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Radio Network Multiobjective Design
Víteček, Petr ; Olivová,, Jana (referee) ; Kadlec, Petr (advisor)
This thesis deals with radio network design for a chosen part of a map. Here map is represented by digital map file, which was created within the project DEM. First step is to calculate distances between points in chosen map. With help of optimization algorithms, appropriate position of transceiver in the map and parameters of radio systems are determined, also final coverage by radio signal, represented by intensity of electric field or received power in whole map. The optimization algorithm is used to find the best solution in terms of input parameters (e.g. power of transmitter, height of mast) and resulting coverage of land by radio signal.
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Planning and Drawing Module for Matches
Jelínek, Zdeněk ; Soukup, Ondřej (referee) ; Křivka, Zbyněk (advisor)
This bachelors thesis consists of description of a design and implementation of a module for drawing tournaments in competitive sports. The goal of the module is to match competitors in such a way that the repetitions of matches are minimal and the quality of the individual matches is the best, and that each competitor plays appropriate number of matches. The worst-case asymptotic time complexity of the resulting drawing algorithm is polynomial.
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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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Mathematical models in strategic decision-making
Khýr, Lukáš ; Popela, Pavel (referee) ; Pavlas, Martin (advisor)
This master thesis deals with various mathematical models, which can be used for designing the location of collection points for various fractions of municipal waste with consideration of walking distance, economic demands and utilization of allocated capacities. Scripts for generating input datasets for applied models from basic input data, which are address points with population and GPS coordinates, is also included in the thesis. The model was implemented in GAMS and the script was written in VBA in Microsoft Excel. Model was used in case study. Results of single and multi-criteria approaches are analyzed and compared.
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Evolutionary Optimization of the EEG Classifier Feature Extractor
Ovesná, Anna ; Hurta, Martin (referee) ; Mrázek, Vojtěch (advisor)
This work focuses on the optimisation of EEG signal classification of alcoholics and control subjects using evolutionary algorithms with a multi-objective approach. The main goal is to maximise the accuracy, sensitivity and specificity of the classification algorithm and minimise the number of features used. Four different classifiers are used, namely Support Vector Machine, k-nearest neighbors, Naive Bayes and AdaBoost. The selection of the best features is optimised using three different evolutionary approaches, two of which convert multi-objective optimisation to single-objective using weighted summation or restricting the maximum number of features. The Pareto optimal solutions are found by the NSGA-II algorithm. Results show that the evolutionary algorithms, combined with appropriate classifiers, reliably distinguish a person with a tendency to alcoholism from one with a healthy relationship towards alcohol.
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Multiobjective portfolio optimization
Malá, Alena ; Kopa, Miloš (advisor) ; Dupačová, Jitka (referee)
The goal of this thesis is to summarize three basic principles of solving multi-objective programming problems. We focus on three approaches: a linear combination of objective functions, ε-constrained approach and a goal programming. All these methods are subsequently applied to US data. We consider monthly excess returns of ten US representative portfolios based on individual stock market capitalization of equity that serve as basic assets. Our aim is to find the efficient portfolios. Next we investigate a structure of these portfolios and their mutual relationships. Graphic representation of efficient frontiers is also included in the thesis. All calculations were performed using Mathematica software version 8.
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Evolutionary Algorithms for Multiobjective Optimization
Pilát, Martin ; Neruda, Roman (advisor) ; Schoenauer, Marc (referee) ; Pošík, Petr (referee)
Multi-objective evolutionary algorithms have gained a lot of atten- tion in the recent years. They have proven to be among the best multi-objective optimizers and have been used in many industrial ap- plications. However, their usability is hindered by the large number of evaluations of the objective functions they require. These can be expensive when solving practical tasks. In order to reduce the num- ber of objective function evaluations, surrogate models can be used. These are a simple and fast approximations of the real objectives. In this work we present the results of research made between the years 2009 and 2013. We present a multi-objective evolutionary algo- rithm with aggregate surrogate model, its newer version, which also uses a surrogate model for the pre-selection of individuals. In the next part we discuss the problem of selection of a particular type of model. We show which characteristics of the various models are im- portant and desirable and provide a framework which combines sur- rogate modeling with meta-learning. Finally, in the last part, we ap- ply multi-objective optimization to the problem of hyper-parameters tuning. We show that additional objectives can make finding of good parameters for classifiers faster. 1
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Mathematical models in strategic decision-making
Khýr, Lukáš ; Popela, Pavel (referee) ; Pavlas, Martin (advisor)
This master thesis deals with various mathematical models, which can be used for designing the location of collection points for various fractions of municipal waste with consideration of walking distance, economic demands and utilization of allocated capacities. Scripts for generating input datasets for applied models from basic input data, which are address points with population and GPS coordinates, is also included in the thesis. The model was implemented in GAMS and the script was written in VBA in Microsoft Excel. Model was used in case study. Results of single and multi-criteria approaches are analyzed and compared.
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Risk aversion in portfolio efficiency
Puček, Samuel ; Branda, Martin (advisor) ; Kopa, Miloš (referee)
This thesis deals with selecting the optimal portfolio for a risk averse investor. Firstly, we present the risk measures, specifically spectral risk me- asures which consider an individual risk aversion of the investor. Then we propose a diversification-consistent data envelopment analysis model. The model is searching for an efficient portfolio with respect to second-order sto- chastic dominance. The crux of the thesis is a model based on the theory of multi-criteria optimization and spectral risk measures. The presented mo- del is searching for an optimal portfolio suitable for the investor with a given risk aversion. In addition, the optimal portfolio is also consistent with second- order stochastic dominance efficiency. The topic of the practical part is a nu- merical study in which both models are implemented in MATLAB. Models are applied to a dataset from real financial markets. Personal contribution lies in comparing the diversification-consistent data envelopment analysis model and model based on multi-criteria optimization, both with respect to second order stochastic dominance efficiency.
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