Qualitative Characteristics and Quantitative Measures of Solution's Reliability in Discrete Optimization: Traditional Analytical Approaches, Innovative Computational Methods and Applicability

The purpose of this thesis is twofold. The first and major part is devoted to sensitivity analysis of various discrete optimization problems while the second part addresses methods applied for calculating measures of solution stability and solving multicriteria discrete optimization problems. Despite numerous approaches to stability analysis of discrete optimization problems two major directions can be single out: quantitative and qualitative. Qualitative sensitivity analysis is conducted for multicriteria discrete optimization problems with minisum, minimax and minimin partial criteria. The main results obtained here are necessary and sufficient conditions for different stability types of optimal solutions (or a set of optimal solutions) of the considered problems. Within the framework of quantitative direction various measures of solution stability are investigated. A formula for a quantitative characteristic called stability radius is obtained for the generalized equilibrium situation invariant to changes of game parameters in the case of the H¨older metric. Quality of the problem solution can also be described in terms of robustness analysis. In this work the concepts of accuracy and robustness tolerances are presented for a strategic game with a finite number of players where initial coefficients (costs) of linear payoff functions are subject to perturbations. Investigation of stability radius also aims to devise methods for its calculation. A new metaheuristic approach is derived for calculation of stability radius of an optimal solution to the shortest path problem. The main advantage of the developed method is that it can be potentially applicable for calculating stability radii of NP-hard problems. The last chapter of the thesis focuses on deriving innovative methods based on interactive optimization approach for solving multicriteria combinatorial optimization problems. The key idea of the proposed approach is to utilize a parameterized achievement scalarizing function for solution calculation and to direct interactive procedure by changing weighting coefficients of this function. In order to illustrate the introduced ideas a decision making process is simulated for three objective median location problem. The concepts, models, and ideas collected and analyzed in this thesis create a good and relevant grounds for developing more complicated and integrated models of postoptimal analysis and solving the most computationally challenging problems related to it.

Optimization of strength and toughness on the effect of the weldable high strength steels (hss) used in offshore structures

Optimization of high strength and toughness combination on the effect of weldability is very vital to be considered in offshore oil and gas industries. Having a balanced and improved high strength and toughness is very much recommended in offshore structures for an effective production and viable exploration of hydrocarbons. This thesis aims to investigate the possibilities to improve the toughness of high strength steel. High carbon contents induce hardness and needs to be reduced for increasing toughness. The rare combination of high strength with high toughness possibilities was examined by determining the following toughening mechanism of: Heat treatment and optimal microstructure, Thermomechanical processing, Effect of welding parameters on toughness and weldability of steel. The implementation of weldability of steels to attain high toughness for high strength in offshore structures is mostly in shipbuilding, offshore platforms, and pipelines for high operating pressures. As a result, the toughening mechanisms suggested have benefits to the aims of the effect of high strength to high toughness of steel for efficiency, production and cost reduction.

Optimization and validation of the solid-liquid extraction technique for determination of picloram in soils by high performance liquid chromatography

The objective of this study was to optimize and validate the solid-liquid extraction (ESL) technique for determination of picloram residues in soil samples. At the optimization stage, the optimal conditions for extraction of soil samples were determined using univariate analysis. Ratio soil/solution extraction, type and time of agitation, ionic strength and pH of extraction solution were evaluated. Based on the optimized parameters, the following method of extraction and analysis of picloram was developed: weigh 2.00 g of soil dried and sieved through a sieve mesh of 2.0 mm pore, add 20.0 mL of KCl concentration of 0.5 mol L-1, shake the bottle in the vortex for 10 seconds to form suspension and adjust to pH 7.00, with alkaline KOH 0.1 mol L-1. Homogenate the system in a shaker system for 60 minutes and then let it stand for 10 minutes. The bottles are centrifuged for 10 minutes at 3,500 rpm. After the settlement of the soil particles and cleaning of the supernatant extract, an aliquot is withdrawn and analyzed by high performance liquid chromatography. The optimized method was validated by determining the selectivity, linearity, detection and quantification limits, precision and accuracy. The ESL methodology was efficient for analysis of residues of the pesticides studied, with percentages of recovery above 90%. The limits of detection and quantification were 20.0 and 66.0 mg kg-1 soil for the PVA, and 40.0 and 132.0 mg kg-1 soil for the VLA. The coefficients of variation (CV) were equal to 2.32 and 2.69 for PVA and TH soils, respectively. The methodology resulted in low organic solvent consumption and cleaner extracts, as well as no purification steps for chromatographic analysis were required. The parameters evaluated in the validation process indicated that the ESL methodology is efficient for the extraction of picloram residues in soils, with low limits of detection and quantification.

