Models and Methods for Costly Global Optimization and Military Decision Support Systems

The thesis consists of five papers. The first three deal with topics within costly global optimization and the last two concern military decision support systems. The first part of the thesis addresses so-called costly problems where the objective function is seen as a “black box” to which the input parameter values are sent and a function value is returned. This means in particular that no information about derivatives is available. The black box could, for example, solve a large system of differential equations or carry out   timeconsuming simulation, where a single function evaluation can take several hours! This is the reason for describing such problems as costly and why they require customized algorithms. The goal is to construct algorithms that find a (near)-optimal solution using as few function evaluations as possible. A good example of a real life application comes from the automotive industry, where the development of new engines utilizes advanced mathematical models that are governed by a dozen key parameters. The objective is to optimize the engine by changing these parameters in such a way that it becomes as energy efficient as possible, but still meets all sorts of demands on strength and external constraints. The first three papers describe algorithms and implementation details for these costly global optimization problems. The second part deals with military mission planning, that is, problems that concern logistics, allocation and deployment of military resources. Given a fleet of resource, the decision problem is to allocate the resources against the enemy so that the overall mission success is optimized. We focus on the problem of the attacker and consider two separate problem classes. In the fourth paper we introduce an effect oriented planning approach to an advanced weapon-target allocation problem, where the objective is to maximize the expected outcome of a coordinated attack. We present a mathematical model together with efficient solution techniques. Finally, in the fifth paper, we introduce a military aircraft mission planning problem, where an aircraft fleet should attack a given set of targets. Aircraft routing is an essential part of the problem, and the objective is to maximize the expected mission success while minimizing the overall mission time. The problem is stated as a generalized vehicle routing model with synchronization and precedence side constraints

Algorithms for Costly Global Optimization

There exists many applications with so-called costly problems, which means that the objective function you want to maximize or minimize cannot be described using standard functions and expressions. Instead one considers these objective functions as ``black box'' where the parameter values are sent in and a function value is returned. This implies in particular that no derivative information is available.The reason for describing these problems as expensive is that it may take a long time to calculate a single function value. The black box could, for example, solve a large system of differential equations or carrying out a heavy simulation, which can take anywhere from several minutes to several hours!These very special conditions therefore requires customized algorithms. Common optimization algorithms are based on calculating function values every now and then, which usually can be done instantly. But with an expensive problem, it may take several hours to compute a single function value. Our main objective is therefore to create algorithms that exploit all available information to the limit before a new function value is calculated. Or in other words, we want to find the optimal solution using as few function evaluations as possible.A good example of real life applications comes from the automotive industry, where on the development of new engines utilize advanced models that are governed by a dozen key parameters. The goal is to optimize the model by changing the parameters in such a way that the engine becomes as energy efficient as possible, but still meets all sorts of demands on strength and external constraints

Beräkningskomplexitet för multiplikation i ändliga kroppar

The subject for this thesis is to find a basis which minimizes the number of bit operations involved in a finite field multiplication. The number of bases of a finite field increases quickly with the extension degree, and it is therefore important to find efficient search algorithms. Only fields of characteristic two are considered. A complexity measure is introduced, in order to compare bases. Different methods and algorithms are tried out, limiting the search in order to explore larger fields. The concept of equivalent bases is introduced. A comparison is also made between the Polynomial, Normal and Triangular Bases, referred to as known bases, as they are commonly used in implementations. Tables of the best found known bases for all fields up to GF(2^24) is presented. A list of the best found bases for all fields up to GF(2^25) is also given

One-parametric analysis of column-oriented linear programs

A linear optimization problem which is amenable to column generation and contains a single parameter in the objective function is considered. We extend and adapt the standard linear programming column generation scheme to effectively and efficiently solve this problem for all values of the parameter. As a potential application we consider bi-objective discrete optimization and describe how the one-parametric column generation scheme can be used to form an outer approximation of the Pareto frontier for such a problem

Military Aircraft Mission Planning : Efficient model-based metaheuristics approaches

