Models, Solutions and Relaxations of the Asymmetrical Capacitated Vehicle Routing Problem

In this thesis, we take a look at the Asymmetrical Capacitated Vehicle Routing Problem (ACVRP). We will take a look at different possible formulations for the problem and choose one based on the ease of implementation, the computation speed of solving it, and the available relaxations. The problem, and its relaxations, will be modeled and solved...

Creating an optimal OR schedule regarding downstream resources

A high percentage of hospital admissions is due to surgical interventions. The operating theatre, which holds the operating rooms (ORs), is therefore one of the key resources in hospitals. Managing the operating theatre and finding an optimal OR schedule is complex due to the many factors that influence it. Scheduling a surgery in an OR...

Optimizing truck driver schedules with dependent working shifts, drivers' legislation, and multiple time windows

In logistics, minimizing the resource expenses can be done by minimizing the total number of hours that each truck driver has to work. This sum of working hours is referred to as the total schedule duration for all truck drivers. Minimizing this total schedule duration is the main goal in the optimization problem that we consider. The considered...

Solving the open day timetabling problem using integer linear programming

The timetabling problem is known as a large class of problems that fall under the mathematical field of scheduling. A widely used method to solve timetabling problems is the integer linear programming method, which we have used to solve the open day timetabling problem. In this thesis we have addressed a timetabling problem for the open day at...

The Heston model with Term Structure: Option Pricing and Calibration

This thesis addresses the calibration of the Heston model with term structure (i.e. with piecewise constant parameters) to a set of European option prices from the FX market. Several option pricing methods are discussed and compared, among which the COS method, Lewis' method and the Andersen QE Monte Carlo scheme. Several modifications are...

Estimation of volcanic ash emissions using trajectory-based 4D-Var data assimilation

Volcanic ash forecasting is a crucial tool in hazard assessment and operational volcano monitoring. Emission parameters such as plume height, total emission mass, and vertical distribution of the emission plume rate are essential and important in the implementation of volcanic ash models. Therefore, estimation of emission parameters using...

Online learning algorithms: Methods and applications

In this research we study some online learning algorithms in the online convex optimization framework. Online learning algorithms make sequential decisions where there is no information about the future events in time. To measure the success of a decision there is a (bounded) cost for each decision, which is revealed after every time step. The...

An optimization model for a Train-Free-Period planning for ProRail based on the maintenance needs of the Dutch railway infrastructure

The thesis reports on the Dutch railway infrastructure manager ProRail, on the literature study, on the determined Top 10 of maintenance activities that are determining the maintenance schedule, on the developing of the optimization model that finds such a maintenance schedule, and finally on the results and conclusions.

Statistical analysis of newspaper headlines with optimization