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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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Network flows and their modifications
Bitara, Matúš ; Hošek, Jaromír (referee) ; Popela, Pavel (advisor)
The thesis deals with optimization models in transportation problems. Brief introduction to graph theory and linear programming is followed by transportation problem of waste transport. Then there is a part with real data applied to the territory of the Czech Republic. After that the user interface created in Visual Basic programming language is explained. In conclusion computational results are discussed as well as their possible improvement.
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Optimization Modelling Languages
Molliková, Eva ; Škapa, Stanislav (referee) ; Popela, Pavel (advisor)
The goal of the thesis is to introduce readers into the use of the GAMS modelling language that is an important tool for optimization model building. The overview of useful mathematical concepts introduces the text. The main part of thesis contains four examples presented in detail. Firstly, the basic GAMS related concepts, statements and techniques involving analysis of results are described. The second example illustrates development of model description beginning from quite specific instance towards general and flexible one. Two examples solved at the end show further use of the GAMS and can motivate reader to enhance their konwledge and apply optimization in his areas of specialization.
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Optimization in Logistics
Huclová, Alena ; Škapa, Stanislav (referee) ; Popela, Pavel (advisor)
The thesis is focused on the optimization of models of transportation and transshipment problem with random demand, additional edges, and dynamic pricing. The theoretical part of the thesis introduces mathematical models of transportation. The software GAMS, which is used for the solution, is all so described. The practical part is a split among chapters and implements the described models by using real data.
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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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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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Advanced Stochastic Programming Models in Power Engineering
Pavelka, Ondřej ; Štětina, Josef (referee) ; Popela, Pavel (advisor)
This diploma thesis applies stochastic optimization in the field of the power engineering. In the thesis first part, the needed mathematical theory is described, specifically mathematical, linear, nonlinear, integer and stochastic programming. The second part deals with the heating plant, in which heat is generated by gas and biomass boilers. The aim of this thesis is to design a model for the schedule planning of these boilers. The model is based on two stage stochastic programming with scenario approach. Then the model is solved by GAMS software. In the final part of the text, the focus is on the model sensitivity analysis and suggestions for future improvement.
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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 Risk Modelling in GAMS
Kutílek, Vladislav ; Bednář, Josef (referee) ; Popela, Pavel (advisor)
The diploma thesis deals with the possibilities of using the optimization modelling software system GAMS in risk management. According to the assignment, emphasis is placed on a detailed approach to the program for those, who are interested in its use in the field of risk engineering applications. The first part of the thesis contains the knowledge to understand what the GAMS program is and what it is used for. The next part of the work provides instructions on how to download, install, activate the program and what the user interface of the program looks like. Thanks to mathematical programming, it will be explained on a project on the distribution of lung ventilators, what basic approaches may be used in risk modelling in the GAMS program on a deterministic model. The following are more complex wait-and-see models, which contains the probability parameters and here-and-now models, where we work with demand scenarios and verify whether if they meets the requirements of other scenarios or calculate costs for the highest demands. The two-stage model is also one of the here-and-now models, but it is significantly more complex in its size and range of input data, it includes additional price parameters for added or removed pieces of lung ventilators from the order.
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Transformations of optimization models with aplications
Rychtář, Adam ; Bednář, Josef (referee) ; Popela, Pavel (advisor)
The thesis deals with recent problems of waste management in the Czech Republic. In connection with the existing software implementation, the author focuses on the gradual development of advanced mathematical programming models, which generalize existing approaches. The author applies acquired knowledge in the areas of network flows, linear, integer, and stochastic programming. The important role is played by modifications and transformations of the discussed models. They are further used to obtain the experimental results for real-world input data by implementation in GAMS.
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