@inproceedings{Sagnol, author = {Sagnol, Guillaume}, title = {Network-related problems in optimal experimental design and second order cone programming}, series = {Proceedings of PROBASTAT'2011, Tatra Mountains Mathematical Publications}, volume = {51}, booktitle = {Proceedings of PROBASTAT'2011, Tatra Mountains Mathematical Publications}, doi = {10.2478/v10127-012-0016-x}, pages = {161 -- 171}, abstract = {In the past few years several applications of optimal experimental designs have emerged to optimize the measurements in communication networks. The optimal design problems arising from this kind of applications share three interesting properties: (i) measurements are only available at a small number of locations of the network; (ii) each monitor can simultaneously measure several quantities, which can be modeled by ``multiresponse experiments"; (iii) the observation matrices depend on the topology of the network. In this paper, we give an overview of these experimental design problems and recall recent results for the computation of optimal designs by Second Order Cone Programming (SOCP). New results for the network-monitoring of a discrete time process are presented. In particular, we show that the optimal design problem for the monitoring of an AR1 process can be reduced to the standard form and we give experimental results.}, language = {en} } @inproceedings{BorndoerferBuwayaSagnoletal., author = {Bornd{\"o}rfer, Ralf and Buwaya, Julia and Sagnol, Guillaume and Swarat, Elmar}, title = {Optimizing Toll Enforcement in Transportation Networks: a Game-Theoretic Approach}, series = {Proceedings of INOC'2013}, volume = {41}, booktitle = {Proceedings of INOC'2013}, doi = {http://dx.doi.org//10.1016/j.endm.2013.05.100}, pages = {253 -- 260}, abstract = {We present a game-theoretic approach to optimize the strategies of toll enforcement on a motorway network. In contrast to previous approaches, we consider a network with an arbitrary topology, and we handle the fact that users may choose their Origin-Destination path; in particular they may take a detour to avoid sections with a high control rate. We show that a Nash equilibrium can be computed with an LP (although the game is not zero-sum), and we give a MIP for the computation of a Stackelberg equilibrium. Experimental results based on an application to the enforcement of a truck toll on German motorways are presented.}, language = {en} } @inproceedings{BorndoerferOmontSagnoletal., author = {Bornd{\"o}rfer, Ralf and Omont, Bertrand and Sagnol, Guillaume and Swarat, Elmar}, title = {A Stackelberg game to optimize the distribution of controls in transportation networks}, series = {Proceedings of the 3rd International Conference on Game Theory for Networks (GAMENETS 2012)}, volume = {105}, booktitle = {Proceedings of the 3rd International Conference on Game Theory for Networks (GAMENETS 2012)}, doi = {http://dx.doi.org/10.1007/978-3-642-35582-0_17}, pages = {224 -- 235}, abstract = {We propose a game theoretic model for the spatial distribution of inspectors on a transportation network. The problem is to spread out the controls so as to enforce the payment of a transit toll. We formulate a linear program to find the control distribution which maximizes the expected toll revenue, and a mixed integer program for the problem of minimizing the number of evaders. Furthermore, we show that the problem of finding an optimal mixed strategy for a coalition of \$N\$ inspectors can be solved efficiently by a column generation procedure. Finally, we give experimental results from an application to the truck toll on German motorways.}, language = {en} } @inproceedings{SagnolHegeWeiser, author = {Sagnol, Guillaume and Hege, Hans-Christian and Weiser, Martin}, title = {Using sparse kernels to design computer experiments with tunable precision}, series = {22nd Intern. Conf. on Computational Statistics - COMPSTAT 2016, Oviedo, Spain, 23-26 August 2016, Proceedings ISBN 978-90-73592-36-0}, booktitle = {22nd Intern. Conf. on Computational Statistics - COMPSTAT 2016, Oviedo, Spain, 23-26 August 2016, Proceedings ISBN 978-90-73592-36-0}, pages = {397 -- 408}, language = {en} } @inproceedings{BorndoerferSagnolSwarat, author = {Bornd{\"o}rfer, Ralf and Sagnol, Guillaume and Swarat, Elmar}, title = {An IP Approach to Toll Enforcement Optimization on German Motorways}, series = {Operations Research Proceedings 2011}, booktitle = {Operations Research Proceedings 2011}, doi = {10.1007/978-3-642-29210-1_51}, pages = {317 -- 322}, abstract = {This paper proposes the first model for toll enforcement optimization on German motorways. The enforcement is done by mobile control teams and our goal is to produce a schedule achieving network-wide control, proportional to spatial and time-dependent traffic distributions. Our model consists of two parts. The first plans control tours using a vehicle routing approach with profits and some side constraints. The second plans feasible rosters for the control teams. Both problems can be modeled as Multi-Commodity Flow Problems. Adding additional coupling constraints produces a large-scale integrated integer programming formulation. We show that this model can be solved to optimality for real world instances associated with a control area in East Germany.