Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Trade-Off Performance Regions of Slotted ALOHA Protocol using Multi-Objective Optimization

10th Conference on Telecommunications (Conftele 2015), Aveiro, Portugal.

Multi-Objective and Financial Portfolio Optimization of Carrier-Sense Multiple Access Protocols with Cooperative Diversity

8th International Workshop on Multiple Access Communications (MACOM2015), Helsinki, Finland.

Optimization of the Tartrate-Resistant Acid Phosphatase Detection by Histochemical Method

According to the new KDIGO (Kidney Disease Improving Global Outcomes) guidelines, the term of renal osteodystrophy, should be used exclusively in reference to the invasive diagnosis of bone abnormalities. Due to the low sensitivity and specificity of biochemical serum markers of bone remodelling,the performance of bone biopsies is highly stimulated in dialysis patients and after kidney transplantation. The tartrate-resistant acid phosphatase (TRACP) is an iso-enzyme of the group of acid phosphatases, which is highly expressed by activated osteoclasts and macrophages. TRACP in osteoclasts is in intracytoplasmic vesicles that transport the products of bone matrix degradation. Being present in activated osteoclasts, the identification of this enzyme by histochemistry in undecalcified bone biopsies is an excellent method to quantify the resorption of bone. Since it is an enzymatic histochemical method for a thermolabile enzyme, the temperature at which it is performed is particularly relevant. This study aimed to determine the optimal temperature for identification of TRACP in activated osteoclasts in undecalcified bone biopsies embedded in methylmethacrylate. We selected 10 cases of undecalcified bone biopsies from hemodialysis patients with the diagnosis of secondary hyperparathyroidism. Sections of 5 μm were stained to identify TRACP at different incubation temperatures (37º, 45º, 60º, 70º and 80ºC) for 30 minutes. Activated osteoclasts stained red and trabecular bone (mineralized bone) was contrasted with toluidine blue. This approach also increased the visibility of the trabecular bone resorption areas (Howship lacunae). Unlike what is suggested in the literature and in several international protocols, we found that the best results were obtained with temperatures between 60ºC and 70ºC. For technical reasons and according to the results of the present study, we recommended that, for an incubation time of 30 minutes, the reaction should be carried out at 60ºC. As active osteoclasts are usually scarce in a bone section, the standardization of the histochemistry method is of great relevance, to optimize the identification of these cells and increase the accuracy of the histomosphometric results. Our results, allowing an increase in osteoclasts contrast, also support the use of semi-automatic histomorphometric measurements.

The optimization of the complaints management system

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Optimization of investment promotion tools for Portugal: Specific recommendations to attract investments from Germany

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Combining non-dominance, objective-order and spread metric to extend firefly algorithm to multi-objective optimization

In this paper, we propose an extension of the firefly algorithm (FA) to multi-objective optimization. FA is a swarm intelligence optimization algorithm inspired by the flashing behavior of fireflies at night that is capable of computing global solutions to continuous optimization problems. Our proposal relies on a fitness assignment scheme that gives lower fitness values to the positions of fireflies that correspond to non-dominated points with smaller aggregation of objective function distances to the minimum values. Furthermore, FA randomness is based on the spread metric to reduce the gaps between consecutive non-dominated solutions. The obtained results from the preliminary computational experiments show that our proposal gives a dense and well distributed approximated Pareto front with a large number of points.

COMMIT: Convex Optimization Modeling for Microstructure Informed Tractography.

Tractography is a class of algorithms aiming at in vivo mapping the major neuronal pathways in the white matter from diffusion magnetic resonance imaging (MRI) data. These techniques offer a powerful tool to noninvasively investigate at the macroscopic scale the architecture of the neuronal connections of the brain. However, unfortunately, the reconstructions recovered with existing tractography algorithms are not really quantitative even though diffusion MRI is a quantitative modality by nature. As a matter of fact, several techniques have been proposed in recent years to estimate, at the voxel level, intrinsic microstructural features of the tissue, such as axonal density and diameter, by using multicompartment models. In this paper, we present a novel framework to reestablish the link between tractography and tissue microstructure. Starting from an input set of candidate fiber-tracts, which are estimated from the data using standard fiber-tracking techniques, we model the diffusion MRI signal in each voxel of the image as a linear combination of the restricted and hindered contributions generated in every location of the brain by these candidate tracts. Then, we seek for the global weight of each of them, i.e., the effective contribution or volume, such that they globally fit the measured signal at best. We demonstrate that these weights can be easily recovered by solving a global convex optimization problem and using efficient algorithms. The effectiveness of our approach has been evaluated both on a realistic phantom with known ground-truth and in vivo brain data. Results clearly demonstrate the benefits of the proposed formulation, opening new perspectives for a more quantitative and biologically plausible assessment of the structural connectivity of the brain.

