In the Spy game played on a graph G, a single spy travels the vertices of G at speed s, while multiple slow guards strive to have, at all times, one of them within distance d of that spy. In order to determine the smallest number of guards necessary for this task, we analyze the game through a Linear Programming formulation and the fractional strat...
Ce manuscrit aborde des problèmes d’ordonnancement et de transport avec une modélisation explicite du transport. De tels problèmes se modélisent communément sous forme de graphes qui sont évalués afin d’obtenir les dates de début des opérations.Les évaluations classiques des graphes sont effectuées au moyen d’algorithmes de plus long chemin permett...
This research helps a European retailer with its daily goods delivery operations. The challenge is the limited capacity of the transportation network in the Amsterdam area. This leads to very strict requirements for the delivery routing plans. In order to respond to this challenge both an analytical model and a numerical method are proposed. This m...
The Flight-to-Gate Assignment Problem (FGAP) covers the optimal assignment of flights, or rather the aircraft serving these flights, to the available aircraft stands. Existing FGAP models in literature do not consider airside and landside processes simultaneously. We propose a FGAP model with three specifications, where only airside constraints are...
Collateral management has, during the most recent years, been an increasingly important part of a bank’s operation. The bank is facing an allocation problem of how to post collateral to all its counterparties in order to mitigate the credit risk and the number of transactions that requires collateralization is increasing. This master thesis has inv...
ABSTRACT The objective of this study was to identify the best regions for allocation of a forestry outgrower scheme, and the most efficient transportation system, using a mathematical programming model to minimize the wood supply costs in three Brazilian states. The forest outgrower scheme is a partnership between producers and forest companies, wi...
Motivated by the approximation of Martingale Optimal Transport problems, westudy sampling methods preserving the convex order for two probability measures$\mu$ and $\nu$ on $\mathbb{R}^d$, with $\nu$ dominating $\mu$. When$(X_i)_{1\le i\le I}$ (resp. $(Y_j)_{1\le j\le J}$) are i.i.d. according $\mu$(resp. $\nu$), the empirical measures $\mu_I$ and ...
Linear programming (LP) is widely used for development of energy and emission reduction analysis models because of its simplicity and ease of operation, but actual model users sometimes do not understand all the structures of models based on linear programming. The reason for this is that the bottom-up models have become more complicated with decis...
Coq provides linear arithmetic tactics like omega or lia. Currently, these tactics either fully prove the goal in progress, or fail. We propose to improve this behavior: when the goal is not provable in linear arithmetic, we inject in hypotheses new equalities discovered from the linear inequalities. These equalities may help other Coq tactics to d...
Published in Circuits, Systems, and Signal Processing
The frequency-response-masking (FRM) technique is one of the most efficient approaches to the design of narrow transition band FIR filters. The constrained minimax design of linear-phase FRM FIR filters in the frequency domain is considered in this paper. The corresponding optimization problem is a nonconvex one. To deal with the nonconvex design p...
