; however, modifications are warranted in order to improve its performance as a method for instrumental detection.

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.

The Construction and Optimization on an Ion Mobility Spectrometer for the Analysis of Explosives and Drugs

Today, over 15,000 Ion Mobility Spectrometry (IMS) analyzers are employed at worldwide security checkpoints to detect explosives and illicit drugs. Current portal IMS instruments and other electronic nose technologies detect explosives and drugs by analyzing samples containing the headspace air and loose particles residing on a surface. Canines can outperform these systems at sampling and detecting the low vapor pressure explosives and drugs, such as RDX, PETN, cocaine, and MDMA, because these biological detectors target the volatile signature compounds available in the headspace rather than the non-volatile parent compounds of explosives and drugs. In this dissertation research volatile signature compounds available in the headspace over explosive and drug samples were detected using SPME as a headspace sampling tool coupled to an IMS analyzer. A Genetic Algorithm (GA) technique was developed to optimize the operating conditions of a commercial IMS (GE Itemizer 2), leading to the successful detection of plastic explosives (Detasheet, Semtex H, and C-4) and illicit drugs (cocaine, MDMA, and marijuana). Short sampling times (between 10 sec to 5 min) were adequate to extract and preconcentrate sufficient analytes (> 20 ng) representing the volatile signatures in the headspace of a 15 mL glass vial or a quart-sized can containing ≤ 1 g of the bulk explosive or drug. Furthermore, a research grade IMS with flexibility for changing operating conditions and physical configurations was designed and fabricated to accommodate future research into different analytes or physical configurations. The design and construction of the FIU-IMS were facilitated by computer modeling and simulation of ion’s behavior within an IMS. The simulation method developed uses SIMION/SDS and was evaluated with experimental data collected using a commercial IMS (PCP Phemto Chem 110). The FIU-IMS instrument has comparable performance to the GE Itemizer 2 (average resolving power of 14, resolution of 3 between two drugs and two explosives, and LODs range from 0.7 to 9 ng). The results from this dissertation further advance the concept of targeting volatile components to presumptively detect the presence of concealed bulk explosives and drugs by SPME-IMS, and the new FIU-IMS provides a flexible platform for future IMS research projects.

Design Optimization of Nozzle Shapes for Maximum Uniformity of Exit Flow

The objective of this study is to identify the optimal designs of converging-diverging supersonic and hypersonic nozzles that perform at maximum uniformity of thermodynamic and flow-field properties with respect to their average values at the nozzle exit. Since this is a multi-objective design optimization problem, the design variables used are parameters defining the shape of the nozzle. This work presents how variation of such parameters can influence the nozzle exit flow non-uniformities. A Computational Fluid Dynamics (CFD) software package, ANSYS FLUENT, was used to simulate the compressible, viscous gas flow-field in forty nozzle shapes, including the heat transfer analysis. The results of two turbulence models, k-e and k-ω, were computed and compared. With the analysis results obtained, the Response Surface Methodology (RSM) was applied for the purpose of performing a multi-objective optimization. The optimization was performed with ModeFrontier software package using Kriging and Radial Basis Functions (RBF) response surfaces. Final Pareto optimal nozzle shapes were then analyzed with ANSYS FLUENT to confirm the accuracy of the optimization process.

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.