Currency Carry Trades – Excess Returns and Performance Optimization of G10 Currency Carry Trade Strategies during the Euro Era

This study examines the excess returns provided by G10 currency carry trading during the Euro era. The currency carry trade has been a popular trade throughout the past decades offering excess returns to investors. The thesis aims to contribute to existing research on the topic by utilizing a new set of data for the Euro era as well as using the Euro as a basis for the study. The focus of the thesis is specifically on different carry trade strategies’ performance, risk and diversification benefits. The study finds proof of the failure of the uncovered interest rate parity theory through multiple regression analyses. Furthermore, the research finds evidence of significant diversification benefits in terms of Sharpe ratio and improved return distributions. The results suggest that currency carry trades have offered excess returns during 1999-2014 and that volatility plays an important role in carry trade returns. The risk, however, is diversifiable and therefore our results support previous quantitative research findings on the topic.

Optimization and Measuring Techniques for Collect-and-Place Machines in Printed Circuit Board Industry

This thesis considers optimization problems arising in printed circuit board assembly. Especially, the case in which the electronic components of a single circuit board are placed using a single placement machine is studied. Although there is a large number of different placement machines, the use of collect-and-place -type gantry machines is discussed because of their flexibility and increasing popularity in the industry. Instead of solving the entire control optimization problem of a collect-andplace machine with a single application, the problem is divided into multiple subproblems because of its hard combinatorial nature. This dividing technique is called hierarchical decomposition. All the subproblems of the one PCB - one machine -context are described, classified and reviewed. The derived subproblems are then either solved with exact methods or new heuristic algorithms are developed and applied. The exact methods include, for example, a greedy algorithm and a solution based on dynamic programming. Some of the proposed heuristics contain constructive parts while others utilize local search or are based on frequency calculations. For the heuristics, it is made sure with comprehensive experimental tests that they are applicable and feasible. A number of quality functions will be proposed for evaluation and applied to the subproblems. In the experimental tests, artificially generated data from Markov-models and data from real-world PCB production are used. The thesis consists of an introduction and of five publications where the developed and used solution methods are described in their full detail. For all the problems stated in this thesis, the methods proposed are efficient enough to be used in the PCB assembly production in practice and are readily applicable in the PCB manufacturing industry.

Optimization and validation of a methodology to determine total arsenic, As(III) and As(V), in water samples, through graphite furnace atomic absorption spectrometry

The Graphite furnace atomic absorption spectrometry (GF AAS) was the technique chosen by the inorganic contamination laboratory (INCQ/ FIOCRUZ) to be validated and applied in routine analysis for arsenic detection and quantification. The selectivity, linearity, sensibility, detection, and quantification limits besides accuracy and precision parameters were studied and optimized under Stabilized Temperature Platform Furnace (STPF) conditions. The limit of detection obtained was 0.13 µg.L-1 and the limit of quantification was 1.04 µg.L-1, with an average precision, for total arsenic, less than 15% and an accuracy of 96%. To quantify the chemical species As(III) and As(V), an ion-exchange resin (Dowex 1X8, Cl- form) was used and the physical-chemical parameters were optimized resulting in a recuperation of 98% of As(III) and of 90% of As(V). The method was applied to groundwater, mineral water, and hemodialysis purified water samples. All results obtained were lower than the maximum limit values established by the legal Brazilian regulations, in effect, 50, 10, and 5 µg.L-1 para As total, As(III) e As(V), respectively. All results were statistically evaluated.

Application of Doehlert experimental design in the optimization of experimental variables for the Pseudozyma sp. (CCMB 306) and Pseudozyma sp. (CCMB 300) cell lysis

This study aimed to verify the influence of pH and temperature on the lysis of yeast using experimental design. In this study, the enzymatic extract containing β-1,3-glucanase and chitinase, obtained from the micro-organism Moniliophthora perniciosa, was used. The experiment showed that the best conditions for lysis of Pseudozyma sp. (CCMB 306) and Pseudozyma sp. (CCMB 300) by lytic enzyme were pH 4.9 at 37 ºC and pH 3.9 at 26.7 ºC, respectively. The lytic enzyme may be used for obtaining various biotechnology products from yeast.

Optimization of extrusion variables for the production of snacks from by-products of rice and soybean

This study aimed to define the process conditions to obtain snacks from the by-products of rice and soybean with physical characteristics suitable for marketing. Therefore, the effects of moisture and extrusion temperature on the expansion and color of the products obtained experimentally obtained were evaluated, and the proximate composition of the by-products and that of the snack with greater desirability were determined. Response surface methodology and rotational central composite design were used, and desirability test based on the regression models adjusted was applied. The most desirable snack, with the highest expansion index (3.39), specific volume (13.5 mL.g-1), and the chromaticity coordinate a* (2.79), was obtained under 12 g.100 g-1 moisture and 85ºC of temperature in the third zone of the extruder. The snack produced under these conditions attained content of protein and lipid content 41 and 64% higher than that of the traditional corn snack. It can be concluded that producing extruded snack made form a mixture of broken grains, rice bran, and soybean okara (81:9:10) is technologically feasible, enabling the development of a new product with good nutritional value that can improve the diet of children, the main consumers of this type of food.

