ICORES 2014 Abstracts


Area 1 - Methodologies and Technologies

Full Papers
Paper Nr: 6
Title:

End of Discriminant Functions based on Variance-covariance Matrices

Authors:

Shuichi Shinmura

Abstract: Fisher proposed a linear discriminant function (LDF) based on the maximization of the variance ratio. If data satisfies Fisher’s assumption, the same LDF is easily derived from a variance-covariance matrix. When the variance-covariance matrices of two classes are not the same, a quadratic discriminant function (QDF) can be used. These discriminant functions have three problems. First, none of them can correctly discriminate between xi on the discriminant hyperplane (the unresolved problem of discriminant analysis). Second, LDF and QDF cannot always recognize linear separable data, and the number of misclassifications (NM) made by these functions is usually higher than that of logistic regression. Third, these functions are not obtained if the value of some independent variable is constant, because the inverse matrix cannot be calculated. These facts mean that LDF and QDF should not be used for important discriminations. On the contrary, a revised Optimal Linear Discriminant Function by Integer Programming (Revised IP-OLDF) based on the Minimum NM (MNM) criterion resolves these problems completely. In addition, the mean error rate of Revised IP-OLDF is often less than those of LDF, logistic regression, and Support Vector Machines (SVM) under 100-fold cross-validation.

Paper Nr: 21
Title:

Job Shop Scheduling and Co-Design of Real-Time Systems with Simulated Annealing

Authors:

Daniil A. Zorin and Valeriy A. Kostenko

Abstract: This paper describes a method of job shop scheduling and co-designing a multiprocessor system with the minimal number of processors. The program is represented with a direct acyclic graph, and there is a fixed real-time deadline as well as a restriction on the reliability of the system. The system is supposed to tolerate both hardware and software faults. A simulated annealing algorithm is proposed for the problem, and it is evaluated both experimentally and theoretically in terms of asymptotic convergence. The algorithm is also applied to a practical problem of scheduling in radiolocation systems.

Paper Nr: 22
Title:

A Multi-Agent Min-Cost Flow problem with Controllable Capacities - Complexity of Finding a Maximum-flow Nash Equilibrium

Authors:

Nadia Chaabane Fakhfakh, Cyril Briand and Marie-José Huguet

Abstract: A Multi-Agent Minimum-Cost Flow problem is addressed in this paper. It can be seen as a basic multi-agent transportation problem where every agent can control the capacities of a set of elementary routes (modeled as arcs inside a network), each agent incurring a cost proportional to the chosen capacity. We assume that a customer is interesting in transshipping a product flow from a source to a sink node through the transportation network. It offers a reward that is proportional to the flow that the agents manage to provide. The reward is shared among the agents according to a pre-established policy. This problem can be seen as a non-cooperative game where every agent aims at maximizing its individual profit. We take interest in finding stable strategies (i.e., Nash Equilibrium) such that no agent has any incentive to modify its behavior. We show how such equilibrium can be characterized by means of augmenting or decreasing path in a reduced network. We also focus on the problem of finding a Nash equilibrium that maximizes the flow value and prove its NP-hardness.

Paper Nr: 27
Title:

A Fuzzy Approach based on Dynamic Programming and Metaheuristics for Selecting Safeguards for Risk Management for Information Systems

Authors:

E. Vicente, A. Mateos and A. Jiménez-Martín

Abstract: In this paper we focus on the selection of safeguards in a fuzzy risk analysis and management methodology for information systems (IS). Assets are connected by dependency relationships, and a failure of one asset may affect other assets. After computing impact and risk indicators associated with previously identified threats, we identify and apply safeguards to reduce risks in the IS by minimizing the transmission probabilities of failures throughout the asset network. However, as safeguards have associated costs, the aim is to select the safeguards that minimize costs while keeping the risk within acceptable levels. To do this, we propose a dynamic programming-based method that incorporates simulated annealing to tackle optimizations problems.

Paper Nr: 32
Title:

A Supply Chain Strategy Management Model for Small and Medium Sized Enterprises

Authors:

Madani Alomar and Z. J. Pasek

Abstract: This paper proposes a model that will assist companies, particularly the small and medium-sized enterprises, assess their performance by prioritizing performance measures and selecting an adequate operations strategy under various market scenarios. The outlined model utilizes and integrates the Supply Chain Operations Reference framework and the Analytical Hierarchy Process approach to construct, link, and assess a four level hierarchal structure. The model also helps small and medium-sized enterprises put more emphasis on supply chain operations and management. The use and benefits of the proposed model are illustrated on a case of a family owned, medium-sized manufacturing company.

Paper Nr: 40
Title:

A New Mathematical Model For the Minimum Linear Arrangement Problem

Authors:

Mahdi Moeini, Serigne Gueye and Sophie Michel Loyal

Abstract: This paper addresses a classical combinatorial optimization problem called the Minimum Linear Arrangement (MinLA) Problem. The MinLA problem has numerous applications in different domains of science and engineering. It is known to be NP-hard for general graphs. The objective of this paper is to introduce a new mathematical model and associated theoretical results, including novel rank inequalities. Preliminary computational experiments are reported on some benchmark instances.

Paper Nr: 43
Title:

A Case of the Container-Vessel Scheduling Problem

Authors:

Selim Bora, Endre Boros, Lei Lei, W. Art Chaovalitwongse, Gino J. Lim and Hamid R. Parsaei

Abstract: We study a difficult real life scheduling problem encountered in oil and petrochemical industry, involving inventory and distribution operations, which requires integrated scheduling. The problem itself is NP-complete, however we show some special cases, and propose polynomial time solution methods. These could be used as a starting point for a heuristic making use of these simplified cases. This study proposes two alternative approaches for the main problem, one of them making use of one of the special cases using minimum cost flow formulation, and the other one using Benders Decomposition once the problem is reformulated to make it easier to handle. Both results show promising results and computation time. Benders Decomposition approach allows exact solutions to be found in a much faster fashion.

