Minimizing makespan for hybrid flowshops with batch, discrete processing machines and arbitrary job sizes

This research aims at a study of the hybrid flow shop problem which has parallel batch-processing machines in one stage and discrete-processing machines in other stages to process jobs of arbitrary sizes. The objective is to minimize the makespan for a set of jobs. The problem is denoted as: FF: batch1,sj:Cmax. The problem is formulated as a mixed-integer linear program. The commercial solver, AMPL/CPLEX, is used to solve problem instances to their optimality. Experimental results show that AMPL/CPLEX requires considerable time to find the optimal solution for even a small size problem, i.e., a 6-job instance requires 2 hours in average. A bottleneck-first-decomposition heuristic (BFD) is proposed in this study to overcome the computational (time) problem encountered while using the commercial solver. The proposed BFD heuristic is inspired by the shifting bottleneck heuristic. It decomposes the entire problem into three sub-problems, and schedules the sub-problems one by one. The proposed BFD heuristic consists of four major steps: formulating sub-problems, prioritizing sub-problems, solving sub-problems and re-scheduling. For solving the sub-problems, two heuristic algorithms are proposed; one for scheduling a hybrid flow shop with discrete processing machines, and the other for scheduling parallel batching machines (single stage). Both consider job arrival and delivery times. An experiment design is conducted to evaluate the effectiveness of the proposed BFD, which is further evaluated against a set of common heuristics including a randomized greedy heuristic and five dispatching rules. The results show that the proposed BFD heuristic outperforms all these algorithms. To evaluate the quality of the heuristic solution, a procedure is developed to calculate a lower bound of makespan for the problem under study. The lower bound obtained is tighter than other bounds developed for related problems in literature. A meta-search approach based on the Genetic Algorithm concept is developed to evaluate the significance of further improving the solution obtained from the proposed BFD heuristic. The experiment indicates that it reduces the makespan by 1.93 % in average within a negligible time when problem size is less than 50 jobs.

In vivo tissue diagnosis for myocardial infarction using optical spectroscopy with novel spectral interpretation algorithms

In recent decades, the rapid development of optical spectroscopy for tissue diagnosis has been indicative of its high clinical value. The goal of this research is to prove the feasibility of using diffuse reflectance spectroscopy and fluorescence spectroscopy to assess myocardial infarction (MI) in vivo. The proposed optical technique was designed to be an intra-operative guidance tool that can provide useful information about the condition of an infarct for surgeons and researchers. ^ In order to gain insight into the pathophysiological characteristics of an infarct, two novel spectral analysis algorithms were developed to interpret diffuse reflectance spectra. The algorithms were developed based on the unique absorption properties of hemoglobin for the purpose of retrieving regional hemoglobin oxygenation saturation and concentration data in tissue from diffuse reflectance spectra. The algorithms were evaluated and validated using simulated data and actual experimental data. ^ Finally, the hypothesis of the study was validated using a rabbit model of MI. The mechanism by which the MI was induced was the ligation of a major coronary artery of the left ventricle. Three to four weeks after the MI was induced, the extent of myocardial tissue injury and the evolution of the wound healing process were investigated using the proposed spectroscopic methodology as well as histology. The correlations between spectral alterations and histopathological features of the MI were analyzed statistically. ^ The results of this PhD study demonstrate the applicability of the proposed optical methodology for assessing myocardial tissue damage induced by MI in vivo. The results of the spectral analysis suggest that connective tissue proliferation induced by MI significantly alter the characteristics of diffuse reflectance and fluorescence spectra. The magnitudes of the alterations could be quantitatively related to the severity and extensiveness of connective tissue proliferation.^

Positron emission tomography (PET) tumor segmentation and quantification: Development of new algorithms

