Matching Items (26)
Description
This research by studies the computational performance of four different mixed integer programming (MIP) formulations for single machine scheduling problems with varying complexity. These formulations are based on (1) start and completion time variables, (2) time index variables, (3) linear ordering variables and (4) assignment and positional date variables. The objective functions that are studied in this paper are total weighted completion time, maximum lateness, number of tardy jobs and total weighted tardiness. Based on the computational results, discussion and recommendations are made on which MIP formulation might work best for these problems. The performances of these formulations very much depend on the objective function, number of jobs and the sum of the processing times of all the jobs. Two sets of inequalities are presented that can be used to improve the performance of the formulation with assignment and positional date variables. Further, this research is extend to single machine bicriteria scheduling problems in which jobs belong to either of two different disjoint sets, each set having its own performance measure. These problems have been referred to as interfering job sets in the scheduling literature and also been called multi-agent scheduling where each agent's objective function is to be minimized. In the first single machine interfering problem (P1), the criteria of minimizing total completion time and number of tardy jobs for the two sets of jobs is studied. A Forward SPT-EDD heuristic is presented that attempts to generate set of non-dominated solutions. The complexity of this specific problem is NP-hard. The computational efficiency of the heuristic is compared against the pseudo-polynomial algorithm proposed by Ng et al. [2006]. In the second single machine interfering job sets problem (P2), the criteria of minimizing total weighted completion time and maximum lateness is studied. This is an established NP-hard problem for which a Forward WSPT-EDD heuristic is presented that attempts to generate set of supported points and the solution quality is compared with MIP formulations. For both of these problems, all jobs are available at time zero and the jobs are not allowed to be preempted.
ContributorsKhowala, Ketan (Author) / Fowler, John (Thesis advisor) / Keha, Ahmet (Thesis advisor) / Balasubramanian, Hari J (Committee member) / Wu, Teresa (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2012
Description
In today's global market, companies are facing unprecedented levels of uncertainties in supply, demand and in the economic environment. A critical issue for companies to survive increasing competition is to monitor the changing business environment and manage disturbances and changes in real time. In this dissertation, an integrated framework is proposed using simulation and online calibration methods to enable the adaptive management of large-scale complex supply chain systems. The design, implementation and verification of the integrated approach are studied in this dissertation. The research contributions are two-fold. First, this work enriches symbiotic simulation methodology by proposing a framework of simulation and advanced data fusion methods to improve simulation accuracy. Data fusion techniques optimally calibrate the simulation state/parameters by considering errors in both the simulation models and in measurements of the real-world system. Data fusion methods - Kalman Filtering, Extended Kalman Filtering, and Ensemble Kalman Filtering - are examined and discussed under varied conditions of system chaotic levels, data quality and data availability. Second, the proposed framework is developed, validated and demonstrated in `proof-of-concept' case studies on representative supply chain problems. In the case study of a simplified supply chain system, Kalman Filtering is applied to fuse simulation data and emulation data to effectively improve the accuracy of the detection of abnormalities. In the case study of the `beer game' supply chain model, the system's chaotic level is identified as a key factor to influence simulation performance and the choice of data fusion method. Ensemble Kalman Filtering is found more robust than Extended Kalman Filtering in a highly chaotic system. With appropriate tuning, the improvement of simulation accuracy is up to 80% in a chaotic system, and 60% in a stable system. In the last study, the integrated framework is applied to adaptive inventory control of a multi-echelon supply chain with non-stationary demand. It is worth pointing out that the framework proposed in this dissertation is not only useful in supply chain management, but also suitable to model other complex dynamic systems, such as healthcare delivery systems and energy consumption networks.