Paper Nr: 44
Title:

On the Use of Copulas in Joint Chance-constrained Programming

Authors:

Michal Houda and Abdel Lisser

Abstract: In this paper, we investigate the problem of linear joint probabilistic constraints with normally distributed constraints. We assume that the rows of the constraint matrix are dependent, the dependence is driven by a convenient Archimedean copula. We describe main properties of the problem and show how dependence modeled through copulas translates to the model formulation. We also develop an approximation scheme for this class of stochastic programming problems based on second-order cone programming.

Paper Nr: 48
Title:

A Stochastic Programming Approach for Staffing and Scheduling Call Centers with Uncertain Demand Forecasts

Authors:

Mathilde Excoffier, Céline Gicquel, Oualid Jouini and Abdel Lisser

Abstract: We consider a workforce management problem arising in call centers, namely a staffing and shift-scheduling problem. It consists in determining the minimum-cost number of agents to be assigned to each shift of the scheduling horizon so as to reach the required customer quality of service. We assume that the mean call arrival rate in each period of the horizon is a random variable following a continuous distribution. We model the resulting optimization problem as a stochastic program involving joint probabilistic constraints. This allows to manage the risk of not reaching the required quality of service at the horizon level rather than on a period by period basis. We propose a solution approach based on linear approximations to provide approximate solutions of the problem. We finally give numerical results carried out on a real-life instance. These results show that the proposed approach compares well with previously published approaches both in terms of risk management and cost minimization.

Paper Nr: 49
Title:

Adapting the Covariance Matrix in Evolution Strategies

Authors:

Silja Meyer-Nieberg and Erik Kropat

Abstract: Evolution strategies belong to the best performing modern natural computing methods for continuous optimization. This paper addresses the covariance matrix adaptation which is central to the algorithm. Nearly all approaches so far consider the sample covariance as one of the main factors for the adaptation. However, as known from modern statistics, this estimate may be of poor quality in many cases. Unfortunately, these cases are encountered often in practical applications. This paper explores the use of different previously unexplored estimates.

Paper Nr: 52
Title:

An Improved Relax-and-Fix Algorithm for the Fixed Charge Network Design Problem with User-optimal Flow

Authors:

Pedro Henrique González, Luidi Gelabert Simonetti, Carlos Alberto de Jesus Martinhon, Edcarllos Santos and Philippe Yves Paul Michelon

Abstract: Due to the constant development of society, increasing quantities of commodities have to be transported in large urban centers. Therefore, network planning problems arise as tools to support decision-making, aiming to meet the need of finding efficient ways to perform such transportations. This paper review a bi-level formulation, an one level formulation obtained by applying the complementary slackness theorem, Bellman's optimality conditions and presents an improved Relax-and-Fix heuristic, through combining a randomized constructive algorithm with a Relax-and-Fix heuristic, so high quality solutions could be found. Besides that, our computational results are compared with the results found by an one-level formulation and other heuristics found in the literature, showing the efficiency of the proposed method.

Paper Nr: 58
Title:

Analysis of Downward Product Substitution in a Recoverable System

Authors:

Fethullah Gocer, S. Sebnem Ahiska and Russell E. King

Abstract: We consider the inventory control problem for an infinite-horizon stochastic hybrid manufacturing / remanufacturing system with product substitution under stochastic demand and returns. Remanufactured and manufactured products are considered as two different products, having different costs and selling prices as well as separate demand streams. Remanufactured products have a higher stock out risk because the remanufacturing capacity is mainly dependent on the amount of returns available for remanufacture. One way to cope with the stock-out issue for remanufactured products is to use a downward substitution strategy, which allows a manufactured product (i.e. higher value item) to be substituted for a remanufactured product (i.e. lower value item) in case the latter runs out of stock. We formulate this problem as Markov Decision Process in order to determine the optimal manufacturing and remanufacturing decisions under product substitution, and through numerical experimentation, we investigate the effects of stochastic demand/return distributions on the profitability of the substitution strategy.

Paper Nr: 61
Title:

Using MACBETH with the Choquet Integral Fundamentals to Model Interdependencies between Elementary Concerns in the Context of Risk Management

Authors:

Diana F. Lopes, Carlos A. Bana e Costa, Mónica D. Oliveira and Alec Morton

Abstract: Effective risk management typically requires the evaluation of multiple consequences of different sources of risk, and multicriteria value models have been used for that purpose. The value of mitigating a risk impact is often considered by risk managers as dependent on the levels of other impacts, therefore there is a need for procedures to identify and model these interactions within a value measurement framework. The Choquet Integral (CI) has been used for this purpose, and several studies in the performance measurement literature have combined the 2-additive CI operator with the MACBETH approach to model interdependencies in real contexts. In this paper, we propose an alternative procedure to model interdependencies and determine the CI parameters from one single MACBETH global matrix. The procedure is illustrated with the construction of a descriptor of impacts to evaluate the risk impacts at ALSTOM Power. The paper further explains the questioning protocol to apply the proposed procedure, as well as how decision-makers can interpret the CI parameters.

Paper Nr: 69
Title:

Managing Price Risk for an Oil and Gas Company

Authors:

António Quintino, João Carlos Lourenço and Margarida Catalão-Lopes

Abstract: Oil and gas companies’ earnings are heavily affected by fuels price fluctuations. The use of hedging tactics independently by each of their business units (e.g. crude oil production, oil refining and natural gas) is widespread to diminish their exposure to prices volatility. How much should be hedged and which derivatives should be selected according to the company risk profile are the main questions this paper intends to answer. The present research formulates an oil and gas company’s integrated earnings structure and evaluates the company’s risk tolerance with four approaches: Howard’s, Delquie’s, CAPM and a risk assessment questionnaire. Stochastic optimization and Monte Carlo simulation with a Copula-GARCH modelling of crude oil, distillates and natural gas prices is used to find the derivatives portfolios according to company risk tolerance hypothesis. The hedging results are then evaluated with a multi-criteria model built in accordance with the expressed company’s representatives preferences upon four criteria: payout exposure; downside gains; upside gains; and risk premium. The multi-criteria analysis revealed a decisive role in the final hedging decision.