Tumor functional volume (FV) and its mean activity concentration (mAC) are the quantities derived from positron emission tomography (PET). These quantities are used for estimating radiation dose for a therapy, evaluating the progression of a disease and also use it as a prognostic indicator for predicting outcome. PET images have low resolution, high noise and affected by partial volume effect (PVE). Manually segmenting each tumor is very cumbersome and very hard to reproduce. To solve the above problem I developed an algorithm, called iterative deconvolution thresholding segmentation (IDTS) algorithm; the algorithm segment the tumor, measures the FV, correct for the PVE and calculates mAC. The algorithm corrects for the PVE without the need to estimate camera's point spread function (PSF); also does not require optimizing for a specific camera. My algorithm was tested in physical phantom studies, where hollow spheres (0.5-16 ml) were used to represent tumors with a homogeneous activity distribution. It was also tested on irregular shaped tumors with a heterogeneous activity profile which were acquired using physical and simulated phantom. The physical phantom studies were performed with different signal to background ratios (SBR) and with different acquisition times (1-5 min). The algorithm was applied on ten clinical data where the results were compared with manual segmentation and fixed percentage thresholding method called T50 and T60 in which 50% and 60% of the maximum intensity respectively is used as threshold. The average error in FV and mAC calculation was 30% and -35% for 0.5 ml tumor. The average error FV and mAC calculation were ~5% for 16 ml tumor. The overall FV error was ∼10% for heterogeneous tumors in physical and simulated phantom data. The FV and mAC error for clinical image compared to manual segmentation was around -17% and 15% respectively. In summary my algorithm has potential to be applied on data acquired from different cameras as its not dependent on knowing the camera's PSF. The algorithm can also improve dose estimation and treatment planning.^

Algorithms for efficient transaction management and consistent queries in client -server semantic object-oriented parallel databases

Large read-only or read-write transactions with a large read set and a small write set constitute an important class of transactions used in such applications as data mining, data warehousing, statistical applications, and report generators. Such transactions are best supported with optimistic concurrency, because locking of large amounts of data for extended periods of time is not an acceptable solution. The abort rate in regular optimistic concurrency algorithms increases exponentially with the size of the transaction. The algorithm proposed in this dissertation solves this problem by using a new transaction scheduling technique that allows a large transaction to commit safely with significantly greater probability that can exceed several orders of magnitude versus regular optimistic concurrency algorithms. A performance simulation study and a formal proof of serializability and external consistency of the proposed algorithm are also presented.^ This dissertation also proposes a new query optimization technique (lazy queries). Lazy Queries is an adaptive query execution scheme which optimizes itself as the query runs. Lazy queries can be used to find an intersection of sub-queries in a very efficient way, which does not require full execution of large sub-queries nor does it require any statistical knowledge about the data.^ An efficient optimistic concurrency control algorithm used in a massively parallel B-tree with variable-length keys is introduced. B-trees with variable-length keys can be effectively used in a variety of database types. In particular, we show how such a B-tree was used in our implementation of a semantic object-oriented DBMS. The concurrency control algorithm uses semantically safe optimistic virtual "locks" that achieve very fine granularity in conflict detection. This algorithm ensures serializability and external consistency by using logical clocks and backward validation of transactional queries. A formal proof of correctness of the proposed algorithm is also presented. ^

