Stochastic Programming for Engineering Design

Stochastické programování a optimalizace jsou velmi užitečné nástroje pro řešení široké škály inženýrských úloh zahrnujících neurčitost. Diplomová práce se zabývá stochastickým programováním a jeho aplikací při řešení logistických úloh. Teoretická část práce je věnována jak základním pojmům z teorie grafů, tak pojmům souvisejících s matematickým, lineárním, celočíselným a stochastickým programováním. Pozornost je věnována také návaznosti zmíněných pojmů na logistiku. Druhá část se zabývá tvorbou vlastních úloh prezentujících stochastické logistické modely, jejich implementací a výsledky.Stochastic programming and optimization are both useful tools to solve a wide variety of engineering problems - including uncertainty. This thesis deals with stochastic programming applied to logistic problems. The theoretical part aims to introduce basic terms of graph theory and terms related to mathematical, linear, integer and stochastic programming. It will also put these terms into the specific context of logistics. The second part aims to apply such concepts to the development of suitable stochastic logistic models and to present their implementations and results.

Optimization in Engineering Design

Cílem práce je ukázat možnosti optimalizačního přístupu pro vybrané základní úlohy inženýrského návrhu, tyto diskutované modely implementovat v GAMSu a provést testovací výpočty. Tyto výpočty jsou provedeny na základě znalostí lineárního a nelineárního programování.The aim of present work is to show possibilities of optimization for special basic examples of engineering design. The discussed models have been implemented in GAMS and the corresponding calculations have been performed. The knowledge of linear and non-linear programming is utilized.

Optimal manoeuvre for two cooperative military elements under uncertain enemy threat

Consider an armed military group of two friendly elements that need to move between two given locations – a starting point and an end point – in an environment with the possible presence of armed enemy elements. The potential positions of the enemy may or may not be known in advance. Therefore, we capture the possible threat by identifying the locations that are advantageous from the enemy’s perspective. We model the problem using a stochastic programming approach. We then provide a deterministic reformulation of the problem in consideration of this possible threat and, through the use of cooperation, we minimise the total predicted threat as well as the suitability of the terrain for movement (or total length). Finally, we provide concrete experimental calculations and visualisations in our tactical information system, which serves as a tool for commanders to support their decision-making processes, and compare the obtained results to a selection of different approaches. Copyright © 2019 Inderscience Enterprises Ltd

How Czech firms deal with operational budgets? – Survey results

In recent decades, academics and practitioners started a deep discussion about the limitations and perspectives of enterprise budgeting systems. Traditional budgets are frequently criticized due to their inflexibility, weak connection to corporate performance and demand on manager’s time. Recently, we have observed more frequent examples of firms which have undertaken budgeting system transformation and the adoption of modern, flexible and performance-based budgets. In this study, we have studied some trends in the budgeting of Czech firms with a focus on the manager´s behaviour. This paper contributes to the existing knowledge in two fields: Firstly, it summarizes the existing state of the art regarding the budgeting transformation; secondly, it presents the survey results focused on the operational budget utilization and its impact on the manager’s behaviour. Overall, the study presents some findings regarding the impact of an operational budget on the manager’s behaviour. We have tested how frequently situations occur, more specifically those frequently discussed in literature, in a given Czech firm´s budgeting practices. © Foundation of International Studies and CSR, 2017.17-13518S/P403, GA, FP7 Coordination of Non-Community Research Programmes; IGA/FaME/2016/005, UTB, Univerzita Tomáše Bati ve Zlín

The newsvendor problem with advertising: an overview with extensions

The effect of advertising on sales has been the subject of recent studies as an important aspect in many demand-based problems. Herein, we deal with the newsvendor problem, due to its simple structure, as a suitable tool for illustrating how facets of marketing may affect decision-making concerning operational problems. In the setting presented, the newsvendor is faced with advertising-sensitive stochastic demand, where a demand-related random element comprises an advertising decision of the multiplicative or additive form. We assume that a suitable advertising strategy results in increased sales. Two advertising response functions are considered, these being concave downward and S-shaped. We review and extend the existing results relating to the newsvendor problem with marketing effects, which mostly pertain to the concave function. These are generalized by defining the S-shaped function, and some original insights into the effect of advertising are given. We establish that the optimal advertising expenditure for the multiplicative case is always less than or equal to the optimal amount in the equivalent deterministic model while it is always equal in the additive case. We finally illustrate the results that are obtained by providing numerical examples involving various advertising response functions, as well as management-related interpretations. © 2016, Springer-Verlag Berlin Heidelberg.European Regional Development Fund under the project CEBIA-Tech Instrumentation [CZ.1.05/2.1.00/19.0376]; specific research project entitled "Modern Methods of Applied Mathematics for the Use in Technical Sciences'' [FSI-S-14-2290, 25053]; Ministry of Education, Youth and Sports under National Sustainability Programme I [LO1202]; Norway Grants via the EEA Scholarship Programme: Bilateral Scholarship Programme; Institutional cooperation projects [NF-CZ07-ICP-4-345-2016

Comparison of managerial implications for utilization of variable costing and throughput accounting methods