Paper Nr: 73
Title:

A Revisited Model for the Real Time Traffic Management

Authors:

Astrid Piconese, Thomas Bourdeaud'huy, Mariagrazia Dotoli and Slim Hammadi

Abstract: The real-time trafficmanagement allow to solve unexpected disturbances that occur along a railway line during the normal developement of the traffic. The original timetable is restored through the rescheduling process. Despite the increase of real-time decision support tools for trains dispatchers that enable a better use of rail infrastructure, real-time traffic management received a limited scientific attention. In this paper, we deal with the real time traffic management for regional railway networks, mainly single tracks, in which a centralized traffic control system is installed. The rescheduling problem is presented as a Mixed Integer Linear Programming Model which resolution allows to carry out the rescheduling process in a very short computational time.

Paper Nr: 86
Title:

Optimal Dual Sales and Stock Replenishment by Flexible Contracts with Spot Markets

Authors:

Jianjun Xu, Youyi Feng and Shaoxiang Chen

Abstract: In this paper, we consider a company that uses the following two replenishment channels: one through a long-term contract and the other through the spot market. The long-term contract is based on quantity flexibility; i.e., the buyer commits to restrict order quantities to be within a lower and upper limit in each period with predetermined prices. In addition, the company can order or sell inventory from the spot market at a spot price without quantity limitation. Each instance of buying or selling from the spot market incurs a fixed setup cost. This paper considers the case where the inventory-related cost is not necessarily convex and where the demand is limited to a one-sided Polya distribution. We introduce a new concept, Quasi-(K1,K2$)-convex, and partially characterize the optimal ordering and selling policy. We show that the optimal policy can be characterized by five critical points.

Short Papers
Paper Nr: 9
Title:

Method and System for Gender-oriented Targeted Advertising

Authors:

Dmitry Mikhaylov, Timur Khabibullin, Andrey Starikovskiy, Alexander Smirnov, Mikhail Froimson, Maxim Aristov and Vladimir Konev

Abstract: This paper provides an original and convenient rendering of advertisements targeted to a specific audience. The system includes a detection unit for detecting a person, a control module connected to the information rendering panel and to the detection unit. The control module detects age, gender and/or emotional state of a detected person. This data is provided to the information rendering panel for selecting and displaying advertisements appropriate for the detected person.

Paper Nr: 19
Title:

A Split based Approach for the Vehicle Routing Problem with Route Balancing

Authors:

Philippe Lacomme, Caroline Prodhon, Christian Prins , Xavier Gandibleux, Boris Beillevaire and Libo Ren

Abstract: The vehicle routing problem with route balancing is a bi-objective routing problem, in which the total route length and the balance of routes (i.e. the difference between the maximal and minimal route length) have to be minimized. In this paper, we propose an approach based on two solution representations: a giant tour representing a sequence of customers (indirect representation) and a complete solution with a decomposition of the giant tour, combined with a split algorithm to alternate between them. This approach offers a mainly efficient way to explore the solution space. Our motivation is based on the possibility to generate efficiently several solutions a time using an indirect representation which has been already proved to be efficient in numerous routing problems resolution. The originality here is to tune the split algorithm considering two objectives. An evolutionary path relinking algorithm is embedded to improve the obtained solutions. The proposed approach is evaluated on classical vehicle routing problem instances and the results push us into accepting that the method is competitive with the best published mono-objective methods (on criteria one : the total route length). On a bi-objective point of view, our method is competitive with the lexicographic solutions reported in the literature in the sense that it provides similar or better results in comparable computational time.

Paper Nr: 23
Title:

An Overview of OR Models for Biomass Supply Chains

Authors:

Birome Holo Ba, Christian Prins  and Caroline Prodhon

Abstract: The biorefineries of the future will critically depend on efficient supply chains to guarantee continuous flows of biomass while minimizing logistic costs and environmental impacts. OR techniques can be very useful to help decision makers to model, evaluate and optimize such complex and large-scale supply chains at the design stage. This paper provides an overview of the OR models for this recent research domain and proposes a core-model (mathematical program) for the tactical decision level.

Paper Nr: 53
Title:

Online Knapsack Problem with Items Delay

Authors:

Hajer Ben-Romdhane and Saoussen Krichen

Abstract: We address in this paper a special case of the online knapsack problem (OKP) that considers a number of items arriving sequentially over time without any prior information about their features. As items features are not known in advance but revealed at their arrival, we allow the decision maker to delay his decision about incoming items (to select the current item or reject it) until observing the next ones. The main objective in this problem is to load the best subset of items that maximizes the expected value of the total reward without exceeding the knapsack capacity. The selection process can be stopped before observing all items if the capacity constraint is exhausted. To solve this problem, we propose an exact solution approach that decomposes the original problem dynamically and incorporates a stopping rule in order to decide whether to load or not each new incoming item. We illustrate the proposed approach by numerical experimentations and compare the obtained results for different utility functions using performance measures. We discuss thereafter the effect of the decision maker’s utility function and his readiness to take risks over the final solution.

Paper Nr: 64
Title:

Statistical Methodology for Approximating G/G/1 Queues by the Strong Stability Technique

Authors:

Aicha Bareche and Djamil Aïssani

Abstract: We consider a statistical methodology for the study of the strong stability of the M/G/1 queueing system after disrupting the arrival flow. More precisely, we use nonparametric density estimation with boundary correction techniques and the statistical Student test to approximate the G/G/1 system by the M/G/1 one, when the general arrivals law G in the G/G/1 system is unknown. By elaborating an appropriate algorithm, we effectuate simulation studies to provide the proximity error between the corresponding arrival distributions of the quoted systems, the approximation error on their stationary distributions and confidence intervals for the difference between their corresponding characteristics.

Paper Nr: 65
Title:

An Adaptive Tabu Search Algorithm for the Multi-Objective Node Placement Problem In Heterogeneous Networks

Authors:

Ons Abdelkhalek, Saoussen Krichen and Adel Guitouni

Abstract: The Multi--objective Node Placement (MONP) problem focuses on extending an existing communication infrastructure with new wireless heterogeneous network components while achieving cost effectiveness and ease of management. This extention aims to broaden the coverage and handle demand fluctuations. In this paper, the MONP problem is modeled as a multi--objective optimization problem with three objectives: maximizing the communication coverage, minimizing active nodes and communication devices costs and maximizing of the total capacity bandwidth in the network. As the MONP problem is ${\cal NP}$--Hard, we present a meta--heuristic based on the Tabu Search approach specifically designed for multi--objective problems in wireless networks. An empirical validation of the model is defined based on a selection of a real and large set of instances and supported by a performance comparison between the suggested algorithm and a multi--objective genetic algorithm (MOGA). All tests are performed on a real simulation environment for the maritime surveillance application. We show empirically that the proposed approach is more relevant to solve the MONP problem regarding each objective in term of cardinality-based performance index.