Algorisme d'optimització global de les mesures de semblança quàntica molecular

Les Mesures de Semblança Quàntica Molecular (MSQM) requereixen la maximització del solapament de les densitats electròniques de les molècules que es comparen. En aquest treball es presenta un algorisme de maximització de les MSQM, que és global en el límit de densitatselectròniques deformades a funcions deltes de Dirac. A partir d'aquest algorisme se'n deriva l'equivalent per a densitats no deformades

Decision Support Methods for Global Optomization

Immobile location-allocation (LA) problems is a type of LA problem that consists in determining the service each facility should offer in order to optimize some criterion (like the global demand), given the positions of the facilities and the customers. Due to the complexity of the problem, i.e. it is a combinatorial problem (where is the number of possible services and the number of facilities) with a non-convex search space with several sub-optimums, traditional methods cannot be applied directly to optimize this problem. Thus we proposed the use of clustering analysis to convert the initial problem into several smaller sub-problems. By this way, we presented and analyzed the suitability of some clustering methods to partition the commented LA problem. Then we explored the use of some metaheuristic techniques such as genetic algorithms, simulated annealing or cuckoo search in order to solve the sub-problems after the clustering analysis

Global tractography with embedded anatomical priors for quantitative connectivity analysis.

Tractography algorithms provide us with the ability to non-invasively reconstruct fiber pathways in the white matter (WM) by exploiting the directional information described with diffusion magnetic resonance. These methods could be divided into two major classes, local and global. Local methods reconstruct each fiber tract iteratively by considering only directional information at the voxel level and its neighborhood. Global methods, on the other hand, reconstruct all the fiber tracts of the whole brain simultaneously by solving a global energy minimization problem. The latter have shown improvements compared to previous techniques but these algorithms still suffer from an important shortcoming that is crucial in the context of brain connectivity analyses. As no anatomical priors are usually considered during the reconstruction process, the recovered fiber tracts are not guaranteed to connect cortical regions and, as a matter of fact, most of them stop prematurely in the WM; this violates important properties of neural connections, which are known to originate in the gray matter (GM) and develop in the WM. Hence, this shortcoming poses serious limitations for the use of these techniques for the assessment of the structural connectivity between brain regions and, de facto, it can potentially bias any subsequent analysis. Moreover, the estimated tracts are not quantitative, every fiber contributes with the same weight toward the predicted diffusion signal. In this work, we propose a novel approach for global tractography that is specifically designed for connectivity analysis applications which: (i) explicitly enforces anatomical priors of the tracts in the optimization and (ii) considers the effective contribution of each of them, i.e., volume, to the acquired diffusion magnetic resonance imaging (MRI) image. We evaluated our approach on both a realistic diffusion MRI phantom and in vivo data, and also compared its performance to existing tractography algorithms.

Analyzing Carbon Trade Permits in Optimization Framework

The threats caused by global warming motivate different stake holders to deal with and control them. This Master's thesis focuses on analyzing carbon trade permits in optimization framework. The studied model determines optimal emission and uncertainty levels which minimize the total cost. Research questions are formulated and answered by using different optimization tools. The model is developed and calibrated by using available consistent data in the area of carbon emission technology and control. Data and some basic modeling assumptions were extracted from reports and existing literatures. The data collected from the countries in the Kyoto treaty are used to estimate the cost functions. Theory and methods of constrained optimization are briefly presented. A two-level optimization problem (individual and between the parties) is analyzed by using several optimization methods. The combined cost optimization between the parties leads into multivariate model and calls for advanced techniques. Lagrangian, Sequential Quadratic Programming and Differential Evolution (DE) algorithm are referred to. The role of inherent measurement uncertainty in the monitoring of emissions is discussed. We briefly investigate an approach where emission uncertainty would be described in stochastic framework. MATLAB software has been used to provide visualizations including the relationship between decision variables and objective function values. Interpretations in the context of carbon trading were briefly presented. Suggestions for future work are given in stochastic modeling, emission trading and coupled analysis of energy prices and carbon permits.