Next generation of recommender systems: Algorithms and applications

Personalized recommender systems aim to assist users in retrieving and accessing interesting items by automatically acquiring user preferences from the historical data and matching items with the preferences. In the last decade, recommendation services have gained great attention due to the problem of information overload. However, despite recent advances of personalization techniques, several critical issues in modern recommender systems have not been well studied. These issues include: (1) understanding the accessing patterns of users (i.e., how to effectively model users' accessing behaviors); (2) understanding the relations between users and other objects (i.e., how to comprehensively assess the complex correlations between users and entities in recommender systems); and (3) understanding the interest change of users (i.e., how to adaptively capture users' preference drift over time). To meet the needs of users in modern recommender systems, it is imperative to provide solutions to address the aforementioned issues and apply the solutions to real-world applications. ^ The major goal of this dissertation is to provide integrated recommendation approaches to tackle the challenges of the current generation of recommender systems. In particular, three user-oriented aspects of recommendation techniques were studied, including understanding accessing patterns, understanding complex relations and understanding temporal dynamics. To this end, we made three research contributions. First, we presented various personalized user profiling algorithms to capture click behaviors of users from both coarse- and fine-grained granularities; second, we proposed graph-based recommendation models to describe the complex correlations in a recommender system; third, we studied temporal recommendation approaches in order to capture the preference changes of users, by considering both long-term and short-term user profiles. In addition, a versatile recommendation framework was proposed, in which the proposed recommendation techniques were seamlessly integrated. Different evaluation criteria were implemented in this framework for evaluating recommendation techniques in real-world recommendation applications. ^ In summary, the frequent changes of user interests and item repository lead to a series of user-centric challenges that are not well addressed in the current generation of recommender systems. My work proposed reasonable solutions to these challenges and provided insights on how to address these challenges using a simple yet effective recommendation framework.^

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.

Algoritmos experimentais para o problema biobjetivo da árvore geradora quadrática em adjacência de arestas

The Quadratic Minimum Spanning Tree (QMST) problem is a generalization of the Minimum Spanning Tree problem in which, beyond linear costs associated to each edge, quadratic costs associated to each pair of edges must be considered. The quadratic costs are due to interaction costs between the edges. When interactions occur between adjacent edges only, the problem is named Adjacent Only Quadratic Minimum Spanning Tree (AQMST). Both QMST and AQMST are NP-hard and model a number of real world applications involving infrastructure networks design. Linear and quadratic costs are summed in the mono-objective versions of the problems. However, real world applications often deal with conflicting objectives. In those cases, considering linear and quadratic costs separately is more appropriate and multi-objective optimization provides a more realistic modelling. Exact and heuristic algorithms are investigated in this work for the Bi-objective Adjacent Only Quadratic Spanning Tree Problem. The following techniques are proposed: backtracking, branch-and-bound, Pareto Local Search, Greedy Randomized Adaptive Search Procedure, Simulated Annealing, NSGA-II, Transgenetic Algorithm, Particle Swarm Optimization and a hybridization of the Transgenetic Algorithm with the MOEA-D technique. Pareto compliant quality indicators are used to compare the algorithms on a set of benchmark instances proposed in literature.

Algoritmos experimentais para o problema biobjetivo da árvore geradora quadrática em adjacência de arestas

The Quadratic Minimum Spanning Tree (QMST) problem is a generalization of the Minimum Spanning Tree problem in which, beyond linear costs associated to each edge, quadratic costs associated to each pair of edges must be considered. The quadratic costs are due to interaction costs between the edges. When interactions occur between adjacent edges only, the problem is named Adjacent Only Quadratic Minimum Spanning Tree (AQMST). Both QMST and AQMST are NP-hard and model a number of real world applications involving infrastructure networks design. Linear and quadratic costs are summed in the mono-objective versions of the problems. However, real world applications often deal with conflicting objectives. In those cases, considering linear and quadratic costs separately is more appropriate and multi-objective optimization provides a more realistic modelling. Exact and heuristic algorithms are investigated in this work for the Bi-objective Adjacent Only Quadratic Spanning Tree Problem. The following techniques are proposed: backtracking, branch-and-bound, Pareto Local Search, Greedy Randomized Adaptive Search Procedure, Simulated Annealing, NSGA-II, Transgenetic Algorithm, Particle Swarm Optimization and a hybridization of the Transgenetic Algorithm with the MOEA-D technique. Pareto compliant quality indicators are used to compare the algorithms on a set of benchmark instances proposed in literature.