}, language = {en} } @inproceedings{BorndoerferSagnolSwarat, author = {Bornd{\"o}rfer, Ralf and Sagnol, Guillaume and Swarat, Elmar}, title = {A Case Study on Optimizing Toll Enforcements on Motorways}, series = {3rd Student Conference on Operational Research}, volume = {22}, booktitle = {3rd Student Conference on Operational Research}, doi = {10.4230/OASIcs.SCOR.2012.1}, pages = {1 -- 10}, abstract = {In this paper we present the problem of computing optimal tours of toll inspectors on German motorways. This problem is a special type of vehicle routing problem and builds up an integrated model, consisting of a tour planning and a duty rostering part. The tours should guarantee a network-wide control whose intensity is proportional to given spatial and time dependent traffic distributions. We model this using a space-time network and formulate the associated optimization problem by an integer program (IP). Since sequential approaches fail, we integrated the assignment of crews to the tours in our model. In this process all duties of a crew member must fit in a feasible roster. It is modeled as a Multi-Commodity Flow Problem in a directed acyclic graph, where specific paths correspond to feasible rosters for one month. We present computational results in a case-study on a German subnetwork which documents the practicability of our approach.}, language = {en} } @inproceedings{BorndoerferSagnolSchwartz, author = {Bornd{\"o}rfer, Ralf and Sagnol, Guillaume and Schwartz, Stephan}, title = {An Extended Network Interdiction Problem for Optimal Toll Control}, series = {INOC 2015 - 7th International Network Optimization Conference}, volume = {52}, booktitle = {INOC 2015 - 7th International Network Optimization Conference}, doi = {10.1016/j.endm.2016.03.040}, pages = {301 -- 308}, abstract = {We study an extension of the shortest path network interdiction problem and present a novel real-world application in this area. We consider the problem of determining optimal locations for toll control stations on the arcs of a transportation network. We handle the fact that drivers can avoid control stations on parallel secondary roads. The problem is formulated as a mixed integer program and solved using Benders decomposition. We present experimental results for the application of our models to German motorways.}, language = {en} } @inproceedings{DuarteSagnolOliveira, author = {Duarte, Belmiro P.M. and Sagnol, Guillaume and Oliveira, Nuno M.C.}, title = {A Robust Minimax Semidefinite Programming Formulation for Optimal Design of Experiments for Model Parametrization}, series = {12th International Symposium on Process Systems Engineering and 25th European Symposium on Computer Aided Process Engineering}, volume = {37}, booktitle = {12th International Symposium on Process Systems Engineering and 25th European Symposium on Computer Aided Process Engineering}, doi = {10.1016/B978-0-444-63578-5.50146-8}, pages = {905 -- 910}, abstract = {Model-based optimal design of experiments (M-bODE) is a crucial step in model parametrization since it encloses a framework that maximizes the amount of information extracted from a battery of lab experiments. We address the design of M-bODE for dynamic models considering a continuous representation of the design. We use Semidefinite Programming (SDP) to derive robust minmax formulations for nonlinear models, and extend the formulations to other criteria. The approaches are demonstrated for a CSTR where a two-step reaction occurs.}, language = {en} } @inproceedings{SagnolBorndoerferSchlechteetal., author = {Sagnol, Guillaume and Bornd{\"o}rfer, Ralf and Schlechte, Thomas and Swarat, Elmar}, title = {The Price of Spite in Spot-checking games}, series = {7th International Symposium on Algorithmic Game Theory (SAGT'2014)}, volume = {8768}, booktitle = {7th International Symposium on Algorithmic Game Theory (SAGT'2014)}, editor = {Lavi, Ron}, publisher = {Springer}, isbn = {978-3-662-44802-1}, doi = {10.1007/978-3-662-44803-8}, pages = {293}, abstract = {We introduce the class of spot-checking games (SC games). These games model problems where the goal is to distribute fare inspectors over a toll network. Although SC games are not zero-sum, we show that a Nash equilibrium can be computed by linear programming. The computation of a strong Stackelberg equilibrium is more relevant for this problem, but we show that this is NP-hard. However, we give some bounds on the \emph{price of spite}, which measures how the payoff of the inspector degrades when committing to a Nash equilibrium. Finally, we demonstrate the quality of these bounds for a real-world application, namely the enforcement of a truck toll on German motorways.}, language = {en} } @inproceedings{HarmanSagnol, author = {Harman, Radoslav and Sagnol, Guillaume}, title = {Computing D-optimal experimental designs for estimating treatment contrasts under the presence of a nuisance time trend}, series = {Stochastic Models, Statistics and Their Applications}, volume = {122}, booktitle = {Stochastic Models, Statistics and Their Applications}, editor = {Steland, Ansgar and Rafajłowicz, Ewaryst and Szajowski, Krzysztof}, publisher = {Springer}, doi = {10.1007/978-3-319-13881-7_10}, pages = {83 -- 91}, abstract = {We prove a mathematical programming characterisation of approximate partial D-optimality under general linear constraints. We use this characterisation with a branch-and-bound method to compute a list of all exact D-optimal designs for estimating a pair of treatment contrasts in the presence of a nuisance time trend up to the size of 24 consecutive trials.}, language = {en} }