Paper Nr: 87
Title:

Investment Lags - A Numerical Approach

Authors:

M. Al-Foraih, P. Johnson and P. Duck

Abstract: In this paper we use a mixture of numerical methods including finite difference and body fitted co-ordinates to form a robust stable numerical scheme to solve the investment lag model presented in the paper by Bar-Ilan and Strange (1996). This allows us to apply our methodology to models with different stochastic processes that does not have analytic solutions.

Paper Nr: 88
Title:

Classes of Complete Simple Games that are All Weighted

Authors:

Sascha Kurz and Nikolas Tautenhahn

Abstract: Decisions are likely made by groups of agents. Transparent group aggregating rules are given by weighted voting. Here a proposal is accepted if the sum of the weights of the supporting agents meets or exceeds a given quota. We study a more general class of binary voting systems – complete simple games – and propose an algorithm to determine which sub classes, parameterized by the agent’s type composition, are weighted.

Paper Nr: 89
Title:

Heuristics for Scheduling Evacuation Operations in Case of Natural Disaster

Authors:

Kaouthar Deghdak, Vincent T’kindt and Jean-Louis Bouquard

Abstract: In this paper, we consider a large-scale evacuation problem after an important disaster. The evacuation is assumed to be done by means of a fleet of buses, thus leading to schedule the evacuation operations by buses (Bus Evacuation Problem, BEP). We propose time indexed formulations, as well as heuristic algorithms like greedy algorithms and a matheuristic. This matheuristic uses the former formulation to improve the best solution obtained by the greedy heuristics. In computational experiments, we analyse and evaluate the efficiency of the proposed solution algorihms.

Paper Nr: 91
Title:

Taking Advantage of Partial Customer Flexibility - An Inexpensive Means of Improving Performance

Authors:

Rhonda Righter

Abstract: In many service systems with multiple types of customers, providing server flexibility, e.g., by cross-training servers, is very expensive. On the other hand, there is often inherent flexibility in some of the customers that is not used by the system. I argue that taking advantage of such flexibility can create a win-win-win situation, in which overall performance can be greatly improved, and in which both flexible and non-flexible customers benefit. Moreover, only a small subset of customers needs to be flexible to obtain nearly the benefit of full flexibility.

Paper Nr: 96
Title:

Optimal Product Line Pricing for Two Customer Segments with an Extension to Multi-Segment Case

Authors:

Udatta S. Palekar, Govind Daruka and Manmeet Singh

Abstract: In this paper we consider the problem of determining optimal prices for a product line. Items are distinguished by a single attribute which we call quality and which is proportional to the cost of the item. Demand for an item is dependent on the price differential between the item and the next item with higher cost. Customers can be grouped into two segments based on the lowest features acceptable and the maximum acceptable price. We develop an algorithm to determine the optimal pricing to maximize profit. We also consider assortment decisions to add or drop items based on regularity conditions and optimality considerations.

Paper Nr: 100
Title:

Motivations for the Development of a Multi-objective Algorithm Configurator

Authors:

Nguyen Thi Thanh Dang and Patrick De Causmaecker

Abstract: In the single-objective automated algorithm configuration problem, given an algorithm with a set of parameters that need to be configured and a distribution of problem instances, the automated algorithm configurator will try to search for a good parameter configuration based on a pre-defined performance measure. In this paper, we point out two motivations for the development of a multi-objective algorithm configurator, in which more than one performance measure are considered at the same time. The first motivation is a parameter configuration case study for a deterministic single machine scheduling algorithm with two performance measures: minimization of the average running time and maximization of the total number of optimal solutions. The second one is the configuration problem for non-exact multi-objective optimization algorithms. In addition, a discussion of solving approach for the first motivating problem is also presented.

Paper Nr: 102
Title:

Simulation based Performance Analysis of an End-of-Aisle Automated Storage and Retrieval System

Authors:

Behnam Bahrami, El-Houssaine Aghezzaf and Veronique Limère

Abstract: This paper presents and discusses simulation of an End-of-Aisle automated storage and retrieval system, using FLEXSIM 6. The objective of the simulation model is to analyze and compare results of different control policies and physical designs. The performance measures considered for the evaluation of each control policy and layout combination are the total travel time of the crane and the number of storage and retrieval operations performed. The experiments set up and the corresponding results are discussed.

Paper Nr: 103
Title:

Strategies to Optimize the Impact of Supplies Distribution in Post-disaster Operations

Authors:

Christophe Duhamel, Daniel Brasil, Andréa Cynthia Santos, Eric Châtelet and Babiga Birregah

Abstract: We consider the problem of setting a supplies distribution system in a post-disaster context. The primary decision variables correspond to the site opening schedule and the secondary variables focus on the supplies distribution to the population zones. The objective is to optimize the supply delivery to the population, while satisfying some logistics restrictions, both human and financial. We present a non-linear model and we propose a decomposition approach. The master level problem is addressed by NOMAD solver. The slave subproblem is treated as a black-box and it is solved by a combination of two heuristics and a VND local search. Numerical results on both random instances and on one realistic instance, using several scenarios, shows our approach provides satisfactory results.

Posters
Paper Nr: 20
Title:

Methodologies and Tools to Support Design and Development of New Products

Authors:

Ana Dias, António Abreu and João Matias

Abstract: Nowadays, companies, even the small ones, need to use more efficient working methods such as "transnational." The market may still be local or regional, but the competition is global. To be competitive, companies need to develop innovative products and introduce them to the market at an acceptable price, in proper time and with a higher quality level. According to some authors, the survival strategy of the companies is related to the development of methodologies that are able to design, develop and provide, through efficient processes, innovative products and high quality. In this context, this paper aims to classify and characterize the main methodologies and tools used in new products development. This aims are supported by the graphs theory that is briefly addressed.