ContributorsWang, Shanshan (Author) / Wu, Teresa (Thesis advisor) / Fowler, John (Thesis advisor) / Pfund, Michele (Committee member) / Li, Jing (Committee member) / Pavlicek, William (Committee member) / Arizona State University (Publisher)
Created2010
Description
Optimization of surgical operations is a challenging managerial problem for surgical suite directors. This dissertation presents modeling and solution techniques for operating room (OR) planning and scheduling problems. First, several sequencing and patient appointment time setting heuristics are proposed for scheduling an Outpatient Procedure Center. A discrete event simulation model is used to evaluate how scheduling heuristics perform with respect to the competing criteria of expected patient waiting time and expected surgical suite overtime for a single day compared to current practice. Next, a bi-criteria Genetic Algorithm is used to determine if better solutions can be obtained for this single day scheduling problem. The efficacy of the bi-criteria Genetic Algorithm, when surgeries are allowed to be moved to other days, is investigated. Numerical experiments based on real data from a large health care provider are presented. The analysis provides insight into the best scheduling heuristics, and the tradeoff between patient and health care provider based criteria. Second, a multi-stage stochastic mixed integer programming formulation for the allocation of surgeries to ORs over a finite planning horizon is studied. The demand for surgery and surgical duration are random variables. The objective is to minimize two competing criteria: expected surgery cancellations and OR overtime. A decomposition method, Progressive Hedging, is implemented to find near optimal surgery plans. Finally, properties of the model are discussed and methods are proposed to improve the performance of the algorithm based on the special structure of the model. It is found simple rules can improve schedules used in practice. Sequencing surgeries from the longest to shortest mean duration causes high expected overtime, and should be avoided, while sequencing from the shortest to longest mean duration performed quite well in our experiments. Expending greater computational effort with more sophisticated optimization methods does not lead to substantial improvements. However, controlling daily procedure mix may achieve substantial improvements in performance. A novel stochastic programming model for a dynamic surgery planning problem is proposed in the dissertation. The efficacy of the progressive hedging algorithm is investigated. It is found there is a significant correlation between the performance of the algorithm and type and number of scenario bundles in a problem instance. The computational time spent to solve scenario subproblems is among the most significant factors that impact the performance of the algorithm. The quality of the solutions can be improved by detecting and preventing cyclical behaviors.
ContributorsGul, Serhat (Author) / Fowler, John W. (Thesis advisor) / Denton, Brian T. (Thesis advisor) / Wu, Teresa (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2010
Description
Improving the quality of Origin-Destination (OD) demand estimates increases the effectiveness of design, evaluation and implementation of traffic planning and management systems. The associated bilevel Sensor Location Flow-Estimation problem considers two important research questions: (1) how to compute the best estimates of the flows of interest by using anticipated data from given candidate sensors location; and (2) how to decide on the optimum subset of links where sensors should be located. In this dissertation, a decision framework is developed to optimally locate and obtain high quality OD volume estimates in vehicular traffic networks. The framework includes a traffic assignment model to load the OD traffic volumes on routes in a known choice set, a sensor location model to decide on which subset of links to locate counting sensors to observe traffic volumes, and an estimation model to obtain best estimates of OD or route flow volumes. The dissertation first addresses the deterministic route flow estimation problem given apriori knowledge of route flows and their uncertainties. Two procedures are developed to locate "perfect" and "noisy" sensors respectively. Next, it addresses a stochastic route flow estimation problem. A hierarchical linear Bayesian model is developed, where the real route flows are assumed to be generated from a Multivariate Normal distribution with two parameters: "mean" and "variance-covariance matrix". The prior knowledge for the "mean" parameter is described by a probability distribution. When assuming the "variance-covariance matrix" parameter is known, a Bayesian A-optimal design is developed. When the "variance-covariance matrix" parameter is unknown, Markov Chain Monte Carlo approach is used to estimate the aposteriori quantities. In all the sensor location model the objective is the maximization of the reduction in the variances of the distribution of the estimates of the OD volume. Developed models are compared with other available models in the literature. The comparison showed that the models developed performed better than available models.
ContributorsWang, Ning (Author) / Mirchandani, Pitu (Thesis advisor) / Murray, Alan (Committee member) / Pendyala, Ram (Committee member) / Runger, George C. (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2013
Description
Recent advances in medical imaging technology have greatly enhanced imaging based diagnosis which requires computational effective and accurate algorithms to process the images (e.g., measure the objects) for quantitative assessment. In this dissertation, one type of imaging objects is of interest: small blobs. Example small blob objects are cells in histopathology images, small breast lesions in ultrasound images, glomeruli in kidney MR images etc. This problem is particularly challenging because the small blobs often have inhomogeneous intensity distribution and indistinct boundary against the background.