Production optimization and characterization of immunomodulatory peptides obtained from fermented goat placenta

The goat placental immunomodulatory peptides were produced by fermentation with Aspergillus Niger. The objective of the present study was to investigate the effects of fermentation parameters (carbon source content, pH, and time) on spleen lymphocyte proliferation for the highest immune activity of the fermentation broth using response surface methodology (RSM). According to the data analysis by the Design-Expert® software, the stimulation index value (23.51%), which is the maximum immune activity, was obtained under the following conditions: content of carbon source 1.97 g·L-1, initial pH 5.0, and 74.43 h of fermentation time. Under the optimized fermentation conditions, at a certain concentration range, the fermentation broth produced a significant effect on the proliferation of mouse spleen lymphocytes. Ultrafiltration technique was performed to separate the fermentation broth with different MW (molecular weight). It was found that peptides in the range of <10 KDa were the main bioactivity fractions for the immunomodulatory and antioxidant activities.

Optimization and functionality of millet supplemented pasta

Abstract Millets are having superior nutritional qualities and health benefits; hence they can be used for supplementation of pasta. Pasta was prepared using composite flour (CF) of durum wheat semolina (96%) and carrot pomace (4%) supplemented with finger millet flour (FMF, 0-20g), pearl millet flour (PMF, 0-30g) and carboxy methyl cellulose (CMC, 2-4g). Second order polynomial described the effect of FMF, PMF and CMC on lightness, firmness, gruel loss and overall acceptability of extruded pasta products. Results indicate that an increasing proportion of finger and pearl millet flour had signed (p≤0.05) negative effect on lightness, firmness, gruel loss and overall acceptability. However, CMC addition showed significant (p≤0. 05) positive effect on firmness, overall acceptability and negative effect on gruel loss of cooked pasta samples. Numeric optimization results showed that optimum values for extruded pasta were 20g FMF, 12g PMF and 4g CMC per 100g of CF and 34ml water with 0.981 desirability. The pasta developed is nutritionally rich as it contains protein (10.16g), fat (6g), dietary fiber (16.71g), calcium (4.23mg), iron (3.99mg) and zinc (1.682mg) per 100g.

Extraction optimization of polyphenols, antioxidant and xanthine oxidase inhibitory activities from Prunus salicina Lindl.

Abstract Optimization of polyphenols extraction from plum (Prunus salicina Lindl.) was evaluated using response surface methodology. The Box-Behnken experimental results showed the optimal conditions involved an extraction temperature of 59 °C, a sonication time of 47 min, and an ethanol concentration of 61% respectively. The maximum extraction yield of total polyphenols was 44.74 mg gallic acid equivalents per gram of dried plum at optimal conditions. Polyphenol extracts exhibited stronger antioxidant activities than Vc by evaluating of 1,1-diphenyl-2-picrylhydrazyl (DPPH) and hydroxyl radical scavenging activity. Furthermore, polyphenol extracts (IC50 = 179 g/mL) showed obvious inhibitory effects on xanthine oxidase. These findings suggest that polyphenol extracts from P. salicina can be potentially used as natural antioxidant and xanthine oxidase inhibitory agents.

Optimization of PV and battery capacity for domestic purposes

The usage of PV batteries nowadays became more and more widely spread. Due to the fact that the efficiency of modern PV is rising every year the prevalence of this source of energy is increasing. As the source of the energy is sunlight, these batteries need to be complimented by storage capacitors which will store energy for future use. Nevertheless the less the calculation of demanded amount of energy according the load and capacity of a storage battery that will keep the end consumer in work during certain time still is not overviewed. In this thesis the overall system will be considered and there will be made economic calculations for configurations of such system that will depend from the load. Also the behavior of the system in different geographical and climate conditions that influence of the amount of energy produced will be overviewed.

A Scalability Study and New Algorithms for Large-Scale Many-Objective Optimization

Many real-world optimization problems contain multiple (often conflicting) goals to be optimized concurrently, commonly referred to as multi-objective problems (MOPs). Over the past few decades, a plethora of multi-objective algorithms have been proposed, often tested on MOPs possessing two or three objectives. Unfortunately, when tasked with solving MOPs with four or more objectives, referred to as many-objective problems (MaOPs), a large majority of optimizers experience significant performance degradation. The downfall of these optimizers is that simultaneously maintaining a well-spread set of solutions along with appropriate selection pressure to converge becomes difficult as the number of objectives increase. This difficulty is further compounded for large-scale MaOPs, i.e., MaOPs possessing large amounts of decision variables. In this thesis, we explore the challenges of many-objective optimization and propose three new promising algorithms designed to efficiently solve MaOPs. Experimental results demonstrate the proposed optimizers to perform very well, often outperforming state-of-the-art many-objective algorithms.