The aim of the paper is to compare the principles, information outputs and consequent managerial implications of the variable costing method and throughput accounting, according to their different perceptions of cost variability. These two approaches could give rise to various product mix decisions and findings relating to effect on profitability. The paper also provides a practical example of limitations experienced on two production lines for certain items. Comparison is made between these two approaches as to which elicits a relevant decision on production mix. Both the variable costing method and throughput accounting represent very similar methods based on variable costs that do not reflect fixed costs. Variable costing methods examine costs that change in accordance with volume of output. On the contrary, throughput accounting merely acknowledges total variable costs, and focuses on limitations which exist in a given company. © 2016, Institut za Istrazivanja. All rights reserved.GACR, Grantová Agentura České Republik

Sustainable model integration of waste production and treatment process based on assessment of GHG

The paper presents a new model for supporting strategic decision-making in the area of municipal solid waste management. The effort is to integrate the assessment of greenhouse gas (GHG) to a sustainable economy. The goals are (in the following order) to reduce the waste produced, recycle at the highest rate as possible (material recovery) and to use the resultant residual waste for energy recovery. These features will be implemented through both pricing and advertising-like principles. The resulting mathematical model proposes multi-objective approach considering GHG and cost minimisation. The aim is to design the optimal waste management strategy, where stakeholders decide about the investment to the propagation of waste prevention and to advertising of waste recycling, and investors decide about new facility location and technological parameter. The availability of waste is projected in pricing method as well as the location of the facility. The mathematical model will utilise randomness in the form of waste production. All of the non-linearities (advertising and pricing) in the objective function will be replaced by piecewise linear approximation. The results of the work are applicable to the area of waste treatment infrastructure planning and to support decision-making at the micro-regional level with regard to the GHG impact. The original obtained solution will further be utilised for analyses dealing with all types of combustible waste. Copyright © 2018, AIDIC Servizi S.r.l

Circular economy implementation in waste management network design problem: a case study

The paper presents a new approach to support the strategic decision-making in the area of municipal solid waste management applying modern circular economy principles. A robust two-stage integer non-linear program is developed. The primary goal tends to reduce the waste production. The generated waste should be preferably recycled as much as possible and the resultant residual waste might be used for energy recovery. Only some waste residues are appropriate for landfilling. The aim is to propose the near-optimal waste allocation for its suitable processing as well as waste transportation plan at an operational level. In addition, the key strategical decisions on waste treatment facilities location must be made. Since waste production is very often hard to predict, it is modeled as an uncertain decision-dependent quantity. To support the circular economy ideas, advertising and pricing principles are introduced and applied. Due to the size of available real-world data and complexity of the designed program, the presented model is linearized and uncertainty is handled by a robust optimization methodology. The model, data, and algorithm are implemented in MATLAB and Julia, using the state-of-the-art solvers. The computational result is a set of decisions providing a trade-off between the average performance and the immunization against the worst-case conditions. © 2019, Springer-Verlag GmbH Germany, part of Springer Nature

The value of integrated planning for production, inventory, and routing decisions: A systematic review and meta-analysis

This paper presents a comparison of sequential and integrated planning for the production routing problem, in which production, inventory, and routing decisions must be made. The aim is to estimate the expected value of treating the problems as a whole, rather than making decisions sequentially. In particular, the following research questions are posed: What is the expected cost reduction when combining production, inventory, and routing in a single modeling framework, compared to solving the problems individually in a sequence? Under which circumstances is it most beneficial to tackle an integrated problem? In other words, the goal is to establish whether the solutions obtained by the integration are clearly better than approximate solutions obtained by a more simplified process, and if so, under which circumstances this difference is the most pronounced. To answer these research questions, a systematic review was performed, resulting in a set of 20 relevant articles that were analyzed in depth. For the first research question, computational results from 15 articles were obtained and analyzed through a meta-analysis. The analysis estimated an expected cost savings provided by integration of 11.08%, with a 95% confidence interval of [6.58%, 15.58%]. For the second research question, individual results obtained via sensitivity analyses in 20 relevant articles were summarized qualitatively, enabling insights into how the potential savings by integration is influenced by parameters such as the degrees of freedom, the cost, and the capacity. © 2022 The AuthorsGrantová Agentura České Republiky, GA ČR; Norges Forskningsråd; Univerzita Tomáše Bati ve Zlíně: GA 20-00091

Robust facility location problem for bio-waste transportation

The article presents an optimisation tool for bio-waste facility allocation. The quantity of bio-waste produced in individual territorial units is a key factor for the selection of localities when constructing a new facility. Bio-waste production changes over the course of the year and differs between various types of housing developments. Separation rate is a determining factor for bio-waste production. Readiness to separate the waste reflects the total quantity of bio-waste produced. Predicting the future of bio-waste production is a complex problem, and it would be suitable to consider more developed scenarios. The introduced tool takes into consideration additional possible scenarios for production and provides a robust solution from the point of view of a locality suggestion for the construction of the processing facility. The optimisation model is based on the two-stage stochastic programming approach. The decision regarding the locality for the construction of a new facility is made during the first stage. This method is called the "Here-and-Now" approach. The results are presented in a case study for a selected region in the Czech Republic. Since changes to the legislation in 2014, municipalities are now supposed to provide the possibility to collect the bio-waste of citizens. This has caused significant growth in production - about 20 % annually over the past few years. At this point, it is very complicated to estimate a future trend based on the historical data. Due to this reason, it would be appropriate to consider future bio-waste production across more scenarios. In order to enable the applicability of the tool on a large area with many nodes, it would be necessary to adapt the computation method according to its computational complexity. Copyright © 2017, AIDIC Servizi S.r.l