Simulation and optimization tools in paper machine concept design

The last decade has shown that the global paper industry needs new processes and products in order to reassert its position in the industry. As the paper markets in Western Europe and North America have stabilized, the competition has tightened. Along with the development of more cost-effective processes and products, new process design methods are also required to break the old molds and create new ideas. This thesis discusses the development of a process design methodology based on simulation and optimization methods. A bi-level optimization problem and a solution procedure for it are formulated and illustrated. Computational models and simulation are used to illustrate the phenomena inside a real process and mathematical optimization is exploited to find out the best process structures and control principles for the process. Dynamic process models are used inside the bi-level optimization problem, which is assumed to be dynamic and multiobjective due to the nature of papermaking processes. The numerical experiments show that the bi-level optimization approach is useful for different kinds of problems related to process design and optimization. Here, the design methodology is applied to a constrained process area of a papermaking line. However, the same methodology is applicable to all types of industrial processes, e.g., the design of biorefiners, because the methodology is totally generalized and can be easily modified.

Towards sustainable Iron- and steelmaking with economic optimization

The iron and steelmaking industry is among the major contributors to the anthropogenic emissions of carbon dioxide in the world. The rising levels of CO2 in the atmosphere and the global concern about the greenhouse effect and climate change have brought about considerable investigations on how to reduce the energy intensity and CO2 emissions of this industrial sector. In this thesis the problem is tackled by mathematical modeling and optimization using three different approaches. The possibility to use biomass in the integrated steel plant, particularly as an auxiliary reductant in the blast furnace, is investigated. By pre-processing the biomass its heating value and carbon content can be increased at the same time as the oxygen content is decreased. As the compression strength of the preprocessed biomass is lower than that of coke, it is not suitable for replacing a major part of the coke in the blast furnace burden. Therefore the biomass is assumed to be injected at the tuyere level of the blast furnace. Carbon capture and storage is, nowadays, mostly associated with power plants but it can also be used to reduce the CO2 emissions of an integrated steel plant. In the case of a blast furnace, the effect of CCS can be further increased by recycling the carbon dioxide stripped top gas back into the process. However, this affects the economy of the integrated steel plant, as the amount of top gases available, e.g., for power and heat production is decreased. High quality raw materials are a prerequisite for smooth blast furnace operation. High quality coal is especially needed to produce coke with sufficient properties to ensure proper gas permeability and smooth burden descent. Lower quality coals as well as natural gas, which some countries have in great volumes, can be utilized with various direct and smelting reduction processes. The DRI produced with a direct reduction process can be utilized as a feed material for blast furnace, basic oxygen furnace or electric arc furnace. The liquid hot metal from a smelting reduction process can in turn be used in basic oxygen furnace or electric arc furnace. The unit sizes and investment costs of an alternative ironmaking process are also lower than those of a blast furnace. In this study, the economy of an integrated steel plant is investigated by simulation and optimization. The studied system consists of linearly described unit processes from coke plant to steel making units, with a more detailed thermodynamical model of the blast furnace. The results from the blast furnace operation with biomass injection revealed the importance of proper pre-processing of the raw biomass as the composition of the biomass as well as the heating value and the yield are all affected by the pyrolysis temperature. As for recycling of CO2 stripped blast furnace top gas, substantial reductions in the emission rates are achieved if the stripped CO2 can be stored. However, the optimal recycling degree together with other operation conditions is heavily dependent on the cost structure of CO2 emissions and stripping/storage. The economical feasibility related to the use of DRI in the blast furnace depends on the price ratio between the DRI pellets and the BF pellets. The high amount of energy needed in the rotary hearth furnace to reduce the iron ore leads to increased CO2 emissions.

Marketing a Mobile Application in a Highly Competitive Global Marketplace

The purpose of this research was to study the marketing of mobile applications. The main objective was to find out what are the most efficient ways of marketing to increase the sales for a mobile application within a highly competitive marketplace. The marketplaces, app stores, are studied from the perspective of size, ease of entry, competition and customers and their purchasing process. The study also includes research on what are some of the main marketing methods used in mobile app marketing in general. The study consists of two parts, theoretical and empirical research. Theoretical research was done by studying past scientific research on the chosen subjects. As the subject is very new, the research was also extended to other publications from the field of mobile technology. The empirical part was done through interviews and empirical experiments with a case-company, which were used to answer the main objective of this study. These experiments showed that the chosen methods of mobile app marketing, app store optimization, localization and selected social media marketing activities, created the most sales when used together. Positive results were seen also when the activities were conducted by themselves, but together they were able to push the case company to their all time best results. However the key to succeeding and hitting high positions in the app store rankings would most likely require creating a solid marketing strategy, trying out other marketing activities alongside the ones used here, without forgetting to stay on top of mobile technology trends.