[pt] Calcular o valor do fluxo máximo entre um nó origem e um nó destino em uma rede é um problema clássico no contexto de Fluxos em Redes. Sua extensão, chamada de problema do fluxo máximo multiterminal, consiste em achar os valores dos fluxos máximos entre todos os pares de nós de uma rede não direcionada. Estes problemas possuem diversas aplicações, especialmente nos campos de transporte, logística, telecomunicações e energia. Neste trabalho, apreciamos a recente teoria da análise de sensibilidade, em que se estuda a influência da variação de capacidade de arestas nos fluxos máximos multiterminais, e estendemos a computação dinâmica dos fluxos multiterminais para o caso de mais de uma aresta com capacidade variável. Através dessa teoria, relacionamos também nós de corte e fluxos multiterminais, o que permitiu desenvolver um método competitivo para solucionar o problema do fluxo máximo multiterminal, quando a rede possui nós de corte. Os resultados dos experimentos computacionais conduzidos com o método proposto são apresentados e comparados com os de um algoritmo clássico, fazendo uso de instâncias geradas e outras conhecidas da literatura. Por último, aplicamos a teoria apresentada em um problema de identificação de complexos de proteínas em redes de interação proteína-proteína. Através da generalização de um algoritmo e de um resultado teórico sobre exclusão de cortes mínimos, foi possível reduzir o número de cálculos de fluxo máximo necessários para identificar tais complexos. / [en] Computing the maximum flow value between a source and a terminal nodes in a given network is a classic problem in the context of network flows. Its extension, namely the multi-terminal maximum flow problem, consists of finding the maximum flow values between the all pairs of nodes in a given undirected network. These problems have several applications, especially in the fields of transports, logistics, telecommunications and energy. In this work, we study the recent theory of sensitivity analysis, which examines the influence of edges capacity variation on the multi-terminals maximum flows, and we extend the dynamic computation of multi-terminals flows to the case of more than one edge with variable capacity. Based on this theory, we also relate cut nodes and multiterminals flows, allowing us to develop a competitive method to solve the multiterminal maximum flow problem, when the network has cut nodes. The results of the computational experiments conducted with the proposed method are presented and compared with the results of a classical algorithm, using generated and wellknown instances of the literature. Finally, we apply the presented theory on a problem of identifying protein complexes in protein-protein interaction networks. Through the generalization of an algorithm and a theoretical result about exclusion of minimum cuts, it was possible to reduce the number of maximum flow computations necessary to identify such complexes.

A popularização dos contêineres no transporte de cargas gerais por volta dos anos 60 provocou significativa mudança no tráfego de mercadorias ao redor do mundo. A utilização deste equipamento simplifica e agiliza o processo de transporte e manuseio de cargas, uma vez que permite a movimentação entre diferentes modais com rapidez e segurança nas operações de carga e descarga. Neste contexto, esta pesquisa trata do problema que integra decisões de escolha de cargas a serem transportadas pelo modal marítimo com decisões de reposicionamento de contêineres vazios de modo a maximizar a receita total. O modelo baseia-se em um problema de fluxo em rede multiproduto, a partir da qual é proposta uma modelagem matemática inédita, que permite levar em consideração as principais restrições encontradas na prática tais como: horizonte de planejamento de longo prazo; diferentes tipos e tamanhos de contêineres; múltiplos navios, rotas e suas respectivas programações; rotas que permitem que um porto seja visitado mais de uma vez; capacidades dos navios em termos de número máximo de contêineres cheios e vazios por tipo e peso máximo total; para cada rota e trecho entre dois portos consecutivos; etc. O modelo proposto foi implementado em C++ e utiliza o software de otimização GUROBI, lançado recentemente, assim como uma planilha eletrônica para os dados de entrada. O mesmo foi comparado a um modelo da literatura que utiliza método heurístico para resolução de problema semelhante. O modelo também foi aplicado a problemas de diversos portes evidenciando que é capaz de resolver problemas até à otimização de maneira eficiente e em tempos de processamento reduzidos. / The popularization of containers in transporting general cargo caused a significant change in freight traffic around the world. The use of this mechanism simplifies and streamlines the process of shipping and handling charges, allowing you to move it between different transport modes, with speed and safety in loading and unloading process. In this context, this research deals the problem that incorporates decisions of cargo selection to be transported by sea with decisions involving reposition empty containers in order to maximize total revenue. The problem is modeled as a multi-product network flow problem and is proposed a novel mathematical model, which takes into account the main constraints encountered in practice, such as planning horizon of long-term; different types and sizes of containers, multiple ships and routes and their schedules, routes that allow a port to be visited more than once, and capacity of vessels in terms of maximum number of full and empty containers by type, and maximum weight for each route and the segment between two consecutive ports, etc. The proposed model was implemented in C++ and uses for its solution, the optimization software recently launched, GUROBI, as well as a spreadsheet for data entry. The same was applied to a problem of literature that uses a heuristic method to solve it. The model also was applied to several size of problems showing the model able to solve problem to optimality of efficient way and in processing time reduced.