This research develops a generalized four-phased system for small blob detections. The system includes (1) raw image transformation, (2) Hessian pre-segmentation, (3) feature extraction and (4) unsupervised clustering for post-pruning. First, detecting blobs from 2D images is studied where a Hessian-based Laplacian of Gaussian (HLoG) detector is proposed. Using the scale space theory as foundation, the image is smoothed via LoG. Hessian analysis is then launched to identify the single optimal scale based on which a pre-segmentation is conducted. Novel Regional features are extracted from pre-segmented blob candidates and fed to Variational Bayesian Gaussian Mixture Models (VBGMM) for post pruning. Sixteen cell histology images and two hundred cell fluorescent images are tested to demonstrate the performances of HLoG. Next, as an extension, Hessian-based Difference of Gaussians (HDoG) is proposed which is capable to identify the small blobs from 3D images. Specifically, kidney glomeruli segmentation from 3D MRI (6 rats, 3 humans) is investigated. The experimental results show that HDoG has the potential to automatically detect glomeruli, enabling new measurements of renal microstructures and pathology in preclinical and clinical studies. Realizing the computation time is a key factor impacting the clinical adoption, the last phase of this research is to investigate the data reduction technique for VBGMM in HDoG to handle large-scale datasets. A new coreset algorithm is developed for variational Bayesian mixture models. Using the same MRI dataset, it is observed that the four-phased system with coreset-VBGMM has similar performance as using the full dataset but about 20 times faster.
This research develops a generalized four-phased system for small blob detections. The system includes (1) raw image transformation, (2) Hessian pre-segmentation, (3) feature extraction and (4) unsupervised clustering for post-pruning. First, detecting blobs from 2D images is studied where a Hessian-based Laplacian of Gaussian (HLoG) detector is proposed. Using the scale space theory as foundation, the image is smoothed via LoG. Hessian analysis is then launched to identify the single optimal scale based on which a pre-segmentation is conducted. Novel Regional features are extracted from pre-segmented blob candidates and fed to Variational Bayesian Gaussian Mixture Models (VBGMM) for post pruning. Sixteen cell histology images and two hundred cell fluorescent images are tested to demonstrate the performances of HLoG. Next, as an extension, Hessian-based Difference of Gaussians (HDoG) is proposed which is capable to identify the small blobs from 3D images. Specifically, kidney glomeruli segmentation from 3D MRI (6 rats, 3 humans) is investigated. The experimental results show that HDoG has the potential to automatically detect glomeruli, enabling new measurements of renal microstructures and pathology in preclinical and clinical studies. Realizing the computation time is a key factor impacting the clinical adoption, the last phase of this research is to investigate the data reduction technique for VBGMM in HDoG to handle large-scale datasets. A new coreset algorithm is developed for variational Bayesian mixture models. Using the same MRI dataset, it is observed that the four-phased system with coreset-VBGMM has similar performance as using the full dataset but about 20 times faster.
ContributorsZhang, Min (Author) / Wu, Teresa (Thesis advisor) / Li, Jing (Committee member) / Pavlicek, William (Committee member) / Askin, Ronald (Committee member) / Arizona State University (Publisher)
Created2015
Description
In this thesis, a single-level, multi-item capacitated lot sizing problem with setup carryover, setup splitting and backlogging is investigated. This problem is typically used in the tactical and operational planning stage, determining the optimal production quantities and sequencing for all the products in the planning horizon. Although the capacitated lot sizing problems have been investigated with many different features from researchers, the simultaneous consideration of setup carryover and setup splitting is relatively new. This consideration is beneficial to reduce costs and produce feasible production schedule. Setup carryover allows the production setup to be continued between two adjacent periods without incurring extra setup costs and setup times. Setup splitting permits the setup to be partially finished in one period and continued in the next period, utilizing the capacity more efficiently and remove infeasibility of production schedule.
The main approaches are that first the simple plant location formulation is adopted to reformulate the original model. Furthermore, an extended formulation by redefining the idle period constraints is developed to make the formulation tighter. Then for the purpose of evaluating the solution quality from heuristic, three types of valid inequalities are added to the model. A fix-and-optimize heuristic with two-stage product decomposition and period decomposition strategies is proposed to solve the formulation. This generic heuristic solves a small portion of binary variables and all the continuous variables rapidly in each subproblem. In addition, the case with demand backlogging is also incorporated to demonstrate that making additional assumptions to the basic formulation does not require to completely altering the heuristic.
The contribution of this thesis includes several aspects: the computational results show the capability, flexibility and effectiveness of the approaches. The average optimality gap is 6% for data without backlogging and 8% for data with backlogging, respectively. In addition, when backlogging is not allowed, the performance of fix-and-optimize heuristic is stable regardless of period length. This gives advantage of using such approach to plan longer production schedule. Furthermore, the performance of the proposed solution approaches is analyzed so that later research on similar topics could compare the result with different solution strategies.