Paper Nr: 28
Title:

An Approach to Measure Knowledge Transfer in Open-Innovation

Authors:

António Abreu and Paula Urze

Abstract: Recent studies show that a growing number of innovations that are introduced in the market come from networks of enterprises that are created based on core competencies of each enterprise. In this context, the characterization and assessment of the knowledge transfer among members within a network is an important element for the wide adoption of the networked organizations paradigm. However, models for understanding the knowledge transfer and indicators related to knowledge transfer in a collaborative environment are lacking. Starting with some discussion on mechanisms of production and circulation of knowledge that might operate in a collaborative environment, this paper introduces an approach for assessing knowledge circulation in a co-innovation network. Finally, based on experimental results from a Portuguese collaborative network, BRISA network, a discussion on the benefits, challenges and difficulties found are presented and discussed.

Paper Nr: 29
Title:

Statistical Process Control for a Limited Amount of Data

Authors:

José Gomes Requeijo, António Abreu and Ana Sofia Matos

Abstract: Some production systems control many quality characteristics with a restricted amount of data, not allowing a convenient estimation of the process parameters (mean and variance), thereby creating a difficulty in implementing the traditional Statistical Process Control (SPC). In order to address this question, the approach suggested is to adopt the developments proposed by by Charles Quesenberry, which consists in the statistics sample transformation at time i. This transformation is based on a parameter estimation at time (i – 1). This paper addresses two situations, the univariate and multivariate SPC, with the use of Q dimensionless statistics. Both univariate (Q) and multivariate (MQ) statistics are distributed according to standard Normal distribution. It is also suggested the application of new capability indices QL and QU to study the univariate process capability, which are represented in the mean Q control chart to evaluate in real time the performance of the various processes and predict the possibility of production of nonconforming product, which will increase customer satisfaction. The methodology is applicable to different production systems, both for industry and services. Based on a methodology developed, a case study is presented and discussed.

Paper Nr: 50
Title:

A Multi-objective Mixed-Integer Programming Model for a Multi-Section Operating Theatre Facility Layout

Authors:

Abdelahad Chraibi, Said Kharraja, Ibrahim H. Osman and Omar Elbeqqali

Abstract: The operating theater layout problem (OTLP) in a hospital aims to determine for a set of facilities their positions and orientations on the floor-layout of departments in a hospital subject to a set of constraints on distances, available areas, and non-overlapping facilities according to international medical standards and specifications. The OTLP has two main objectives: a quantitative objective to minimize the interdepartmental travel costs among facilities and a second qualitative objective to maximize the closeness rating among facilities. In this paper, a mixed integer linear programming (MILP) model is proposed for OTLP. The MILP model is validated on two illustrative cases to determine the positions as well as the orientations of facilities in a two-dimensional space for a two-floor hospital using commercial optimization software.

Paper Nr: 51
Title:

The p-Median Problem with Concave Costs

Authors:

Chuan Xu, Abdel Lisser, Janny Leung and Marc Letournel

Abstract: In this paper, we propose a capacitated p-median problem with concave costs, in which the global cost incurred for each established facility is a concave function of the quantity q delivered by this facility. We use DICOPT to solve this concave model. And then we transform this model into a linear programming problem and solve it using the commercial solver CPLEX. We also use the metaheuristic Variable Neighbourhood Search (VNS) to solve this problem. Computational results show that our linearization method helps to improve the calculations of the concave model. With VNS, we solve large size instances with up to 1500 facilities within a reasonable CPU time.

Paper Nr: 55
Title:

Dynamic Scheduling for Batch Data Processing in Parallel Systems

Authors:

Mojahid Saeed Osman, Malick Ndiaye and Abdulrahim Shamayleh

Abstract: In many operations time factor is a main constraint. Being able to optimally execute them while minimizing the amount of resources used remain a challenge in many business areas. In this paper we propose a model to optimally schedule processing a set of tasks which are part of network of operations on processors that are all capable of handling these tasks. The objective is to process these tasks and operations within a cut-off time while satisfying all the precedence constraints using the minimum number of resources, i.e. processors.

Paper Nr: 56
Title:

Differential Evolution for Multiobjective Optimization of Process Design Problems

Authors:

Antonio Ochoa-Robles, Catherine Azzaro-Pantel and Serge Domenech

Abstract: Optimization is a highly important area in chemical engineering, particularly for process design that is generally formulated as a mixed and non-linear problem with several competing objectives. A way to tackle the problem is to couple multiobjective optimization based on evolutionary algorithms with a process simulator. This situation may yet lead to prohibitive computational time as the number of objectives increases. In this paper, the potential of multiobjective differential evolution (MODE) is tested with three different stopping criteria. The performance of MODE is compared with the results obtained with a variant of NSGA II. The performance metric is based on the number of evaluations used to get the Pareto front. The results show that the combination of an efficient algorithm and the stopping criterion helps to reduce the optimization time but its choice may affect the results. As far as multiobjective is concerned, it must be emphasized that the final solution is the result of compromise that the decision maker must be aware.

Paper Nr: 62
Title:

A Development and Integration Framework for Optimisation-based Enterprise Solutions

Authors:

Rodrigo Lankaites Pinheiro and Dario Landa-Silva

Abstract: The operations research literature includes some papers describing collaborative work between researchers and industry. However, not much literature exists that outlines methodologies to guide the development of a decision support module and its integration into an existing information management system. Here we describe a framework to aid the collaborative development of an optimisation solution by researchers and information system developers. The proposed framework also helps in the effective integration of the information management system and the decision support module. The framework is divided into three main components: a data model, a data extractor and validator, and a solution visualisation and auxiliary platform. We also describe our experience and positive results from applying the proposed development and integration framework to a project involving the development on an optimisation-based solution for workforce scheduling and optimisation problems. We hope that this contribution would be particularly useful for less experienced researchers and practitioners who embark on a collaborative development of a decision support module based on optimisation techniques.