L’autopartage est une manière moderne de louer une voiture. C'est un système attractif pour les clients qui utilisent une voiture occasionnellement. Dans un système d’autopartage, une flotte de véhicules est répartie sur une aire urbaine. Les client peuvent prendre ou rendre une voiture à n'importe quel moment et à n'importe quelle station, à condition qu’il y ait une voiture de libre à la station de départ et qu’il y a une place de parking libre à la station de destination. Pour s'en assurer, les clients peuvent réserver une voiture en avance. Pour qu’un tel système fonctionne de manière satisfaisante, il faut que le nombre de véhicules et le nombre de places libres dans les stations s'équilibrent. Cela conduit à un problème d'équilibre d'occupation des stations, appelé problème de relocalisation : un opérateur doit surveiller l'occupation des stations et décider quand et de quelle manière les voiture doivent être deplacées d’une station « trop pleine » à une station « insuffisamment pleine ». Nous considérons un système d’autopartage innovant, où les voitures sont partiellement autonomes. Cela permet de constituer des convois de véhicules que dirige un véhicule spécial, de sorte qu'un convoi est mis en mouvement par un seul conducteur. Cette configuration est similaire au système mis en place pour les vélos en libre-service, où un camion peut déplacer plusieurs vélos simultanément pendant le processus de la relocalisation. Dans le cadre de cette thèse, nous développons les aspects dynamiques et statiques du problème de relocalisation. Le « problème de relocalisation dynamique » décrit la situation où les voitures sont déplacées pendant les heures de travail afin de satisfaire les besoins des clients. L’opérateur doit prendre des décisions « dynamiques », en fonction de la situation. Dans le cadre du « problème de relocalisation statique », nous supposons qu’il n'y a aucune interaction (ou très peu) entre les clients et le système. Cette situation se produit lorsque le système est préparé pour le lendemain (ex : processus de la relocalisation effectué pendant la nuit). Nous modélisons le problème de relocalisation dans le cadre d’un système de tâches métriques. Ensuite, nous analysons les deux problèmes et nous donnons des stratégies pour les résoudre. Enfin, nous effectuons quelques expériences de calcul pour examiner l’applicabilité des algorithmes présentés en pratique. / Carsharing is a modern way of car rental, attractive to customers who make only occasional use of a car on demand. In a carsharing system, a fleet of cars is distributed at specified stations in an urban area, customers can take a car at any time and station and return it at any time and station, provided that there is a car available at the start station and a free place at the destination station. To ensure the latter, customers have to book their demands in advance. For operating such a system in a satisfactory way, the stations have to keep a good ratio between the total number of places and the number of cars in each station, in order to serve as many requests as possible. This leads to the problem of balancing the load of the stations, called Relocation Problem: an operator has to monitor the load and to decide when and how to move cars from “overfull” stations to “underfull” ones. We consider an innovative carsharing system, where the cars are partly autonomous, which allows to build wireless convoys of cars leaded by a special vehicle, such that the whole convoy is moved by only one driver. This setting is similar to bikesharing, where trucks can simultaneously move several bikes during the relocation process. In this thesis, we address the dynamic and static aspects of the Relocation Problem. The “Dynamic Relocation Problem” describes the situation when cars can be moved between stations during the working hours in order to satisfy the needs of the customers. Hereby, the operator has to make decisions dynamically according to the current situation. In the “Static Relocation Problem” we assume that there is no (or only little) interaction by customers with the system. This situation occurs when the carsharing system is prepared for the next day, i.e., the relocation process is performed during the night. We model the Relocation Problem in the framework of a metric task system. Afterwards, we theoretically analyze both problems and give strategies to solve them. Finally, we perform some computational experiments to examine the applicability of the presented algorithms in practice.