The main approaches are that first the simple plant location formulation is adopted to reformulate the original model. Furthermore, an extended formulation by redefining the idle period constraints is developed to make the formulation tighter. Then for the purpose of evaluating the solution quality from heuristic, three types of valid inequalities are added to the model. A fix-and-optimize heuristic with two-stage product decomposition and period decomposition strategies is proposed to solve the formulation. This generic heuristic solves a small portion of binary variables and all the continuous variables rapidly in each subproblem. In addition, the case with demand backlogging is also incorporated to demonstrate that making additional assumptions to the basic formulation does not require to completely altering the heuristic.
The contribution of this thesis includes several aspects: the computational results show the capability, flexibility and effectiveness of the approaches. The average optimality gap is 6% for data without backlogging and 8% for data with backlogging, respectively. In addition, when backlogging is not allowed, the performance of fix-and-optimize heuristic is stable regardless of period length. This gives advantage of using such approach to plan longer production schedule. Furthermore, the performance of the proposed solution approaches is analyzed so that later research on similar topics could compare the result with different solution strategies.
ContributorsChen, Cheng-Lung (Author) / Zhang, Muhong (Thesis advisor) / Mohan, Srimathy (Thesis advisor) / Wu, Teresa (Committee member) / Arizona State University (Publisher)
Created2015
Description
Vehicles powered by electricity and alternative-fuels are becoming a more popular form of transportation since they have less of an environmental impact than standard gasoline vehicles. Unfortunately, their success is currently inhibited by the sparseness of locations where the vehicles can refuel as well as the fact that many of the vehicles have a range that is less than those powered by gasoline. These factors together create a "range anxiety" in drivers, which causes the drivers to worry about the utility of alternative-fuel and electric vehicles and makes them less likely to purchase these vehicles. For the new vehicle technologies to thrive it is critical that range anxiety is minimized and performance is increased as much as possible through proper routing and scheduling. In the case of long distance trips taken by individual vehicles, the routes must be chosen such that the vehicles take the shortest routes while not running out of fuel on the trip. When many vehicles are to be routed during the day, if the refueling stations have limited capacity then care must be taken to avoid having too many vehicles arrive at the stations at any time. If the vehicles that will need to be routed in the future are unknown then this problem is stochastic. For fleets of vehicles serving scheduled operations, switching to alternative-fuels requires ensuring the schedules do not cause the vehicles to run out of fuel. This is especially problematic since the locations where the vehicles may refuel are limited due to the technology being new. This dissertation covers three related optimization problems: routing a single electric or alternative-fuel vehicle on a long distance trip, routing many electric vehicles in a network where the stations have limited capacity and the arrivals into the system are stochastic, and scheduling fleets of electric or alternative-fuel vehicles with limited locations to refuel. Different algorithms are proposed to solve each of the three problems, of which some are exact and some are heuristic. The algorithms are tested on both random data and data relating to the State of Arizona.
ContributorsAdler, Jonathan D (Author) / Mirchandani, Pitu B. (Thesis advisor) / Askin, Ronald (Committee member) / Gel, Esma (Committee member) / Xue, Guoliang (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2014
Description
In this paper, a literature review is presented on the application of Bayesian networks applied in system reliability analysis. It is shown that Bayesian networks have become a popular modeling framework for system reliability analysis due to the benefits that Bayesian networks have the capability and flexibility to model complex systems, update the probability according to evidences and give a straightforward and compact graphical representation. Research on approaches for Bayesian network learning and inference are summarized. Two groups of models with multistate nodes were developed for scenarios from constant to continuous time to apply and contrast Bayesian networks with classical fault tree method. The expanded model discretized the continuous variables and provided failure related probability distribution over time.