Paper Nr: 68
Title:

Iterated Local Search for a Vehicle Routing Problem with Synchronization Constraints

Authors:

Nacima Labadie, Christian Prins  and Yanyan Yang

Abstract: This paper deals with vehicle routing problem (VRP) with synchronization constraints. This problem consists in determining a least-cost set of routes to serve customers who may require several synchronized visits. The main contribution of the paper is: 1) it presents a definition and a classification of different types of synchronization constraints considered in the VRP literature; 2) it describes a variant of vehicle routing problem with synchronization constraints which is formulated as a mixed integer programming model; 3) finally, it provides a constructive heuristics and an iterated local search metaheuristic to solve the considered problem. The performance of the proposed approaches is evaluated small and medium sized instances.

Paper Nr: 70
Title:

The Development of Aerospace Sector in Morocco

Authors:

Driss Rchid, Otmane Bouksour and Zitouni Beidouri

Abstract: Given the high barriers to enter the aerospace industry, developing countries tend to use the needs of aerospace manufacturer leaders for a competitive cost as main attracting factor. The objective of this study is to investigate the attracting factors of Moroccan regions and country policy measures toward the aerospace sector. A survey applied to all aerospace firms in Morocco is the main information source. The existence and quality of industrial areas and labour force cost are considered as the main attraction forces by all local subsidiaries.

Paper Nr: 80
Title:

Development of a Model based on Evaluation Considering Explicit and Implicit Element in Multiple Criteria Decision Making

Authors:

Rumiko Azuma and Shinya Nozaki

Abstract: The Analytic Hierarchy Process (AHP) is a decision-making method for smoothly managing problems, criteria, and alternatives. AHP can be used to respond to multiple criteria, and allows for the quantification of subjective human judgments, as well as objective evaluations. In a classical AHP, a decision-maker derives a list of priorities by consciously comparing criteria and alternatives in order to deriving a comprehensive evaluation. However, when the number of criteria increases, the problem also becomes complicated and the subjective judgment of the decision-maker tends to be clouded by ambiguity and inconsistency. As the solution, this study proposes a method whereby latent elements are extracted from the data given by the decision-maker, and an evaluation is made from a different aspect based on the extracted elements. This allows for the construction of a model in which a decision is made from both explicit and implicit elements by making a final synthesis of the results obtained using the conventional method as well as the evaluation obtained using the method proposed in this study. As a result, we can conclude that it is possible to make a decision that is not affected by the ambiguity or inconsistency of the decision-maker.

Paper Nr: 85
Title:

Weather Effect on Apparel Sales in France

Authors:

Jean-Louis Bertrand and Xavier Brusset

Abstract: In 2012, French apparel industry suffered weak sales for the fifth consecutive year. Even if economic conditions were not favorable, trade professionals feel that the weather played a significant role. Its impact on retail sales in general has not been formally quantified. This has become an urgent issue as climate change is aggravating naturally occurring climate variability and is becoming a source of uncertainty for climate-sensitive economic sectors. In this paper we provide managers with tools to evaluate the impact of temperature anomalies on sales volumes. We present a statistical method to separate out the weather effect from the underlying real performance of apparel sales. The model has been developed for the retail economic sector but can be extended to all fast moving consumer goods both in France and abroad. These models are applicable to supply chain managers and business analysts.

Paper Nr: 93
Title:

An i* based Approach to Support Strategic Decision in Virtual Enterprise

Authors:

Clement Cherrey and Yan Liu

Abstract: Virtual Enterprise is becoming remarkable as the business environment for enterprise is more and more dynamic. Existing approaches for describing and designing structure for those collaborations adopt Goal oriented approach but tend to focus on functional goal for the system supplemented by an examination of quality constraints. In trying to get a complete knowledge of the way to structure and organize the Virtual Enterprise it is also necessary to have an understanding of the specific expectation, intent, and concerns of the different partner involved in the Virtual Enterprise design process. This paper presents an Agent and Goal oriented approach, iStarVE, taking i* framework as a basis, to model and evaluate the different views of actors on the Virtual Enterprise and their potential impact on the design of its internal structure.

Paper Nr: 97
Title:

Price-demand Modeling - A Tool to Support Inventory and Production Decisions for Competing Products

Authors:

Peter Schuur, Asli Sencer and Bertan Badur

Abstract: Aim of this positioning paper is to explore the existing price-demand models that have been applied in inventory and production management so far and to identify new potential structures that may have been applied in marketing research but have not been touched yet in inventory and production research. Our focus will be on dynamic pricing structures for competing products, since our exploration so far revealed that they have not been studied exhaustively in price-demand inventory literature. Specifically, we propose a price-demand-inventory model framework for optimizing joint pricing, production, inventory and transportation decisions in a supply chain with multiple products, multiple factories, and multiple markets operating in multiple periods. The factories operate in a cooperative environment where these decisions are given centrally so as to maximize the total profit. Competition between the various product types is achieved centrally by setting market specific prices for each product type in each market in each period. To support this price setting we introduce several promising price-demand structures for competing products.

Paper Nr: 99
Title:

Dealing with Variations for a Supplier Selection Problem in a Flexible Supply Chain - A Dynamic Optimization Approach

Authors:

Akram Chibani, Xavier Delorme, Alexandre Dolgui and Henri Pierreval

Abstract: Supply chains are complicated dynamical systems due to many factors, e.g. the competition between companies, the globalization, demand fluctuations, sales forecasting. Hence, they must react to changes in order to adapt quickly its network. In this paper we focus on a two echelon supply chain problem dealing with supplier selection issue during periods in a highly flexible context. How to select suppliers is the main question we try to answer in this research. A suggested approach based on dynamic optimization is highlighted to solve this problem.

