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Modelling of Selected Risks in Healthcare
Nováková, Pavlína ; Bednář, Josef (referee) ; Popela, Pavel (advisor)
The diploma thesis deals with the modeling of selected risks in healthcare. Motivated by the current pandemic situation, it focuses on analysis of risks associated with the vaccination center in Brno. The theoretical part is mainly devoted to the issue of risk management with a focus on risks in healthcare, where the methods that are used in the practical part are defined. Furthermore, the thesis presents selected topics of mathematical programming. Especially, the newsvendor problem is introduced as inspiring case for further modelling. The brief description of the covid-19 pandemic situation later serves as one of the data sources. The practical part deals with the description and risk analysis of the vaccination process using the methods "What If?" and the FMEA method. Appropriate decisions are then proposed for selected risk situations using the GAMS optimization system. Based on the results of the calculations, specific recommendations are proposed.
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Optimization Risk Modelling in Strategic Applications
Kovalčík, Marek ; Štětina, Josef (referee) ; Popela, Pavel (advisor)
The aim of this diploma thesis is to design and efficiently implement a framework to support optimization modelling. The emphasis is placed on two-stage stochastic optimization problems and performing calculations on large data. The computing core uses the GAMS system and with using its application interface and Python programming language, the user will be able to efficiently acquire and process input and output data. The separation of the data logic and the application logic then offers a wide range of options for testing and experimenting with a general model on dynamically changing input data. The thesis is also focused on an evaluation of the framework complexity. The framework performance was evaluated by measuring the time required to complete the required task for various use cases, on the increasing sample size of input data.
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Optimization in logistics with pricing
Langr, Tomáš ; Cabalka, Matouš (referee) ; Popela, Pavel (advisor)
This bachelor thesis concerns itself with dynamic pricing and its application in network transport models in order to optimize the prices that play an important role in these models. In the theoretical part, we deal with the basic concepts of optimization, linear programming, graph theory and theory related to dynamic pricing. Emphasis is put on linking all this knowledge and its application in solving logistics models.
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Budget Optimization
Golasowski, Martin ; Janíček, Ladislav (referee) ; Popela, Pavel (advisor)
The bachelor's thesis aims to approach the issue of creating a budget for a public university and the subsequent creation of a mathematical model. The thesis explains the rules and formulas for the distribution of funds for higher education to individual universities. Then, the formulas for the redistribution of these funds between individual faculties are given. Subsequently, a mathematical model of nonlinear programming in the GAMS system is built using real data and constraints. The model is then used to examine the change in the distribution of funds for various objective functions. The aim of compiling the model was not to offer a tool that will be automatically used for the distribution of funds at BUT, but to provide its users with a wider range of computational experiments and gain better insight into the problem.
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Optimization in Finance
Sowunmi, Ololade ; Hrabec, Dušan (referee) ; Popela, Pavel (advisor)
This thesis presents two Models of portfolio optimization, namely the Markowitz Mean Variance Optimization Model and the Rockefeller and Uryasev CVaR Optimization Model. It then presents an application of these models to a portfolio of clean energy assets for optimal allocation of financial resources in terms of maximum returns and low risk. This is done by writing GAMS programs for these optimization problems. An in-depth analysis of the results is conducted, and we see that the difference between both models is not very significant even though these results are data-specific.
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Mathematical models for transportation problems
Brzobohatý, Jan ; Hrabec, Dušan (referee) ; Popela, Pavel (advisor)
This bachelor's thesis deals with stochastic dominance. The goal is to lay the foundations for defining stochastic dominance, to describe its properties and to explain this term on simple examples. Another goal is to apply this term to network problems with random transport price. Examples in this thesis also contain solutions and code to find these solutions written in GAMS language.
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Advanced optimisation model for circular economy
Pluskal, Jaroslav ; Bednář, Josef (referee) ; Šomplák, Radovan (advisor)
This diploma thesis deals with application optimization method in circular economy branch. The introduction is focused on explaining main features of the issue and its benefits for economy and environment. Afterwards are mentioned some obstacles, which are preventing transition from current waste management. Mathematical apparatus, which is used in practical section, is described in the thesis. Core of the thesis is mathematical optimization model, which is implemented in the GAMS software, and generator of input data is made in VBA. The model includes all of significant waste management options with respect to economic and enviromental aspect, including transport. Functionality is then demostrated on a small task. Key thesis result is application of the model on real data concerning Czech Republic. In conclusion an analysis of computation difficulty, given the scale of the task, is accomplished.
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Applications of scheduling algorithms in railway transportation
Fajmon, Michal ; Kokrda, Lukáš (referee) ; Pavlas, Martin (advisor)
Bachelor’s thesis is focused on creation of mathematical model, which uses multiple methodsforwastecollectionatthelevelofmunicipalities.Modelisfocusedon railfreight transport. Main reasons are of lower production of emissions and reduction of burden on road traffic. In order to create model, the knowledge of graph theory, integer and linear programmingisused.CreatedmodelisimplementedinGAMSenvironmentonsmallscale data. At the end there are stated possibilities for further development of the model.
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Mathematical Programs for Blending Problems
Kalenský, Vít ; Bednář, Josef (referee) ; Popela, Pavel (advisor)
This diploma thesis deals with optimization models with design of a new waste management infrastructure in the Czech Republic, such that combustible waste, which is not utilized by the material recovering, can be used by energy recovering. This task is handled by optimization models, including trac and mixing problems. First of all, the concepts of graph theory and optimization are presented in this paper. Subsequently, some of the GAMS functions are discussed, and later the VBA programming language used to handle the larger data quickly is presented. In the main part, three gradually expanding models are developed. At the end the data from the waste management information system are implemented into them.
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Advanced Optimization of Network Flows
Cabalka, Matouš ; Hrabec, Dušan (referee) ; Popela, Pavel (advisor)
The master’s thesis focuses on the optimization models in logistics with emphasis on the network interdiction problem. The brief introduction is followed by two overview chapters - graph theory and mathematical programming. Important definitions strongly related to network interdiction problems are introduced in the chapter named Basic concepts of graph theory. Necessary theorems used for solving problems are following the definitions. Next chapter named Introduction to mathematical programming firstly contains concepts from linear programming. Definitions and theorems are chosen with respect to the following maximum flow problem and the derived dual problem. Concepts of stochastic optimization follow. In the fifth chapter, we discuss deterministic models of the network interdiction. Stochastic models of the network interdiction follow in the next chapter. All models are implemented in programmes written in the programming language GAMS, the codes are attached.
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