This thesis deals with the maximum flow problem in network. First part describes and explains basic terms of graph theory, which gives theoretical base for following text. Next part is dedicated to algorithms that may be used to solve a maximum flow problem. Each described algorithm contains a brief history, general notation and a practical example. The next very important part of the thesis is in specific computer science applications such as computer vision and web mining. As an essential part of the thesis is developed software in programming language Java, which allows user to compare the implemented algorithms and to solve large network flows problems.

Magisterská práce se zabývá stochastickou optimalizací síťových úloh. Teoretická část pokrývá tři témata - teorii grafů, optimalizaci a progressive hedging algoritmus. V rámci optimalizace je hlavní část věnována stochastickému programování a dvoustupňovému programování. Progressing hedging algoritmus zahrnuje také metodu přiřazování scénářů a modifikaci obecného algoritmu na dvou stupňové úlohy. Praktická část je věnována modelům na reálných datech z oblasti svozu odpadu v rámci České republiky. Data poskytl Ústav procesního inženýrství.

Optimalizace toku v síti je klasickou aplikací matematického programování. Tyto modely mají, mimo jiné, široké uplatnění také v logistice, kde se tak snažíme docílit optimálního rozdělení dopravy, např. vzhledem k maximalizaci zisku, či minimalizaci nákladů. Toto pojetí ovšem často problém idealizuje, poněvadž předpokládá existenci jediného rozhodovatele. Takový přístup je možný ve striktně organizovaných sítích jako např. v logistických sítích přepravních společností, železničních sítích či armádním zásobování. Úloha ''Traffic Assignment Problem'' (TAP) se zaměřuje na dopady teorie her na optimalizaci toku, tj. zkoumá vliv více rozhodovatelů na celkové využití sítě. V práci se zaobíráme úlohou TAP s působením náhodných vlivů, k čemuž využíváme metod stochastické a vícestupňové optimalizace. Dále zkoumáme možnosti zlepšení stávajícího využití sítě za rozhodnutí autoritativního rozhodovatele, kterému je umožněn zásah do samotné struktury sítě, k čemuž využíváme víceúrovňové programování.

On-orbit servicing (OOS) of space systems provides immense benefits by extending their lifetime, by reducing overall cost of space operations, and by adding flexibility to space missions. Refueling is an important aspect of OOS operations. The problem of determining the optimal strategy of refueling multiple satellites in a constellation, by expending minimum fuel during the orbital transfers, is challenging, and requires the solution of a large-scale optimization problem. The conventional notion about a refueling mission is to have a service vehicle visit all fuel-deficient satellites one by one and deliver fuel to them. A recently emerged concept, known as the peer-to-peer (P2P) strategy, is a distributed method of replenishing satellites with fuel. P2P strategy is an integral part of a mixed refueling strategy, in which a service vehicle delivers fuel to part (perhaps half) of the satellites in the constellation, and these satellites, in turn, engage in P2P maneuvers with the remaining satellites. During a P2P maneuver between a fuel-sufficient and a fuel-deficient satellite, one of them performs an orbital transfer to rendezvous with the other, exchanges fuel, and then returns back to its original orbital position. In terms of fuel expended during the refueling process, the mixed strategy outperforms the single service vehicle strategy, particularly with increasing number of satellites in the constellation. This dissertation looks at the problem of P2P refueling problem and proposes new extensions like the Cooperative P2P and Egalitarian P2P strategies. It presents an overview of the methodologies developed to determine the optimal set of orbital transfers required for cooperative and non-cooperative P2P refueling strategies. Results demonstrate that the proposed strategies help in reducing fuel expenditure during the refueling process.