Area 2 - Applications

Full Papers
Paper Nr: 10
Title:

New Multi-product Valid Inequalities for a Discrete Lot-sizing Problem

Authors:

Céline Gicquel and Michel Minoux

Abstract: We consider a problem arising in the context of industrial production planning, namely the multi-product discrete lot-sizing and scheduling problem with sequence-dependent changeover costs. We aim at developping an exact solution approach based on a standard Branch & Bound procedure for this combinatorial optimization problem. To achieve this, we propose a new family of multi-product valid inequalities which enables us to better take into account in the mixed-integer linear programming formulation the conflicts between different products simultaneously requiring production on the resource. We then present both an exact and a heuristic separation algorithm in order to identify the most violated valid inequalities to be added in the initial MILP formulation within a cutting-plane generation algorithm. We finally discuss preliminary computational results which confirm the practical usefulness of the proposed valid inequalities at strengthening the MILP formulation and at reducing the overall computation time.

Paper Nr: 38
Title:

Media Mix Optimization - Applying a Quadratic Knapsack Model

Authors:

Ulrich Pferschy, Joachim Schauer and Gerhild Maier

Abstract: In this contribution we present an optimization model for deciding on the best selection of advertising media to be used in a promotional campaign. The effect of each single medium and each pair of media is estimated from the evaluation data of past campaigns taking into account a similarity measure between the attributes and goals of campaigns. The resulting discrete optimization model is a Quadratic Knapsack Problem which we solve by a genetic algorithm. Then campaign budget is assigned to each selected advertising medium based on a statistical estimation from previous campaigns. Our optimization tool is integrated in the marketing management software solution MARMIND.

Paper Nr: 41
Title:

Integrated Supply Chain Network Design for Packaged Gases

Authors:

Tejinder Pal Singh, Nicoleta Neagu, Michele Quattrone and Philippe Briet

Abstract: Network design of the supply chain is an important and strategic aspect of logistics management. In this paper, we address the network design problem specific to packaged gases (e.g., cylinder) supply chain. We propose an integrated framework that allows for the determination of the optimal facility locations, the filling plant production capacities, the inventory at plants and hubs, and the number of packages to be routed in primary and secondary transportation. We formulate the problem as a mixed integer program and then develop a decomposition approach to solve it. We illustrate the proposed framework with numerical examples from real-life packaged gases supply chain. The results show that the decomposition approach is effective in solving a broad range of problem sizes. We also benchmark the results from the decomposition approach by solving the complete packaged gases network design model for smaller test cases.

Paper Nr: 59
Title:

General Lower Bounds for the Total Completion Time in a Flowshop Scheduling Problem - MaxPlus Approach

Authors:

Nhat-Vinh Vo, Pauline Fouillet and Christophe Lenté

Abstract: The flowshop scheduling problem has been largely studied for 60 years. As a criterion, the total completion time also receives a great amount of attention. Many studies have been carried out in the past but they are limited in the number of machines or constraints. MaxPlus algebra is also applied to the scheduling theory but the literature focuses on some concrete constraints. Therefore, this study presents a new method to tackle a general permutation flowshop problem, with additional constraints, to elaborate on lower bounds for the total completion time. These lower bounds can take into account several constraints, like delays, blocking or setup times, but they imply to solve a Traveling Salesman Problem. The theory is developed, based on a MaxPlus modeling of flowshop problems and experimental results are presented.

Short Papers
Paper Nr: 14
Title:

Optimal Fixed Interval Satellite Range Scheduling

Authors:

Antonio J. Vazquez and R. Scott Erwin

Abstract: The satellite scheduling community has provided several algorithms for allocating interaction windows between ground stations and satellites, from simple greedy approaches to more complex hybrid-genetic or Lagrangian-relaxation techniques. Single-location ground station problems, where requests have fixed time intervals and no priorities, are known to be solvable in polynomial time. To the best of our knowledge, no algorithm has been provided yet for solving multiple-location, prioritized scheduling problems optimally. We present an exact polynomial time algorithm for a fixed number of ground stations (or satellites), based on a modified algorithm from the general scheduling literature.

Paper Nr: 45
Title:

A Multicommodity Formulation for Routing in Healthcare Wireless Body Area Networks

Authors:

Pablo Adasme, Abdel Lisser and Chuan Xu

Abstract: In this paper, we propose a minmax multicommodity netflow model for routing in healthcare wireless body area networks (WBAN). The model is aimed at minimizing the worst power consumption of each bio-sensor node placed in the body of a patient plus the total heating costs subject to flow conservation and maximum capacity energy constraints. The model is formulated as a mixed integer linear program (MILP). Thus, we propose a variable neighborhood search (VNS) metaheuristic procedure to come up with tight near optimal solutions. Our preliminary numerical results indicate the VNS approach obtains near optimal solutions with integrality gaps no larger than 3.5 %. Finally, since the proposed model has two conflicting objectives, i.e, heating costs and worst power consumption, we adopt a weighted sum criteria for each objective in order to analyze the behavior of the model.

Paper Nr: 79
Title:

The Uncertainty in the Home Health Care Assignment Problem

Authors:

Afrae Errarhout, Saïd Kharraja and Andréa Matta

Abstract: This paper presents an assignment problem in the home health care structures. In this problem, we search to assign caregivers to patients during a mid-term and long-term planning horizon while considering the caregivers’ skills and capacity. Moreover, we take into account the randomness of the patients’ demands due to a change in their profiles or to addition of new patients through the planning horizon. As aim we balance the caregivers’ workload and secure the continuity of the care. We use the Monte Carlo method in a deterministic way to represent the randomness of the patients’ demand in the mixed integer programming model we developed.

Paper Nr: 84
Title:

Approximation Methods for Determining Optimal Allocations in Response Adaptive Clinical Trials

Authors:

Vishal Ahuja, John R. Birge and Christopher Ryan

Abstract: Clinical trials have traditionally followed a fixed design, in which patient allocation to treatments is fixed throughout the trial and specified in the protocol. The primary goal of this static design is to learn about the efficacy of treatments. Response-adaptive designs, where assignment to treatments evolves as patient outcomes are observed, are gaining in popularity due to potential for improvements in cost and efficiency over traditional designs. Such designs can be modeled as a Bayesian adaptive Markov decision process (BAMDP). Given the forward-looking nature of the underlying algorithms which solve BAMDP, the problem size grows as the trial becomes larger or more complex, often exponentially, making it computationally challenging to find an optimal solution. In this study, we propose grid-based approximation to reduce the computational burden. The proposed methods also open the possibility of implementing adaptive designs to large clinical trials. Further, we use numerical examples to demonstrate the effectiveness of our approach, including the effects of changing the number of observations and the grid resolution.