We consider a military mission planning problem where a given fleet of aircraft should attack a number of ground targets. At each attack, two aircraft need to be synchronized in both space and time. Further, there are multiple attack options against each targets, with different target effects. The objective is to maximize the outcome of the entire attack, while also minimizing the mission timespan. Real-life mission planning instances involve only a few targets and a few aircraft, but are still computationally challenging. We present metaheuristic solution methods for this problem, based on an earlier presented model. The problem includes three types of decisions: attack directions, task assignments and scheduling, and the solution methods exploit this structure in a two-stage approach. In an outer stage, a heuristic search is performed with respect to attack directions, while in an inner stage the other two decisions are optimized, given the outer stage decisions. The proposed metaheuristics are capable of producing high-quality solutions and are fast enough to be incorporated in a decision support tool

A theoretical justification of the set covering greedy heuristic of Caprara et al

Large scale set covering problems have often been approached by constructive greedy heuristics, and much research has been devoted to the design and evaluation of various greedy criteria for such heuristics. A criterion proposed by Caprara et al. (1999) is based on reduced costs with respect to the yet unfulfilled constraints, and the resulting greedy heuristic is reported to be superior to those based on original costs or ordinary reduced costs. We give a theoretical justification of the greedy criterion proposed by Caprara et al. by deriving it from a global optimality condition for general nonconvex optimisation problems. It is shown that this criterion is in fact greedy with respect to incremental contributions to a quantity which at termination coincides with the deviation between a Lagrangian dual bound and the objective value of the feasible solution found

Column generation extensions of set covering greedy heuristics

Large-scale set covering problems are often approached by constructive greedy heuristics, and many selection criteria for such heuristics have been considered. These criteria are typically based on measures of the cost of setting an additional variable to one in relation to the number of yet unfulfilled constraints that it will satisfy. We show how such greedy selections can be performed on column-oriented set covering models, by using a fractional optimization formulation and solving sequences of ordinary column generation problems for the application at hand

Applying heuristics in supply chain planning in the process industry

In this paper a mixed-integer linear programming (MILP) model is developed to be used as a decision support tool for the chemical company Perstorp Oxo AB. The intention with the mathematical model is to maximize the profit and the model can be used in the process of planning the supply chain for the company. Perstorp Oxo is classified as a global company in the process industry and is has production sites in Gent, Castellanza, Stenungsund and Perstorp. The site in Stenungsund is in focus in this paper. The company produces chemicals that later are used for example in textiles, plastic and glass production. Perstorp Oxo also uses inventories in other countries for enabling the selling abroad. It has two larger inventories in Antwerp and in Tees and two smaller in Philadelphia and in Aveiro. The larger facilities store five different products and the smaller take care of one type each. To be able to find feasible and profitable production plans for the company we have developed and implemented rolling horizon techniques for a time horizon of one year and used real sales data. The outcomes from the model show the transportation of products between different production sites, the different production rates, the levels of inventory, setups and purchases from external suppliers. The numerical results are promising and we conclude that a decision support tool based on an optimization model could improve the situation for the planners at Perstorp Oxo AB. (C) 2020 by the authors; licensee Growing Science, CanadaFunding Agencies|Swedish Foundation for Strategic Research (SSF)Swedish Foundation for Strategic Research</p

Surrogate-based optimization of cordon toll levels in congested traffic networks

The benefits, in terms of social surplus, from introducing congestion pricing schemes in urban networks are depending on the design of the pricing scheme. The major part of the literature on optimal design of congestion pricing schemes is based on static traffic assignment, which is known for its deficiency in correctly predict travels in networks with severe congestion. Dynamic traffic assignment can better predict travel times in a road network, but are more computational expensive. Thus, previously developed methods for the static case cannot be applied straightforward. Surrogate-based optimization is commonly used for optimization problems with expensive-to-evaluate objective functions. In this paper we evaluate the performance of a surrogate-based optimization method, when the number of pricing schemes which we can afford to evaluate (due to the computational time) is limited to between 20 and 40. A static traffic assignment model of Stockholm is used for evaluating a large number of different configurations of the surrogatebased optimization method. Final evaluation is done with the dynamic traffic assignment tool VisumDUE, coupled with the demand model Regent, for a Stockholm network including 1 240 demand zones and 17 000 links. Our results show that the surrogate-based optimization method can indeed be used for designing a congestion pricing scheme which return a high social surplus