An application of evolutionary algorithms for WAG optimisation in the Norne Field

Water-alternating-gas (WAG) is an enhanced oil recovery method combining the improved macroscopic sweep of water flooding with the improved microscopic displacement of gas injection. The optimal design of the WAG parameters is usually based on numerical reservoir simulation via trial and error, limited by the reservoir engineer’s availability. Employing optimisation techniques can guide the simulation runs and reduce the number of function evaluations. In this study, robust evolutionary algorithms are utilized to optimise hydrocarbon WAG performance in the E-segment of the Norne field. The first objective function is selected to be the net present value (NPV) and two global semi-random search strategies, a genetic algorithm (GA) and particle swarm optimisation (PSO) are tested on different case studies with different numbers of controlling variables which are sampled from the set of water and gas injection rates, bottom-hole pressures of the oil production wells, cycle ratio, cycle time, the composition of the injected hydrocarbon gas (miscible/immiscible WAG) and the total WAG period. In progressive experiments, the number of decision-making variables is increased, increasing the problem complexity while potentially improving the efficacy of the WAG process. The second objective function is selected to be the incremental recovery factor (IRF) within a fixed total WAG simulation time and it is optimised using the same optimisation algorithms. The results from the two optimisation techniques are analyzed and their performance, convergence speed and the quality of the optimal solutions found by the algorithms in multiple trials are compared for each experiment. The distinctions between the optimal WAG parameters resulting from NPV and oil recovery optimisation are also examined. This is the first known work optimising over this complete set of WAG variables. The first use of PSO to optimise a WAG project at the field scale is also illustrated. Compared to the reference cases, the best overall values of the objective functions found by GA and PSO were 13.8% and 14.2% higher, respectively, if NPV is optimised over all the above variables, and 14.2% and 16.2% higher, respectively, if IRF is optimised.

Algorithms for super-resolution of images based on Sparse Representation and Manifolds

lmage super-resolution is defined as a class of techniques that enhance the spatial resolution of images. Super-resolution methods can be subdivided in single and multi image methods. This thesis focuses on developing algorithms based on mathematical theories for single image super­ resolution problems. lndeed, in arder to estimate an output image, we adopta mixed approach: i.e., we use both a dictionary of patches with sparsity constraints (typical of learning-based methods) and regularization terms (typical of reconstruction-based methods). Although the existing methods already per- form well, they do not take into account the geometry of the data to: regularize the solution, cluster data samples (samples are often clustered using algorithms with the Euclidean distance as a dissimilarity metric), learn dictionaries (they are often learned using PCA or K-SVD). Thus, state-of-the-art methods still suffer from shortcomings. In this work, we proposed three new methods to overcome these deficiencies. First, we developed SE-ASDS (a structure tensor based regularization term) in arder to improve the sharpness of edges. SE-ASDS achieves much better results than many state-of-the- art algorithms. Then, we proposed AGNN and GOC algorithms for determining a local subset of training samples from which a good local model can be computed for recon- structing a given input test sample, where we take into account the underlying geometry of the data. AGNN and GOC methods outperform spectral clustering, soft clustering, and geodesic distance based subset selection in most settings. Next, we proposed aSOB strategy which takes into account the geometry of the data and the dictionary size. The aSOB strategy outperforms both PCA and PGA methods. Finally, we combine all our methods in a unique algorithm, named G2SR. Our proposed G2SR algorithm shows better visual and quantitative results when compared to the results of state-of-the-art methods.

Principal Component Analysis of Results Obtained from Finite-Difference Time-Domain Algorithms

Finite-Differences Time-Domain (FDTD) algorithms are well established tools of computational electromagnetism. Because of their practical implementation as computer codes, they are affected by many numerical artefact and noise. In order to obtain better results we propose using Principal Component Analysis (PCA) based on multivariate statistical techniques. The PCA has been successfully used for the analysis of noise and spatial temporal structure in a sequence of images. It allows a straightforward discrimination between the numerical noise and the actual electromagnetic variables, and the quantitative estimation of their respective contributions. Besides, The GDTD results can be filtered to clean the effect of the noise. In this contribution we will show how the method can be applied to several FDTD simulations: the propagation of a pulse in vacuum, the analysis of two-dimensional photonic crystals. In this last case, PCA has revealed hidden electromagnetic structures related to actual modes of the photonic crystal.