Made available in DSpace on 2016-06-02T19:50:26Z (GMT). No. of bitstreams: 1 6825.pdf: 8500191 bytes, checksum: 6105a0900d48c9c1c58657efd7bc22ac (MD5) Previous issue date: 2015-12-16 / The tactical management of cash flow is critical in financial management of a company or organization. Several mathematical models for planning cash flow have been proposed in recent decades. Most of the models are deterministic and initially treated as an extension of the economic order quantity. This thesis addresses the cash management problem from the perspective of optimization models present in the Operations Research literature. The aim is to study, develop and apply formulations based on mathematical programming and network flows, considering uncertainties in parameters, to support the decisions involved in managing the cash flow. A case study was developed in a typical company of the stationery sector to analyze the suitability and potential of the proposed approaches for companies of this sector. For that, this thesis implement robust optimization and stochastic programming to address the parameters uncertainties in the problem of maximizing the available financial resources at the end of a multi-period and finite planning horizon of the company's cash flow. The proposed approaches are based on a deterministic model which uses a network flow to maximize the cash flow return at the end of the period. For the treatment of uncertainties in the parameters that define the flow of financial resources in time are used the robust optimization approach of worst case interval and the stochastic programming approach risk neutral, minimax with regret and conditional value-at-risk. There were no other studies in the literature following this line of research. As shown in this thesis the proposed approaches can generated promising results for the management of cash flow in companies of the stationery sector and others, with significant contributions in financial decision-making department, particularly for the treatment of uncertainties in the parameters of the cash flow. / O gerenciamento do fluxo de caixa tático é fundamental na gestão financeira de uma empresa ou organização. Vários modelos matemáticos para planejar o fluxo de caixa foram propostos nas últimas décadas. Na sua maioria, os modelos são determinísticos e, inicialmente, tratados como uma extensão da fórmula do lote econômico de compra. Esta tese aborda o problema da gestão do caixa sob a ótica de modelos de otimização presentes na literatura da Pesquisa Operacional. O objetivo é estudar, desenvolver e aplicar formulações baseadas em programação matemática e fluxos em rede, considerando incertezas nos parâmetros, para apoiar as decisões envolvidas no gerenciamento do fluxo de caixa. Um estudo de caso é desenvolvido numa empresa típica do setor de material escolar, para analisar a adequação e o potencial das abordagens propostas em empresas deste setor. Para tal, são utilizados métodos de otimização robusta e programação estocástica para tratar as incertezas nos parâmetros do problema de maximização dos recursos financeiros disponíveis no final de um horizonte de planejamento multi-período e finito do caixa da empresa. As abordagens propostas são baseadas num modelo determinístico, que utiliza uma rede de fluxos para maximizar o retorno do caixa no final do período considerado. Para o tratamento das incertezas presentes nos parâmetros que definem os fluxos de recursos no tempo, são utilizadas a abordagem de otimização robusta de análise de pior caso intervalar e a abordagem de programação estocástica de dois estágios com recurso neutra ao risco e de aversão ao risco minimax com arrependimento e valor em risco condicional. Não foram encontrados outros estudos na literatura seguindo esta linha de pesquisa. Conforme mostrado nesta tese, as abordagens propostas podem gerar resultados promissores para a gestão do fluxo de caixa de empresas de material escolar e outros, com contribuições significativas nas tomadas de decisões de um gestor financeiro, principalmente quanto ao tratamento das incertezas nos parâmetros do fluxo de caixa.

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.

The aim of this master's thesis is to design a language through which it would be possible to monitor a stream of network flows in order to detect network policy violations in the local network. An analysis of the languages used in the data stream management systems and an analysis of tasks submitted by the potential administrator were both carried out. The analysis specified resulted in the language design which represents pipelining consisting of filtering and aggregation. These operations can be clearly defined and managed within security rules. The result of this thesis also results in the Policer modul being integrated in the NEMEA system, which is able to apply the main commands of the proposed language. Finally, the module meets the requirements of the specified tasks and may be used for further development in the area of monitoring network policies.