Posters
Paper Nr: 12
Title:

Shortest Path Challenging Problem - Context of Mobile Devices in Urban Area Considering Weakened GPS Signal and Data Network Traffic

Authors:

Philippe Lacomme, Libo Ren, Nikolay Tchernev and Benjamin Vincent

Abstract: The shortest path problem is a well know routing problem which received a considerable amount of attention for several decades. This problem is the cornerstone of any real-world routing problem including the VRP or the Hub Location. The majority of efficient methods dedicated to these problems consist in computing first the matric of shortest path between nodes. Furthermore, in recent years there has been a revival of interest in the shortest path problem used in the context of various transportation engineering applications. This paper relates to the conception of efficient routing algorithms tuned for mobility. More precisely, it is targeted to the field of pedestrian mobility in an urban environment. In a mobile environment, specific constraints as wireless network traffic disturbances must be taken into account. The architecture that we tune for the project is based on an active monitoring system, which required new shortest path calculation using the exposed web service API. The web service is performed when a specific constraint appears or a new part of the path is required. Using of such architecture offers a new approach in operational research algorithms and our contribution stands at the crossroads of optimization research community and the web service community expectations.

Paper Nr: 46
Title:

Building Surgical Team with High Affinities - A Bicriteria Mixed-integer Programming Approach

Authors:

Christine Di Martinelly and Nadine Meskens

Abstract: Assuming a task-based approach to model the demand for the nurses in the operating rooms, the paper proposes a bicriteria mixed-integer approach to build surgical teams with high affinities while minimizing the nurses’ waiting time. The suggested model builds nurse rosters considering their availabilities, legal constraints and affinities with the operating surgeons. The model is solved using an ε-constraint approach and is tested on instances of a Belgian hospital. From the experiments, it appeared that the 2 objectives considered are conflicting. Relaxing the criterion of the affinities has an impact on the waiting time.

Paper Nr: 54
Title:

Using Clustering Method to Solve Two Echelon Multi-Products Location-Routing Problem with Pickup and Delivery

Authors:

Younes Rahmani, Ammar Oulamara and Wahiba Ramdane Cherif

Abstract: In this paper, we consider the Location Routing Problem in two-echelon network with Multi-Products, and Pickup and Delivery (LRP-MPPD-2E). The objective of LRP-MPP-2E is to minimize simultaneously the location and routing costs, considering many realistic non-tackled constraints in the literature. The first echelon deals with simultaneously selection of processing centers from a set of potential sites and the construction of the primary tours such that each primary tour starts from the main depot, visits the selected processing centers and returns to the main depot. The second echelon aims at assigning customers to the selected processing centers and defining the secondary tours. Each secondary tour, starts at a processing center, visits a set of customers, through one or several processing centers, and then returns to the first processing center. We develop a Hybrid Clustering Algorithm (HCA) with the objective of constructing Global-Clusters such that each Global-Cluster represents the set of clients associated to one feasible secondary tour, then Cplex Solver calculates the feasible tour within Global-Cluster. The HCA is compared with a Nearest Neighbour heuristic (NNH), which actually is the only available method for this problem, and with a Clustering-NNH in which Cplex solver is used to improve each secondary route obtained by NNH. Computational experiments are conducted to evaluate the performances of proposed approaches.

Paper Nr: 63
Title:

Computational Study for Workforce Scheduling and Routing Problems

Authors:

J. Arturo Castillo-Salazar, Dario Landa-Silva and Rong Qu

Abstract: We present a computational study on 112 instances of the Workforce Scheduling and Routing Problem (WSRP). This problem has applications in many service provider industries where employees visit customers to perform activities. Given their similarity, we adapt a mathematical programming model from the literature on vehicle routing problem with time windows (VRPTW) to conduct this computational study on the WSRP. We generate a set of WSRP instances from a well-known VRPTW data set. This work has three objectives. First, to investigate feasibility and optimality on a range of medium size WSRP instances with different distribution of visiting locations and including teaming and connected activities constraints. Second, to compare the generated WSRP instances to their counterpart VRPTW instances with respect to their difficulty. Third, to determine the computation time required by a mathematical programming solver to find feasible solutions for the generated WSRP instances. It is observed that although the solver can achieve feasible solutions for some instances, the current solver capabilities are still limited. Another observation is the WSRP instances present an increased degree of difficulty because of the additional constraints. The key contribution of this paper is to present some test instances and corresponding benchmark study for the WSRP.

Paper Nr: 71
Title:

A Mixed-Integer Linear Program for Routing and Scheduling Trains through a Railway Station

Authors:

Lijie Bai, Thomas Bourdeaud'huy, Besoa Rabenasolo and Emmanuel Castelain

Abstract: This paper studies a train routing and scheduling problem faced by railway station infrastructure managers to generate a conflict-free timetable which consists of two parts, commercial movements and technical movements. Firstly, we present the problem and propose a discrete-time mixed-integer linear mathematical model formulation. Due to the computational complexity of integer programming methods, we need to improve the calculation performance. On one hand, we consider the problem in continuous-time domain which decrease the computational size. The integrality of the scheduling variables is proved. On the other hand, the redundant constraints are cut off by probing the potential conflicts between trains and movements. The full practical problem is large: 247 trains consisting of 503 movements per day should be considered. The proposed approach can solve an instance made of 60 trains and 121 movements representing 385 minutes of traffic within less than 2 minutes.

Paper Nr: 98
Title:

Optimal Control for Forest Management in the Czech Republic

Authors:

Jitka Janová and Jiří Kadlec

Abstract: This contribution presents initial qualitative results and discussions when addressing the particular dynamic optimization problems in Czech forestry management. First, we analyze the deterministic infinite time horizon optimal control model aimed to determine the optimal paths for plantations of various mixed forests in the Morava region in the Czech Republic. Second, the problem of optimal dynamic path for the subsidy rates is established and its solution via optimal control using the simulated data is suggested. The at foremost aim of the presentation is to present the research topic itself and to discuss the optimization and solution techniques suggested.