Model updating using genetic algorithms with sequential niche technique

The authors would like to express their gratitude to organizations and people that supported this research. Piotr Omenzetter’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research. Ben Ryder of Aurecon and Graeme Cummings of HEB Construction assisted in obtaining access to the bridge and information for modelling. Luke Williams and Graham Bougen, undergraduate research students, assisted with testing.

Protein and Drug Design Algorithms Using Improved Biophysical Modeling

This thesis focuses on the development of algorithms that will allow protein design calculations to incorporate more realistic modeling assumptions. Protein design algorithms search large sequence spaces for protein sequences that are biologically and medically useful. Better modeling could improve the chance of success in designs and expand the range of problems to which these algorithms are applied. I have developed algorithms to improve modeling of backbone flexibility (DEEPer) and of more extensive continuous flexibility in general (EPIC and LUTE). I’ve also developed algorithms to perform multistate designs, which account for effects like specificity, with provable guarantees of accuracy (COMETS), and to accommodate a wider range of energy functions in design (EPIC and LUTE).

On Provable Algorithms for Determination of Continuous Protein Interdomain Motions from Residual Dipolar Couplings

Dynamics of biomolecules over various spatial and time scales are essential for biological functions such as molecular recognition, catalysis and signaling. However, reconstruction of biomolecular dynamics from experimental observables requires the determination of a conformational probability distribution. Unfortunately, these distributions cannot be fully constrained by the limited information from experiments, making the problem an ill-posed one in the terminology of Hadamard. The ill-posed nature of the problem comes from the fact that it has no unique solution. Multiple or even an infinite number of solutions may exist. To avoid the ill-posed nature, the problem needs to be regularized by making assumptions, which inevitably introduce biases into the result.

Here, I present two continuous probability density function approaches to solve an important inverse problem called the RDC trigonometric moment problem. By focusing on interdomain orientations we reduced the problem to determination of a distribution on the 3D rotational space from residual dipolar couplings (RDCs). We derived an analytical equation that relates alignment tensors of adjacent domains, which serves as the foundation of the two methods. In the first approach, the ill-posed nature of the problem was avoided by introducing a continuous distribution model, which enjoys a smoothness assumption. To find the optimal solution for the distribution, we also designed an efficient branch-and-bound algorithm that exploits the mathematical structure of the analytical solutions. The algorithm is guaranteed to find the distribution that best satisfies the analytical relationship. We observed good performance of the method when tested under various levels of experimental noise and when applied to two protein systems. The second approach avoids the use of any model by employing maximum entropy principles. This 'model-free' approach delivers the least biased result which presents our state of knowledge. In this approach, the solution is an exponential function of Lagrange multipliers. To determine the multipliers, a convex objective function is constructed. Consequently, the maximum entropy solution can be found easily by gradient descent methods. Both algorithms can be applied to biomolecular RDC data in general, including data from RNA and DNA molecules.

Scheduling Optimization with LDA and Greedy Algorithm

Scheduling optimization is concerned with the optimal allocation of events to time slots. In this paper, we look at one particular example of scheduling problems - the 2015 Joint Statistical Meetings. We want to assign each session among similar topics to time slots to reduce scheduling conflicts. Chapter 1 briefly talks about the motivation for this example as well as the constraints and the optimality criterion. Chapter 2 proposes use of Latent Dirichlet Allocation (LDA) to identify the topic proportions in each session and talks about the fitting of the model. Chapter 3 translates these ideas into a mathematical formulation and introduces a Greedy Algorithm to minimize conflicts. Chapter 4 demonstrates the improvement of the scheduling with this method.