Search for dissertations about: "Optimization Methods"

Showing result 1 - 5 of 1145 swedish dissertations containing the words Optimization Methods.

  1. 1. Production scheduling and shipment planning at oil refineries : optimization based methods

    Author : Jan A. Persson; Bjørn Nygreen; Linköpings universitet; []

    Abstract : In the oil refinery industry, companies need to have a high utilization of production, storage, and transportation resources to be competitive. This can only be achieved by proper planning The purpose of this thesis is to contribute to the development of optimization models and solution methods that support the scheduling and planning at refinery companies. READ MORE

  2. 2. Mean-Variance Portfolio Optimization : Eigendecomposition-Based Methods

    Author : Fred Mayambala; Torbjörn Larsson; Elina Rönnberg; Juma Kasozi; Ann-Brith Strömberg; Linköpings universitet; []

    Abstract : Modern portfolio theory is about determining how to distribute capital among available securities such that, for a given level of risk, the expected return is maximized, or for a given level of return, the associated risk is minimized. In the pioneering work of Markowitz in 1952, variance was used as a measure of risk, which gave rise to the wellknown mean-variance portfolio optimization model. READ MORE

  3. 3. Scalable Optimization Methods for Machine Learning : Acceleration, Adaptivity and Structured Non-Convexity

    Author : Vien Van Mai; Mikael Johansson; John Duchi; KTH; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Large-scale optimization; Anderson acceleration; first-order methods; stochastic optimization; momentum; gradient clipping; Electrical Engineering; Elektro- och systemteknik;

    Abstract : This thesis aims at developing efficient optimization algorithms for solving large-scale machine learning problems. To cope with the increasing scale and complexity of such models, we focus on first-order and stochastic methods in which updates are carried out using only (noisy) information about function values and (sub)gradients. READ MORE

  4. 4. Structure exploiting optimization methods for model predictive control

    Author : Emil Klintberg; Chalmers University of Technology; []
    Keywords : NATURVETENSKAP; NATURVETENSKAP; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; NATURAL SCIENCES; ENGINEERING AND TECHNOLOGY; Multi-stage robust MPC; Optimization methods.; Model Predictive Control; Distributed optimization;

    Abstract : This thesis considers optimization methods for Model Predictive Control (MPC). MPC is the preferred control technique in a growing set of applications due to its flexibility and to the natural way in which constraints can be incorporated in the control policy. READ MORE

  5. 5. Convergence Analysis and Improvements for Projection Algorithms and Splitting Methods

    Author : Mattias Fält; Institutionen för reglerteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; First-order methods; Convex Optimization; Nonsmooth Optimization; Large-scale Optimization; Iterative Methods; Douglas-Rachford splitting; Line Search;

    Abstract : Non-smooth convex optimization problems occur in all fields of engineering. A common approach to solving this class of problems is proximal algorithms, or splitting methods. These first-order optimization algorithms are often simple, well suited to solve large-scale problems and have a low computational cost per iteration. READ MORE