ContributorsZhou, Duan (Author) / Pan, Rong (Thesis advisor) / McCarville, Daniel R. (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2014
Description
Ramping up a semiconductor wafer fabrication facility is a challenging endeavor. One of the key components of this process is to schedule a large number of activities in installing and qualifying (Install/Qual) the capital intensive and sophisticated manufacturing equipment. Activities in the Install/Qual process share multiple types of expensive and scare resources and each activity might potentially have multiple processing options. In this dissertation, the semiconductor capital equipment Install/Qual scheduling problem is modeled as a multi-mode resource-constrained project scheduling problem (MRCPSP) with multiple special extensions. Three phases of research are carried out: the first phase studies the special problem characteristics of the Install/Qual process, including multiple activity processing options, time-varying resource availability levels, resource vacations, and activity splitting that does not allow preemption. A modified precedence tree-based branch-and-bound algorithm is proposed to solve small size academic problem instances to optimality. Heuristic-based methodologies are the main focus of phase 2. Modified priority rule-based simple heuristics and a modified random key-based genetic algorithm (RKGA) are proposed to search for Install/Qual schedules with short makespans but subject to resource constraints. Methodologies are tested on both small and large random academic problem instances and instances that are similar to the actual Install/Qual process of a major semiconductor manufacturer. In phase 3, a decision making framework is proposed to strategically plan the Install/Qual capacity ramp. Product market demand, product market price, resource consumption cost, as well as the payment of capital equipment, are considered. A modified simulated annealing (SA) algorithm-based optimization module is integrated with a Monte Carlo simulation-based simulation module to search for good capacity ramping strategies under uncertain market information. The decision making framework can be used during the Install/Qual schedule planning phase as well as the Install/Qual schedule execution phase when there is a portion of equipment that has already been installed or qualified. Computational experiments demonstrate the effectiveness of the decision making framework.
ContributorsCheng, Junzilan (Author) / Fowler, John W (Thesis advisor) / Kempf, Karl (Thesis advisor) / Mason, Scott J. (Committee member) / Zhang, Muhong (Committee member) / Arizona State University (Publisher)
Created2015
Description
Traditional deterministic reserve requirements rely on ad-hoc, rule of thumb methods to determine adequate reserve in order to ensure a reliable unit commitment. Since congestion and uncertainties exist in the system, both the quantity and the location of reserves are essential to ensure system reliability and market efficiency. The modeling of operating reserves in the existing deterministic reserve requirements acquire the operating reserves on a zonal basis and do not fully capture the impact of congestion. The purpose of a reserve zone is to ensure that operating reserves are spread across the network. Operating reserves are shared inside each reserve zone, but intra-zonal congestion may block the deliverability of operating reserves within a zone. Thus, improving reserve policies such as reserve zones may improve the location and deliverability of reserve.
As more non-dispatchable renewable resources are integrated into the grid, it will become increasingly difficult to predict the transfer capabilities and the network congestion. At the same time, renewable resources require operators to acquire more operating reserves. With existing deterministic reserve requirements unable to ensure optimal reserve locations, the importance of reserve location and reserve deliverability will increase. While stochastic programming can be used to determine reserve by explicitly modelling uncertainties, there are still scalability as well as pricing issues. Therefore, new methods to improve existing deterministic reserve requirements are desired.
One key barrier of improving existing deterministic reserve requirements is its potential market impacts. A metric, quality of service, is proposed in this thesis to evaluate the price signal and market impacts of proposed hourly reserve zones.
Three main goals of this thesis are: 1) to develop a theoretical and mathematical model to better locate reserve while maintaining the deterministic unit commitment and economic dispatch structure, especially with the consideration of renewables, 2) to develop a market settlement scheme of proposed dynamic reserve policies such that the market efficiency is improved, 3) to evaluate the market impacts and price signal of the proposed dynamic reserve policies.
As more non-dispatchable renewable resources are integrated into the grid, it will become increasingly difficult to predict the transfer capabilities and the network congestion. At the same time, renewable resources require operators to acquire more operating reserves. With existing deterministic reserve requirements unable to ensure optimal reserve locations, the importance of reserve location and reserve deliverability will increase. While stochastic programming can be used to determine reserve by explicitly modelling uncertainties, there are still scalability as well as pricing issues. Therefore, new methods to improve existing deterministic reserve requirements are desired.
One key barrier of improving existing deterministic reserve requirements is its potential market impacts. A metric, quality of service, is proposed in this thesis to evaluate the price signal and market impacts of proposed hourly reserve zones.
Three main goals of this thesis are: 1) to develop a theoretical and mathematical model to better locate reserve while maintaining the deterministic unit commitment and economic dispatch structure, especially with the consideration of renewables, 2) to develop a market settlement scheme of proposed dynamic reserve policies such that the market efficiency is improved, 3) to evaluate the market impacts and price signal of the proposed dynamic reserve policies.
ContributorsWang, Fengyu (Author) / Hedman, Kory W. (Thesis advisor) / Zhang, Muhong (Committee member) / Tylavsky, Daniel J. (Committee member) / Ayyanar, Raja (Committee member) / Arizona State University (Publisher)
Created2015